SSRN eLibrary Search Results
JEL Code: C11

419,059 Total downloads
Search Within

Viewing: 851 - 900 of 1,875 papers

851.

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 48,209
852.

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 19,053
853.

The Intuition Behind Black-Litterman Model Portfolios

Number of pages: 27 Posted: 28 Oct 2002
Working Paper Series
Independent and Kepos Capital
Downloads 17,751
854.

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 8,682
855.

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 6,756
856.

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 5,891
857.

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 5,711
858.

Non-Life Insurance: Mathematics & Statistics

Number of pages: 289 Posted: 03 Sep 2013 Last Revised: 15 Mar 2017
Working Paper Series
RiskLab, ETH Zurich
Downloads 5,695
859.

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 3,968
860.

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 3,756
861.

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 3,678
862.

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 3,375
863.

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 3,270
864.

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 3,261
865.

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 3,258
866.

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 3,257
867.

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 2,780
868.

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 1,881
869.

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 1,859
870.

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

Number of pages: 49 Posted: 11 Aug 2015 Last Revised: 26 Jan 2016
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 1,854
871.

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 1,795
872.

The Scientific Outlook in Financial Economics

Duke I&E Research Paper No. 2017-05
Number of pages: 38 Posted: 10 Jan 2017 Last Revised: 17 Jul 2017
Working Paper Series
Duke University - Fuqua School of Business
Downloads 1,733
873.

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 1,724
874.

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 1,650
875.

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 1,587
876.

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 1,559
877.

Better Investing Through Factors, Regimes and Sensitivity Analysis

Number of pages: 100 Posted: 30 Jan 2015
Working Paper Series
Independent
Downloads 1,523
878.

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 1,519
879.

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 1,368
880.

Many Risks, One (Optimal) Portfolio

Number of pages: 217 Posted: 30 Jul 2014
Working Paper Series
Independent
Downloads 1,351
881.

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 1,348
882.

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 1,335
883.

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 1,308
884.

Multiperiod Portfolio Selection and Bayesian Dynamic Models

Number of pages: 8 Posted: 28 Jul 2014 Last Revised: 23 Sep 2014
Working Paper Series
New York University - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 1,297
885.

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 1,284
886.

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 1,280
887.

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 1,262
888.

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 1,235
889.

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 1,195
890.

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 1,164
891.

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 1,158
892.

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 1,125
893.

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 1,123
894.

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 1,103
895.

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 1,103
896.

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 1,096
897.

Tail Risk Protection in Asset Management

Number of pages: 42 Posted: 16 Nov 2014
Working Paper Series
Independent
Downloads 1,084
898.

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 1,083
899.

The Valuation of IPO and SEO Firms

UBC Finance Division, Working Paper No. UBCFIN00-1, Sauder School of Business Working Paper
Number of pages: 37 Posted: 21 Jun 2001
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business and University of Leicester - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,063
900.

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 1,051