Search Results
JEL Code: C40

183,825 Total downloads

Viewing: 1 - 50 of 609 papers

1.

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 19,216
2.

Qualitative and Quantitative Research: How to Choose the Best Design

Presented at Academic Business World International Conference. Nashville, Tennessee. May, 2007
Number of pages: 5 Posted: 20 Mar 2013
Accepted Paper Series
Pensacola Christian College
Downloads 16,349
3.

Momentum and Trend Following Trading Strategies for Currencies Revisited - Combining Academia and Industry

Number of pages: 22 Posted: 11 Apr 2017 Last Revised: 11 Jan 2019
Working Paper Series
Zurich University of Applied Sciences, Zurich University of Applied Sciences and University of Twente
Downloads 6,316
4.

Financial Econometrics

International Library of Financial Econometrics, Forthcoming
Number of pages: 31 Posted: 14 Jun 2007
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 4,725
5.

Important of SPSS for Social Sciences Research

Number of pages: 4 Posted: 22 Sep 2015
Working Paper Series
Kopargaon Taluka Education Society
Downloads 3,152
6.

The Case of Gold and Silver: A New Algorithm for Pairs Trading

Number of pages: 7 Posted: 10 Apr 2013 Last Revised: 10 Apr 2013
Working Paper Series
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 2,950
7.

Rating the Rating Scales

Friedman, Hershey H. and Amoo, Taiwo (1999). "Rating the Rating Scales." Journal of Marketing Management, Winter, 114-123
Number of pages: 10 Posted: 30 Sep 2013
Accepted Paper Series
Brooklyn College of the City University of New York and City University of New York (CUNY) - Department of Finance
Downloads 2,195
8.

Trends and Cycles of Style Factors in the 20th and 21st Centuries

Number of pages: 51 Posted: 12 Dec 2022 Last Revised: 20 Dec 2022
Working Paper Series
BlackRock, Inc
Downloads 1,989
9.

Hedging the Art Market: Creating Art Derivatives

Number of pages: 61 Posted: 26 Feb 2020 Last Revised: 26 Feb 2020
Working Paper Series
University of Edinburgh - Business School
Downloads 1,957
10.

Back Door Links between Directors and Executive Compensation

Number of pages: 53 Posted: 26 Feb 2005
Working Paper Series
Stanford Graduate School of Business, London Business School, Simon Fraser University (SFU) - School of Communication and London Business School
Downloads 1,951
11.

Research Report on Pakistan's Textile Industry Analysis

Number of pages: 79 Posted: 01 Aug 2010 Last Revised: 19 Aug 2010
Working Paper Series
Virtual University of Pakistan
Downloads 1,875
12.

How Eventful are Event Studies?

Number of pages: 42 Posted: 19 Feb 2001
Working Paper Series
University of Melbourne - School of Historical and Philosophical Studies and University of Melbourne - Department of Finance
Downloads 1,836
13.

A Quantitative Analysis of Cta Funds

Number of pages: 115 Posted: 26 Nov 2004
Working Paper Series
University of Lausanne, School of Economics and Business Administration (HEC-Lausanne), Students and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 1,823
14.

Financial Econometrics - R Tutorial Guidance

Number of pages: 521 Posted: 10 Jun 2021
Working Paper Series
Cardiff University, Cardiff Business School and Trinity College (Dublin) - Trinity Business School
Downloads 1,737
15.

Online Learning in Practice: An Introduction to Statistics Course

Number of pages: 3 Posted: 03 May 2013
Working Paper Series
Brooklyn College of the City University of New York and Baruch College, CUNY - Zicklin School of Business
Downloads 1,696
16.

The Statistical Properties of the Maximum Drawdown in Financial Time Series

Number of pages: 10 Posted: 02 May 2012 Last Revised: 15 May 2013
Working Paper Series
Antares Technologies and Antares Technologies
Downloads 1,540
17.

A Report on the Future of Finance, Future of Risk, and Future of Quant: Risk, Uncertainty, and, Profit for the Cyber Era: Model Risk Management of Cyber Insurance Models using Quantitative Finance and Advanced Analytics

A Report on the Future of Finance, Future of Risk, and Future of Quant: Risk, Uncertainty, and, Profit for the Cyber Era: Model Risk Management of Cyber Insurance Models using Quantitative Finance and Advanced Analytics. Abridged version: National Association of Insurance Commissioners (NAIC) Exp
Number of pages: 184 Posted: 23 Jan 2015 Last Revised: 31 Dec 2021
Accepted Paper Series
Amazon Web Services Partner
Downloads 1,452
18.

Quantitative Selection of Long-Short Hedge Funds

FAME Research Paper No. 94
Number of pages: 57 Posted: 05 Jan 2005
Working Paper Series
New York University and International Center FAME
Downloads 1,399
19.

Network Momentum across Asset Classes

Number of pages: 34 Posted: 14 Aug 2023 Last Revised: 14 Nov 2023
Working Paper Series
University of Oxford - Oxford-Man Institute of Quantitative Finance, University of Oxford - Oxford-Man Institute of Quantitative Finance, University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads 1,391
20.

A Move Towards a Cashless Society Accelerates With the Novel Coronavirus Induced Global Lockdown

Number of pages: 56 Posted: 15 Dec 2020
Working Paper Series
Universiti Malaysia Sarawak (UNIMAS)
Downloads 1,387
21.

Smart Derivative Contracts (Detaching Transactions from Counterparty Credit Risk: Specification, Parametrisation, Valuation)

Number of pages: 22 Posted: 24 Apr 2018 Last Revised: 09 Jan 2019
Working Paper Series
Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics and DZ Bank AG
Downloads 1,374
22.

Examining the Heterogeneous Impact of Ridehailing Services on Public Transit Use

Forthcoming, Information Systems Research
Number of pages: 56 Posted: 27 Sep 2017 Last Revised: 07 Jan 2020
Working Paper Series
University of Wisconsin - Madison and Boston University - Questrom School of Business
Downloads 1,353
23.

Mutual Fund Survivorship

USC working paper 97-1
Number of pages: 51 Posted: 18 Jun 1997
Working Paper Series
Kepos Capital LP

Multiple version iconThere are 4 versions of this paper

Downloads 1,316
24.

Art as an Alternative Asset Class

Maastricht University - LIFE Research Paper No. WP05-001
Number of pages: 34 Posted: 28 Feb 2005
Working Paper Series
Tilburg University - Department of Finance
Downloads 1,308
25.

Probability, Individualization, and Uniqueness in Forensic Science Evidence: Listening to the Academies

Brooklyn Law Review, Vol. 75, No. 4, pp. 1163-1185, Summer 2010
Number of pages: 23 Posted: 19 Sep 2008 Last Revised: 20 Nov 2010
Accepted Paper Series
PSU - Penn State Law (University Park)
Downloads 1,137
26.

Price Effects in Online Product Reviews: An Analytical Model and Empirical Analysis

MIS Quarterly, Vol. 34, No. 4, pp. 809-831
Number of pages: 53 Posted: 12 Oct 2008 Last Revised: 05 Aug 2014
Working Paper Series
University of Connecticut - Department of Operations & Information Management and University of Pennsylvania - Operations & Information Management Department
Downloads 1,135
27.

Forecasting Housing Prices with Google Econometrics

GMU School of Public Policy Research Paper No. 2009-10
Number of pages: 38 Posted: 25 Jul 2009 Last Revised: 25 May 2015
Working Paper Series
Schar School of Policy & Government, GMU, Schar School of Policy and Government, George Mason University, George Mason University - School of Policy, Government, and International Affairs and Erasmus University Rotterdam (EUR) - Department of Economics
Downloads 1,133
28.
Downloads 1,131
29.

Risk Management of Hedge Funds Using Fuzzy Neural- and Genetic Algorithms

Number of pages: 14 Posted: 24 Aug 2004
Working Paper Series
Panathea Capital Partners
Downloads 1,113
30.

Complete Analytical Solution of the Heston Model for Option Pricing and Value-at-Risk Problems: A Probability Density Function Approach

Number of pages: 12 Posted: 14 Jan 2015 Last Revised: 06 Jun 2015
Working Paper Series
Market Memory Trading L.L.C.Market Memory Trading L.L.C. and Market Memory Trading, LLC
Downloads 1,108
31.

Some Practical Guidance for the Implementation of Propensity Score Matching

Number of pages: 32 Posted: 11 May 2005
Working Paper Series
University of Potsdam and University of Cologne
Downloads 1,104
32.

Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence

Number of pages: 23 Posted: 27 Jan 2007
Working Paper Series
Simon Fraser University and University of Guelph, Department of Economics and Finance
Downloads 1,010
33.

Blockchain: An Unorthodox Solution to Reduce Global Warming

Number of pages: 14 Posted: 24 Oct 2019
Working Paper Series
Universiti Malaysia Sarawak (UNIMAS)
Downloads 1,003
34.

On the Volatility of Volatility

Number of pages: 15 Posted: 24 Aug 2006
Working Paper Series
University of Oregon - Department of Physics and University of Oregon
Downloads 995
35.

Autoregressive Conditional Skewness

Fuqua School of Business Working Paper No. 9604
Number of pages: 34 Posted: 08 May 2000
Working Paper Series
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Duke University - Fuqua School of Business
Downloads 973
36.

Self Selection and Information Role of Online Product Reviews

Information Systems Research, Vol. 19, No. 4, pp. 456-474, 2008
Number of pages: 38 Posted: 23 Oct 2007 Last Revised: 03 Aug 2014
Accepted Paper Series
University of Connecticut - Department of Operations & Information Management and University of Pennsylvania - Operations & Information Management Department
Downloads 951
37.

Fat Tails in Small Sample

Number of pages: 38 Posted: 06 Jan 1998
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance, Utrecht University - School of Economics and University of Maastricht - Department of Economics
Downloads 901
38.

Informational Cascades and Software Adoption on the Internet: An Empirical Investigation

MIS Quarterly, Vol. 33, No. 1, pp. 23-48, March 2009
Number of pages: 58 Posted: 07 Apr 2008 Last Revised: 31 Jul 2012
Accepted Paper Series
George Washington University - School of Business, Boston University - Questrom School of Business and University of Texas at Austin - Department of Information, Risk and Operations Management
Downloads 891
39.

Blockchain: A Misunderstood Digital Revolution. Things You Need to Know about Blockchain

Number of pages: 25 Posted: 10 Oct 2019
Working Paper Series
Universiti Malaysia Sarawak (UNIMAS)
Downloads 844
40.

Undermining the Foundations of Organized Crime and Public Sector Corruption

Essays in Public Policy, Vol. 114, 2005
Number of pages: 31 Posted: 19 Sep 2006
Accepted Paper Series
International Law and Economic Development Center, University of Seville and Stanford University - The Hoover Institution on War, Revolution and Peace
Downloads 844
41.

Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach

ECB Working Paper No. 2021/2614
Number of pages: 65 Posted: 23 Nov 2021
Working Paper Series
Bank of England, Bank of England, Bank of England, Bank of EnglandEuropean Central Bank (ECB) and University of Bath

Multiple version iconThere are 2 versions of this paper

Downloads 838
42.

Knowing What Works: The Case for Rigorous Program Evaluation

Number of pages: 41 Posted: 16 Aug 2000
Working Paper Series
RWI - Leibniz-Insitut für Wirtschaftsforschung (RWI Essen)

Multiple version iconThere are 2 versions of this paper

Downloads 836
43.

Correcting for Self-Selection Bias in Business Ethics Research

Number of pages: 24 Posted: 27 Sep 2004
Working Paper Series
University of Missouri at Columbia - Division of Applied Social Sciences
Downloads 831
44.

Calibration of Credit Spread Scenarios for Monte Carlo Simulations

Number of pages: 117 Posted: 13 Jun 2012 Last Revised: 16 Jun 2012
Working Paper Series
Ecole Nationale des Ponts et Chaussées (ENPC)
Downloads 826
45.

Dynamically Controlled Kernel Estimation

Number of pages: 17 Posted: 20 Apr 2021
Working Paper Series
University of Wuppertal - Applied Mathematics, Independent and Imperial College London - Department of Mathematics
Downloads 811
46.

AI in Finance: Challenges, Techniques and Opportunities

Number of pages: 40 Posted: 29 Jul 2021
Working Paper Series
University of Technology Sydney
Downloads 809
47.

Forecasting Portfolio Risk in Normal and Stressed Markets

Number of pages: 15 Posted: 28 Nov 2001
Working Paper Series
LongTail Alpha, LLC and California Institute of Technology

Multiple version iconThere are 2 versions of this paper

Downloads 797
48.

Concept and Mathematics of Islamic Financial Engineering

8th International Conference on Islamic Economics and Finance, 20 December 2011, Doha, Qatar
Number of pages: 21 Posted: 06 Aug 2012 Last Revised: 08 Aug 2012
Working Paper Series
Institute of Applied Mathematics, Middle East Technical University and ENAMEC Institute
Downloads 767
49.

Selecting the Right College Major in the Age of Chaos, the Global Internet Age

Number of pages: 8 Posted: 11 Aug 2013
Working Paper Series
Brooklyn College of the City University of New York, Baruch College, CUNY - Zicklin School of Business and City University of New York (CUNY) - Department of Finance
Downloads 764
50.

The Magnitude and Distribution of Fuel Subsidies: Evidence from Bolivia, Ghana, Jordan, Mali, and Sri Lanka

IMF Working Paper No. 06/247
Number of pages: 39 Posted: 13 Nov 2006
Working Paper Series
International Monetary Fund (IMF), International Monetary Fund (IMF) - African Department, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and World Bank
Downloads 762