Elena Ranguelova

Investcorp

Principal

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 17,798

SSRN RANKINGS

Top 17,798

in Total Papers Downloads

2,514

CITATIONS
Rank 4,226

SSRN RANKINGS

Top 4,226

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 2,003 (6,621)
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 164 (171,249)
Citation 1

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 128 (209,642)

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: 20 Oct 2010
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) and Investcorp
Downloads 74 (301,947)
Citation 30

Abstract:

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5.

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 44 (387,215)
Citation 24

Abstract:

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6.

The Economics of Bequests in Pensions and Social Security

NBER Working Paper No. w7065
Number of pages: 36 Posted: 15 Apr 1999 Last Revised: 05 May 2000
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) and Investcorp
Downloads 42 (394,279)
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 35 (421,075)
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 Last Revised: 12 Oct 2010
Martin S. Feldstein, Elena Ranguelova and Andrew A. Samwick
National Bureau of Economic Research (NBER), Investcorp and Dartmouth College - Department of Economics
Downloads 24 (472,043)
Citation 26

Abstract:

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