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JEL Code: C13

788,089 Total downloads

Viewing: 101 - 150 of 3,739 papers

101.

Model Fitting for Multiple Variables by Minimising the Geometric Mean Deviation

TOTAL LEAST SQUARES AND ERRORS-IN-VARIABLES MODELING: ALGORITHMS, ANALYSIS AND APPLICATIONS, S.Van Huffel, P.Lemmerling, eds., Kluwer Academic, 2002
Number of pages: 6 Posted: 03 Jan 2008
Accepted Paper Series
University of Hertfordshire Business School
Downloads 1,303
102.

Estimating Expected Returns

Number of pages: 25 Posted: 02 Oct 2002
Accepted Paper Series
NYU Tandon School of Engineering - Department of Finance and Risk Engineering
Downloads 1,294
103.

Aggregation Bias in Sponsored Search Data: The Curse and The Cure

Marketing Science 34(1):59-77 (2015)
Number of pages: 44 Posted: 20 Oct 2009 Last Revised: 28 Jan 2015
Accepted Paper Series
Carnegie Mellon University - H. John Heinz III School of Public Policy and Management, University of Pennsylvania - Operations & Information Management Department and University of Pennsylvania - Marketing Department
Downloads 1,285
104.

Estimation of Default Probabilities - Part 5: Integrated Models - the Credit Risk Evaluation Model

RiskNEWS, January 2003
Number of pages: 14 Posted: 20 Mar 2003
Accepted Paper Series
Wehrspohn GmbH & Co. KG
Downloads 1,280
105.

A Sound Modelling and Backtesting Framework for Forecasting Initial Margin Requirements

Number of pages: 14 Posted: 17 Jan 2016 Last Revised: 19 Jan 2017
Working Paper Series
Credit Suisse Securities (Europe) Limited, Credit Suisse Securities (Europe) Limited, Quaternion Risk Management and Credit Suisse Securities (Europe) Limited
Downloads 1,279
106.

Short-Term Persistence in Mutual Funds Performance: Evidence from India

10th Capital Markets Conference, Indian Institute of Capital Markets
Number of pages: 23 Posted: 13 Feb 2007
Working Paper Series
University of Delhi - Department of Financial Studies and affiliation not provided to SSRN
Downloads 1,275
107.

Consistent High-Precision Volatility from High-Frequency Data

Number of pages: 19 Posted: 23 Feb 2001
Working Paper Series
University of Pisa - Department of Economics, Edgelab, Olsen & Associates and DEAR-Consulting
Downloads 1,257
108.

The Effects of Mandatory Seat Belt Laws on Driving Behavior and Traffic Fatalities

Number of pages: 48 Posted: 10 Dec 2001
Accepted Paper Series
Harvard Law School and Stanford University - Department of Economics
Downloads 1,256
109.

The Joint Cross Section of Stocks and Options

Georgetown McDonough School of Business Research Paper No. 2012-10
Number of pages: 142 Posted: 22 Feb 2012 Last Revised: 24 Mar 2014
Working Paper Series
Nanyang Business School, Nanyang Technological University, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 4 versions of this paper

Downloads 1,256
110.

Using Economic Theory to Build Optimal Portfolios

Number of pages: 39 Posted: 30 Apr 2008
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1,255
111.

Equities Market Level

Number of pages: 49 Posted: 26 Jul 2012
Working Paper Series
BlackRock, Inc
Downloads 1,251
112.

Scalable Data Fusion with Selection Correction: An Application to Customer Base Analysis

Forthcoming at Marketing Science
Number of pages: 75 Posted: 11 Apr 2019 Last Revised: 08 Jun 2020
Working Paper Series
Emory University - Department of Marketing and Columbia Business School
Downloads 1,234
113.

Disagreement in Economic Forecasts and Equity Returns: Risk or Mispricing?

Georgetown McDonough School of Business Research Paper No. 2407279
Number of pages: 67 Posted: 12 Mar 2014 Last Revised: 03 Feb 2020
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business
Downloads 1,224
114.

Liquidity Shocks and Stock Market Reactions

Fordham University Schools of Business Research Paper No. 2020476
Number of pages: 108 Posted: 13 Mar 2012 Last Revised: 22 Sep 2013
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley University and Fordham University - Gabelli School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,212
115.

Machine Learning with Statistical Imputation for Predicting Drug Approvals

Number of pages: 60 Posted: 25 May 2017 Last Revised: 21 May 2019
Working Paper Series
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Computer Science and Artificial Intelligence Laboratory (CSAIL)
Downloads 1,210
116.

Bayesian Estimation of Structural Equation Models with R - A User Manual

Number of pages: 21 Posted: 14 Jul 2009
Working Paper Series
Catholic University of Eichstätt-Ingolstadt and Ohio State University (OSU) - Department of Marketing and Logistics
Downloads 1,208
117.

Neural Networks with Asymptotics Control

Number of pages: 48 Posted: 09 Mar 2020 Last Revised: 27 Aug 2020
Working Paper Series
Danske Bank - Danske Markets, Numerix and NatWest Markets
Downloads 1,198
118.

Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns?

Number of pages: 66 Posted: 18 Feb 2010 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Florida International University
Downloads 1,193
119.

Estimation of Default Probabilities - Part 1: The Mean Value Model

RiskNEWS, May 2002
Number of pages: 12 Posted: 20 Mar 2003
Accepted Paper Series
Wehrspohn GmbH & Co. KG
Downloads 1,186
120.

Arguing a Case for Cobb-Douglas Production Function

Review of Commerce Studies, Vol. 20-21, No. 1, January-June, 2002
Number of pages: 17 Posted: 01 Oct 2004
Accepted Paper Series
University of Delhi - School of Economics - Commerce Department
Downloads 1,153
121.

Value at Risk and the Cross-Section of Hedge Fund Returns

EFA 2005 Moscow Meetings
Number of pages: 49 Posted: 18 Mar 2005
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Citigroup Alternative Investments and University of Massachusetts Amherst - Department of Finance
Downloads 1,144
122.

A Risk Management Approach for Portfolio Insurance Strategies

Proceedings of the 1st EIF International Financial Research Forum, Economica, 2009
Number of pages: 15 Posted: 27 Oct 2008 Last Revised: 10 Jun 2009
Working Paper Series
Université Paris I Panthéon-Sorbonne - CES/CNRS, EMLyon Business School (Paris Campus) and University of Cergy-Pontoise - ThEMA
Downloads 1,143
123.

Estimating Dynamic Panel Models in Corporate Finance

Journal of Corporate Finance, Forthcoming
Number of pages: 46 Posted: 25 Mar 2008 Last Revised: 15 Oct 2012
Accepted Paper Series
University of Florida - Department of Finance, Insurance and Real Estate and University of Kentucky
Downloads 1,142
124.

Academic Benefits of Living on Campus

Number of pages: 17 Posted: 22 Jun 2010
Working Paper Series
Colorado College and University of Wisconsin - La Crosse – Department of Economics
Downloads 1,141
125.

Principal Component Analysis of High Frequency Data

Chicago Booth Research Paper No. 15-39
Number of pages: 64 Posted: 19 Aug 2015 Last Revised: 22 Aug 2017
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,123
126.

Expectation and Optimal f : Expected Growth with and without Reinvestment for Discretely-Distributed Outcomes of Finite Length

Number of pages: 23 Posted: 15 Mar 2015 Last Revised: 08 Feb 2019
Working Paper Series
Vince Strategies LLC
Downloads 1,122
127.

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 1,101
128.

The Dynamic Correlation between Stock and Bond Returns: Evidence from the U.S. Market

Number of pages: 43 Posted: 22 Mar 2009
Working Paper Series
Drexel University - Department of Finance and Central University of Finance and Economics
Downloads 1,096
129.

How Much Should We Trust Differences-in-Differences Estimates?

Number of pages: 38 Posted: 30 Oct 2001
Working Paper Series
University of Chicago - Booth School of Business, Massachusetts Institute of Technology (MIT) - Department of Economics and Harvard University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,091
130.

Different Strokes: Return Predictability Across Stocks and Bonds with Machine Learning and Big Data

Georgetown McDonough School of Business Research Paper No. 3686164, Swiss Finance Institute Research Paper No. 20-110
Number of pages: 81 Posted: 17 Sep 2020 Last Revised: 19 Feb 2021
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, University of Lausanne, Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) and Georgetown University - Department of Finance
Downloads 1,090
131.

Pioneering Advantage in Generic Drug Competition

International Journal of Pharmaceutical and Healthcare Marketing 01/2014; 8(2)
Number of pages: 51 Posted: 20 Aug 2006 Last Revised: 05 Sep 2014
Accepted Paper Series
AIG and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,079
132.

Complements and Substitutes in Sequential Auctions: The Case of Water Auctions

RAND Journal of Economics, Vol. 49, No. 1, 2018
Number of pages: 72 Posted: 02 Oct 2015 Last Revised: 16 Nov 2018
Working Paper Series
University of Florida and Yale University
Downloads 1,070
133.

Geometric Mean Reversion: Formulas for the Equilibrium Density and Analytic Moment Matching

Number of pages: 25 Posted: 11 Jul 2007
Working Paper Series
University of Glasgow and Southern University of Science and Technology - Department of Finance
Downloads 1,064
134.

Flexible Term Structure Estimation: Which Method is Preferred?

Number of pages: 42 Posted: 08 Feb 2001
Working Paper Series
Yale School of Management, University of Cambridge and affiliation not provided to SSRN
Downloads 1,060
135.

Forward Regression for Ultra-High Dimensional Variable Screening

Number of pages: 33 Posted: 10 Apr 2009
Working Paper Series
Peking University - Guanghua School of Management
Downloads 1,047
136.

Is Credit Risk Really Higher in Islamic Banks?

Number of pages: 36 Posted: 10 Oct 2010 Last Revised: 19 Mar 2012
Working Paper Series
affiliation not provided to SSRN
Downloads 1,044
137.

Copulae and Operational Risks

International Journal of Risk Assessment and Management, Forthcoming
Number of pages: 17 Posted: 11 Nov 2006
Accepted Paper Series
University of Milan - Department of Economics, Business and Statistics, Moscow School of Economics, Moscow State University and University of Pavia
Downloads 1,028
138.

The Importance of Dynamics in Panel Gravity Models of Trade

Number of pages: 16 Posted: 04 Apr 2002
Working Paper Series
University of Amsterdam (UVA) - Department of Quantitative Economics and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 1,024
139.

Discrimination-Free Insurance Pricing

Number of pages: 26 Posted: 10 Feb 2020
Working Paper Series
Stockholm University, SA Taxi, The Business School (formerly Cass), City, University of London and RiskLab, ETH Zurich
Downloads 1,015
140.

Estimating Coke and Pepsi's Price and Advertising Strategies

UC Berkeley Competition Policy Center Working Paper No. CPC99-04
Number of pages: 53 Posted: 28 Feb 2004
Working Paper Series
American University - Department of Economics, University of California, Berkeley and University of California, Berkeley - Department of Agricultural & Resource Economics
Downloads 1,014
141.

When Do Covariates Matter? And Which Ones, and How Much?

Journal of Labor Economics, Forthcoming
Number of pages: 40 Posted: 26 Jun 2009 Last Revised: 16 Sep 2014
Accepted Paper Series
University of California, Berkeley - School of Law
Downloads 1,008
142.

Robustness and Sensitivity Analysis of Risk Measurement Procedures

Columbia University Center for Financial Engineering, Financial Engineering Report No. 2007-06
Number of pages: 33 Posted: 24 Jan 2008 Last Revised: 19 Apr 2010
Working Paper Series
University of Oxford, IESEG School of Management and University of Verona - Department of Economics
Downloads 1,006
143.

Idiosyncratic Volatility and the Cross-Section of Expected Returns

Number of pages: 29 Posted: 03 Mar 2006
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 1,003
144.

An Improved Estimation Method and Empirical Properties of the Probability of Informed Trading

Number of pages: 45 Posted: 14 Mar 2006 Last Revised: 08 Aug 2011
Working Paper Series
SUNY at Geneseo - John Wiley Jones School of Business and Hong Kong Polytechnic University

Multiple version iconThere are 2 versions of this paper

Downloads 989
145.

Understanding Index Option Returns

AFA 2008 New Orleans Meetings Paper
Number of pages: 51 Posted: 28 Feb 2007
Working Paper Series
Columbia University - Columbia Business School - Decision Risk and Operations, Columbia Business School - Finance and Economics and UCLA Anderson

Multiple version iconThere are 4 versions of this paper

Downloads 989
146.

Affine Point Processes and Portfolio Credit Risk

Number of pages: 29 Posted: 14 Jun 2006 Last Revised: 15 Jun 2010
Working Paper Series
Stanford University, Stanford University - Department of Management Science & Engineering and University of California, Berkeley
Downloads 985
147.

Statistical Foundations of Actuarial Learning and its Applications

Number of pages: 443 Posted: 21 Apr 2021 Last Revised: 20 Jul 2021
Working Paper Series
RiskLab, ETH Zurich and University of Hamburg
Downloads 984
148.

Some Statistical Pitfalls in Copula Modeling for Financial Applications

FAME Working Paper No. 108
Number of pages: 24 Posted: 28 Jun 2004
Working Paper Series
Ensae-Crest and University of Geneva GSEM and GFRI
Downloads 978
149.
Downloads 975
150.

Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks

University of Zurich, Department of Economics, Working Paper No. 137
Number of pages: 70 Posted: 24 Jan 2014 Last Revised: 09 Feb 2017
Working Paper Series
University of Zurich - Department of Economics and University of Zurich - Department of Economics
Downloads 965