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Elena Ranguelova

Investcorp

Principal

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 16,795

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Top 16,795

in Total Papers Downloads

2,360

CITATIONS
Rank 4,240

SSRN RANKINGS

Top 4,240

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 (6,126)
Citation 13

Abstract:

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 Baldaque da Silva
General Quantitative, LLC, Investcorp and Barclays
Downloads 88 (193,388)
Citation 1

Abstract:

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 (277,459)
Citation 31

Abstract:

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 (361,459)
Citation 24

Abstract:

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 (212,743)

Abstract:

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 (364,917)
Citation 9

Abstract:

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 (386,803)
Citation 23

Abstract:

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 (436,275)
Citation 26

Abstract:

Submit a Paper Section 508 Text Only Pages

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