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Viewing: 1 - 50 of 921 papers

1.

Reports of Value’s Death May Be Greatly Exaggerated

Number of pages: 38 Posted: 02 Dec 2019 Last Revised: 04 Feb 2021
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates Global Advisors and Dartmouth College - Tuck School of Business
Downloads 7,851
2.

Feverish Stock Price Reactions to COVID-19

Review of Corporate Finance Studies, Volume 9, Issue 3, November 2020, Pages 622–655, Swiss Finance Institute Research Paper No. 20-12
Number of pages: 58 Posted: 09 Mar 2020 Last Revised: 23 Mar 2021
Accepted Paper Series
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 7,077
3.

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 6,168
4.

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 5,610
5.

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 5,172
6.

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 3,621
7.

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

Multiple version iconThere are 2 versions of this paper

Downloads 3,615
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 3,487
9.

Human versus Machine: A Comparison of Robo-Analyst and Traditional Research Analyst Investment Recommendations

Number of pages: 59 Posted: 21 Jan 2020 Last Revised: 01 Apr 2021
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 3,333
10.

When Equity Factors Drop Their Shorts

Financial Analysts Journal, 2020, 76(4): 73–99.
Number of pages: 42 Posted: 26 Nov 2019 Last Revised: 25 Jan 2021
Accepted Paper Series
Robeco Quantitative Investments, Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads 3,093
11.

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 2,999
12.

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 2,955
13.

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 2,743
14.

Wealth Creation in the U.S. Public Stock Markets 1926 to 2019

Number of pages: 23 Posted: 25 Feb 2020 Last Revised: 12 Nov 2020
Working Paper Series
Arizona State University
Downloads 2,692
15.

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 2,490
16.

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 2,294
17.

Hierarchical Risk Parity: Accounting for Tail Dependencies in Multi-Asset Multi-Factor Allocations

Chapter 9 in: Machine Learning and Asset Management, Emmanuel Jurczenko (ed.), Iste and Wiley, 2020, pp. 332-368
Number of pages: 33 Posted: 08 Jan 2020 Last Revised: 09 Nov 2020
Working Paper Series
Invesco, Invesco and Metzler Asset Management
Downloads 1,811
18.

The Return Expectations of Institutional Investors

Stanford University Graduate School of Business Research Paper No. 18-5, 9th Miami Behavioral Finance Conference 2018
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 1,810
19.

Resurrecting the Value Premium

Number of pages: 27 Posted: 05 Oct 2020 Last Revised: 23 Oct 2020
Working Paper Series
Robeco Quantitative Investments and Technische Universität München (TUM)
Downloads 1,724
20.

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 1,718
21.

Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 81 Posted: 03 Jun 2020 Last Revised: 19 Jan 2021
Accepted Paper Series
University of Arizona, Eller College of Management, Department of Finance, Students, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 1,688
22.

The Historical Record on Active vs. Passive Mutual Fund Performance

2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Number of pages: 30 Posted: 13 Sep 2018 Last Revised: 03 Apr 2021
Working Paper Series
San Diego State University - Fowler College of Business - Finance Department
Downloads 1,572
23.

Fact and Fiction about Low-Risk Investing

NYU Stern School of Business
Number of pages: 26 Posted: 25 Mar 2020
Working Paper Series
Office of Financial Research, AQR Capital Management, LLC, AQR Capital Management and AQR Capital Management, LLC
Downloads 1,543
24.

New Tech v. New Deal: Fintech As A Systemic Phenomenon

36 Yale Journal on Regulation 735 (2019)., Cornell Legal Studies Research Paper No. 18-39
Number of pages: 60 Posted: 06 Nov 2019 Last Revised: 06 Nov 2019
Accepted Paper Series
Cornell University - Law School
Downloads 1,529
25.

The Overnight Drift

FRB of New York Staff Report No. 917, February 2020, Rev. February 2021
Number of pages: 68 Posted: 02 Mar 2020 Last Revised: 19 Feb 2021
Working Paper Series
Federal Reserve Bank of New York, Copenhagen Business School and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,492
26.

A COVID Diary: Searching for Investment Serenity

NYU Stern School of Business Forthcoming
Number of pages: 89 Posted: 08 Mar 2021 Last Revised: 27 Apr 2021
Working Paper Series
New York University - Stern School of Business
Downloads 1,464
27.

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 1,460
28.

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Number of pages: 61 Posted: 04 Dec 2019 Last Revised: 08 Jul 2020
Working Paper Series
London Business School - Department of Finance, London School of Economics & Political Science (LSE) - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 1,400
29.

Security Token Offerings

Number of pages: 43 Posted: 16 Jul 2020 Last Revised: 22 Apr 2021
Working Paper Series
Rotterdam School of Management, Erasmus University, Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM) and Rotterdam School of Management, Erasmus University
Downloads 1,389
30.

Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility

Number of pages: 45 Posted: 27 May 2020 Last Revised: 08 May 2021
Working Paper Series
University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 1,381
31.

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 1,375
32.

Active Fixed Income Illusions

Journal of Fixed Income, Vol. 29, No. 4, 2020, https://jfi.pm-research.com/content/29/4/5
Number of pages: 27 Posted: 05 Dec 2019
Accepted Paper Series
AQR Capital Management, LLC, affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 1,354
33.

When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response

Number of pages: 69 Posted: 04 May 2020 Last Revised: 07 Jul 2020
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,341
34.

Do Institutional Investors Stabilize Equity Markets in Crisis Periods? Evidence from COVID-19

European Corporate Governance Institute – Finance Working Paper No. 688/2020, Swiss Finance Institute Research Paper No. 20-56
Number of pages: 64 Posted: 27 Jul 2020 Last Revised: 20 Apr 2021
Working Paper Series
University of Virginia - Darden School of Business, University of Virginia - Darden School of Business, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,327
35.

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 1,285
36.

Stock Picking with Machine Learning

Number of pages: 39 Posted: 23 Jun 2020
Working Paper Series
Deka Investment GmbH and Deka Investment GmbH
Downloads 1,270
37.

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 1,190
38.

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 1,160
39.

Detection of False Investment Strategies through FWER and FDR (Seminar Slides)

Number of pages: 30 Posted: 01 Apr 2021
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,096
40.

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 1,064
41.

The Promises and Pitfalls of Machine Learning for Predicting Stock Returns

Number of pages: 41 Posted: 27 Mar 2020 Last Revised: 31 Mar 2021
Working Paper Series
Invesco, Invesco, Invesco, Invesco and Quoniam Asset Management
Downloads 1,059
42.

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 and World Bank
Downloads 1,056
43.

Digital Finance Platforms: Toward a New Regulatory Paradigm

European Banking Institute (EBI) Working Paper Series No. 58/2020, University of Luxembourg Faculty of Law, Economics & Finance WPS , University of Hong Kong Faculty of Law Research Paper No. 2020/008, 23: 1 University of Pennsylvania Journal of Business Law (2020), University of Pennsylvania Journal of Business Law, Forthcoming
Number of pages: 68 Posted: 03 Mar 2020 Last Revised: 16 Dec 2020
Accepted 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 1,053
44.

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 1,033
45.

The Effect of Humanizing Robo-Advisors on Investor Judgments

Contemporary Accounting Research, Forthcoming
Number of pages: 40 Posted: 06 Nov 2019 Last Revised: 20 Jul 2020
Accepted 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

Multiple version iconThere are 2 versions of this paper

Downloads 1,011
46.

A First Look at the Impact of COVID-19 on Commercial Real Estate Prices: Asset-Level Evidence

Review of Asset Pricing Studies, Forthcoming
Number of pages: 50 Posted: 05 May 2020 Last Revised: 19 Aug 2020
Accepted Paper Series
University of Florida - Hough Graduate School of Business Administration, Concordia University and Florida State University
Downloads 975
47.

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

Multiple version iconThere are 2 versions of this paper

Downloads 975
48.

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 954
49.

ESG Investing: How to Optimize Impact?

HEC Paris Research Paper No. FIN-2020-1363
Number of pages: 43 Posted: 30 Jan 2020 Last Revised: 12 Feb 2020
Working Paper Series
HEC and HEC Paris - Finance Department
Downloads 910
50.

When the Japanese Stock Market Meets COVID-19: Impact of Ownership, China and US Exposure, and ESG Channels

Number of pages: 47 Posted: 17 Apr 2020 Last Revised: 01 Dec 2020
Working Paper Series
Nagoya University and Ritsumeikan University - College of Business Administration
Downloads 860