1.
Aggregate Confusion: The Divergence of ESG Ratings
Forthcoming Review of Finance
Number of pages: 48
Posted: 20 Aug 2019
Last Revised: 26 Apr 2022
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of St. Gallen - School of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
55,068
2.
Building Diversified Portfolios that Outperform Out-of-Sample
Journal of Portfolio Management, 2016; https://doi.org/10.3905/jpm.2016.42.4.059.
Number of pages: 31
Posted: 17 Jul 2019
Last Revised: 17 Jul 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
26,808
3.
An Inconvenient Fact: Private Equity Returns & The Billionaire Factory
University of Oxford, Said Business School, Working Paper
Number of pages: 37
Posted: 15 Jun 2020
Last Revised: 15 Jul 2020
Working Paper Series
University of Oxford - Said Business School
Downloads
25,890
4.
The 7 Reasons Most Machine Learning Funds Fail (Presentation Slides)
Number of pages: 44
Posted: 06 Sep 2017
Last Revised: 04 Oct 2018
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
23,307
5.
Squaring Venture Capital Valuations with Reality
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57
Posted: 22 Apr 2017
Last Revised: 10 Dec 2019
Accepted Paper Series
University of British Columbia (UBC) - Sauder School of Business and Stanford University - Graduate School of Business
There are 2 versions of this paper
Squaring Venture Capital Valuations with Reality
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57
Posted: 22 Apr 2017
Last Revised: 10 Dec 2019
Downloads
21,777
Squaring Venture Capital Valuations with Reality
NBER Working Paper No. w23895
Number of pages: 59
Posted: 09 Oct 2017
Last Revised: 17 Apr 2022
Downloads
336
Downloads
21,777
6.
Risk Management for Hedge Funds: Introduction and Overview
Number of pages: 36
Posted: 13 Sep 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
There are 2 versions of this paper
Risk Management for Hedge Funds: Introduction and Overview
Number of pages: 36
Posted: 13 Sep 2001
Downloads
18,758
Downloads
18,758
7.
How Do Venture Capitalists Make Decisions?
Stanford University Graduate School of Business Research Paper No. 16-33, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 477/2016
Number of pages: 95
Posted: 29 Jun 2016
Last Revised: 21 Sep 2022
Working Paper Series
Harvard Business School - Finance Unit, University of British Columbia (UBC) - Sauder School of Business, University of Chicago - Booth School of Business and Stanford University - Graduate School of Business
There are 2 versions of this paper
How Do Venture Capitalists Make Decisions?
Stanford University Graduate School of Business Research Paper No. 16-33, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 477/2016
Number of pages: 95
Posted: 29 Jun 2016
Last Revised: 21 Sep 2022
Downloads
17,839
How Do Venture Capitalists Make Decisions?
NBER Working Paper No. w22587
Number of pages: 64
Posted: 07 Sep 2016
Last Revised: 20 Mar 2023
Downloads
232
Downloads
17,839
8.
Performance of Private Equity Funds
EFA 2005 Moscow Meetings
Number of pages: 50
Posted: 07 Aug 2005
Last Revised: 28 Mar 2008
Working Paper Series
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads
16,917
9.
A Review of IPO Activity, Pricing and Allocations
Yale ICF Working Paper No. 02-01
Number of pages: 45
Posted: 09 Jan 2002
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate and University of California, Los Angeles (UCLA)
There are 3 versions of this paper
A Review of IPO Activity, Pricing and Allocations
Yale ICF Working Paper No. 02-01
Number of pages: 45
Posted: 09 Jan 2002
Downloads
16,638
A Review of IPO Activity, Pricing, and Allocations
NBER Working Paper No. w8805
Number of pages: 45
Posted: 21 Feb 2002
Last Revised: 23 Jan 2022
Downloads
327
Downloads
16,638
10.
Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance
Notices of the American Mathematical Society, 61(5), May 2014, pp.458-471
Number of pages: 14
Posted: 12 Aug 2013
Last Revised: 05 Jul 2015
Accepted Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia)Royal Society of Canada, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Western Michigan University
Downloads
15,147
11.
The Probability of Backtest Overfitting
Journal of Computational Finance (Risk Journals), 2015, Forthcoming
Number of pages: 34
Posted: 16 Sep 2013
Last Revised: 05 Jul 2015
Accepted Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia)Royal Society of Canada, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Western Michigan University
There are 2 versions of this paper
The Probability of Backtest Overfitting
Journal of Computational Finance (Risk Journals), 2015, Forthcoming
Number of pages: 34
Posted: 16 Sep 2013
Last Revised: 05 Jul 2015
Downloads
14,887
The Probability of Backtest Overfitting
Journal of Computational Finance, Forthcoming
Number of pages: 31
Posted: 21 Sep 2016
Downloads
5
Downloads
14,887
12.
Understanding the Securitization of Subprime Mortgage Credit
Wharton Financial Institutions Center Working Paper No. 07-43, FRB of New York Staff Report, No. 318
Number of pages: 82
Posted: 14 Dec 2007
Last Revised: 11 Mar 2008
Working Paper Series
Federal Reserve Bank of New York and Oliver Wyman
There are 2 versions of this paper
Understanding the Securitization of Subprime Mortgage Credit
Wharton Financial Institutions Center Working Paper No. 07-43, FRB of New York Staff Report, No. 318
Number of pages: 82
Posted: 14 Dec 2007
Last Revised: 11 Mar 2008
Downloads
14,674
Understanding the Securitization of Subprime Mortgage Credit
Foundations and Trends in Finance, Vol. 2, No. 3, pp. 191-309, 2006
Number of pages: 119
Posted: 14 Jun 2010
Downloads
15
Downloads
14,674
13.
Advances in Financial Machine Learning (Chapter 1)
Advances in Financial Machine Learning, Wiley, 1st Edition (2018); ISBN: 978-1-119-48208-6
Number of pages: 61
Posted: 19 Jan 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
13,924
14.
An Investor’s Guide to Crypto
Number of pages: 29
Posted: 02 Jun 2022
Last Revised: 02 Sep 2022
Working Paper Series
Duke University - Fuqua School of Business, Man AHL, Man Group, Man AHL, Man Group, Man AHL and Man AHL
Downloads
13,074
15.
Differences and Similarities in Islamic and Conventional Banking
International Journal of Business and Social Sciences, Vol. 2, No. 2
Number of pages: 25
Posted: 21 Nov 2010
Last Revised: 28 Apr 2014
Accepted Paper Series
National University of Computer and Emerging Sciences (NUCES or FAST-NU) - FAST School of Business
Downloads
13,057
16.
Three Quant Lessons from COVID-19 (Presentation Slides)
Number of pages: 19
Posted: 31 Mar 2020
Last Revised: 22 Aug 2021
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Hebrew University of Jerusalem
Downloads
12,914
17.
Venture Capital and the Finance of Innovation
VENTURE CAPITAL AND THE FINANCE OF INNOVATION, 3rd Edition, Andrew Metrick and Ayako Yasuda, eds., John Wiley and Sons, Inc., 2021
Number of pages: 36
Posted: 10 Sep 2006
Last Revised: 05 Aug 2021
Accepted Paper Series
Yale School of Management and University of California, Davis - Graduate School of Management
Downloads
12,904
18.
The 10 Reasons Most Machine Learning Funds Fail
Journalof Portfolio Management, Forthcoming
Number of pages: 21
Posted: 18 Jan 2018
Last Revised: 01 Jul 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
12,220
19.
Advances in Financial Machine Learning: Lecture 1/10 (seminar slides)
Number of pages: 57
Posted: 21 Oct 2018
Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
12,064
20.
High-Frequency Trading
Number of pages: 86
Posted: 06 Jun 2011
Working Paper Series
Goethe University Frankfurt Faculty of Economics and Business Administration, Independent, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads
11,932
21.
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU, Finance Working Paper No. 03-001
Number of pages: 43
Posted: 18 Mar 2003
Working Paper Series
Centre for Economic Policy Research (CEPR)Swedish House of Finance and Department of Finance, Leonard N. Stern School of Business, New York University
There are 7 versions of this paper
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU, Finance Working Paper No. 03-001
Number of pages: 43
Posted: 18 Mar 2003
Downloads
11,677
The Cash Flow, Return and Risk Characteristics of Private Equity
NBER Working Paper No. w9454
Number of pages: 43
Posted: 30 Jan 2003
Last Revised: 02 Nov 2022
Downloads
282
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. S-FI-03-01
Number of pages: 43
Posted: 11 Nov 2008
Downloads
233
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. FIN-03-001
Number of pages: 44
Posted: 03 Nov 2008
Downloads
170
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. S-DRP-03-01
Number of pages: 44
Posted: 07 Nov 2008
Downloads
99
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. S-CG-03-01
Number of pages: 44
Posted: 04 Nov 2008
Downloads
94
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. SC-AM-03-01
Number of pages: 43
Posted: 04 Nov 2008
Downloads
93
Downloads
11,677
22.
Can Hedge-Fund Returns Be Replicated?: The Linear Case
Number of pages: 54
Posted: 27 Aug 2006
Working Paper Series
Babson College - Finance Division and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
There are 2 versions of this paper
Can Hedge-Fund Returns Be Replicated?: The Linear Case
Number of pages: 54
Posted: 27 Aug 2006
Downloads
10,921
Can Hedge-Fund Returns Be Replicated?: The Linear Case
Journal of Investment Management, Vol. 5, No. 2, Second Quarter 2007
Posted: 30 May 2007
Downloads
10,921
23.
The ICO Gold Rush: It's a Scam, It's a Bubble, It's a Super Challenge for Regulators
University of Luxembourg Law Working Paper No. 11/2017, UNSW Law Research Paper No. 17-83, University of Hong Kong Faculty of Law Research Paper No. 2017/035, European Banking Institute Working Paper Series 18/2018, Harvard International Law Journal, Vol. 63, No. 2, 2019
Number of pages: 43
Posted: 19 Nov 2017
Last Revised: 18 Aug 2018
Working Paper Series
Universite du Luxembourg - Faculty of Law, Economics and Finance, University of New South Wales (UNSW) - UNSW Law & Justice, The University of Hong Kong and Research Assistant @ ADA Chair in Financial Law (inclusive finance)
Downloads
10,231
24.
From FinTech to TechFin: The Regulatory Challenges of Data-Driven Finance
New York University Journal of Law and Business, Forthcoming, European Banking Institute Working Paper Series 2017 - No. 6, University of Hong Kong Faculty of Law Research Paper No. 2017/007, University of Luxembourg Law Working Paper No. 2017-001
Number of pages: 41
Posted: 29 Apr 2017
Last Revised: 19 Dec 2019
Accepted Paper Series
Universite du Luxembourg - Faculty of Law, Economics and Finance, University of New South Wales (UNSW) - UNSW Law & Justice, The University of Hong Kong and The University of Hong Kong - Faculty of Law
Downloads
10,213
25.
A Closed-Form Solution for Optimal Mean-Reverting Trading Strategies
Number of pages: 32
Posted: 09 Mar 2020
Last Revised: 24 Mar 2020
Working Paper Series
Hebrew University of Jerusalem and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
9,960
26.
Price Improvement and Payment for Order Flow: Evidence from A Randomized Controlled Trial
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 40
Posted: 19 Aug 2022
Last Revised: 03 Oct 2022
Working Paper Series
University of Pennsylvania - The Wharton School
Downloads
9,854
27.
Fintech and Banking. Friends or Foes?
Number of pages: 38
Posted: 16 Jan 2018
Working Paper Series
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), European University Institute - Economics Department (ECO), Public University of Navarre and Università degli Studi di Roma Tre
Downloads
9,833
28.
The Value of Synergy
Number of pages: 47
Posted: 14 Nov 2005
Working Paper Series
New York University - Stern School of Business
Downloads
9,689
29.
The Market for Financial Adviser Misconduct
Journal of Political Economy, Forthcoming
Number of pages: 78
Posted: 29 Feb 2016
Last Revised: 29 Aug 2018
Accepted Paper Series
Harvard University - Business School (HBS), Northwestern University - Kellogg School of Management and Stanford University
There are 2 versions of this paper
The Market for Financial Adviser Misconduct
Journal of Political Economy, Forthcoming
Number of pages: 78
Posted: 29 Feb 2016
Last Revised: 29 Aug 2018
Downloads
9,649
The Market for Financial Adviser Misconduct
NBER Working Paper No. w22050
Number of pages: 79
Posted: 01 Mar 2016
Last Revised: 02 Apr 2023
Downloads
101
Downloads
9,649
30.
Causal Factor Investing: Can Factor Investing Become Scientific?
Number of pages: 77
Posted: 15 Sep 2022
Last Revised: 08 May 2023
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
9,578
31.
The Risk Profile of Private Equity
Number of pages: 33
Posted: 07 Feb 2004
Working Paper Series
QuantExperts and European Investment Fund
Downloads
9,196
32.
Advances in Financial Machine Learning: Lecture 3/10 (seminar slides)
Number of pages: 32
Posted: 30 Sep 2018
Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
9,124
33.
The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting and Non-Normality
Journal of Portfolio Management, 40 (5), pp. 94-107. 2014 (40th Anniversary Special Issue)
Number of pages: 22
Posted: 21 May 2019
Last Revised: 30 May 2019
Working Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
9,100
34.
Crowdfunding und Crowdinvesting: State-of-the-Art der wissenschaftlichen Literatur (Crowdfunding and Crowdinvesting: A Review of the Literature)
Zeitschrift für KMU und Entrepreneurship, Vol. 62, No. 1, pp. 57-89, 2014
Number of pages: 32
Posted: 06 Jun 2013
Last Revised: 20 Jun 2015
Accepted Paper Series
University of Trier - Faculty of Management and University of Trier - Faculty of Management
Downloads
8,916
35.
SPACs
The Review of Financial Studies, forthcoming
Number of pages: 50
Posted: 22 Feb 2021
Last Revised: 26 Jan 2023
Accepted Paper Series
University of Florida - Department of Finance, Insurance and Real Estate, University of Florida - Department of Finance, Insurance and Real Estate and University of South Carolina
Downloads
8,682
36.
How Do Private Equity Investments Perform Compared to Public Equity?
Darden Business School Working Paper No. 2597259
Number of pages: 37
Posted: 23 Apr 2015
Last Revised: 09 Feb 2021
Working Paper Series
University of Virginia - Darden School of Business, University of Oxford - Said Business School and University of Chicago - Booth School of Business
Downloads
8,608
37.
Economists' Hubris - The Case of Risk Management
Journal of Financial Transformation, Vol. 28, pp. 25-35, April 2010
Number of pages: 10
Posted: 16 Feb 2010
Last Revised: 17 Mar 2010
Accepted Paper Series
Capco Institute and Aston Business School
Downloads
8,411
38.
ESG Rating Disagreement and Stock Returns
Swiss Finance Institute Research Paper No. 19-67, European Corporate Governance Institute – Finance Working Paper No. 651/2020, Financial Analyst Journal, Forthcoming
Number of pages: 57
Posted: 10 Aug 2019
Last Revised: 23 Aug 2021
Accepted Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI), University of Geneva - Geneva Finance Research Institute (GFRI) and University of Zurich - Department of Business Administration
Downloads
8,251
39.
Green Bond Finance and Certification
BIS Quarterly Review September 2017
Number of pages: 16
Posted: 26 Sep 2017
Working Paper Series
International Monetary Fund (IMF) - Monetary and Capital Markets Department and Bank for International Settlements (BIS)
Downloads
7,920
40.
The 7 Reasons Most Econometric Investments Fail (Presentation Slides)
Number of pages: 39
Posted: 23 Apr 2019
Last Revised: 16 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
7,344
41.
Why is Corporate Virtue in the Eye of the Beholder? The Case of ESG Ratings
The Accounting Review,
https://doi.org/10.2308/TAR-2019-0506
Number of pages: 64
Posted: 12 Apr 2021
Last Revised: 19 Aug 2021
Accepted Paper Series
University of Oregon, Harvard Business School and Harvard University - Business School (HBS)
Downloads
7,331
42.
Detection of False Investment Strategies Using Unsupervised Learning Methods
Number of pages: 25
Posted: 23 Apr 2018
Last Revised: 07 May 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads
7,257
43.
Secret Liens and the Financial Crisis of 2008
American Bankruptcy Law Journal, Vol. 83, p. 253, 2009
Number of pages: 44
Posted: 05 Jan 2009
Last Revised: 16 Oct 2009
Accepted Paper Series
University of Southern California Gould School of Law
Downloads
7,249
44.
Inside the 'Black Box' of Sell-Side Financial Analysts
Journal of Accounting Research, Forthcoming, Fox School of Business Research Paper No. 15-042
Number of pages: 63
Posted: 04 Mar 2013
Last Revised: 24 Jan 2015
Working Paper Series
Temple University - Department of Accounting, Arizona State University (ASU) - School of Accountancy, University of Texas at Austin - Department of Accounting and Texas A&M University - Department of Accounting
There are 2 versions of this paper
Inside the 'Black Box' of Sell-Side Financial Analysts
Journal of Accounting Research, Forthcoming, Fox School of Business Research Paper No. 15-042
Number of pages: 63
Posted: 04 Mar 2013
Last Revised: 24 Jan 2015
Downloads
7,239
Inside the 'Black Box' of Sell-Side Financial Analysts
Journal of Accounting Research, Vol. 53, No. 1, 2015, Fox School of Business Research Paper No. 15-056
Posted: 03 Apr 2015
Last Revised: 16 Dec 2016
Downloads
7,239
45.
Capital Structure and Stock Returns
Number of pages: 35
Posted: 25 Jan 2002
Working Paper Series
University of California, Los Angeles (UCLA)
There are 2 versions of this paper
Downloads
7,090
46.
Crypto-Securities Regulation: ICOs, Token Sales and Cryptocurrencies under EU Financial Law
15 European Company and Financial Law Review 645-696 (2018)
Number of pages: 45
Posted: 30 Nov 2017
Last Revised: 17 Apr 2019
Accepted Paper Series
European University Viadrina Frankfurt (Oder) - European New School of Digital Studies and University of Vienna, Faculty of Law
Downloads
7,058
47.
Is History Repeating Itself? The (Un)Predictable Past of ESG Ratings
European Corporate Governance Institute – Finance Working Paper 708/2020
Number of pages: 59
Posted: 05 Nov 2020
Last Revised: 01 Sep 2021
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Bern and Frankfurt School of Finance & Management
Downloads
7,022
48.
Advances in Financial Machine Learning: Lecture 2/10 (seminar slides)
Number of pages: 51
Posted: 30 Sep 2018
Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
6,979
49.
Coin-Operated Capitalism
Columbia Law Review, Vol. 119, p. 591, 2019, U of Penn, Inst for Law & Econ Research Paper No. 18-37
Number of pages: 104
Posted: 18 Jul 2018
Last Revised: 31 May 2019
Accepted Paper Series
University of Pennsylvania Law SchoolPrinceton University - Center for Information Technology Policy, University of Pennsylvania Carey Law School, University of Pennsylvania Carey Law School - Student/Alumni/Adjunct and Georgetown University Law CenterUniversity of Pennsylvania - Center for Technology, Innovation & Competition
Downloads
6,974
50.
The Economic Impact of Venture Capital: Evidence from Public Companies
Number of pages: 44
Posted: 29 Oct 2015
Last Revised: 08 Jul 2021
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business and Stanford University - Graduate School of Business
Downloads
6,927
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