1.
Life-Cycle Finance in Theory and in Practice
Boston University School of Management Working Paper No. 2002-02
Number of pages: 15
Posted: 13 Jun 2002
Working Paper Series
Boston University - Department of Finance & Economics
Downloads
6,019
2.
Reports of Value’s Death May Be Greatly Exaggerated
Number of pages: 43
Posted: 02 Dec 2019
Last Revised: 03 Jun 2020
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates LLC and Dartmouth College - Tuck School of Business
Downloads
5,123
3.
Feverish Stock Price Reactions to COVID-19
Forthcoming, Review of Corporate Finance Studies
Number of pages: 58
Posted: 09 Mar 2020
Last Revised: 30 Jun 2020
Accepted Paper Series
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
There are 2 versions of this paper
Feverish Stock Price Reactions to COVID-19
Forthcoming, Review of Corporate Finance Studies
Number of pages: 58
Posted: 09 Mar 2020
Last Revised: 30 Jun 2020
Downloads
4,283
Feverish Stock Price Reactions to Covid-19
CEPR Discussion Paper No. DP14511
Number of pages: 61
Posted: 25 Mar 2020
Last Revised: 29 Jun 2020
Downloads
7
Downloads
4,283
4.
Human Capital, Asset Allocation, and Life Insurance
Yale ICF Working Paper No. 05-11
Number of pages: 21
Posted: 13 May 2005
Working Paper Series
Yale School of Management, Ibbotson Associates, York University - Schulich School of Business and Ibbotson Associates
There are 2 versions of this paper
Human Capital, Asset Allocation, and Life Insurance
Yale ICF Working Paper No. 05-11
Number of pages: 21
Posted: 13 May 2005
Downloads
3,512
Human Capital, Asset Allocation, and Life Insurance
Financial Analysts Journal, Vol. 62, No. 1, pp. 97-109, January/February 2006
Posted: 03 May 2006
Downloads
3,512
5.
The Value Premium
Fama-Miller Working Paper No. 20-01
Number of pages: 20
Posted: 27 Jan 2020
Last Revised: 30 Jan 2020
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads
2,999
6.
Analysis of the Effect of COVID-19 on the Stock Market and Investing Strategies
Number of pages: 17
Posted: 30 Mar 2020
Last Revised: 11 May 2020
Working Paper Series
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign, College of Business, Department of Finance, University of Illinois at Urbana-Champaign and University of Illinois Urbana Champaign
Downloads
2,939
7.
When Equity Factors Drop Their Shorts
Financial Analysts Journal, forthcoming
Number of pages: 42
Posted: 26 Nov 2019
Last Revised: 05 Jun 2020
Accepted Paper Series
Robeco Quantitative Investments, Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads
2,742
8.
Machine Learning for Asset Managers (Chapter 1)
Cambridge Elements, 2020
Number of pages: 45
Posted: 27 Apr 2020
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
2,534
9.
Man versus Machine: A Comparison of Robo-Analyst and Traditional Research Analyst Investment Recommendations
Number of pages: 46
Posted: 21 Jan 2020
Last Revised: 20 Feb 2020
Working Paper Series
Indiana University - Kelley School of Business - Department of Accounting, Indiana University - Kelley School of Business - Department of Accounting and Indiana University - Kelley School of Business - Department of Accounting
Downloads
2,369
10.
Codependence (Presentation Slides)
Number of pages: 34
Posted: 15 Jan 2020
Last Revised: 06 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
2,357
11.
How Behavioural Biases Affect Finance Professionals
The European Financial Review, December-January 2017, pp. 25-29
Number of pages: 5
Posted: 17 Jan 2017
Accepted Paper Series
American University - Kogod School of Business, Pennsylvania State University and Washington and Lee University
Downloads
2,174
12.
Advances in Financial Machine Learning: Numerai's Tournament (seminar slides)
Number of pages: 40
Posted: 25 Nov 2019
Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
1,910
13.
Overfitting: Causes and Solutions (Seminar Slides)
Number of pages: 24
Posted: 26 Feb 2020
Last Revised: 02 Mar 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
1,551
14.
The Return Expectations of Institutional Investors
Stanford University Graduate School of Business Research Paper No. 18-5
Number of pages: 53
Posted: 06 Nov 2019
Last Revised: 01 Jun 2020
Working Paper Series
University of Amsterdam and Stanford Graduate School of Business
Downloads
1,478
15.
FinTech is Gaining Traction and Young, High-Income Users are the Early Adopters
Journal of Financial Perspectives, Vol. 3, No. 3, 2015
Number of pages: 20
Posted: 08 Dec 2017
Accepted Paper Series
Ernst & Young LLP, Ernst & Young LLP and Ernst & Young LLP
Downloads
1,381
16.
Investment Opportunities and Strategies in an Era of Coronavirus Pandemic
Number of pages: 25
Posted: 03 Apr 2020
Last Revised: 03 Jun 2020
Working Paper Series
University of Illinois at Urbana-Champaign - College of Business, University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign and University of Illinois Urbana Champaign
Downloads
1,367
17.
New Tech v. New Deal: Fintech As A Systemic Phenomenon
36 Yale Journal on Regulation 735 (2019).
Number of pages: 60
Posted: 06 Nov 2019
Last Revised: 06 Nov 2019
Accepted Paper Series
Cornell University - Law School
Downloads
1,233
18.
Toward Determining the Optimal Investment Strategy for Retirement
Number of pages: 11
Posted: 03 Jan 2019
Working Paper Series
IESE Business School and Windham Capital Management
Downloads
1,160
19.
Fact and Fiction about Low-Risk Investing
NYU Stern School of Business
Number of pages: 26
Posted: 25 Mar 2020
Working Paper Series
AQR Capital Management LLC, AQR Capital Management, LLC, AQR Capital Management and AQR Capital Management, LLC
Downloads
1,154
20.
Required Retirement Savings Rates Today
Number of pages: 22
Posted: 18 Oct 2016
Working Paper Series
Morningstar Investment Management, The American College and The American College for Financial Services
Downloads
1,126
21.
The Effect of Coronavirus Spread on Stock Markets: The Case of the Worst 6 Countries
Number of pages: 11
Posted: 17 Apr 2020
Working Paper Series
Ain Shams University
Downloads
1,119
22.
The Equity Risk Premium: A Novel Perspective on the Past Fifty Years
Number of pages: 4
Posted: 23 Mar 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads
1,057
23.
Understanding Machine Learning for Diversified Portfolio Construction by Explainable AI
Number of pages: 19
Posted: 25 Feb 2020
Working Paper Series
Munich Reinsurance Company, Financial Solutions, Munich Reinsurance Company, Financial Solutions, Firamis, Firamis and Zurich University of Applied Sciences, Center for Asset Management
Downloads
974
24.
Understanding Mechanisms Underlying Peer Effects: Evidence from a Field Experiment on Financial Decisions
Econometrica, Vol. 82, No. 4
Number of pages: 64
Posted: 05 Jul 2012
Last Revised: 18 Jul 2014
Accepted Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale School of Management, Sao Paulo School of Economics - FGV and University of California, Berkeley - Haas School of Business
There are 2 versions of this paper
Understanding Mechanisms Underlying Peer Effects: Evidence from a Field Experiment on Financial Decisions
Econometrica, Vol. 82, No. 4
Number of pages: 64
Posted: 05 Jul 2012
Last Revised: 18 Jul 2014
Downloads
938
Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment
NBER Working Paper No. w18241
Number of pages: 82
Posted: 21 Jul 2012
Downloads
21
Downloads
938
25.
Financial Inclusion and Inclusive Growth: A Review of Recent Empirical Evidence
World Bank Policy Research Working Paper No. 8040
Number of pages: 27
Posted: 26 Apr 2017
Working Paper Series
World Bank - Development Research Group and World Bank
Downloads
931
26.
The Historical Record on Active vs. Passive Mutual Fund Performance
2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Number of pages: 27
Posted: 13 Sep 2018
Last Revised: 09 Dec 2019
Working Paper Series
California State University, Fullerton - Department of Finance
Downloads
873
27.
The Effect of Humanizing Robo-Advisors on Investor Judgments
Number of pages: 42
Posted: 06 Nov 2019
Working Paper Series
University of Washington - Michael G. Foster School of Business, University of Illinois at Urbana-Champaign - Department of Accountancy and Indiana University - Kelley School of Business - Department of Accounting
Downloads
739
28.
The Overnight Drift
FRB of New York Staff Report No. 917, February 2020
Number of pages: 64
Posted: 02 Mar 2020
Working Paper Series
Federal Reserve Bank of New York, Copenhagen Business School and Copenhagen Business School
There are 2 versions of this paper
The Overnight Drift
FRB of New York Staff Report No. 917, February 2020
Number of pages: 64
Posted: 02 Mar 2020
Downloads
736
Downloads
1
Downloads
736
29.
Capturing the Illiquidity Premium
Number of pages: 39
Posted: 25 Feb 2020
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
728
30.
A Comparison of Global Factor Models
Number of pages: 53
Posted: 02 Mar 2020
Last Revised: 31 Mar 2020
Working Paper Series
Technische Universität München (TUM)
Downloads
725
31.
Hierarchical Risk Parity: Accounting for Tail Dependencies in Multi-Asset Multi-Factor Allocations
Machine Learning and Asset Management, Forthcoming
Number of pages: 33
Posted: 08 Jan 2020
Last Revised: 26 Jan 2020
Working Paper Series
Invesco, Invesco and Metzler Asset Management
Downloads
723
32.
Growth-Trend Timing and 60-40 Variations: Lethargic Asset Allocation (LAA)
Number of pages: 15
Posted: 15 Dec 2019
Last Revised: 22 Jan 2020
Working Paper Series
VU University Amsterdam
Downloads
678
33.
The Relationship between Age and Income with Financial Planning – An Exploratory Study
Pratibimba – The Journal of IMIS, (Indexed in Proquest) pp7 -16. ISSN: 0972-5466. January- June 2017.
Number of pages: 18
Posted: 20 Mar 2017
Accepted Paper Series
Global Business School & Research Centre and Independent
Downloads
658
34.
What Dividend Imputation Means for Retirement Savers
Number of pages: 31
Posted: 05 Sep 2018
Working Paper Series
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
There are 2 versions of this paper
What Dividend Imputation Means for Retirement Savers
Number of pages: 31
Posted: 05 Sep 2018
Downloads
632
What Dividend Imputation Means for Retirement Savers
Economic Record, Vol. 95, Issue 309, pp. 181-199, 2019
Number of pages: 19
Posted: 17 May 2020
Downloads
632
35.
To FinTech and Beyond
Number of pages: 21
Posted: 06 Nov 2019
Working Paper Series
University of Pennsylvania - The Wharton School - Finance Department, Columbia Business School - Finance and Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads
617
36.
Wealth Creation in the U.S. Public Stock Markets 1926 to 2019
Number of pages: 19
Posted: 25 Feb 2020
Last Revised: 16 Jun 2020
Working Paper Series
Arizona State University
Downloads
612
37.
You Can't Always Trend When You Want
Number of pages: 27
Posted: 01 Dec 2019
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads
599
38.
Tactical Target Date Funds
Number of pages: 64
Posted: 16 Jul 2018
Last Revised: 20 Feb 2020
Working Paper Series
London Business School, Imperial College Business School and affiliation not provided to SSRN
There are 2 versions of this paper
Tactical Target Date Funds
Number of pages: 64
Posted: 16 Jul 2018
Last Revised: 20 Feb 2020
Downloads
552
Tactical Target Date Funds
CEPR Discussion Paper No. DP13019
Number of pages: 46
Posted: 03 Jul 2018
Downloads
4
Downloads
552
39.
How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior
SAFE Working Paper No. 190
Number of pages: 21
Posted: 06 Nov 2019
Working Paper Series
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
There are 2 versions of this paper
How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior
SAFE Working Paper No. 190
Number of pages: 21
Posted: 06 Nov 2019
Downloads
539
How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior
NBER Working Paper No. w24311
Number of pages: 19
Posted: 06 Jun 2018
Downloads
4
Downloads
539
40.
Regulating Robo-Advisory
Texas International Law Journal, Volume 55, Issue 1 (Fall 2019), pp. 49-87
Number of pages: 40
Posted: 06 Nov 2019
Last Revised: 24 Jan 2020
Accepted Paper Series
TUM School of Management
Downloads
531
41.
How Crisis Affects Crypto: Coronavirus as a Test Case
Number of pages: 60
Posted: 23 Mar 2020
Working Paper Series
Tel Aviv University - Cegla Center for Interdisciplinary Research of the Law and Institute of Law and Economics, University of Hamburg
Downloads
470
42.
Short Term Trading Models – Mean Reversion Trading Strategies and the Black Swan Events
Number of pages: 32
Posted: 11 Mar 2020
Working Paper Series
WorldQuant University, WorldQuant University, WorldQuant University and WorldQuant University
Downloads
468
43.
Post-Fundamentals Drift in Stock Prices: A Machine-Learning Approach
Number of pages: 71
Posted: 27 Jan 2020
Last Revised: 29 Jun 2020
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, Bar-Ilan University - Graduate School of Business Administration and University of California, Los Angeles (UCLA) - Finance Area
Downloads
454
44.
Aggregate and Firm-Level Stock Returns During Pandemics, In Real Time
Number of pages: 32
Posted: 27 Mar 2020
Last Revised: 12 May 2020
Working Paper Series
Harvard University, University of North Carolina (UNC) at Chapel Hill - Department of Economics, Elon University - Department of Economics and Yale University
There are 2 versions of this paper
Aggregate and Firm-Level Stock Returns During Pandemics, In Real Time
Number of pages: 32
Posted: 27 Mar 2020
Last Revised: 12 May 2020
Downloads
439
Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time
NBER Working Paper No. w26950
Number of pages: 33
Posted: 06 Apr 2020
Downloads
21
Downloads
439
45.
Financial Operating Systems
European Banking Institute (EBI) Working Paper Series No. 58/2020
Number of pages: 64
Posted: 03 Mar 2020
Last Revised: 25 Mar 2020
Working Paper Series
Universite du Luxembourg - Faculty of Law, Economics and Finance, Chicago-Kent College of Law - Illinois Institute of Technology, The University of Hong Kong - Faculty of Law and University of New South Wales (UNSW) - Faculty of Law
Downloads
422
46.
Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis
Number of pages: 58
Posted: 06 Nov 2019
Last Revised: 06 Nov 2019
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads
405
47.
The Lost Decade for Hedge Funds: Three Threats
TILEC Discussion Paper No. DP2019-027
Number of pages: 41
Posted: 11 Dec 2019
Last Revised: 18 Dec 2019
Working Paper Series
Tilburg University - School of Law; European Banking Center (EBC) and Robeco Asset Management, Quantitative Investment Research
Downloads
400
48.
Fintech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk
IMF Working Paper No. 19/109
Number of pages: 35
Posted: 06 Nov 2019
Working Paper Series
IMF
Downloads
393
49.
A Model of Asset Price Spirals and Aggregate Demand Amplification of a 'COVID-19' Shock
Number of pages: 40
Posted: 16 Apr 2020
Last Revised: 26 May 2020
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads
387
50.
Stock Picking with Machine Learning
Number of pages: 39
Posted: 23 Jun 2020
Working Paper Series
Darmstadt University of Technology and Deka Investment GmbH
Downloads
385
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