1.
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
9,734
2.
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 Morningstar Investment Management
Downloads
8,966
3.
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
8,151
4.
An Efficient Frontier for Retirement Income
Number of pages: 12
Posted: 25 Sep 2012
Working Paper Series
The American College for Financial Services
Downloads
7,931
5.
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
7,402
6.
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
7,370
7.
Mutual Fund Performance
Number of pages: 86
Posted: 19 Jan 2007
Working Paper Series
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads
6,986
8.
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 London, Fitch Ratings Inc. and Paris School of Economics, Pantheon Sorbonne University
Downloads
6,267
9.
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
5,402
10.
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
5,022
11.
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
4,833
12.
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 Engineering and University of California, Irvine
Downloads
4,406
13.
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
4,054
14.
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
There are 2 versions of this paper
Event Studies: A Methodology Review
Number of pages: 36
Posted: 02 Aug 2009
Last Revised: 20 Aug 2010
Downloads
3,947
Event Studies: A Methodology Review
Accounting & Finance, Vol. 51, No. 1, pp. 207-234, 2011
Number of pages: 28
Posted: 02 Mar 2011
Downloads
4
Downloads
3,947
15.
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
Bloomberg L.P., Google Inc., Bloomberg Financial Markets (BFM) - Bloomberg LP and Bloomberg L.P. - R&D
Downloads
3,711
16.
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
3,533
17.
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, University of Navarra, IESE Business School and The Wharton School, University of Pennsylvania
Downloads
3,472
18.
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
3,252
19.
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
3,234
20.
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
There are 2 versions of this paper
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
Downloads
3,190
Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland
Bank of Finland Research Discussion Paper No. 18/2004
Number of pages: 48
Posted: 17 Aug 2017
Last Revised: 27 Jun 2018
Downloads
237
Downloads
3,190
21.
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 Florida and Loyola Law School Los Angeles
Downloads
3,152
22.
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
3,096
23.
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
3,088
24.
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
3,074
25.
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
3,070
26.
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
3,038
27.
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
3,035
28.
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
2,930
29.
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 Aarhus University - School of Business and Social Sciences
Downloads
2,920
30.
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
2,739
31.
Implied Volatility Surface: Construction Methodologies and Characteristics
Number of pages: 38
Posted: 10 Jul 2011
Working Paper Series
Independent
Downloads
2,714
32.
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.
There are 2 versions of this paper
On the Profit and Loss Distribution of Dynamic Hedging Strategies
Discussion Paper Series No. 9899-03
Number of pages: 24
Posted: 02 Feb 1999
Downloads
2,706
Downloads
2,706
33.
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
2,646
34.
Measuring Real Activity Management
Number of pages: 45
Posted: 24 Mar 2011
Last Revised: 29 Sep 2020
Working Paper Series
Texas A&M University College Station, University of Illinois at Chicago, Simon School, University of Rochester and Ohio State University (OSU) - Fisher College of Business
There are 2 versions of this paper
Measuring Real Activity Management
Number of pages: 45
Posted: 24 Mar 2011
Last Revised: 29 Sep 2020
Downloads
2,508
Measuring Real Activity Management
Contemporary Accounting Research, Forthcoming
Posted: 17 Aug 2019
Downloads
2,508
35.
Are the Gains from International Portfolio Diversification Exaggerated? The Influence of Downside Risk in Bear Markets
Number of pages: 26
Posted: 12 May 2000
Working Paper Series
Michigan State University and Illinois State University - Department of Finance, Insurance and Law
Downloads
2,467
36.
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
2,448
37.
Credit Risk Versus Capital Requirements Under Basel Ii: Are SME Loans and Retail Credit Really Different?
Journal of Financial Services Research, Forthcoming
Number of pages: 29
Posted: 18 Feb 2004
Accepted Paper Series
Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division and Norges Bank - Research Department
Downloads
2,387
38.
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
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads
2,345
39.
Understanding the Fine Structure of Electricity Prices
Number of pages: 74
Posted: 31 Dec 2004
Accepted Paper Series
University of London - Economics, Mathematics and Statistics and ESSEC Business School
Downloads
2,342
40.
A Risk Based Approach to Tactical Asset Allocation
Number of pages: 27
Posted: 28 Nov 2011
Last Revised: 08 Dec 2011
Working Paper Series
University of Rome III - Department of Business Studies and University of Turin
Downloads
2,243
41.
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
2,166
42.
An Empirical Study of Exposure at Default
Number of pages: 36
Posted: 23 Jun 2008
Last Revised: 15 Feb 2010
Working Paper Series
Accenture Consulting
Downloads
2,129
43.
Collectively Fluctuating Assets in the Presence of Arbitrage Opportunities and Option Pricing
Number of pages: 10
Posted: 02 Feb 1999
Working Paper Series
NAFT and Quant Isle Ltd.
Downloads
2,129
44.
A Dynamic Model of Active Portfolio Management and Mutual Fund Performance Evaluation
Number of pages: 42
Posted: 16 Mar 2005
Working Paper Series
Nanyang Technological University
Downloads
2,111
45.
Cheap Donuts and Expensive Broccoli: The Effect of Relative Prices on Obesity
Number of pages: 36
Posted: 01 Apr 2007
Last Revised: 17 Dec 2009
Working Paper Series
University of California, Berkeley - School of Law, University of Pennsylvania Law School and George Mason University - Buchanan Center Political Economy
Downloads
2,110
46.
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
2,009
47.
Better Investing Through Factors, Regimes and Sensitivity Analysis
Number of pages: 100
Posted: 30 Jan 2015
Working Paper Series
Independent
Downloads
2,004
48.
Pricing Convertible Bonds with Monte Carlo Simulation
Number of pages: 33
Posted: 09 Mar 2005
Working Paper Series
Goethe University Frankfurt - Department of Finance and University of Konstanz
Downloads
2,003
49.
Do Liquidity Measures Measure Liquidity?
Journal of Financial Economics (JFE), Vol. 92, No. 153-181, 2009
Number of pages: 68
Posted: 24 Mar 2008
Last Revised: 02 Sep 2017
Accepted Paper Series
McGill University - Desautels Faculty of Management, Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads
1,991
50.
Conditional Analytic Monte-Carlo Pricing Scheme of Auto-Callable Products
Number of pages: 28
Posted: 05 May 2008
Last Revised: 07 Apr 2010
Working Paper Series
Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics and University of Melbourne - Centre for Actuarial Studies (deceased)
Downloads
1,979
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