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JEL Code: G23

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Viewing: 821 - 870 of 4,804 papers

821.

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 23,389
822.

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 17,821
823.

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
824.

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
825.

Performance of Private Equity Funds

EFA 2005 Moscow Meetings
Number of pages: 50 Posted: 07 Aug 2005 Last Revised: 28 Mar 2008
Working Paper Series
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads 15,034
826.

The Long-Term Effects of Hedge Fund Activism

Harvard Law School John M. Olin Center Discussion Paper No. 802, Columbia Law Review, Vol. 115, 2015, pp. 1085-1156, Columbia Business School Research Paper No. 13-66
Number of pages: 77 Posted: 07 Aug 2013 Last Revised: 02 Jul 2015
Accepted Paper Series
Harvard Law School, Duke University - Fuqua School of Business and Columbia Business School - Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 9,516
827.

The Cointegration Alpha: Enhanced Index Tracking and Long-Short Equity Market Neutral Strategies

ISMA Finance Discussion Paper No. 2002-08
Number of pages: 55 Posted: 05 Aug 2002
Working Paper Series
University of Sussex - School of Business, Management and Economics and University of Reading - ISMA Centre
Downloads 8,832
828.

Active Share and Mutual Fund Performance

Number of pages: 47 Posted: 02 Oct 2010 Last Revised: 17 Jan 2013
Working Paper Series
New York University (NYU) - Department of Finance
Downloads 8,577
829.

Keynes the Stock Market Investor: A Quantitative Analysis

Journal of Financial and Quantitative Analysis (JFQA), Vol 50, No 4, 2015, pages 431–449,
Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 19 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and University of Cambridge - Judge Business School
Downloads 8,222
830.

Who Needs Hedge Funds? A Copula-Based Approach to Hedge Fund Return Replication

Alternative Investment Research Centre Working Paper No. 27, Cass Business School Research Paper
Number of pages: 52 Posted: 30 Nov 2005
Working Paper Series
Independent and Independent
Downloads 8,154
831.

Economists’ Hubris – The Case of Equity Asset Management

Journal of Financial Transformation, Vol. 29, pp. 9-16
Number of pages: 10 Posted: 02 May 2010 Last Revised: 07 Jan 2011
Accepted Paper Series
Capco Institute, Aston Business School and Institute of Management Technology , Dubai
Downloads 7,474
832.

High-Frequency Trading, Stock Volatility, and Price Discovery

Number of pages: 54 Posted: 14 Oct 2010 Last Revised: 27 Dec 2010
Working Paper Series
Yale School of Management
Downloads 7,179
833.

The Norway Model

Journal of Portfolio Management, Vol. 38, No. 2, 2012, pages 67–81,
Number of pages: 17 Posted: 04 Oct 2011 Last Revised: 20 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and AQR Capital Management
Downloads 6,909
834.

Best Ideas

Number of pages: 47 Posted: 23 Mar 2009 Last Revised: 02 Apr 2010
Working Paper Series
Harvard Business School - Finance Unit, London School of Economics and Goldman Sachs Group, Inc.
Downloads 6,786
835.

Venture Capital and the Structure of Capital Markets: Banks Versus Stock Markets

Journal of Financial Economics, Vol. 47, pp. 243-277, 1998
Number of pages: 52 Posted: 11 Sep 1996
Accepted Paper Series

Multiple version iconThere are 2 versions of this paper

Downloads 6,724
836.

Picking Winners? Investment Consultants' Recommendations of Fund Managers

Journal of Finance, Forthcoming
Number of pages: 51 Posted: 18 Sep 2013 Last Revised: 08 Oct 2014
Accepted Paper Series
University of Oxford - Said Business School, University of Oxford, Saïd Business School and University of Connecticut
Downloads 6,649
837.

Empirical Evidence on Corporate Governance in Europe. The Effect on Stock Returns, Firm Value and Performance

EFMA 2004 Basel Meetings Paper
Number of pages: 24 Posted: 29 Oct 2003
Working Paper Series
Maastricht University, University of Muenster - Finance Center Muenster and Maastricht University - Department of Finance
Downloads 6,371
838.

Hedge Fund Activism, Corporate Governance, and Firm Performance

Journal of Finance, Vol. 63, p. 1729, 2008, ECGI - Finance Working Paper No. 139/2006, Vanderbilt Law and Economics Research Paper No. 07-28, FDIC Center for Financial Research Working Paper No. 2008-06
Number of pages: 56 Posted: 05 Apr 2007
Accepted Paper Series
Duke University - Fuqua School of Business, Columbia Business School - Finance and Economics, Vanderbilt University - Law School and University of San Diego School of Law
Downloads 6,327
839.

Hedge Funds: Past, Present and Future

Fisher College of Business Working Paper No. 2007-03-003, Charles A Dice Center WP No. 2007-3
Number of pages: 39 Posted: 11 Feb 2007
Working Paper Series
Ohio State University (OSU) - Department of Finance
Downloads 6,305
840.

Inside the 'Black Box' of Sell-Side Financial Analysts

Journal of Accounting Research, Forthcoming, Fox School of Business Research Paper No. 15-042
Number of pages: 63 Posted: 04 Mar 2013 Last Revised: 24 Jan 2015
Working Paper Series
Temple University - Department of Accounting, Arizona State University (ASU) - School of Accountancy, University of Texas at Austin - Department of Accounting and Texas A&M University - Department of Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 5,884
841.

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 5,853
842.

Irrational Optimism

Financial Analysts Journal, Vol. 60, No. 1, 2004, pages 16–25, LBS Accounting Subject Area Working Paper No. IFA397,
Number of pages: 18 Posted: 21 Dec 2003 Last Revised: 20 Mar 2016
Working 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

Multiple version iconThere are 2 versions of this paper

Downloads 5,695
843.

Hedge Funds: Performance, Risk, and Capital Formation

The Journal of Finance, Vol. LXIII, No. 4, August 2008
Number of pages: 44 Posted: 16 Aug 2005 Last Revised: 11 Jul 2011
Accepted Paper Series
Maple Financial Group, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 5,484
844.

False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043
Number of pages: 53 Posted: 05 Mar 2008 Last Revised: 03 Feb 2011
Accepted Paper Series
McGill University - Desautels Faculty of Management, University of Geneva GSEM and GFRI and University of Maryland - Robert H. Smith School of Business
Downloads 5,418
845.

Alternative Routes to Hedge Fund Return Replication: Extended Version

Cass Business School Research Paper No. 0037
Number of pages: 29 Posted: 24 Oct 2006
Working Paper Series
Independent
Downloads 5,364
846.

The Disintermediation of Financial Markets: Direct Investing in Private Equity

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 09 Oct 2012 Last Revised: 05 Sep 2014
Accepted Paper Series
INSEAD - Finance, Harvard University and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 5,313
847.

Performance Evaluation of Indian Mutual Funds

Number of pages: 24 Posted: 13 Oct 2003
Working Paper Series
Indian Institute of Technology (IIT), Bombay - Shailesh J. Mehta School of Management (SJM) and Tata Power Company Ltd.
Downloads 5,263
848.

Risk Management with Benchmarking

AFA 2003 Washington, DC Meetings; NYU Finance Working Paper; EFA 2002 Berlin; LBS Working Paper
Number of pages: 29 Posted: 03 Mar 2002
Working Paper Series
London Business School, New York University (NYU) - Department of Finance and INSEAD

Multiple version iconThere are 9 versions of this paper

Downloads 5,226
849.

Equity Premia Around the World

Number of pages: 19 Posted: 08 Oct 2011 Last Revised: 19 Mar 2016
Working 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 5,196
850.

Why are Buyouts Levered? The Financial Structure of Private Equity Funds

Charles A. Dice Center Working Paper No. 2008-15; Fisher College of Business Working Paper No. 2008-03-014, Journal of Finance, Forthcoming
Number of pages: 83 Posted: 12 Mar 2005 Last Revised: 28 Oct 2008
Accepted Paper Series
London School of Economics, Swedish House of Finance and Ohio State University (OSU) - Department of Finance
Downloads 5,147
851.

Madoff: A Riot of Red Flags

Number of pages: 24 Posted: 02 Feb 2009 Last Revised: 24 Jan 2012
Working Paper Series
SUNY College at Plattsburgh and Kedge Capital Fund Management
Downloads 4,867
852.

On the Performance of Hedge Funds

Number of pages: 41 Posted: 17 Jun 1998
Working Paper Series
University of Massachusetts Amherst - Department of Finance
Downloads 4,789
853.

Pension Fund Asset Allocation and Liability Discount Rates

Number of pages: 53 Posted: 29 May 2012 Last Revised: 22 Feb 2017
Working Paper Series
Erasmus University Rotterdam, Erasmus School of Economics, Maastricht University and University of Notre Dame
Downloads 4,599
854.

Risk Management in an Asset Management Company: A Practical Case

Number of pages: 14 Posted: 06 Feb 2001
Case and Teaching Paper Series
Ras Asset Management SGR SpA, Ras Asset Management SGR SpA - Risk Management and Ras Asset Management SGR SpA
Downloads 4,553
855.

Sharpening the Arithmetic of Active Management

Financial Analysts Journal, Forthcoming
Number of pages: 23 Posted: 07 Oct 2016 Last Revised: 09 Aug 2017
Working Paper Series
AQR Capital Management, LLC
Downloads 4,134
856.

Active Ownership

Review of Financial Studies (RFS), Volume 28, Issue 12, pp. 3225-3268, 2015., Fox School of Business Research Paper No. 16-009
Number of pages: 55 Posted: 01 Oct 2012 Last Revised: 19 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, Cambridge Judge Business School - Department of Finance & Accounting and London School of Economics
Downloads 4,041
857.

A Primer on the Role of Securitization in the Credit Market Crisis of 2007

Number of pages: 18 Posted: 08 Jan 2009 Last Revised: 17 Feb 2009
Working Paper Series
Baylor University - Department of Finance, Insurance & Real Estate
Downloads 4,028
858.

European Mutual Fund Performance

European Financial Management Journal, Forthcoming, EFMA 2000 Athens Meetings
Number of pages: 42 Posted: 14 Apr 2000
Accepted Paper Series
Maastricht University - Department of Finance and University of Maastricht - Limburg Institute of Financial Economics (LIFE)

Multiple version iconThere are 2 versions of this paper

Downloads 3,985
859.

Head and Shoulders Above the Rest? The Performance of Institutional Portfolio Managers Who Use Technical Analysis

Number of pages: 37 Posted: 17 Jan 2013
Working Paper Series
State University of New York at Albany - School of Business, Kedge Business School Bordeaux and State University of New York at Albany - School of Business
Downloads 3,967
860.

Replication and Evaluation of Fund of Hedge Funds Returns

Alternative Investment Research Centre Working Paper No. 28, Cass Business School Research Paper
Number of pages: 24 Posted: 03 Jan 2006
Working Paper Series
Independent and Independent
Downloads 3,919
861.

Who Writes the Rules for Hostile Takeovers, and Why? The Peculiar Divergence of US and UK Takeover Regulation

Georgetown Law Journal, Vol. 95, p. 1727, 2007, ECGI - Law Working Paper No. 73/2006
Number of pages: 68 Posted: 08 Sep 2006 Last Revised: 23 Mar 2010
Accepted Paper Series
University of Oxford - Faculty of Law and University of Pennsylvania Law School
Downloads 3,838
862.

Real World Index Annuity Returns

Number of pages: 16 Posted: 07 Oct 2009 Last Revised: 06 Jan 2011
Working Paper Series
University of Pennsylvania - The Wharton School - Finance and Insurance Departments, Webster University and affiliation not provided to SSRN
Downloads 3,834
863.

Tell Me What You Want, What You Really, Really Want! An Exercise in Tailor-Made Synthetic Fund Creation

Alternative Investment Research Centre Working Paper No. 36, Cass Business School Research Paper
Number of pages: 28 Posted: 10 Oct 2006
Working Paper Series
Independent and Independent
Downloads 3,799
864.

Unobserved Actions of Mutual Funds

Review of Financial Studies, Forthcoming, Sixteenth Annual Utah Winter Finance Conference, EFA 2005 Moscow Meetings Paper, Sauder School of Business Working Paper
Number of pages: 58 Posted: 28 Feb 2005
Accepted Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 3,788
865.

What Drives Venture Capital Fundraising?

Number of pages: 48 Posted: 08 Feb 1998
Working Paper Series
Harvard Business School - Finance Unit and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 3,777
866.

The Essential Role of Securities Regulation

Duke Law Journal, Vol. 55, p. 711, 2006, Columbia Law and Economics Working Paper No. 259
Number of pages: 72 Posted: 05 Oct 2004 Last Revised: 14 Jan 2014
Accepted Paper Series
Columbia University - Law School and University of Pennsylvania Law School
Downloads 3,561
867.

A Reality Check on Hedge Funds Returns

Number of pages: 38 Posted: 07 Oct 2003
Working Paper Series
ABP Investments - Research Department and APG Asset Management, GTAA Fund
Downloads 3,520
868.

Fund of Hedge Funds Portfolio Selection: A Multiple-Objective Approach

Cass Business School Research Paper, Journal of Derivatives and Hedge Funds, Vol. 15, No. 2, pp. 91-115, 2009
Number of pages: 33 Posted: 10 May 2004
Accepted Paper Series
Babson College - Finance Division, Independent and ISMA Centre, University of Reading
Downloads 3,485
869.

Hedge Funds: A Dynamic Industry in Transition

Number of pages: 135 Posted: 29 Jul 2015
Working Paper Series
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, AlphaSimplex Group, LLC and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 3,465
870.

Indexing and Active Fund Management: International Evidence

Number of pages: 73 Posted: 03 May 2011 Last Revised: 06 Jan 2015
Working Paper Series
University of Notre Dame, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Texas at Austin - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,404