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JEL Code: G2

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1.

151 Trading Strategies

Z. Kakushadze and J.A. Serur. 151 Trading Strategies. Cham, Switzerland: Palgrave Macmillan, an imprint of Springer Nature, 1st Edition (2018), XX, 480 pp; ISBN 978-3-030-02791-9
Number of pages: 361 Posted: 13 Sep 2018 Last Revised: 16 Sep 2019
Accepted Paper Series
Zura Kakushadze and Juan A. Serur
Quantigic Solutions LLC and University of CEMA
Downloads 51,758
2.

Understanding the Subprime Mortgage Crisis

Number of pages: 40 Posted: 10 Oct 2007 Last Revised: 20 Jun 2009
Working Paper Series
Yuliya Demyanyk and Otto Van Hemert
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Man AHL
Downloads 44,339
3.

Is Bitcoin Really Un-Tethered?

Number of pages: 119 Posted: 25 Jun 2018 Last Revised: 05 Nov 2019
Working Paper Series
John M. Griffin and Amin Shams
University of Texas at Austin - Department of Finance and Ohio State University, Fisher College of Business
Downloads 41,452
4.

We Don't Quite Know What We are Talking About When We Talk About Volatility

Journal of Portfolio Management, Vol. 33, No. 4, 2007
Number of pages: 8 Posted: 14 Mar 2007 Last Revised: 14 Dec 2017
Accepted Paper Series
Daniel G. Goldstein and Nassim Nicholas Taleb
Microsoft Research New York City and New York University (NYU) - NYU Tandon School of Engineering
Downloads 37,916
5.

How Active is Your Fund Manager? A New Measure That Predicts Performance

AFA 2007 Chicago Meetings Paper, EFA 2007 Ljubljana Meetings Paper, Yale ICF Working Paper No. 06-14
Number of pages: 47 Posted: 21 Mar 2006 Last Revised: 09 Feb 2019
Accepted Paper Series
Martijn Cremers and Antti Petajisto
University of Notre Dame and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 27,773
6.

Facts and Fantasies About Commodity Futures

Number of pages: 41 Posted: 29 Jun 2004
Working Paper Series
Gary B. Gorton and K. Geert Rouwenhorst
Yale School of Management and Yale School of Management - International Center for Finance

Multiple version iconThere are 3 versions of this paper

Downloads 27,562
7.

The Golden Dilemma

Financial Analysts Journal, vol. 69, no. 4 (July/August 2013) 10-42.
Number of pages: 48 Posted: 06 Jun 2012 Last Revised: 28 Aug 2015
Accepted Paper Series
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 25,057
8.

Optimal Capital Allocation Using RAROC and EVA

Journal of Financial Intermediation, Forthcoming
Number of pages: 44 Posted: 11 Sep 1998
Accepted Paper Series
Neal Stoughton and Josef Zechner
Vienna University of Economics and Business and Vienna University of Economics and Business

Multiple version iconThere are 2 versions of this paper

Downloads 24,056
9.

Spillover of COVID-19: Impact on the Global Economy

Number of pages: 27 Posted: 30 Mar 2020 Last Revised: 24 Apr 2020
Working Paper Series
Peterson K Ozili and Thankom Arun
Independent and University of Essex - Essex Business School
Downloads 20,704
10.

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
Marcos Lopez de Prado
Cornell University - Operations Research & Industrial Engineering
Downloads 20,076
11.

The Worldwide Equity Premium: A Smaller Puzzle

Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper
Number of pages: 41 Posted: 17 Mar 2006 Last Revised: 20 Mar 2016
Accepted Paper Series
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 18,892
12.

Risk Management Lessons from Long-Term Capital Management

Number of pages: 27 Posted: 02 Aug 1999
Working Paper Series
Philippe Jorion
University of California, Irvine - Paul Merage School of Business
Downloads 18,850
13.

Efficiency of Financial Institutions: International Survey and Directions for Future Research

Number of pages: 75 Posted: 07 Apr 1997
Working Paper Series
Allen N. Berger and David B. Humphrey
University of South Carolina - Darla Moore School of Business and Florida State University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 18,350
14.

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
Ludovic Phalippou
University of Oxford - Said Business School
Downloads 18,199
15.

The Flash Crash: High-Frequency Trading in an Electronic Market

Journal of Finance, Forthcoming
Number of pages: 42 Posted: 27 May 2011 Last Revised: 10 Mar 2018
Accepted Paper Series
Andrei A. Kirilenko, Albert S. Kyle, Mehrdad Samadi and Tugkan Tuzun
University of Cambridge - Finance, University of Maryland, Southern Methodist University (SMU) - Finance Department and Board of Governors of the Federal Reserve System
Downloads 18,087
16.

Risk Management for Hedge Funds: Introduction and Overview

Number of pages: 36 Posted: 13 Sep 2001
Working Paper Series
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 18,058
17.

Valuation Using Multiples: Dispersion. Useful to compare and to negotiate

Number of pages: 13 Posted: 17 Jul 2001 Last Revised: 26 May 2019
Working Paper Series
Pablo Fernandez
IESE Business School
Downloads 17,995
18.

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
Will Gornall and Ilya A. Strebulaev
University of British Columbia (UBC) - Sauder School of Business and Stanford University - Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 17,896
19.

Political Competition, Ideology and Corruption

Number of pages: 43 Posted: 30 Jan 2008
Working Paper Series
Aristotelis Boukouras and Kostas Koufopoulos
University of Leicester and University of Warwick - Finance Group
Downloads 17,230
20.

Imitation is the Sincerest Form of Flattery: Warren Buffett and Berkshire Hathaway

Number of pages: 51 Posted: 26 Sep 2005 Last Revised: 05 May 2008
Working Paper Series
Gerald S. Martin and John Puthenpurackal
American University - Kogod School of Business and University of Nevada, Las Vegas - Department of Finance
Downloads 17,134
21.

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
Ludovic Phalippou and Oliver Gottschalg
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads 16,298
22.

Problem Loans and Cost Efficiency in Commercial Banks

WFIC 96-01
Number of pages: 30 Posted: 17 Jan 1996
Working Paper Series
Allen N. Berger and Robert DeYoung
University of South Carolina - Darla Moore School of Business and University of Kansas School of Business
Downloads 16,290
23.

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
Marcos Lopez de Prado
Cornell University - Operations Research & Industrial Engineering
Downloads 16,282
24.

Corporate Sustainability: First Evidence on Materiality

The Accounting Review, Vol. 91, No. 6, pp. 1697-1724.
Number of pages: 55 Posted: 11 Mar 2015 Last Revised: 01 Feb 2017
Accepted Paper Series
Mozaffar Khan, George Serafeim and Aaron Yoon
Causeway Capital Management, LLC, Harvard Business School and Northwestern University - Department of Accounting Information & Management
Downloads 16,116
25.

The Economics of Private Equity Funds

Review of Financial Studies, Vol. 23, pp. 2303-2341, Swedish Institute for Financial Research Conference on The Economics of the Private Equity Market
Number of pages: 57 Posted: 27 Jun 2007 Last Revised: 03 Aug 2010
Accepted Paper Series
Andrew Metrick and Ayako Yasuda
Yale School of Management and University of California, Davis - Graduate School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 15,985
26.

A Review of IPO Activity, Pricing and Allocations

Number of pages: 45 Posted: 09 Jan 2002
Working Paper Series
Ivo Welch and Jay R. Ritter
University of California, Los Angeles (UCLA) and University of Florida - Department of Finance, Insurance and Real Estate

Multiple version iconThere are 3 versions of this paper