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JEL Code: G1

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Viewing: 19,301 - 19,350 of 53,764 papers

19301.

A Quantitative Approach to Tactical Asset Allocation

The Journal of Wealth Management, Spring 2007
Number of pages: 70 Posted: 11 Feb 2007 Last Revised: 03 Mar 2014
Accepted Paper Series
Cambria Investment Management
Downloads 196,349
19302.

Market Efficiency, Long-Term Returns, and Behavioral Finance

Number of pages: 31 Posted: 30 Apr 1997
Working Paper Series
University of Chicago - Finance
Downloads 86,610
19303.

Relative Strength Strategies for Investing

Number of pages: 22 Posted: 06 Apr 2010 Last Revised: 20 Apr 2010
Working Paper Series
Cambria Investment Management
Downloads 59,079
19304.

Company Valuation Methods

Number of pages: 18 Posted: 22 Jul 2001 Last Revised: 19 Oct 2017
Working Paper Series
University of Navarra - IESE Business School
Downloads 58,856
19305.

Option Traders Use (very) Sophisticated Heuristics, Never the Black–Scholes–Merton Formula

Journal of Economic Behavior and Organization, Vol. 77, No. 2, 2011
Number of pages: 11 Posted: 11 Sep 2007 Last Revised: 16 Nov 2012
Accepted Paper Series
affiliation not provided to SSRN and NYU-Tandon School of Engineering
Downloads 55,641
19306.

A Comparison of Dividend, Cash Flow, and Earnings Approaches to Equity Valuation

Number of pages: 68 Posted: 31 Mar 1997
Working Paper Series
Columbia Business School - Department of Accounting and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads 45,015
19307.

Understanding the Subprime Mortgage Crisis

Number of pages: 40 Posted: 10 Oct 2007 Last Revised: 20 Jun 2009
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Man AHL
Downloads 42,943
19308.

A Five-Factor Asset Pricing Model

Fama-Miller Working Paper
Number of pages: 52 Posted: 30 Jun 2013 Last Revised: 23 Sep 2014
Working Paper Series
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 38,846
19309.

Value Versus Growth: The International Evidence

Number of pages: 30 Posted: 01 May 1997
Working Paper Series
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 37,483
19310.

Valuing Companies by Cash Flow Discounting: Ten Methods and Nine Theories

EFMA 2002 London Meetings
Number of pages: 16 Posted: 14 May 2004 Last Revised: 12 Oct 2017
Accepted Paper Series
University of Navarra - IESE Business School
Downloads 35,021
19311.

Value Based Management: Economic Value Added or Cash Value Added?

FWC AB Study No. 1997:3
Number of pages: 42 Posted: 05 Apr 1999
Working Paper Series
Weissenrieder & Co AB
Downloads 33,461
19312.

The Capital Asset Pricing Model: Some Empirical Tests

Michael C. Jensen, STUDIES IN THE THEORY OF CAPITAL MARKETS, Praeger Publishers Inc., 1972
Number of pages: 54 Posted: 13 Jun 2006
Accepted Paper Series
SSRN, Sloan School of Management, MIT (Deceased) and Stanford Graduate School of Business
Downloads 33,259
19313.

Pairs Trading: Performance of a Relative Value Arbitrage Rule

Yale ICF Working Paper No. 08-03
Number of pages: 47 Posted: 28 Dec 1998 Last Revised: 24 Jan 2008
Working Paper Series
Simon Fraser University, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 30,009
19314.

Global Value: Building Trading Models with the 10 Year CAPE

Cambria Quantitative Research, No. 5, August 2012
Number of pages: 15 Posted: 21 Aug 2012 Last Revised: 13 Sep 2012
Accepted Paper Series
Cambria Investment Management
Downloads 28,591
19315.

International Financial Reporting Standards (IFRS): Pros and Cons for Investors

Accounting and Business Research, Forthcoming
Number of pages: 65 Posted: 13 Sep 2006
Accepted Paper Series
University of Chicago - Booth School of Business
Downloads 27,118
19316.

Facts and Fantasies about Commodity Futures

Yale ICF Working Paper No. 04-20
Number of pages: 41 Posted: 29 Jun 2004
Working Paper Series
Yale School of Management and Yale School of Management - International Center for Finance

Multiple version iconThere are 3 versions of this paper

Downloads 26,656
19317.

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2013 Edition

Number of pages: 114 Posted: 24 Mar 2013
Working Paper Series
New York University - Stern School of Business
Downloads 26,241
19318.

Taxes, Financing Decisions, and Firm Value

Center for Research in Security Prices (CRSP) Working Paper No.
Number of pages: 34 Posted: 01 Feb 1997
Working Paper Series
University of Chicago - Finance and Tuck School of Business at Dartmouth

Multiple version iconThere are 2 versions of this paper

Downloads 26,048
19319.

Market Risk Premium Used in 82 Countries in 2012: A Survey with 7,192 Answers

IESE Business School Working Paper No. WP-1059-E
Number of pages: 18 Posted: 16 Jun 2012 Last Revised: 12 Oct 2017
Working Paper Series
University of Navarra - IESE Business School, IESE Business School and IESE
Downloads 24,768
19320.

Risk Premia Harvesting Through Dual Momentum

Journal of Management & Entrepreneurship, vol.2, no.1 (Mar 2017), 27-55
Number of pages: 37 Posted: 19 Apr 2012 Last Revised: 23 May 2017
Accepted Paper Series
Portfolio Management Consultants
Downloads 24,649
19321.

Exercises in Advanced Risk and Portfolio Management (ARPM) with Solutions and Code

Number of pages: 281 Posted: 11 Aug 2009 Last Revised: 08 Mar 2016
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads 23,704
19322.

Corporate Governance and Equity Prices

Quarterly Journal of Economics, Vol. 118, No. 1, pp. 107-155, February 2003
Number of pages: 67 Posted: 12 Sep 2001
Working Paper Series
Harvard Business School - Finance Unit, Stanford Graduate School of Business and Yale School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 23,605
19323.

How Active is Your Fund Manager? A New Measure That Predicts Performance

AFA 2007 Chicago Meetings Paper, Yale ICF Working Paper No. 06-14, EFA 2007 Ljubljana Meetings Paper
Number of pages: 47 Posted: 21 Mar 2006 Last Revised: 07 May 2009
Working Paper Series
University of Notre Dame and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 23,387
19324.

Fact, Fiction and Momentum Investing

Journal of Portfolio Management, Fall 2014 (40th Anniversary Issue), Fama-Miller Working Paper
Number of pages: 26 Posted: 12 May 2014 Last Revised: 03 Oct 2014
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOM
Downloads 23,308
19325.

The Golden Dilemma

Financial Analysts Journal, vol. 69, no. 4 (July/August 2013) 10-42.
Number of pages: 48 Posted: 06 Jun 2012 Last Revised: 28 Aug 2015
Accepted Paper Series
TR and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 22,111
19326.

WACC: Definition, Misconceptions and Errors

Number of pages: 8 Posted: 05 Jun 2010 Last Revised: 12 Oct 2017
Working Paper Series
University of Navarra - IESE Business School
Downloads 21,790
19327.

An Analysis of the Financial Crisis of 2008: Causes and Solutions

Number of pages: 28 Posted: 04 Nov 2008 Last Revised: 16 Dec 2008
Working Paper Series
Oakland University - School of Business Administration
Downloads 21,585
19328.

A Survey of Behavioral Finance

Number of pages: 77 Posted: 04 Oct 2002
Working Paper Series
Yale School of Management and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 21,571
19329.

Tesla: Anatomy of a Run-Up Value Creation or Investor Sentiment?

Number of pages: 46 Posted: 28 Apr 2014
Working Paper Series
California Institute of Technology and New York University - Stern School of Business
Downloads 21,140
19330.

Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay

Number of pages: 33 Posted: 04 Apr 2013 Last Revised: 13 Jun 2015
Working Paper Series
Portfolio Management Consultants
Downloads 20,837
19331.

Economic Consequences of Financial Reporting and Disclosure Regulation: A Review and Suggestions for Future Research

Number of pages: 91 Posted: 13 Mar 2008 Last Revised: 07 May 2008
Working Paper Series
University of Chicago - Booth School of Business and Boston University Questrom School of Business
Downloads 20,820
19332.

Country Risk: Determinants, Measures and Implications - The 2015 Edition

Number of pages: 97 Posted: 15 Jul 2015 Last Revised: 01 Aug 2015
Working Paper Series
New York University - Stern School of Business
Downloads 19,938
19333.

Métodos de valoración de empresas (Company Valuation Methods)

Number of pages: 27 Posted: 15 Sep 2008 Last Revised: 28 Mar 2016
Working Paper Series
University of Navarra - IESE Business School
Downloads 19,486
19334.

The Black-Litterman Approach: Original Model and Extensions

Shorter version in, THE ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Wiley, 2010
Number of pages: 17 Posted: 08 Apr 2008 Last Revised: 13 Oct 2010
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads 19,421
19335.

The Black-Litterman Model in Detail

Number of pages: 65 Posted: 28 Jan 2009 Last Revised: 23 Jun 2014
Working Paper Series
Boston University - Metropolitan College - Department of Computer Science
Downloads 19,208
19336.

The Equity Premium

EFMA 2001 Lugano Meetings; CRSP Working Paper No. 522
Number of pages: 29 Posted: 20 Jul 2000
Working Paper Series
University of Chicago - Finance and Tuck School of Business at Dartmouth

Multiple version iconThere are 2 versions of this paper

Downloads 18,597
19337.

Three Residual Income Valuation Methods and Discounted Cash Flow Valuation

Number of pages: 12 Posted: 16 Jan 2002 Last Revised: 19 Oct 2017
Working Paper Series
University of Navarra - IESE Business School
Downloads 18,440
19338.

Índice Libro Valoración de Empresas y Sensatez (Company Valuation and Common Sense)

Number of pages: 14 Posted: 28 Jan 2013 Last Revised: 25 Oct 2016
Working Paper Series
University of Navarra - IESE Business School
Downloads 18,163
19339.

A Simplified Approach to Understanding the Kalman Filter Technique

Number of pages: 24 Posted: 07 May 2005 Last Revised: 17 Apr 2008
Working Paper Series
University of Richmond - E. Claiborne Robins School of Business, Auburn University and Georgia State University - Department of Finance
Downloads 17,869
19340.

Risk Management Lessons from Long-Term Capital Management

Number of pages: 27 Posted: 02 Aug 1999
Working Paper Series
University of California, Irvine - Paul Merage School of Business
Downloads 17,818
19341.

The Worldwide Equity Premium: A Smaller Puzzle

Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper,
Number of pages: 41 Posted: 17 Mar 2006 Last Revised: 20 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 17,699
19342.

The Microstructure of the ‘Flash Crash’: Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading

The Journal of Portfolio Management, Vol. 37, No. 2, pp. 118-128, Winter 2011
Number of pages: 15 Posted: 22 Oct 2010 Last Revised: 31 Jan 2011
Accepted Paper Series
Cornell University - Department of Economics, Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 17,222
19343.

Understanding Modern Portfolio Construction

Number of pages: 46 Posted: 03 Mar 2016 Last Revised: 22 Sep 2016
Working Paper Series
Orcam Financial Group
Downloads 17,053
19344.

Ten Badly Explained Topics in Most Corporate Finance Books

Number of pages: 13 Posted: 28 Apr 2012 Last Revised: 12 Oct 2017
Working Paper Series
University of Navarra - IESE Business School

Multiple version iconThere are 2 versions of this paper

Downloads 17,042
19345.

Establishing a Pecking Order for Finance Academics: Ranking of U.S. Finance Doctoral Programs

Number of pages: 17 Posted: 13 Mar 2007
Working Paper Series
St. Joseph's University - Haub School of Business
Downloads 16,866
19346.

Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck

Number of pages: 20 Posted: 15 May 2009 Last Revised: 06 Dec 2010
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads 16,717
19347.

Momentum

University Of Illinois Working Paper
Number of pages: 45 Posted: 05 Feb 2002
Working Paper Series
Emory University - Department of Finance and University of Texas at Austin - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 16,479
19348.

Risk Management for Hedge Funds: Introduction and Overview

Number of pages: 36 Posted: 13 Sep 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 16,469
19349.

Market Risk Premium Used in 88 Countries in 2014: A Survey with 8,228 Answers

Number of pages: 18 Posted: 15 Jun 2014 Last Revised: 20 Jun 2014
Working Paper Series
University of Navarra - IESE Business School, University of Navarra, IESE Business School and University of Navarra
Downloads 16,412
19350.

Valuation Using Multiples: How Do Analysts Reach Their Conclusions?

Number of pages: 13 Posted: 17 Jul 2001 Last Revised: 19 Oct 2017
Working Paper Series
University of Navarra - IESE Business School
Downloads 16,219