Elena Ranguelova

Investcorp

Principal

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 16,991

SSRN RANKINGS

Top 16,991

in Total Papers Downloads

2,378

CITATIONS
Rank 4,243

SSRN RANKINGS

Top 4,243

in Total Papers Citations

127

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 1,662 (6,192)
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
General Quantitative, LLC, Investcorp and Barclays
Downloads 88 (194,323)
Citation 1

Abstract:

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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 72 (281,985)
Citation 31

Abstract:

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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
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) and Investcorp
Downloads 38 (363,863)
Citation 24

Abstract:

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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 A. Feeney and Yi Lu
Investcorp, Investcorp and Investcorp
Downloads 37 (213,694)

Abstract:

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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 (370,712)
Citation 9

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 Oct 2010
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) and Investcorp
Downloads 29 (392,825)
Citation 23

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
Martin S. Feldstein, Elena Ranguelova and Andrew A. Samwick
National Bureau of Economic Research (NBER), Investcorp and Dartmouth College - Department of Economics
Downloads 21 (442,716)
Citation 26

Abstract:

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