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Mutual Funds, Hedge Funds, & Investment Industry eJournal

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Viewing: 101 - 150 of 14,813 papers

101.

Which Trend Is Your Friend?

Financial Analysts Journal, vol. 72, no. 3 (May/June 2016)
Number of pages: 32 Posted: 10 May 2015 Last Revised: 19 Apr 2016
Accepted Paper Series
AQR Capital Management and AQR Capital Management, LLC
Downloads 6,740
102.

Why Indexing Works

Applied Stochastic Models in Business and Industry 33 (6), 690-693.
Number of pages: 7 Posted: 14 Oct 2015 Last Revised: 29 Apr 2019
Accepted Paper Series
One Hat Research LLC, University of Chicago - Booth School of Business and University College London - Department of Mathematics
Downloads 6,738
103.

Discerning Information from Trade Data

Journal of Financial Economics, 120(2), pp. 269-286. May 2016, Johnson School Research Paper Series No. 8-2012
Number of pages: 56 Posted: 23 Jan 2012 Last Revised: 16 May 2016
Accepted Paper Series
Cornell University - Department of Economics, Cornell University - Operations Research & Industrial Engineering and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 6,630
104.

Sharpening the Arithmetic of Active Management

Financial Analysts Journal, 2018, 74 (1): 21-36
Number of pages: 23 Posted: 07 Oct 2016 Last Revised: 23 Feb 2018
Working Paper Series
AQR Capital Management, LLC
Downloads 6,579
105.

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 Engineering
Downloads 6,563
106.

Factor Investing in the Corporate Bond Market

Financial Analysts Journal, 2017, Vol. 73, No. 2
Number of pages: 49 Posted: 31 Oct 2014 Last Revised: 13 Feb 2017
Accepted Paper Series
Robeco Investment Research and BlueCove Limited
Downloads 6,536
107.

Behind the Scenes: The Corporate Governance Preferences of Institutional Investors

Journal of Finance 71, 2016, 2905-2932
Number of pages: 46 Posted: 15 Mar 2010 Last Revised: 03 Feb 2020
Accepted Paper Series
Tilburg University - School of Law; European Banking Center (EBC), Frankfurt School of Finance & Management and University of Texas at Austin - Department of Finance
Downloads 6,487
108.

A Century of Evidence on Trend-Following Investing

Number of pages: 26 Posted: 28 Jun 2017
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 6,479
109.

Why and How Investors Use ESG Information: Evidence from a Global Survey

Financial Analysts Journal, 2018, Volume 74 Issue 3, pp. 87-103.
Number of pages: 41 Posted: 02 Mar 2017 Last Revised: 06 Feb 2020
Working Paper Series
University of Oxford - Said Business School and Harvard Business School
Downloads 6,445
110.

Machine Learning Risk Models

Journal of Risk & Control 6(1) (2019) 37-64
Number of pages: 26 Posted: 08 Jan 2019 Last Revised: 10 Apr 2019
Accepted Paper Series
Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
Downloads 6,360
111.

Madoff: A Riot of Red Flags

Number of pages: 24 Posted: 02 Feb 2009 Last Revised: 24 Jan 2012
Working Paper Series
SUNY College at Plattsburgh and Kedge Capital Fund Management
Downloads 6,310
112.

Network Structure and Systemic Risk in Banking Systems

Number of pages: 41 Posted: 02 Feb 2011 Last Revised: 25 Apr 2012
Working Paper Series
University of Oxford, Columbia University and Central Bank of Brazil
Downloads 6,308
113.

Backtesting

Number of pages: 32 Posted: 27 Oct 2013 Last Revised: 30 Jul 2015
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 6,303
114.

The Origins of Mutual Funds

Number of pages: 33 Posted: 16 Dec 2004
Working Paper Series
Yale School of Management - International Center for Finance
Downloads 6,300
115.

Corporate Green Bonds

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 27 Feb 2018 Last Revised: 16 Apr 2020
Accepted Paper Series
Boston University
Downloads 6,299
116.

The Disintermediation of Financial Markets: Direct Investing in Private Equity

Journal of Financial Economics (JFE), 116 (1), 160-178, 2015
Number of pages: 49 Posted: 09 Oct 2012 Last Revised: 15 Feb 2018
Accepted Paper Series
INSEAD - Finance, Harvard University and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 6,267
117.

Analysts’ Forecasts: What Do We Know after Decades of Work?

Number of pages: 55 Posted: 08 Jul 2011
Working Paper Series
Boston College
Downloads 6,238
118.

The Hazards of Using IRR to Measure Performance: The Case of Private Equity

Number of pages: 23 Posted: 27 Mar 2008 Last Revised: 23 Sep 2009
Working Paper Series
University of Oxford - Said Business School
Downloads 6,151
119.

ESG and Financial Performance: Aggregated Evidence from More than 2000 Empirical Studies

Journal of Sustainable Finance & Investment, Volume 5, Issue 4, p. 210-233, 2015, DOI: 10.1080/20430795.2015.1118917
Number of pages: 25 Posted: 19 Dec 2015
Accepted Paper Series
Deutsche Asset & Wealth Management, University of Hamburg and University of Hamburg
Downloads 6,119
120.

An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization

Algorithms, 6(1), pp.169-196, 2013
Number of pages: 29 Posted: 08 Jan 2013 Last Revised: 02 Jan 2016
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial Engineering
Downloads 6,108
121.

Implementing Momentum: What Have We Learned?

Number of pages: 24 Posted: 11 Dec 2017
Working Paper Series
AQR Capital Management, LLC, Yale University, Yale SOM, AQR Capital Management, LLC and AQR Capital Management
Downloads 6,000
122.

False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

Published in Journal of Finance, February 2010, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043
Number of pages: 53 Posted: 05 Mar 2008 Last Revised: 27 Oct 2019
Accepted Paper Series
McGill University - Desautels Faculty of Management, University of Geneva GSEM and GFRI and University of Maryland - Robert H. Smith School of Business
Downloads 5,997
123.

Fact, Fiction, and the Size Effect

Number of pages: 54 Posted: 24 May 2018 Last Revised: 10 Aug 2018
Working Paper Series
Office of Financial Research, AQR Capital Management, LLC and Yale University, Yale SOM
Downloads 5,987
124.

Value Investing: Requiem, Rebirth or Reincarnation?

NYU Stern School of Business Forthcoming
Number of pages: 34 Posted: 12 Feb 2021
Working Paper Series
Anderson Graduate School of Management, UCLA and New York University - Stern School of Business
Downloads 5,910
125.

Quant Bust 2020

World Economics 21(2) (2020) 183-217
Number of pages: 29 Posted: 07 Apr 2020 Last Revised: 24 Jul 2020
Accepted Paper Series
Quantigic Solutions LLC
Downloads 5,909
126.

How Should Individual Investors Diversify? An Empirical Evaluation of Alternative Asset Allocation Policies

Journal of Financial Markets, 19, 62-85
Number of pages: 47 Posted: 13 Sep 2009 Last Revised: 10 Jul 2014
Accepted Paper Series
University of Duisburg-Essen, Campus Essen, Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
Downloads 5,897
127.

Multifactor Risk Models and Heterotic CAPM

The Journal of Investment Strategies 5(4) (2016) 1-49
Number of pages: 49 Posted: 26 Jan 2016 Last Revised: 10 Sep 2016
Accepted Paper Series
Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
Downloads 5,841
128.

How to Combine a Billion Alphas

Journal of Asset Management 18(1) (2017) 64-80
Number of pages: 23 Posted: 29 Feb 2016 Last Revised: 15 Dec 2016
Accepted Paper Series
Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
Downloads 5,831
129.

Hedge Funds: Performance, Risk, and Capital Formation

The Journal of Finance, Vol. LXIII, No. 4, August 2008
Number of pages: 44 Posted: 16 Aug 2005 Last Revised: 11 Jul 2011
Accepted Paper Series
PI Asset Management, LLC, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 5,815
130.

Where Did the Risk Go? How Misapplied Bond Ratings Cause Mortgage Backed Securities and Collateralized Debt Obligation Market Disruptions

Number of pages: 87 Posted: 07 Nov 2007
Working Paper Series
Louisiana State University - Ourso School of Business and Graham Fisher & Co.
Downloads 5,794
131.

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 Engineering and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 5,761
132.

Análisis del trabajo de los analistas y de los gestores de fondos (Analysts and Fund Managers)

Number of pages: 23 Posted: 25 Jul 2004 Last Revised: 24 Jan 2018
Working Paper Series
IESE Business School
Downloads 5,757
133.

Ten Financial Applications of Machine Learning (Seminar Slides)

Number of pages: 27 Posted: 18 Jun 2018 Last Revised: 27 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 5,717
134.

Pension Fund Asset Allocation and Liability Discount Rates

Number of pages: 53 Posted: 29 May 2012 Last Revised: 22 Feb 2017
Working Paper Series
University of Amsterdam, Maastricht University and University of Notre Dame
Downloads 5,599
135.

Financial Markets and the Allocation of Capital

Number of pages: 40 Posted: 19 Aug 1999
Working Paper Series
NYU Stern School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 5,536
136.

Returns to Shareholder Activism: Evidence from a Clinical Study of the Hermes U.K. Focus Fund

ECGI - Finance Working Paper No. 138/2006, London Business School Finance Working Paper No. FIN462
Number of pages: 70 Posted: 04 Dec 2006 Last Revised: 21 Apr 2008
Working Paper Series
Solvay Brussels School of Economics and Management (ULB), London Business School - Institute of Finance and Accounting, University of Oxford - Said Business School and Bocconi University
Downloads 5,463
137.

Alternative Routes to Hedge Fund Return Replication: Extended Version

Cass Business School Research Paper No. 0037
Number of pages: 29 Posted: 24 Oct 2006
Working Paper Series
Independent
Downloads 5,453
138.

Analysis of the Effect of COVID-19 on the Stock Market and Investing Strategies

Number of pages: 17 Posted: 30 Mar 2020 Last Revised: 11 May 2020
Working Paper Series
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign, College of Business, Department of Finance, University of Illinois at Urbana-Champaign and University of Illinois Urbana Champaign
Downloads 5,451
139.

Quant Nugget 4: Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics

GARP Risk Professional - "The Quant Classroom," pp. 59-63, August 2010
Number of pages: 8 Posted: 14 Jul 2010 Last Revised: 11 Oct 2010
Accepted Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads 5,435
140.

Stock Market Charts You Never Saw

Number of pages: 54 Posted: 11 Oct 2017 Last Revised: 17 Mar 2021
Working Paper Series
Santa Clara University - Leavey School of Business
Downloads 5,429
141.

Tactical Investment Algorithms

Number of pages: 11 Posted: 30 Sep 2019 Last Revised: 01 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 5,427
142.

How Do Factor Premia Vary Over Time? A Century of Evidence

Number of pages: 55 Posted: 17 Jun 2019 Last Revised: 24 Feb 2021
Working Paper Series
AQR Capital Management, AQR Capital Management, LLC, Yale University, Yale SOM, AQR Capital Management, LLC and Vice President
Downloads 5,417
143.

The Conservative Formula: Quantitative Investing Made Easy

Number of pages: 21 Posted: 21 Mar 2018
Working Paper Series
Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 5,397
144.

Building Diversified Portfolios That Outperform Out-of-Sample (Presentation Slides)

Number of pages: 33 Posted: 11 Jan 2016 Last Revised: 14 Aug 2016
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 5,373
145.

Low-Latency Trading

Johnson School Research Paper Series No. 35-2010, AFA 2012 Chicago Meetings Paper
Number of pages: 56 Posted: 22 Oct 2010 Last Revised: 22 May 2013
Working Paper Series
New York University (NYU) - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 5,359
146.

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 Engineering
Downloads 5,317
147.

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 21, MIT Sloan Research Paper No. 4774-10, AFA 2011 Denver Meetings Paper, CAREFIN Research Paper No. 12/2010
Number of pages: 57 Posted: 23 Nov 2011 Last Revised: 28 Feb 2021
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 5,309
148.

Return Predictability and Market-Timing: A One-Month Model

Journal Of Investment Management, 17.3 (2019):47-64.
Number of pages: 30 Posted: 10 Oct 2017 Last Revised: 07 Oct 2019
Working Paper Series
Hull Investments LLC, School of Data Science, City University of Hong Kong and Hull Tactical
Downloads 5,291
149.

The New Vote Buying: Empty Voting and Hidden (Morphable) Ownership

As published in Southern California Law Review, Vol. 79, pp. 811-908, 2006, University of Texas Law, Law and Econ Research Paper No. 53
Number of pages: 99 Posted: 05 Jun 2006 Last Revised: 10 Mar 2008
Accepted Paper Series
University of Texas at Austin - School of Law and Northwestern University - Pritzker School of Law
Downloads 5,242
150.

A Century of Generalized Momentum; From Flexible Asset Allocations (FAA) to Elastic Asset Allocation (EAA)

Number of pages: 32 Posted: 31 Dec 2014 Last Revised: 21 Jan 2015
Working Paper Series
VU University Amsterdam and ReSolve Asset Management
Downloads 5,150