SSRN eLibrary Search Results
JEL Code: C11

434,221 Total downloads
Search Within

Viewing: 51 - 100 of 1,921 papers

51.

A Revealed Preference Ranking of U.S. Colleges and Universities

NBER Working Paper No. W10803
Number of pages: 52 Posted: 11 Oct 2004
Working Paper Series
Harvard University - Harvard Kennedy School (HKS), Harvard University - Department of Statistics, Stanford University and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 48,415
52.

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 19,726
53.

The Intuition Behind Black-Litterman Model Portfolios

Number of pages: 27 Posted: 28 Oct 2002
Working Paper Series
Independent and Kepos Capital
Downloads 18,351
54.

A New Anomaly: The Cross-Sectional Profitability of Technical Analysis

Number of pages: 42 Posted: 12 Aug 2010 Last Revised: 22 May 2012
Working Paper Series
University of North Carolina (UNC) at Charlotte - Finance, Washington University in St. Louis and Washington University in St. Louis - Olin School of Business
Downloads 8,811
55.

Beyond Black-Litterman in Practice: A Five-Step Recipe to Input Views on Non-Normal Markets

Number of pages: 15 Posted: 29 Dec 2005
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads 6,923
56.

Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin

Number of pages: 8 Posted: 25 Oct 2016
Working Paper Series
Elm Partners and Pimco
Downloads 6,310
57.

Non-Life Insurance: Mathematics & Statistics

Number of pages: 295 Posted: 03 Sep 2013 Last Revised: 22 Dec 2017
Working Paper Series
RiskLab, ETH Zurich
Downloads 6,245
58.

Investing in Socially Responsible Mutual Funds

Number of pages: 56 Posted: 22 Jul 2003
Working Paper Series
University of Pennsylvania - The Wharton School, Finance Department, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 6,036
59.

Investing in Mutual Funds When Returns are Predictable

Number of pages: 58 Posted: 08 Jun 2004
Working Paper Series
Hebrew University of Jerusalem - Jerusalem School of Business Administration and University of Maryland - Robert H. Smith School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,014
60.

Portfolio Selection with Higher Moments

Number of pages: 50 Posted: 29 Dec 2004 Last Revised: 16 Mar 2010
Working Paper Series
Duke University - Fuqua School of Business, Pennsylvania State University, University Park, Drexel University - Department of Decision Sciences and The University of Texas M. D. Anderson Cancer Center
Downloads 3,807
61.

Beyond Black-Litterman: Views on Non-Normal Markets

Number of pages: 19 Posted: 16 Nov 2005
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads 3,777
62.

The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee

Number of pages: 74 Posted: 30 Jul 2004
Working Paper Series
Bank of Italy - Banking and Finance Supervision Department
Downloads 3,453
63.

Dynamic Strategic Asset Allocation: Risk and Return Across Economic Regimes

Number of pages: 25 Posted: 19 Feb 2009 Last Revised: 17 Jul 2009
Working Paper Series
Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies

Multiple version iconThere are 2 versions of this paper

Downloads 3,307
64.

Cenni di Teoria dei Giochi (Elements of Game Theory)

Number of pages: 35 Posted: 16 Apr 2013 Last Revised: 07 Apr 2017
Working Paper Series
University of Rome
Downloads 3,294
65.

The Present and Future of Financial Risk Management

ISMA Centre Discussion Paper No. DP2003-12
Number of pages: 25 Posted: 26 Feb 2004
Working Paper Series
University of Sussex - School of Business, Management and Economics
Downloads 3,280
66.

Technical Analysis and Theory of Finance

EFA 2007 Ljubljana Meetings Paper
Number of pages: 54 Posted: 05 Mar 2007
Working Paper Series
Tsinghua University - School of Economics & Management and Washington University in St. Louis - Olin School of Business
Downloads 3,278
67.

The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation

Number of pages: 45 Posted: 08 Nov 2005
Working Paper Series
Bates College
Downloads 2,838
68.

Presidential Address: The Scientific Outlook in Financial Economics

Duke I&E Research Paper No. 2017-05
Number of pages: 38 Posted: 10 Jan 2017 Last Revised: 22 Dec 2017
Working Paper Series
Duke University - Fuqua School of Business
Downloads 2,043
69.

Reconstructing the Black-Litterman Model

Number of pages: 18 Posted: 25 Sep 2013 Last Revised: 29 Nov 2014
Working Paper Series
Boston University - Metropolitan College - Department of Computer Science
Downloads 1,995
70.

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design

Number of pages: 54 Posted: 11 Aug 2015 Last Revised: 29 Nov 2017
Working Paper Series
Pfizer, Inc., Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,929
71.

Learning About Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM

Federal Reserve Bank of New York Staff Report No. 193
Number of pages: 48 Posted: 09 Apr 2003 Last Revised: 14 Oct 2008
Working Paper Series
International Monetary Fund and USI Lugano

Multiple version iconThere are 2 versions of this paper

Downloads 1,895
72.

Model Selection Using Database Characteristics: Developing a Classification Tree for Longitudinal Incidence Data

Number of pages: 50 Posted: 18 Jun 2012 Last Revised: 11 Jul 2013
Working Paper Series
University of Michigan, Stephen M. Ross School of Business, University of Pennsylvania - Marketing Department and University of Pennsylvania - Marketing Department
Downloads 1,865
73.

An MCMC Approach to Classical Estimation

MIT Department of Economics Working Paper No. 03-21
Number of pages: 55 Posted: 15 Jul 2003
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 1,788
74.

Market Efficiency, Rational Expectations, and Estimation Risk

Number of pages: 47 Posted: 16 Aug 1998
Working Paper Series
Dartmouth College - Tuck School of Business and Emory University - Goizueta Business School
Downloads 1,655
75.

Enhancing Risk Parity by Including Views

Journal of Investing, 2017
Number of pages: 34 Posted: 12 Aug 2014 Last Revised: 20 Sep 2016
Accepted Paper Series
Robeco Investment Research, Robeco Asset Management, Quantitative Investment Research, Robeco Asset Management and Robeco Asset Management
Downloads 1,622
76.

Better Investing Through Factors, Regimes and Sensitivity Analysis

Number of pages: 100 Posted: 30 Jan 2015
Working Paper Series
Independent
Downloads 1,600
77.

Which Team Will Win the 2014 FIFA World Cup? A Bayesian Approach for Dummies

Number of pages: 31 Posted: 15 Feb 2014
Working Paper Series
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Universidade Federal do Rio de Janeiro (UFRJ)
Downloads 1,597
78.

Financial Factors in Economic Fluctuations

ECB Working Paper No. 1192
Number of pages: 133 Posted: 26 May 2010
Working Paper Series
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,586
79.

Skill and Luck in Private Equity Performance

Rock Center for Corporate Governance at Stanford University Working Paper No. 179
Number of pages: 69 Posted: 03 Apr 2014 Last Revised: 16 Dec 2015
Working Paper Series
University of Southern California - Marshall School of Business and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,463
80.

Optimal Trade Sizing in a Game with Favourable Odds: The Stock Market

Number of pages: 4 Posted: 02 Dec 2016 Last Revised: 05 Dec 2016
Working Paper Series
Elm Partners and Citigroup, Inc. - Citigroup Global Markets
Downloads 1,417
81.

Multiperiod Portfolio Selection and Bayesian Dynamic Models

Risk, Vol. 28, Issue 3, p 50-54, March 2015
Number of pages: 8 Posted: 28 Jul 2014 Last Revised: 04 Dec 2017
Accepted Paper Series
New York University - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 1,415
82.

Many Risks, One (Optimal) Portfolio

Number of pages: 217 Posted: 30 Jul 2014
Working Paper Series
Independent
Downloads 1,391
83.

Estimation Risk, Market Efficiency, and the Predictability of Returns

Simon School of Business Working Paper No. FR 00-16
Number of pages: 49 Posted: 19 Dec 2000
Working Paper Series
Emory University - Goizueta Business School and Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,350
84.

It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naive Diversification

Number of pages: 43 Posted: 01 Jan 2010 Last Revised: 13 May 2010
Working Paper Series
UNC Charlotte - Belk College of Business and Rice University - Jesse H. Jones Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,314
85.

Investing in Equity Mutual Funds

CRSP Working Paper No. 532
Number of pages: 37 Posted: 20 Sep 2001
Working Paper Series
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Downloads 1,310
86.

Stock Return Predictability and Asset Pricing Models

EFA 2001 Barcelona Meetings
Number of pages: 62 Posted: 19 Feb 2001
Working Paper Series
Hebrew University of Jerusalem - Jerusalem School of Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 1,286
87.

Is the VIX Futures Market Able to Predict the VIX Index? A Test of the Expectation Hypothesis

Journal of Alternative Investments, Forthcoming
Number of pages: 20 Posted: 19 Sep 2008 Last Revised: 13 Apr 2016
Accepted Paper Series
Lund University and Lund University - Department of Economics
Downloads 1,283
88.

Análisis de regresión básica con Excel (Basic Regression Analysis with Excel)

Number of pages: 34 Posted: 23 Feb 2006 Last Revised: 01 Jul 2012
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 1,248
89.

How is the Mobile Internet Different?

Number of pages: 37 Posted: 31 Dec 2010 Last Revised: 23 Dec 2016
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business, University of Toronto - Rotman School of Management and Arizona State University, W.P.Carey School of Business
Downloads 1,222
90.

Using Economic Theory to Build Optimal Portfolios

Number of pages: 39 Posted: 30 Apr 2008
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1,173
91.

Optimal Forecasts of Long-Term Returns: Geometric, Arithmetic, or Other Means

Boston College Working Paper
Number of pages: 33 Posted: 17 Dec 2002
Working Paper Series
Boston University School of Management, University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Boston College - Department of Finance
Downloads 1,167
92.

Choice Models in Marketing: Economic Assumptions, Challenges and Trends

Foundations and Trends in Marketing, Vol. 2, No. 2, 2007, Fisher College of Business Working Paper Series
Number of pages: 88 Posted: 05 Feb 2008 Last Revised: 12 May 2014
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Marketing, Korea University Business School (KUBS), Goethe University Frankfurt - Department of Marketing, University of California, Los Angeles (UCLA) - Anderson School of Management and Ohio State University (OSU) - Department of Marketing and Logistics
Downloads 1,163
93.

Market Beta Dynamics and Portfolio Efficiency

Number of pages: 32 Posted: 03 May 2005
Working Paper Series
University of North Carolina Kenan-Flagler Business School and Boston University School of Management
Downloads 1,140
94.

The Good and the Bad of Value Investing: Applying a Bayesian Approach to Develop Enhancement Models

EFMA 2003 Helsinki Meetings
Number of pages: 33 Posted: 26 Apr 2003
Working Paper Series
University of Technology Sydney (UTS) - School of Finance and Economics and University of Sydney
Downloads 1,131
95.

Determining Influential Users in Internet Social Networks

Number of pages: 44 Posted: 29 Sep 2009
Working Paper Series
University of Maryland - Robert H. Smith School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and UCLA Anderson School of Management
Downloads 1,117
96.

The Biggest Myth in Spatial Econometrics

Number of pages: 42 Posted: 16 Dec 2010
Working Paper Series
Texas State University - McCoy College of Business Administration and Louisiana State University - E.J. Ourso College of Business Administration
Downloads 1,116
97.

Bayesian Estimation of Structural Equation Models with R - A User Manual

Number of pages: 21 Posted: 14 Jul 2009
Working Paper Series
Catholic University of Eichstätt-Ingolstadt and Ohio State University (OSU) - Department of Marketing and Logistics
Downloads 1,112
98.

Tail Risk Protection in Asset Management

Number of pages: 42 Posted: 16 Nov 2014
Working Paper Series
Independent
Downloads 1,110
99.

Open Market Versus Tender Offer Share Repurchases: A Conditional Event Study

University of British Columbia, Finance Working Paper No. 98-2, Sauder School of Business Working Paper
Number of pages: 34 Posted: 11 Mar 1999 Last Revised: 09 May 2012
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business and Wilfrid Laurier University - School of Business & Economics
Downloads 1,101
100.

Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial Companies

Review of Financial Studies, Forthcoming, AFA 2009 San Francisco Meetings Paper
Number of pages: 58 Posted: 25 Mar 2008 Last Revised: 13 Jan 2015
Working Paper Series
University of Southern California - Marshall School of Business and Copenhagen Business School

Multiple version iconThere are 3 versions of this paper

Downloads 1,076