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JEL Code: G00

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Viewing: 751 - 800 of 1,716 papers

751.

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 196,329
752.

101 Formulaic Alphas

Wilmott Magazine 2016(84) (2016) 72-80
Number of pages: 22 Posted: 10 Dec 2015 Last Revised: 29 Jul 2016
Accepted Paper Series
Quantigic Solutions LLC
Downloads 23,334
753.

Where the Black Swans Hide & the 10 Best Days Myth

Cambria – Quantitative Research Monthly, August 2011,
Number of pages: 17 Posted: 14 Aug 2011
Accepted Paper Series
Cambria Investment Management
Downloads 17,431
754.

What is Behavioral Finance?

Business, Education & Technology Journal, Vol. 2, No. 2, pp. 1-9, Fall 2000
Number of pages: 9 Posted: 09 Mar 2001 Last Revised: 27 Nov 2008
Accepted Paper Series
Goucher College - Department of Business Management and Florida International University (FIU) - Department of Finance
Downloads 15,172
755.

…and the Cross-Section of Expected Returns

Number of pages: 101 Posted: 17 Apr 2013 Last Revised: 21 Apr 2015
Working Paper Series
Duke University - Fuqua School of Business, Texas A&M University, Department of Finance and Duke University - Fuqua School of Business
Downloads 14,484
756.

An Intermarket Approach to Beta Rotation: The Strategy, Signal, and Power of Utilities

2014 Charles H. Dow Award Winner
Number of pages: 16 Posted: 31 Mar 2014
Working Paper Series
Pension Partners, LLC and Pension Partners, LLC
Downloads 13,079
757.

Pitching Research®

Number of pages: 35 Posted: 04 Jul 2014 Last Revised: 17 Aug 2017
Working Paper Series
University of Queensland
Downloads 10,734
758.

Mean-Reversion and Optimization

Journal of Asset Management 16(1) (2015) 14-40
Number of pages: 41 Posted: 11 Aug 2014 Last Revised: 15 Feb 2016
Accepted Paper Series
Quantigic Solutions LLC
Downloads 10,642
759.

Does Academic Research Destroy Stock Return Predictability?

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 04 Oct 2012 Last Revised: 24 Feb 2016
Accepted Paper Series
Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads 8,262
760.

Behavioral Finance: An Introduction

Number of pages: 43 Posted: 18 Oct 2009 Last Revised: 16 Dec 2011
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 7,725
761.

The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors

Cass Business School Research Paper
Number of pages: 42 Posted: 06 Nov 2001
Working Paper Series
Independent and University of Reading - ICMA Centre
Downloads 6,933
762.

Phynance

Univ. J. Phys. Appl. 9(2) (2015) 64-133
Number of pages: 111 Posted: 08 May 2014 Last Revised: 12 Apr 2015
Accepted Paper Series
Quantigic Solutions LLC
Downloads 6,694
763.

A Risk Perception Primer: A Narrative Research Review of the Risk Perception Literature in Behavioral Accounting and Behavioral Finance

Number of pages: 109 Posted: 20 Jul 2004
Working Paper Series
Goucher College - Department of Business Management
Downloads 6,581
764.

Evaluating Trading Strategies

Number of pages: 16 Posted: 03 Aug 2014 Last Revised: 26 Aug 2014
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads 6,427
765.

The Credit Rating Industry: Competition and Regulation

Number of pages: 176 Posted: 14 Jun 2007
Working Paper Series
University of Cologne - Department of Economics
Downloads 6,136
766.

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 5,848
767.

An Intermarket Approach to Tactical Risk Rotation: Using the Signaling Power of Treasuries to Generate Alpha and Enhance Asset Allocation

2014 Wagner Award, 3rd Place
Number of pages: 18 Posted: 01 May 2014
Working Paper Series
Pension Partners, LLC and Pension Partners, LLC
Downloads 5,760
768.

Generalized Momentum and Flexible Asset Allocation (FAA): An Heuristic Approach

Number of pages: 19 Posted: 25 Dec 2012 Last Revised: 16 Jan 2015
Working Paper Series
VU University Amsterdam and Flex Capital BV
Downloads 5,691
769.

A Literature Review of Risk Perception Studies in Behavioral Finance: The Emerging Issues

Number of pages: 41 Posted: 25 May 2007
Working Paper Series
Goucher College - Department of Business Management
Downloads 5,603
770.

Performance v. Turnover: A Story by 4,000 Alphas

The Journal of Investment Strategies 5(2) (2016) 75-89, Invited Investment Strategy Forum Paper
Number of pages: 17 Posted: 10 Sep 2015 Last Revised: 22 Mar 2016
Accepted Paper Series
Quantigic Solutions LLC and WorldQuant LLC
Downloads 5,227
771.

Momentum and Markowitz: A Golden Combination

Number of pages: 34 Posted: 16 May 2015 Last Revised: 05 Jun 2015
Working Paper Series
VU University Amsterdam, ReSolve Asset Management and QuantStrat TradeR
Downloads 4,911
772.

Performance Measurement Using Balanced Score Card

Number of pages: 8 Posted: 19 Apr 2007 Last Revised: 30 Aug 2012
Accepted Paper Series
School of Management Studies, University of Hyderabad
Downloads 4,864
773.

Statistical Risk Models

The Journal of Investment Strategies 6(2) (2017) 1-40
Number of pages: 44 Posted: 15 Feb 2016 Last Revised: 12 Mar 2017
Accepted Paper Series
Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
Downloads 4,840
775.

Traditional vs. Behavioral Finance

Johnson School Research Paper Series No. 22-2010
Number of pages: 19 Posted: 27 Apr 2010 Last Revised: 25 May 2010
Accepted Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 4,612
776.

Profitable Mean Reversion after Large Price Drops: A Story of Day and Night in the S&P 500, 400 Mid Cap and 600 Small Cap Indices

Journal of Asset Management, Vol. 12, 3, 185-202, 2010
Number of pages: 22 Posted: 01 Jun 2013 Last Revised: 27 Nov 2014
Accepted Paper Series
John Moores University - Business School, University of Liverpool, Management School (ULMS), Students and Harvest Alpha Capital
Downloads 4,509
777.

Copulas for Finance - A Reading Guide and Some Applications

Number of pages: 69 Posted: 26 Nov 2007 Last Revised: 03 Apr 2009
Working Paper Series
World Bank, Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS, affiliation not provided to SSRN, Crédit Lyonnais - Groupe de Recherche Opérationnelle and Amundi Asset Management
Downloads 4,434
778.

How Biases Affect Investor Behaviour

The European Financial Review, February-March 2014, pp. 7-10
Number of pages: 4 Posted: 23 Jun 2014
Accepted Paper Series
American University - Kogod School of Business and Goucher College - Department of Business Management
Downloads 4,420
779.

Backtesting

Number of pages: 32 Posted: 27 Oct 2013 Last Revised: 30 Jul 2015
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads 4,331
780.

Financial Econometrics

International Library of Financial Econometrics, Forthcoming
Number of pages: 31 Posted: 14 Jun 2007
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 4,132
781.

Multifactor Risk Models and Heterotic CAPM

The Journal of Investment Strategies 5(4) (2016) 1-49
Number of pages: 49 Posted: 26 Jan 2016 Last Revised: 10 Sep 2016
Accepted Paper Series
Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
Downloads 4,114
782.

A Research Starting Point for the New Scholar: A Unique Perspective of Behavioral Finance

Number of pages: 21 Posted: 24 Mar 2005
Working Paper Series
Goucher College - Department of Business Management

Multiple version iconThere are 2 versions of this paper

Downloads 3,830
783.

Chapter 1: Investor Behavior: An Overview

Investor Behavior: The Psychology of Financial Planning and Investing. H. Kent Baker and Victor Ricciardi, editors, 3-24. Hoboken, NJ: John Wiley & Sons, Inc., 2014.
Number of pages: 24 Posted: 27 Jan 2014 Last Revised: 11 Feb 2014
Accepted Paper Series
American University - Kogod School of Business and Goucher College - Department of Business Management
Downloads 3,805
784.

An Improved Moving Average Technical Trading Rule

Quantf Research Working Paper Series No. WP01/2014
Number of pages: 32 Posted: 13 Sep 2011 Last Revised: 02 Jun 2014
Working Paper Series
Quantf Research and University of Peloponnese - School of Management and Economics
Downloads 3,674
785.

How to Gather Data Using a Web Crawler: An Application Using SAS to Search Edgar

Number of pages: 14 Posted: 09 Oct 2007
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management and National University of Singapore (NUS) - Department of Accounting
Downloads 3,595
786.

Middlemen in Limit Order Markets

Number of pages: 56 Posted: 13 Jun 2010 Last Revised: 21 Jun 2016
Working Paper Series
New York University - Department of Economics and VU University Amsterdam
Downloads 3,553
787.

Running with the Devil: The Advent of A Cynical Bubble

Number of pages: 26 Posted: 26 Jan 2004
Working Paper Series
Dresdner Kleinwort Wasserstein - Global Equity Strategy
Downloads 3,550
788.

Equity Risk Premiums (ERP): Determinants, Estimation and Implications

Number of pages: 77 Posted: 01 Oct 2008 Last Revised: 17 Oct 2008
Working Paper Series
New York University - Stern School of Business
Downloads 3,541
789.

Cryptofinance

Number of pages: 141 Posted: 19 May 2014 Last Revised: 16 Jan 2016
Working Paper Series
Duke University - Fuqua School of Business
Downloads 3,527
790.

The Courage of Misguided Convictions: The Trading Behavior of Individual Investors

Number of pages: 37 Posted: 12 Apr 2000
Working Paper Series
University of California, Davis and University of California, Berkeley - Haas School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3,512
791.

Understanding Behavioral Aspects of Financial Planning and Investing

Journal of Financial Planning, Volume 28, Issue 3, pp. 22-26
Number of pages: 5 Posted: 20 Apr 2015
Accepted Paper Series
American University - Kogod School of Business and Goucher College - Department of Business Management
Downloads 3,487
792.

On Origins of Alpha

The Hedge Fund Journal 108 (2015) 47-50
Number of pages: 8 Posted: 08 Mar 2015 Last Revised: 05 Nov 2015
Accepted Paper Series
Quantigic Solutions LLC
Downloads 3,476
793.

A Century of Generalized Momentum; From Flexible Asset Allocations (FAA) to Elastic Asset Allocation (EAA)

Number of pages: 32 Posted: 31 Dec 2014 Last Revised: 21 Jan 2015
Working Paper Series
VU University Amsterdam and ReSolve Asset Management
Downloads 3,436
794.

Path Integral and Asset Pricing

Quantitative Finance 15(11) (2015) 1759-1771, Featured Article
Number of pages: 30 Posted: 07 Oct 2014 Last Revised: 11 Aug 2016
Accepted Paper Series
Quantigic Solutions LLC
Downloads 3,417
795.

Lumber: Worth It's Weight in Gold Offense and Defense in Active Portfolio Management

2015 NAAIM Wagner Award Winner
Number of pages: 18 Posted: 11 May 2015 Last Revised: 03 Mar 2016
Working Paper Series
Pension Partners, LLC and Pension Partners, LLC
Downloads 3,411
796.

A Proposal For Research On Conservatism

Simon School of Business Working Paper FR 93-13
Number of pages: 24 Posted: 15 Mar 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3,333
797.

Heterotic Risk Models

Wilmott Magazine 2015(80) (2015) 40-55
Number of pages: 41 Posted: 30 Apr 2015 Last Revised: 25 Jan 2016
Accepted Paper Series
Quantigic Solutions LLC
Downloads 3,255
798.

Behavioralizing Finance

Foundations and Trends in Finance, Vol. 4, Nos. 1-2, pp. 1-184, 2010, SCU Leavey School of Business Research Paper No. 10-01
Number of pages: 187 Posted: 02 May 2010
Accepted Paper Series
Santa Clara University - Leavey School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3,238
799.

How Hedge Funds Beat the Market

Number of pages: 16 Posted: 29 Aug 2006
Working Paper Series
Portfolio Engineering Laboratory and Corbin Capital Partners, L.P.

Multiple version iconThere are 2 versions of this paper

Downloads 3,232
800.

Leverage for the Long Run - A Systematic Approach to Managing Risk and Magnifying Returns in Stocks

Number of pages: 18 Posted: 07 Mar 2016
Working Paper Series
Pension Partners, LLC and Pension Partners, LLC
Downloads 3,150