Elena Ranguelova

Investcorp

Principal

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 23,381

SSRN RANKINGS

Top 23,381

in Total Papers Downloads

2,770

SSRN CITATIONS
Rank 14,684

SSRN RANKINGS

Top 14,684

in Total Papers Citations

1

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 2,168 (8,769)
Citation 26

Abstract:

Loading...

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 203 (190,929)

Abstract:

Loading...

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 162 (232,504)

Abstract:

Loading...

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

4.

Individual Risk in an Investment-Based Social Security System

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) (deceased) and Investcorp
Downloads 78 (388,658)

Abstract:

Loading...

5.

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

Number of pages: 23 Posted: 08 Aug 2012 Last Revised: 26 Jun 2021
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) (deceased) and Investcorp
Downloads 47 (498,027)

Abstract:

Loading...

6.

The Economics of Bequests in Pensions and Social Security

Number of pages: 36 Posted: 15 Apr 1999 Last Revised: 23 Oct 2021
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) (deceased) and Investcorp
Downloads 45 (506,804)

Abstract:

Loading...

7.

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

Number of pages: 54 Posted: 11 Mar 1999 Last Revised: 10 Sep 2021
Martin S. Feldstein and Elena Ranguelova
National Bureau of Economic Research (NBER) (deceased) and Investcorp
Downloads 38 (539,941)
Citation 1

Abstract:

Loading...

8.

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

Number of pages: 70 Posted: 27 Mar 1999 Last Revised: 04 Sep 2021
Martin S. Feldstein, Elena Ranguelova and Andrew A. Samwick
National Bureau of Economic Research (NBER) (deceased), Investcorp and Dartmouth College - Department of Economics
Downloads 29 (589,049)

Abstract:

Loading...