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Elena Ranguelova

Investcorp

Principal

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 17,341

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Top 17,341

in Total Papers Downloads

2,474

CITATIONS
Rank 4,218

SSRN RANKINGS

Top 4,218

in Total Papers Citations

127

Scholarly Papers (8)

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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 1,662 (6,416)
Citation 13

Abstract:

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disposition effect, risk taking, trading behavior

2.

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 88 (166,310)
Citation 1

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portfolio management, credit risk

3.

Individual Risk in an Investment-Based Social Security System

NBER Working Paper No. w8074
Number of pages: 21 Posted: 14 Jan 2001 Last Revised: 20 Oct 2010
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) and Investcorp
Downloads 74 (291,086)
Citation 30

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4.

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: 06 Aug 2014
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) and Investcorp
Downloads 38 (373,922)
Citation 24

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5.

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 37 (214,760)

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

6.

The Economics of Bequests in Pensions and Social Security

NBER Working Paper No. w7065
Number of pages: 36 Posted: 15 Apr 1999
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) and Investcorp
Downloads 37 (380,877)
Citation 9

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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 Oct 2010
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) and Investcorp
Downloads 29 (406,997)
Citation 23

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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
Martin S. Feldstein, Elena Ranguelova and Andrew A. Samwick
National Bureau of Economic Research (NBER), Investcorp and Dartmouth College - Department of Economics
Downloads 21 (456,561)
Citation 26

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