1.
A Revealed Preference Ranking of U.S. Colleges and Universities
NBER Working Paper No. W10803
Number of pages: 52
Posted: 11 Oct 2004
Working Paper Series
Harvard University - Harvard Kennedy School (HKS), Harvard University - Department of Statistics, Stanford University and Yale School of Management
There are 2 versions of this paper
A Revealed Preference Ranking of U.S. Colleges and Universities
NBER Working Paper No. W10803
Number of pages: 52
Posted: 11 Oct 2004
Downloads
50,202
A Revealed Preference Ranking of U.S. Colleges and Universities
NBER Working Paper No. w10803
Number of pages: 45
Posted: 12 Jul 2010
Last Revised: 10 Jul 2022
Downloads
384
Downloads
50,202
2.
The Black-Litterman Model in Detail
Number of pages: 65
Posted: 28 Jan 2009
Last Revised: 23 Jun 2014
Working Paper Series
blacklitterman.orgBoston University - Metropolitan College - Department of Computer Science
Downloads
29,538
3.
The Intuition Behind Black-Litterman Model Portfolios
Number of pages: 27
Posted: 28 Oct 2002
Working Paper Series
IndependentGoldman Sachs Group, Inc. - Quantitative Strategy Group and Kepos Capital
Downloads
28,196
4.
Empirical Asset Pricing via Machine Learning
Chicago Booth Research Paper No. 18-04, 31st Australasian Finance and Banking Conference 2018, Yale ICF Working Paper No. 2018-09
Number of pages: 79
Posted: 09 Apr 2018
Last Revised: 15 Sep 2019
Working Paper Series
University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business
There are 2 versions of this paper
Empirical Asset Pricing via Machine Learning
Chicago Booth Research Paper No. 18-04, 31st Australasian Finance and Banking Conference 2018, Yale ICF Working Paper No. 2018-09
Number of pages: 79
Posted: 09 Apr 2018
Last Revised: 15 Sep 2019
Downloads
19,400
Empirical Asset Pricing Via Machine Learning
NBER Working Paper No. w25398
Number of pages: 80
Posted: 26 Dec 2018
Last Revised: 26 May 2023
Downloads
427
Downloads
19,400
5.
Non-Life Insurance: Mathematics & Statistics
Number of pages: 319
Posted: 03 Sep 2013
Last Revised: 09 Jan 2023
Working Paper Series
RiskLab, ETH Zurich
Downloads
18,431
6.
Global Factor Premiums
Journal of Financial Economics (JFE), Volume 142, Issue 3, December 2021, Pages 1128-1154
Number of pages: 69
Posted: 06 Feb 2019
Last Revised: 24 Nov 2021
Accepted Paper Series
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads
14,509
7.
Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin
Number of pages: 8
Posted: 25 Oct 2016
Working Paper Series
Elm Partners and Proven
Downloads
12,382
8.
Machine Learning in Asset Management
JFDS: https://jfds.pm-research.com/content/2/1/10
Number of pages: 65
Posted: 18 Jul 2019
Last Revised: 23 Jun 2020
Working Paper Series
The Alan Turing Institute
Downloads
10,769
9.
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis
Number of pages: 42
Posted: 12 Aug 2010
Last Revised: 22 May 2012
Working Paper Series
University of North Carolina (UNC) at Charlotte - Finance, Washington University in St. Louis and Washington University in St. Louis - John M. Olin Business School
Downloads
10,441
10.
A Backtesting Protocol in the Era of Machine Learning
Number of pages: 18
Posted: 13 Nov 2018
Last Revised: 24 Nov 2018
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business and University of California at San Diego
Downloads
9,727
11.
Beyond Black-Litterman in Practice: A Five-Step Recipe to Input Views on Non-Normal Markets
Number of pages: 15
Posted: 29 Dec 2005
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads
8,701
12.
Investing in Socially Responsible Mutual Funds
Number of pages: 56
Posted: 22 Jul 2003
Working Paper Series
University of Pennsylvania - The Wharton School, Finance Department, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads
8,236
13.
Beyond Black-Litterman: Views on Non-Normal Markets
Number of pages: 19
Posted: 16 Nov 2005
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads
5,078
14.
Dynamic Strategic Asset Allocation: Risk and Return Across Economic Regimes
Number of pages: 25
Posted: 19 Feb 2009
Last Revised: 17 Jul 2009
Working Paper Series
Robeco Quantitative Investments and Robeco Quantitative Investments
There are 2 versions of this paper
Dynamic Strategic Asset Allocation: Risk and Return Across Economic Regimes
Number of pages: 25
Posted: 19 Feb 2009
Last Revised: 17 Jul 2009
Downloads
4,597
Dynamic Strategic Asset Allocation: Risk and Return Across Economic Regimes
Journal of Asset Management, Vol. 12, No. 5, pp. 360-375, 2011
Posted: 10 Oct 2011
Downloads
4,597
15.
Night Moves: Is the Overnight Drift the Grandmother of All Market Anomalies
Number of pages: 12
Posted: 30 Jun 2022
Working Paper Series
Elm Partners, Independent and Proven
Downloads
4,392
16.
Portfolio Selection with Higher Moments
Number of pages: 50
Posted: 29 Dec 2004
Last Revised: 16 Mar 2010
Working Paper Series
Duke University - Fuqua School of Business, Pennsylvania State University, University Park, Drexel University - Department of Decision Sciences and The University of Texas M. D. Anderson Cancer Center
Downloads
4,356
17.
Investing in Mutual Funds When Returns are Predictable
Number of pages: 58
Posted: 08 Jun 2004
Working Paper Series
Reichman University - Interdisciplinary Center (IDC) Herzliyah and University of Maryland - Robert H. Smith School of Business
There are 2 versions of this paper
Investing in Mutual Funds When Returns are Predictable
Number of pages: 58
Posted: 08 Jun 2004
Downloads
4,304
Investing in Mutual Funds When Returns are Predictable
Journal of Financial Economics (JFE), Forthcoming
Posted: 01 Jun 2005
Downloads
4,304
18.
The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee
Number of pages: 74
Posted: 30 Jul 2004
Working Paper Series
Bank of Italy - Banking and Finance Supervision Department
Downloads
4,294
19.
Cenni di Teoria dei Giochi - 1 (Elements of Game Theory - 1)
Number of pages: 21
Posted: 16 Apr 2013
Last Revised: 26 Apr 2018
Working Paper Series
University of Rome Sapienza
Downloads
4,068
20.
BCMA-ES II: Revisiting Bayesian CMA-ES
A.I Square Working Paper, March 2019, France
Number of pages: 10
Posted: 06 May 2019
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, AI For Alpha and A.I. Square Connect
Downloads
3,908
21.
The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation
Number of pages: 45
Posted: 08 Nov 2005
Working Paper Series
Bates College
Downloads
3,544
22.
Technical Analysis and Theory of Finance
EFA 2007 Ljubljana Meetings Paper
Number of pages: 54
Posted: 05 Mar 2007
Working Paper Series
Tsinghua University - School of Economics & Management and Washington University in St. Louis - John M. Olin Business School
Downloads
3,541
23.
The Present and Future of Financial Risk Management
ISMA Centre Discussion Paper No. DP2003-12
Number of pages: 25
Posted: 26 Feb 2004
Working Paper Series
University of Sussex Business School
Downloads
3,470
24.
Presidential Address: The Scientific Outlook in Financial Economics
Duke I&E Research Paper No. 2017-05
Number of pages: 38
Posted: 10 Jan 2017
Last Revised: 22 Dec 2017
Working Paper Series
Duke University - Fuqua School of Business
Downloads
3,207
25.
Model Selection Using Database Characteristics: Developing a Classification Tree for Longitudinal Incidence Data
Number of pages: 50
Posted: 18 Jun 2012
Last Revised: 11 Jul 2013
Working Paper Series
University of Michigan, Stephen M. Ross School of BusinessUniversity of Pennsylvania - Marketing Department, University of Pennsylvania - Marketing Department and University of Pennsylvania - Marketing Department
Downloads
2,998
26.
Reconstructing the Black-Litterman Model
Number of pages: 18
Posted: 25 Sep 2013
Last Revised: 29 Nov 2014
Working Paper Series
blacklitterman.orgBoston University - Metropolitan College - Department of Computer Science
Downloads
2,894
27.
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Number of pages: 61
Posted: 04 Dec 2019
Last Revised: 22 Jun 2022
Working Paper Series
London Business School - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads
2,809
28.
BCMA-ES: A Bayesian Approach to CMA-ES
A.I Square Working Paper, March 2019, France
Number of pages: 10
Posted: 06 May 2019
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads
2,680
29.
Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design
Number of pages: 54
Posted: 11 Aug 2015
Last Revised: 29 Nov 2017
Working Paper Series
Pfizer, Inc., Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design
Number of pages: 54
Posted: 11 Aug 2015
Last Revised: 29 Nov 2017
Downloads
2,655
Is the Fda Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design
NBER Working Paper No. w21499
Number of pages: 38
Posted: 31 Aug 2015
Last Revised: 31 Mar 2023
Downloads
67
Downloads
2,655
30.
Multiperiod Portfolio Selection and Bayesian Dynamic Models
Risk, Vol. 28, Issue 3, p 50-54, March 2015
Number of pages: 8
Posted: 28 Jul 2014
Last Revised: 16 Mar 2021
Accepted Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads
2,580
31.
Personalized Pricing and Consumer Welfare
Number of pages: 62
Posted: 26 Jun 2017
Last Revised: 24 Jun 2021
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
There are 2 versions of this paper
Personalized Pricing and Consumer Welfare
Number of pages: 62
Posted: 26 Jun 2017
Last Revised: 24 Jun 2021
Downloads
2,505
Personalized Pricing and Consumer Welfare
NBER Working Paper No. w23775
Number of pages: 62
Posted: 11 Sep 2017
Last Revised: 16 Jan 2023
Downloads
152
Downloads
2,505
32.
Stochastic Claims Reserving Manual: Advances in Dynamic Modeling
Swiss Finance Institute Research Paper No. 15-34
Number of pages: 322
Posted: 23 Aug 2015
Working Paper Series
RiskLab, ETH Zurich and University of Hamburg
Downloads
2,463
33.
Financial Factors in Economic Fluctuations
ECB Working Paper No. 1192
Number of pages: 133
Posted: 26 May 2010
Working Paper Series
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads
2,437
34.
Optimal Trade Sizing in a Game with Favourable Odds: The Stock Market
Number of pages: 4
Posted: 02 Dec 2016
Last Revised: 05 Dec 2016
Working Paper Series
Elm Partners and Citigroup, Inc. - Citigroup Global Markets
Downloads
2,306
35.
Better Investing Through Factors, Regimes and Sensitivity Analysis
Number of pages: 100
Posted: 30 Jan 2015
Working Paper Series
Independent
Downloads
2,246
36.
Enhancing Risk Parity by Including Views
Journal of Investing, 2017
Number of pages: 34
Posted: 12 Aug 2014
Last Revised: 20 Sep 2016
Accepted Paper Series
Robeco Investment Research, Fintelligence CCT, Robeco Asset Management and Robeco Asset Management
Downloads
2,244
37.
An MCMC Approach to Classical Estimation
Number of pages: 55
Posted: 15 Jul 2003
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads
2,165
38.
Corporate Sustainability: A Model Uncertainty Analysis of Materiality
Number of pages: 53
Posted: 23 May 2021
Last Revised: 26 May 2022
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Questrom School of Business- Boston University
Downloads
2,135
39.
Skill and Luck in Private Equity Performance
Rock Center for Corporate Governance at Stanford University Working Paper No. 179
Number of pages: 69
Posted: 03 Apr 2014
Last Revised: 16 Dec 2015
Working Paper Series
University of Southern California - Marshall School of Business and Dartmouth College - Tuck School of Business
There are 2 versions of this paper
Skill and Luck in Private Equity Performance
Rock Center for Corporate Governance at Stanford University Working Paper No. 179
Number of pages: 69
Posted: 03 Apr 2014
Last Revised: 16 Dec 2015
Downloads
2,135
Skill and Luck in Private Equity Performance
Netspar Discussion Paper No. 04/2014-026
Number of pages: 59
Posted: 08 Jul 2014
Downloads
408
Downloads
2,135
40.
Learning About Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM
Federal Reserve Bank of New York Staff Report No. 193
Number of pages: 48
Posted: 09 Apr 2003
Last Revised: 14 Oct 2008
Working Paper Series
International Monetary Fund and Universita della Svizzera italiana (USI Lugano)
There are 2 versions of this paper
Learning About Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM
Federal Reserve Bank of New York Staff Report No. 193
Number of pages: 48
Posted: 09 Apr 2003
Last Revised: 14 Oct 2008
Downloads
2,017
Learning about Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM
Swiss Finance Institute Research Paper No. 08-36
Number of pages: 51
Posted: 21 Nov 2008
Downloads
461
Downloads
2,017
41.
What's Past is Not Prologue
Number of pages: 5
Posted: 08 Aug 2018
Working Paper Series
Elm Partners, Elm Partners and Elm Partners
Downloads
1,958
42.
It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naive Diversification
Number of pages: 43
Posted: 01 Jan 2010
Last Revised: 13 May 2010
Working Paper Series
UNC Charlotte - Belk College of Business and Rice University - Jesse H. Jones Graduate School of Business
There are 2 versions of this paper
It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naive Diversification
Number of pages: 43
Posted: 01 Jan 2010
Last Revised: 13 May 2010
Downloads
1,914
It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naive Diversification
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 04 Dec 2010
Downloads
1,914
43.
Many Risks, One (Optimal) Portfolio
Number of pages: 217
Posted: 30 Jul 2014
Working Paper Series
Independent
Downloads
1,898
44.
A Primer and Frequently Asked Questions for 'Surprised by the Gamblers and Hot Hand Fallacies? A Truth in the Law of Small Numbers' (Miller and Sanjurjo 2015)
Number of pages: 41
Posted: 05 Feb 2016
Last Revised: 09 Feb 2016
Working Paper Series
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads
1,892
45.
Forecasting Risk with Markov-Switching GARCH Models: A Large-Scale Performance Study
International Journal of Forecasting, Vol 34, Issue 4, pp. 733-747, 2018
Number of pages: 15
Posted: 16 Feb 2017
Last Revised: 06 Jun 2021
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Université de Sherbrooke - Faculty of Administration, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads
1,804
46.
Which Team Will Win the 2014 FIFA World Cup? A Bayesian Approach for Dummies
Number of pages: 31
Posted: 15 Feb 2014
Working Paper Series
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Universidade Federal do Rio de Janeiro (UFRJ)
Downloads
1,744
47.
Dynamic Demand for New and Used Durable Goods without Physical Depreciation: The Case of Japanese Video Games
Rotman School of Management Working Paper No. 2189871
Number of pages: 51
Posted: 09 Feb 2020
Last Revised: 09 Feb 2020
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and Johns Hopkins University - Carey Business School
Downloads
1,738
48.
Market Efficiency, Rational Expectations, and Estimation Risk
Number of pages: 47
Posted: 16 Aug 1998
Working Paper Series
Dartmouth College - Tuck School of Business and Emory University - Goizueta Business School
Downloads
1,723
49.
A Bridge from Monty Hall to the Hot Hand: Restricted Choice, Selection Bias, and Empirical Practice
IGIER Working Paper
Number of pages: 33
Posted: 02 Jan 2016
Last Revised: 29 Oct 2017
Working Paper Series
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads
1,662
50.
Analyst Information Discovery and Interpretation Roles: A Topic Modeling Approach
Ross School of Business Paper No. 1229
Number of pages: 51
Posted: 16 Mar 2014
Last Revised: 10 Nov 2016
Working Paper Series
Hong Kong University of Science and Technology - Department of Accounting, University of Michigan, Stephen M. Ross School of Business, Hong Kong University of Science and Technology - Department of Accounting and Hong Kong University of Science and Technology - Business School - Department of Information Systems, Business Statistics and Operations Management
Downloads
1,552
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.