Elena Ranguelova

Investcorp

Principal

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 33,285

SSRN RANKINGS

Top 33,285

in Total Papers Downloads

3,263

TOTAL CITATIONS
Rank 16,930

SSRN RANKINGS

Top 16,930

in Total Papers Citations

30

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

Disposition Effect and Firm Size: New Evidence on Individual Investor Trading Activity

Number of pages: 49 Posted: 17 Dec 2001
Elena Ranguelova
Investcorp
Downloads 2,353 (13,426)
Citation 26

Abstract:

Loading...

disposition effect, risk taking, trading behavior

2.

Under the Radar: Structural Alpha in the Small-Cap Equity Market

Number of pages: 19 Posted: 02 Sep 2015
Elena Ranguelova, Jonathan Feeney and Yi Lu
Investcorp, Investcorp and Investcorp
Downloads 280 (231,752)

Abstract:

Loading...

small-cap, inefficiency, alpha, hedge funds, stocks

3.

Credit Portfolio Management in a Turning Rates Environment

Number of pages: 15 Posted: 07 Dec 2013
Arthur M. Berd, Elena Ranguelova and Antonio Silva
General Quantitative, LLC, Investcorp and Barclays
Downloads 258 (251,932)

Abstract:

Loading...

portfolio management, credit risk

4.

The Economics of Bequests in Pensions and Social Security

NBER Working Paper No. w7065
Number of pages: 36 Posted: 15 Apr 1999 Last Revised: 26 Oct 2022
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) (deceased) and Investcorp
Downloads 120 (495,766)

Abstract:

Loading...

5.

Individual Risk in an Investment-Based Social Security System

NBER Working Paper No. w8074
Number of pages: 21 Posted: 14 Jan 2001 Last Revised: 25 Jul 2022
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) (deceased) and Investcorp
Downloads 92 (598,763)

Abstract:

Loading...

6.

Accumulated Pension Collars: A Market Approach to Reducing the Risk of Investment-Based Social Security Reform

NBER Working Paper No. w7861
Number of pages: 23 Posted: 08 Aug 2012 Last Revised: 26 Jun 2022
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) (deceased) and Investcorp
Downloads 56 (786,181)

Abstract:

Loading...

7.

Individual Risk and Intergenerational Risk Sharing in an Investment-Based Social Security Program

NBER Working Paper No. w6839
Number of pages: 54 Posted: 11 Mar 1999 Last Revised: 11 Mar 2022
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) (deceased) and Investcorp
Downloads 55 (793,190)
Citation 4

Abstract:

Loading...

8.

The Transition to Investment-Based Social Security When Portfolio Returns and Capital Profitability are Uncertain

NBER Working Paper No. w7016
Number of pages: 70 Posted: 27 Mar 1999 Last Revised: 04 Sep 2022
Martin S. Feldstein, Elena Ranguelova and Andrew A. Samwick
National Bureau of Economic Research (NBER) (deceased), Investcorp and Dartmouth College - Department of Economics
Downloads 49 (837,495)

Abstract:

Loading...