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JEL Code: G11
4,349,080 Total downloads
Showing Papers 5,701 - 5,750 of 11,025
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'Efficient Portfolio Management' - A Guide to Effective Investment Supervision Processes
Sharath M. Sury
Santa Clara University
Date Posted: March 07, 2010
Working Paper Series

Incl. Electronic Paper 'Extraordinary Stability of Noise-Filtered Correlation Matrices': Paper 4 in a Series 'Uncovering Hidden Dependencies'
REVOLUTION IN UNCOVERING HIDDEN DEPENDENCIES, Forthcoming
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Date Posted: January 16, 2014
Last Revised: January 18, 2014
Accepted Paper Series
62 downloads

Incl. Fee Electronic Paper 'Fair Go' for All? Wealth and Risk Aversion of Australian Households
Australian Economic Papers, Vol. 55, Issue 3, pp. 274-300, 2016
Stamatios Tsigos and Kevin Daly
Western Sydney University and University of Western Sydney - School of Business
Date Posted: September 09, 2016
Accepted Paper Series

Incl. Electronic Paper 'Filtering Noise from Volatility': Paper 5 in a Series 'Uncovering Hidden Dependencies'
REVOLUTION IN UNCOVERING HIDDEN DEPENDENCIES, Forthcoming
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Date Posted: January 16, 2014
Last Revised: January 18, 2014
Accepted Paper Series
81 downloads

Incl. Electronic Paper 'Hot Hands' in Bond Funds
ERIM Research Paper Series
Jeroen Derwall and Joop Huij
Maastricht University - European Centre for Corporate Engagement and Erasmus University - Rotterdam School of Management
Date Posted: August 26, 2005
Working Paper Series
1023 downloads

'Hot Hands' in Bond Funds
Journal of Banking and Finance, Vol. 32, pp. 559-572, 2008
Jeroen Derwall and Joop Huij
Maastricht University - European Centre for Corporate Engagement and Erasmus University - Rotterdam School of Management
Date Posted: April 19, 2007
Last Revised: April 24, 2008
Accepted Paper Series

Incl. Electronic Paper 'Is it the Weather?'
ERIM Report Series Reference No. ERS-2004-100-F&A
Ben Jacobsen and Wessel Marquering
Tilburg University - TIAS School for Business and Society and Erasmus University Rotterdam (EUR) - Department of Financial Management
Date Posted: September 21, 2005
Last Revised: December 19, 2009
Working Paper Series
469 downloads

Incl. Electronic Paper 'Ito's Lemma' and the Bellman Equation for Poisson Processes: An Applied View
CESifo Working Paper Series No. 1684
Ken Sennewald and Klaus Wälde
Ifo Institute for Economic Research and University of Mainz
Date Posted: March 31, 2006
Working Paper Series
594 downloads

Incl. Electronic Paper 'Maximal' Convenience Yield Model Implied by Commodity Futures
EFA 2002 Berlin Meetings Presented Paper; Carnegie Mellon University Working Paper
Jaime Casassus and Pierre Collin-Dufresne
Pontificia Universidad Catolica de Chile and Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne
Date Posted: February 27, 2002
Working Paper Series
1483 downloads

Incl. Electronic Paper 'Nobody is Perfect': Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors
SAFE Working Paper No. 114
Nicole Branger, Christian Schlag and Lue Wu
University of Muenster - Finance Center Muenster, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Department of Finance
Date Posted: August 12, 2015
Working Paper Series
67 downloads

Incl. Electronic Paper 'Old' Money Matters: The Sensitivity of Mutual Fund Redemption Decisions to Past Performance
EFA 2006 Zurich Meetings Paper
Zoran Ivkovich and Scott J. Weisbenner
Michigan State University, Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: May 22, 2006
Working Paper Series
422 downloads

Incl. Electronic Paper 'Optimal' Probabilistic Predictions of Financial Returns
Dimitrios D. Thomakos and Tao Wang
University of Peloponnese - School of Management and Economics and City University of New York (CUNY) - Department of Economics
Date Posted: November 28, 2007
Working Paper Series
242 downloads

Incl. Electronic Paper 'Other People’s Money': The Trading Performance of Household Investors vs. Delegated Money Managers
28th Australasian Finance and Banking Conference
Wei Lu, Peter L. Swan and P. Joakim Westerholm
The University of New South Wales, University of New South Wales (UNSW Australia) and University of Sydney Business School
Date Posted: March 02, 2015
Last Revised: September 04, 2016
Working Paper Series
313 downloads

Incl. Electronic Paper 'P' Versus 'Q': Differences and Commonalities between the Two Areas of Quantitative Finance
GARP Risk Professional, pp. 47-50, February 2011
Attilio Meucci
ARPM - Advanced Risk and Portfolio Management
Date Posted: January 23, 2011
Accepted Paper Series
9169 downloads

Incl. Electronic Paper 'Rational' or 'Intuitive': Are Behavioral Biases Correlated Across Stock Market Investors?
Contemporary Economics, Vol. 7, No. 2, pp. 31-53, 2013
Andrey Kudryavtsev, Gil Cohen and Shlomit Hon-Snir
Max Stern Academic College of Emek Yezreel - Economics and Management Department, Max Stern Academic College of Emek Yezreel and Max Stern Academic College of Emek Yezreel
Date Posted: June 28, 2013
Accepted Paper Series
111 downloads

Incl. Electronic Paper 'Real' Assets
Columbia Business School Research Paper No. 12-60
Andrew Ang
BlackRock, Inc
Date Posted: October 13, 2012
Working Paper Series
2241 downloads

Incl. Electronic Paper 'Robustness of a Noise Filtering Procedure for Correlation Matrices: A. Filtering of Deliberately Introduced Noise from Empirical Correlation Matrices'; Paper 8 in a Series 'Uncovering Hidden Dependencies'
REVOLUTION IN UNCOVERING HIDDEN DEPENDENCIES, Forthcoming
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Date Posted: January 16, 2014
Last Revised: January 21, 2014
Accepted Paper Series
51 downloads

Incl. Electronic Paper 'Robustness of a Noise Filtering Procedure for Correlation Matrices: B. Filtering of Deliberately Introduced Noise from 'True' Correlation Matrices'; Paper 9 in a Series 'Uncovering Hidden Dependencies'
REVOLUTION IN UNCOVERING HIDDEN DEPENDENCIES, Forthcoming
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Date Posted: January 16, 2014
Last Revised: January 24, 2014
Accepted Paper Series
49 downloads

Incl. Electronic Paper 'Sell in May and Go Away' Just Won't Go Away
Financial Analysts Journal, Forthcoming
Sandro C. Andrade, Vidhi Chhaochharia and Michael E. Fuerst
University of Miami - Department of Finance, University of Miami and University of Miami
Date Posted: July 23, 2012
Last Revised: March 18, 2013
Working Paper Series
1740 downloads

Incl. Electronic Paper 'Sell Not Only in May'. Seasonal Effects in Emerging and Developed Markets
F. Henrique Castro Jr. and Tomasz Schabek
Universidade de São Paulo and University of Lodz - Faculty of Economics and Sociology
Date Posted: July 04, 2014
Working Paper Series
96 downloads

Incl. Electronic Paper 'The Plan Sponsor’s Goal' Revisited
Dimitry Mindlin
CDI Advisors
Date Posted: December 15, 2009
Working Paper Series
39 downloads

'The Weighted Average Cost of Capital is Not Quite Right': A Comment
Quarterly Review of Economics and Finance, Vol. 49, No. 3, 2009
Axel Pierru
King Abdullah Petroleum Studies and Research Center (KAPSARC)
Date Posted: December 05, 2009
Accepted Paper Series

'The Weighted Average Cost of Capital is Not Quite Right': A Rejoinder
Quarterly Review of Economics and Finance, Vol. 49, No. 4, 2009
Axel Pierru
King Abdullah Petroleum Studies and Research Center (KAPSARC)
Date Posted: December 04, 2009
Accepted Paper Series

Incl. Electronic Paper (Almost) Model-Free Recovery
Paul Schneider and Fabio Trojani
University of Lugano - Institute of Finance and University of Geneva
Date Posted: August 10, 2015
Last Revised: June 06, 2016
Working Paper Series
349 downloads

Incl. Electronic Paper (Ir)rational Exuberance: Optimism, Ambiguity, and Risk
Cowles Foundation Discussion Paper No. 1898
Anat Bracha and Donald Brown
The Federal Reserve Bank of Boston and Yale University - Cowles Foundation
Date Posted: June 20, 2013
Working Paper Series
84 downloads

Incl. Electronic Paper (Portfoy Performansının Olculmesi ve Sunulması) Measurement and Presentation of Portfolio Performance
Yener Coskun
Capital Markets Board of Turkey
Date Posted: November 27, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper (R)Evolution of Asset Allocation
Fabian Dori, Frank Haeusler and David Stefanovits
1741 Asset Management, affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 08, 2011
Last Revised: February 11, 2012
Working Paper Series
647 downloads

Incl. Electronic Paper ...And Nothing Else Matters? On the Dimensionality and Predictability of International Stock Returns
Heiko Jacobs and Sebastian Müller
University of Mannheim, Finance Department and German Graduate School of Management and Law
Date Posted: October 03, 2016
Last Revised: October 23, 2016
Working Paper Series
133 downloads

Incl. Electronic Paper 1/N
EFA 2006 Zurich Meetings
Victor DeMiguel, Lorenzo Garlappi and Raman Uppal
London Business School - Department of Management Science and Operations, University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School
Date Posted: June 23, 2006
Working Paper Series
1556 downloads

Incl. Electronic Paper 1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus
Federal Reserve Bank of St, Louis, Working Paper No. 2010-003A
Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano
Università degli Studi di Milano-Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS), Bocconi University - Department of Finance and University of Turin - Department of Economics and Statistics
Date Posted: January 09, 2010
Last Revised: May 19, 2014
Working Paper Series
311 downloads

Incl. Electronic Paper 10 Years Later: Where in the World is Equal Weight Indexing Now?
Liyu Zeng and Frank Luo
Standard & Poor's and Standard & Poor's
Date Posted: April 28, 2013
Working Paper Series
487 downloads

Incl. Electronic Paper 130/30 Investing: Just Another Hype or Here to Stay?
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: May 14, 2008
Working Paper Series
734 downloads

Incl. Electronic Paper 1998 Survey of Derivatives and Risk Management Practices by U.S. Institutional Investors
FIN Working Paper No. 99-074
Richard M. Levich, Gregory S. Hayt and Beth A. Ripston
New York University - Stern School of Business, Rutter Associates LLC and KPMG LLP, Montvale
Date Posted: March 01, 2000
Working Paper Series
1428 downloads

Incl. Electronic Paper 1999 Pricing Performance of Market Advisory Services for Corn and Soybeans
AgMas Report No. 2000-04
Scott H. Irwin, Darrel L. Good and João Martines-Filho
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Date Posted: February 04, 2001
Working Paper Series
51 downloads

20 Myths about Long-Short
Financial Analysts Journal, Vol. 52, No. 5, pp.81-85, September/October 1996
Bruce I. Jacobs, Ph.D. and Kenneth N. Levy
Jacobs Levy Equity Management and Jacobs Levy Equity Management
Date Posted: October 11, 2016
Accepted Paper Series

Incl. Electronic Paper 20 Years of VIX: Fear, Greed and Implications for Alternative Investment Strategies
Mikhail Munenzon
Reformation Technologies
Date Posted: May 02, 2010
Last Revised: June 07, 2010
Working Paper Series
1175 downloads

Incl. Electronic Paper 20 Years of VIX: Fear, Greed and Implications for Traditional Asset Classes
Mikhail Munenzon
Reformation Technologies
Date Posted: April 02, 2010
Last Revised: May 11, 2010
Working Paper Series
1723 downloads

Incl. Electronic Paper 401(k) Matching Contributions in Company Stock: Costs and Benefits for Firms and Workers
Jeffrey R. Brown, Nellie Liang and Scott J. Weisbenner
University of Illinois at Urbana-Champaign - Department of Finance, Federal Reserve Board and University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: March 30, 2004
Working Paper Series
190 downloads

Incl. Electronic Paper 401(k) Participants in the Wake of the Financial Crisis: Changes in Account Balances, 2007-2011
EBRI Issue Brief, Number 391 (October 2013)
Jack VanDerhei, Sarah Holden, Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI), Investment Company Institute, Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: October 22, 2013
Accepted Paper Series
35 downloads

Incl. Electronic Paper 401(K) Plan Asset Allocation, Account Balances, and Loan Activity
EBRI Issue Brief, No. 205, January 1999
Jack VanDerhei, Russell Galer, John David Rea and Carol Quick
Employee Benefit Research Institute (EBRI), Investment Company Institute, Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: July 21, 2009
Last Revised: August 17, 2009
Working Paper Series
85 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2001
EBRI Issue Brief, No. 255, March 2003
Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: April 08, 2003
Accepted Paper Series
59 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2002
EBRI Issue Brief, No. 261, September 2003
Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: October 06, 2003
Accepted Paper Series
46 downloads

Incl. Electronic Paper 401(K) Plan Asset Allocation, Account Balances, and Loan Activity in 2003
EBRI Issue Brief, No. 272, August 2004
Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: August 18, 2004
Accepted Paper Series
112 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2004
EBRI Issue Brief, No. 285, September 2005
Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: October 28, 2005
Accepted Paper Series
155 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2005
EBRI Issue Brief, No. 296, August 2006
Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: August 24, 2006
Accepted Paper Series
297 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2006
EBRI Issue Brief, No. 308, August 2007
Jack VanDerhei, Sarah Holden, Craig Copeland and Luis Alonso
Employee Benefit Research Institute (EBRI), Investment Company Institute, Employee Benefit Research Institute (EBRI) and Employee Benefit Research Institute (EBRI)
Date Posted: August 10, 2007
Accepted Paper Series
162 downloads

Incl. Electronic Paper 401(K) Plan Asset Allocation, Account Balances, and Loan Activity in 2007
EBRI Issue Brief, No. 324, December 2008
Jack VanDerhei, Sarah Holden, Luis Alonso and Craig Copeland
Employee Benefit Research Institute (EBRI), Investment Company Institute, Employee Benefit Research Institute (EBRI) and Employee Benefit Research Institute (EBRI)
Date Posted: December 22, 2008
Accepted Paper Series
81 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2008
EBRI Issue Brief, No. 335, October 2009
Jack VanDerhei, Sarah Holden and Luis Alonso
Employee Benefit Research Institute (EBRI), Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: October 13, 2009
Accepted Paper Series
65 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2009
EBRI Issue Brief, No. 350, November 2010
Jack VanDerhei, Sarah Holden and Luis Alonso
Employee Benefit Research Institute (EBRI), Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: November 23, 2010
Accepted Paper Series
53 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2010
EBRI Issue Brief, No. 366, December 2011
Jack VanDerhei, Sarah Holden, Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI), Investment Company Institute, Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: December 24, 2011
Accepted Paper Series
55 downloads


 

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