Elena Ranguelova

Investcorp

Principal

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 30,104

SSRN RANKINGS

Top 30,104

in Total Papers Downloads

3,058

SSRN CITATIONS
Rank 15,019

SSRN RANKINGS

Top 15,019

in Total Papers Citations

15

CROSSREF CITATIONS

78

Scholarly Papers (8)

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 2,280 (11,898)
Citation 26

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 239 (228,285)

Abstract:

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portfolio management, credit risk

3.

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 232 (234,915)

Abstract:

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

4.

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 87 (513,807)

Abstract:

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5.

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 71 (578,096)

Abstract:

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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 52 (674,047)

Abstract:

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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 Mar 2022
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) (deceased) and Investcorp
Downloads 52 (674,047)
Citation 4

Abstract:

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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 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 45 (729,626)

Abstract:

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