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JEL Code: C15

1,002,255 Total downloads

Viewing: 1 - 50 of 3,271 papers

1.

Beyond the Status Quo: A Critical Assessment of Lifecycle Investment Advice

Number of pages: 70 Posted: 01 Nov 2023
Working Paper Series
Emory University - Department of Finance, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 22,474
2.

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 11,275
3.

Making Sense Out of Variable Spending Strategies for Retirees

Number of pages: 18 Posted: 17 Mar 2015
Working Paper Series
The American College for Financial Services
Downloads 10,247
4.

The 4 Percent Rule is Not Safe in a Low-Yield World

Number of pages: 15 Posted: 16 Jan 2013 Last Revised: 17 Jan 2013
Working Paper Series
The American College, The American College for Financial Services and PGIM
Downloads 10,114
5.

An Efficient Frontier for Retirement Income

Number of pages: 12 Posted: 25 Sep 2012
Working Paper Series
The American College for Financial Services
Downloads 9,120
6.

A Comparative Anatomy of Credit Risk Models

Journal of Banking and Finance, Vol. 24, No. 1/2, 2000, Board of Governors of the Federal Reserve System FEDS Paper No. 98-47
Number of pages: 29 Posted: 03 Mar 1999 Last Revised: 30 Jan 2011
Accepted Paper Series
Board of Governors of the Federal Reserve System
Downloads 8,421
7.

Market Madness? The Case of Mad Money

Number of pages: 37 Posted: 16 Dec 2005 Last Revised: 07 Nov 2010
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management, Kellogg School of Management - Department of Finance and University of South Florida
Downloads 7,657
8.

The Safe Withdrawal Rate: Evidence from a Broad Sample of Developed Markets

Number of pages: 41 Posted: 28 Sep 2022 Last Revised: 25 Jul 2023
Working Paper Series
Emory University - Department of Finance, University of Arizona - Department of Finance, University of Missouri at Columbia - Department of Finance and University of Arizona - Department of Finance
Downloads 7,618
9.

Mutual Fund Performance

Number of pages: 86 Posted: 19 Jan 2007
Working Paper Series
City University London - The Business School, affiliation not provided to SSRN and University College Cork
Downloads 7,464
10.

A Stochastic Processes Toolkit for Risk Management

Number of pages: 43 Posted: 19 Mar 2008 Last Revised: 05 Oct 2008
Working Paper Series
Imperial College London - Department of Mathematics, University College LondonUBS AG, Fitch Ratings Inc. and Paris School of Economics, Pantheon Sorbonne University
Downloads 6,886
11.

T-Test with Likert Scale Variables

Number of pages: 5 Posted: 26 Apr 2016
Working Paper Series
Universidade do Porto - Faculdade de Economia (FEP)
Downloads 6,252
12.

Real Options Valuation: A Monte Carlo Approach

Faculty of Management, University of Calgary WP No. 2002/3; EFA 2002 Berlin Meetings Presented Paper, WBS Finance Group Research Paper No. 14
Number of pages: 71 Posted: 06 Mar 2002
Working Paper Series
University of Warwick - Finance Group
Downloads 5,883
13.

A Mixture of Gaussians Approach to Mathematical Portfolio Oversight: The EF3M Algorithm

Quantitative Finance, 2013, Forthcoming, Johnson School Research Paper Series No. 39-2011
Number of pages: 34 Posted: 22 Sep 2011 Last Revised: 27 Oct 2013
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and University of California, Irvine
Downloads 5,425
14.

Risk Management in an Asset Management Company: A Practical Case

Number of pages: 14 Posted: 06 Feb 2001
Case and Teaching Paper Series
Ras Asset Management SGR SpA, Ras Asset Management SGR SpA - Risk Management and Ras Asset Management SGR SpA
Downloads 5,333
15.

Risk Analysis for Asset Managers: Historical Simulation, the Bootstrap Approach and Value at Risk Calculation

Number of pages: 44 Posted: 12 Jan 2001
Working Paper Series
Ras Asset Management SGR SpA and Ras Asset Management SGR SpA - Risk Management
Downloads 5,115
16.

Event Studies: A Methodology Review

Number of pages: 36 Posted: 02 Aug 2009 Last Revised: 20 Aug 2010
Working Paper Series
Deakin University - School of Accounting, Economics & Finance
Downloads 5,057
17.

Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks

Number of pages: 34 Posted: 19 Jan 2023 Last Revised: 24 May 2023
Working Paper Series
University of Oxford, University of Oxford - Department of Statistics and University of Oxford - Mathematical Institute
Downloads 4,614
18.

Nonparametric Rank Tests for Event Studies

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 59 Posted: 25 Aug 2008 Last Revised: 19 Aug 2014
Working Paper Series
Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads 4,498
19.

Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 81 Posted: 03 Jun 2020 Last Revised: 19 Jan 2021
Accepted Paper Series
Emory University - Department of Finance, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 4,128
20.

Analysis of Mortgage Backed Securities: Before and after the Credit Crisis

Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity; Bielecki, Tomasz,; Damiano Brigo and Frederic Patras, eds., February 2011
Number of pages: 42 Posted: 07 Jan 2007 Last Revised: 29 Jun 2018
Accepted Paper Series
Two Sigma, Google Inc., Bloomberg Financial Markets (BFM) - Bloomberg LP and Bloomberg L.P. - R&D
Downloads 3,904
21.

Incorporating Home Equity into a Retirement Income Strategy

Number of pages: 17 Posted: 04 Nov 2015
Working Paper Series
The American College for Financial Services
Downloads 3,766
22.

Know Your System! – Turning Data Mining from Bias to Benefit Through System Parameter Permutation

2014 NAAIM Wagner Award Winner
Number of pages: 33 Posted: 30 Apr 2014
Working Paper Series
StatisTrade
Downloads 3,643
23.

Risk Assessment for Banking Systems

Number of pages: 37 Posted: 25 Aug 2004
Working Paper Series
Austrian National Bank - Economic Studies Division, University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Downloads 3,634
24.

Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research

Accounting Review, Forthcoming
Number of pages: 49 Posted: 31 Jul 2008 Last Revised: 24 Oct 2010
Accepted Paper Series
University of Melbourne - Department of Accounting, University of Navarra, IESE Business School and The Wharton School, University of Pennsylvania
Downloads 3,628
25.

Downside Correlation and Expected Stock Returns

EFA 2002 Berlin Meetings Presented Paper; USC Finance & Business Econ. Working Paper No. 01-25
Number of pages: 47 Posted: 09 Nov 2001
Working Paper Series
BlackRock, Inc, University of California, Davis - Graduate School of Management and Rice University
Downloads 3,584
26.

An Agent-Based Model of the Flash Crash of May 6, 2010, with Policy Implications

Number of pages: 39 Posted: 07 Oct 2013 Last Revised: 27 Feb 2014
Working Paper Series
Rayleigh Research and University of Cambridge
Downloads 3,503
27.

Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland

Bank of Finland Discussion Paper No. 18/2004
Number of pages: 48 Posted: 24 Nov 2004
Working Paper Series
Bank of Finland

Multiple version iconThere are 2 versions of this paper

Downloads 3,467
28.

VIX Index Strategies: Shorting Volatility As a Portfolio Enhancing Strategy

Number of pages: 49 Posted: 25 Jan 2018
Working Paper Series
Banca IMI, University of Pavia - Department of Economics and Management and University of Pavia - Department of Economics and Management
Downloads 3,464
29.

Seeing Double Voting: An Extension of the Birthday Problem

7 Election L. J. 111 (2008), 2nd Annual Conference on Empirical Legal Studies Paper
Number of pages: 12 Posted: 03 Jul 2007 Last Revised: 21 May 2014
Accepted Paper Series
University of FloridaGeorge Mason University - Government and Politics and Loyola Law School Los Angeles
Downloads 3,370
30.

A Forecast Comparison of Volatility Models: Does Anything Beat a Garch(1,1)?

Brown Univ. Economics Working Paper No. 01-04
Number of pages: 23 Posted: 13 Apr 2001
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics and CREATESAarhus University - School of Business and Social Sciences
Downloads 3,276
31.

Relative Strength and Portfolio Management

Dorsey Wright Money Management, January 2012
Number of pages: 17 Posted: 04 Feb 2012
Accepted Paper Series
Dorsey Wright Money Management
Downloads 3,237
32.

Alternatives to Deep Neural Networks in Finance

Number of pages: 57 Posted: 08 Nov 2021 Last Revised: 23 Mar 2024
Working Paper Series
Abu Dhabi Investment Authority and NatWest MarketsImperial College London
Downloads 3,229
33.

Implied Volatility Surface: Construction Methodologies and Characteristics

Number of pages: 38 Posted: 10 Jul 2011
Working Paper Series
Independent
Downloads 3,220
34.

Do Artists Benefit from Online Music Sharing?

Number of pages: 43 Posted: 10 Apr 2004
Accepted Paper Series
University of Connecticut - Department of Operations & Information Management, University of Connecticut - Department of Operations & Information Management and SUNY at Buffalo - School of Management
Downloads 3,192
35.

Value at Risk (VAR) in Real Options Analysis

Number of pages: 42 Posted: 20 May 2003
Working Paper Series
University of L'Aquila - Department of Information Engineering, Computer Science
Downloads 3,176
36.

A Behavioral Model of Digital Music Piracy

Journal of Organizational Computing and Electronic Commerce, Forthcoming
Number of pages: 34 Posted: 10 Apr 2004
Accepted Paper Series
University of Connecticut - Department of Operations & Information Management, SUNY at Buffalo - School of Management, University of Connecticut - Department of Operations & Information Management, University of South Florida - College of Business Administration and Niagara University
Downloads 3,174
37.

Discounting Revisited: Valuation Under Funding, Counterparty Risk and Collateralization

Number of pages: 34 Posted: 17 May 2010 Last Revised: 14 Mar 2011
Working Paper Series
Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics
Downloads 3,172
38.

Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets

FIRN Research Paper
Number of pages: 38 Posted: 29 Nov 2012
Working Paper Series
University of Technology Sydney and University of Guelph - Department of Economics
Downloads 3,170
39.

The True Impact of Immediate Annuities on Retirement Sustainability: A Total Wealth Perspective

Number of pages: 18 Posted: 23 Jul 2013
Working Paper Series
The Kitces Report & Nerd's Eye View and The American College for Financial Services
Downloads 3,078
40.

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 Business, University of Pennsylvania - Marketing Department and University of Pennsylvania - Marketing Department
Downloads 3,052
41.

Credit Risk Evaluation: Modeling - Analysis - Management

Center for Risk & Evaluation, 2002-2003
Number of pages: 195 Posted: 14 Jun 2005
Accepted Paper Series
Wehrspohn GmbH & Co. KG
Downloads 3,047
42.

On the Profit and Loss Distribution of Dynamic Hedging Strategies

Discussion Paper Series No. 9899-03
Number of pages: 24 Posted: 02 Feb 1999
Working Paper Series
Quant Isle Ltd. and JP Morgan Securities Inc.

Multiple version iconThere are 2 versions of this paper

Downloads 3,037
43.

Balancing Acts: Safe Withdrawal Rates in the Indian Context

Number of pages: 31 Posted: 05 Feb 2024
Working Paper Series
Invespar Pte Ltd and Samasthiti Advisors
Downloads 2,798
44.

Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance

Number of pages: 25 Posted: 02 May 2011 Last Revised: 12 Sep 2011
Working Paper Series
Independent
Downloads 2,773
45.

tvReg: Time-varying Coefficient Linear Regression for Single and Multi-Equations in R

Number of pages: 43 Posted: 08 May 2019 Last Revised: 11 Aug 2020
Working Paper Series
University of Deusto and University of A Coruña
Downloads 2,770
46.

Measuring Real Activity Management

Number of pages: 45 Posted: 24 Mar 2011 Last Revised: 29 Sep 2020
Working Paper Series
Vanderbilt University - Owen Graduate School of Management, University of Illinois at ChicagoUniversity of Illinois at Chicago, Simon School, University of Rochester and Ohio State University (OSU) - Department of Accounting & Management Information Systems

Multiple version iconThere are 2 versions of this paper

Downloads 2,701
47.

What is Portfolio Diversification?

Number of pages: 9 Posted: 27 Sep 2013 Last Revised: 14 Feb 2014
Working Paper Series
Brighthouse Financial
Downloads 2,636
48.

Comparison of Historical and Parametric Value-at-Risk Methodologies

Number of pages: 5 Posted: 18 Nov 2009
Working Paper Series
BNP Paribas, Risk - Investment & Markets
Downloads 2,631
49.

Mutual Fund Performance: Skill or Luck?

Journal of Empirical Finance, 2008, Vol. 15, Issue 4, pp. 613-634.
Number of pages: 48 Posted: 15 Feb 2005 Last Revised: 27 May 2013
Accepted Paper Series
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 2,602
50.

Rethinking Margin Period of Risk

Number of pages: 35 Posted: 22 Jan 2016
Working Paper Series
Bank of America, Board of Governors of the Federal Reserve System and CompatibL
Downloads 2,576