1.
Métodos de valoración de empresas (Company Valuation Methods)
Number of pages: 28
Posted: 15 Sep 2008
Last Revised: 26 Oct 2020
Working Paper Series
IESE Business School
Downloads
35,332
2.
Valuing Subscription-Based Businesses Using Publicly Disclosed Customer Data
Number of pages: 51
Posted: 10 Dec 2015
Last Revised: 11 Oct 2016
Working Paper Series
Emory University - Department of Marketing, University of Pennsylvania - Marketing Department and London Business School
Downloads
26,679
3.
The Black-Litterman Model in Detail
Number of pages: 65
Posted: 28 Jan 2009
Last Revised: 23 Jun 2014
Working Paper Series
blacklitterman.orgBoston University - Metropolitan College - Department of Computer Science
Downloads
26,369
4.
Luck Versus Skill in the Cross Section of Mutual Fund Returns
Tuck School of Business Working Paper No. 2009-56
, Chicago Booth School of Business Research Paper, Journal of Finance, Forthcoming
Number of pages: 43
Posted: 10 Mar 2009
Last Revised: 08 Feb 2010
Accepted Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads
24,808
5.
The Black-Litterman Approach: Original Model and Extensions
Shorter version in, THE ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Wiley, 2010
Number of pages: 17
Posted: 08 Apr 2008
Last Revised: 13 Oct 2010
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads
24,319
6.
…and the Cross-Section of Expected Returns
Number of pages: 101
Posted: 17 Apr 2013
Last Revised: 21 Apr 2015
Working Paper Series
Duke University - Fuqua School of Business, Purdue University and University of Oklahoma
Downloads
20,034
7.
Flow Toxicity and Liquidity in a High Frequency World
Review of Financial Studies, Vol. 25, No. 5, pp. 1457-1493, 2012.
Number of pages: 71
Posted: 23 Oct 2010
Last Revised: 15 Apr 2012
Accepted Paper Series
Cornell University - Department of Economics, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads
16,975
8.
Valuing Young, Start-Up and Growth Companies: Estimation Issues and Valuation Challenges
Number of pages: 67
Posted: 13 Jun 2009
Working Paper Series
New York University - Stern School of Business
Downloads
14,739
9.
Fully Flexible Views: Theory and Practice
Fully Flexible Views: Theory and Practice, Risk, Vol. 21, No. 10, pp. 97-102, October 2008
Number of pages: 26
Posted: 10 Aug 2008
Last Revised: 06 Dec 2010
Accepted Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads
14,277
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
14,140
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
13,222
The Probability of Backtest Overfitting
Journal of Computational Finance, Forthcoming
Number of pages: 31
Posted: 21 Sep 2016
Downloads
2
Downloads
13,222
12.
P-Curve: A Key to the File Drawer
Journal of Experimental Psychology: General, Forthcoming
Number of pages: 14
Posted: 24 Apr 2013
Last Revised: 08 Jul 2014
Accepted Paper Series
Ramon Llull University - ESADE Business School, University of California, Berkeley - Haas School of Business and University of Pennsylvania - The Wharton School
Downloads
11,965
13.
Dealing with Logs and Zeros in Regression Models
CREST - Série des Documents de Travail n° 2019-13
Number of pages: 71
Posted: 05 Sep 2019
Last Revised: 05 Apr 2022
Working Paper Series
CREST (Center for Research in Economics and Statistics) - ENSAE (National School for Statistics and Economic Administration), HEC MontrealCREST - ENSAE and CREST - Institut Polytechnique de Paris
Downloads
11,057
14.
Evaluating Trading Strategies
Number of pages: 16
Posted: 21 May 2019
Last Revised: 21 May 2019
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads
10,164
15.
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
7,866
16.
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 EngineeringAbu Dhabi Investment Authority and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads
7,073
17.
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
6,698
18.
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
6,678
19.
p-Hacking and False Discovery in A/B Testing
Number of pages: 46
Posted: 18 Jul 2018
Last Revised: 12 Dec 2018
Working Paper Series
University of Pennsylvania - The Wharton School, OpenDoor, Independent and University of Pennsylvania - Marketing Department
Downloads
6,513
20.
Advances in Cointegration and Subset Correlation Hedging Methods
Journal of Investment Strategies (Risk Journals), Vol.1(2), Spring 2012, pp. 67-115
Number of pages: 37
Posted: 08 Aug 2011
Last Revised: 31 Jan 2014
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab)
Downloads
6,193
21.
Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome
MIT Department of Economics Working Paper No. 10-16
Number of pages: 23
Posted: 27 Sep 2010
Last Revised: 10 Oct 2010
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics
There are 2 versions of this paper
Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome
MIT Department of Economics Working Paper No. 10-16
Number of pages: 23
Posted: 27 Sep 2010
Last Revised: 10 Oct 2010
Downloads
6,147
Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome
NBER Working Paper No. w16429
Number of pages: 24
Posted: 12 Oct 2010
Last Revised: 23 May 2022
Downloads
103
Downloads
6,147
22.
Tactical Investment Algorithms
Number of pages: 11
Posted: 30 Sep 2019
Last Revised: 01 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
6,053
23.
Enhancing the Black-Litterman and Related Approaches: Views and Stress-Test on Risk Factors
Number of pages: 11
Posted: 10 Aug 2008
Last Revised: 11 Oct 2010
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads
5,861
24.
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
5,684
25.
Non-Standard Errors
University of St.Gallen, School of Finance Research Paper No. 2021/17
Number of pages: 56
Posted: 23 Nov 2021
Last Revised: 08 Apr 2022
Working Paper Series
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund, Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, Neoma Business School, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - Department of Finance, University of Mannheim, Tennessee Technological University, Auburn University, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Polytechnic University of Marche - Department of Management, University of Zurich - Department of Banking and Finance, Universite de Toulouse 1 Capitole, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City, University of London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tuebingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University - Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, University of Utah - David Eccles School of Business, University of Orleans, Vrije Universiteit Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, Vrije Universiteit Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontifical Catholic University of Chile, HEC Montreal, University of Technology Sydney (UTS), Queen's University Belfast - Queen's Management School, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of New South Wales (UNSW), Université Paris Dauphine, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, Cornell University, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University - MNB Institute, Macquarie University, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, Financial Conduct Authority, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, RMIT University - Blockchain Innovation Hub, University of Toronto at Mississauga, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, Paderborn University, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Faculty of Economics and Administration, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Verona - Department of Economics, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Manchester - Alliance Manchester Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Massachusetts Amherst, University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University, University of Maryland, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), Vrije Universiteit Amsterdam, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, UNSW Australia Business School, School of Banking and Finance, University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, University of Essex, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Vienna University of Economics and Business - Department of Finance, Accounting & Statistics, Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, Vrije Universiteit Amsterdam, Asia University, Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, Vrije Universiteit Amsterdam, INSEAD - Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam, University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS), University of Toronto at Mississauga - Department of Management, VU University Amsterdam - Department of Finance and Financial Sector Management, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, University of Reading - ICMA CentreLeibniz Universität Hannover - Faculty of Economics and Management, Pontifical Catholic University of Chile and Zhongnan University of Economics and Law - School of Finance
There are 3 versions of this paper
Non-Standard Errors
University of St.Gallen, School of Finance Research Paper No. 2021/17
Number of pages: 56
Posted: 23 Nov 2021
Last Revised: 08 Apr 2022
Downloads
5,323
Non-Standard Errors
Tinbergen Institute Discussion Paper 2021-102/IV
Number of pages: 63
Posted: 14 Dec 2021
Downloads
117
Downloads
60
Downloads
5,323
26.
What to Look for in a Backtest
Number of pages: 58
Posted: 12 Aug 2013
Last Revised: 05 Jul 2015
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
5,286
27.
Statistical Modeling of High Frequency Financial Data: Facts, Models and Challenges
Number of pages: 12
Posted: 26 Jan 2011
Last Revised: 15 Mar 2011
Working Paper Series
University of Oxford
Downloads
5,257
28.
Trends and Applications of Machine Learning in Quantitative Finance
8th International Conference on
Economics and Finance Research (ICEFR 2019)
Number of pages: 9
Posted: 13 Jun 2019
Accepted Paper Series
University College Cork - Cork University Business School, University College Cork - Cork University Business School, University College Cork - Cork University Business School and University College Cork - Department of Accounting, Finance and Information Systems
Downloads
5,219
29.
From Forecast to Decisions in Graphical Models: A Natural Gradient Optimization Approach
Université Paris-Dauphine Research Paper No. 3813403
Number of pages: 25
Posted: 13 Apr 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads
5,177
30.
Augmented Dickey Fuller Test
Number of pages: 19
Posted: 17 Aug 2011
Working Paper Series
Université Paris I Panthéon-Sorbonne
Downloads
5,147
31.
Applied Multidimensional Girsanov Theorem
Number of pages: 18
Posted: 11 Apr 2011
Last Revised: 03 Mar 2015
Working Paper Series
Tenokonda Ltd
Downloads
5,046
32.
Comparative Politics and the Synthetic Control Method
American Journal of Political Science. 2014, Forthcoming, Formerly MIT Political Science Department Research Paper No. 2011-25
Number of pages: 34
Posted: 28 Oct 2011
Last Revised: 08 Feb 2014
Accepted Paper Series
Harvard University - Harvard Kennedy School (HKS), Harvard University and Stanford University - Department of Political Science
Downloads
5,035
33.
Panel Vector Autoregression in R with the Package Panelvar
Quarterly Review of Economics and Finance, 2019
Number of pages: 49
Posted: 19 Jan 2018
Last Revised: 21 Feb 2019
Working Paper Series
Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads
4,921
34.
A Study of Saving and Investment Behaviour of Individual Households – An Empirical Evidence from Orissa
Personal Finance & Investments (PF&I) 2011 Conference
Number of pages: 19
Posted: 30 Oct 2012
Working Paper Series
Department of Commerce, Manipal Academy of Higher Education and Utkal University - Department of Commerce
Downloads
4,840
35.
Analyzing Volatility Risk and Risk Premium in Option Contracts: A New Theory
NYU Tandon Research Paper No. 1701685
Number of pages: 56
Posted: 03 Nov 2010
Last Revised: 26 Jun 2017
Working Paper Series
New York University Finance and Risk Engineering and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads
4,824
36.
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 EngineeringAbu Dhabi Investment Authority and University of California, Irvine
Downloads
4,802
37.
Difference-in-Differences with Multiple Time Periods
Number of pages: 45
Posted: 24 Mar 2018
Last Revised: 07 Dec 2020
Working Paper Series
University of Mississippi - Department of Economics and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads
4,657
38.
Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning
Number of pages: 20
Posted: 16 Mar 2018
Last Revised: 29 Mar 2018
Working Paper Series
Imperial College London - Department of Mathematics and University of Oxford
Downloads
4,611
39.
Deep Learning for Mortgage Risk
Number of pages: 75
Posted: 23 Jun 2016
Last Revised: 22 Nov 2018
Working Paper Series
Imperial College London - Department of Mathematics, Stanford University and Stanford University - Department of Management Science & Engineering
Downloads
4,603
40.
Specification Curve: Descriptive and Inferential Statistics on All Reasonable Specifications
Number of pages: 29
Posted: 25 Nov 2015
Last Revised: 07 Nov 2019
Working Paper Series
Ramon Llull University - ESADE Business School, University of Pennsylvania - The Wharton School and University of California, Berkeley - Haas School of Business
Downloads
4,553
41.
An Improved Moving Average Technical Trading Rule
Quantf Research Working Paper Series No. WP01/2014
Number of pages: 32
Posted: 13 Sep 2011
Last Revised: 02 Jun 2014
Working Paper Series
Quantf Research and University of Athens, Department of Business Administration
Downloads
4,485
42.
The Real-Life Performance of Market Timing with Moving Average and Time-Series Momentum Rules
Forthcoming in the Journal of Asset Management
Number of pages: 8
Posted: 03 Apr 2013
Last Revised: 04 Sep 2014
Accepted Paper Series
University of Agder - School of Business and Law
Downloads
4,454
43.
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
Downloads
4,387
44.
Instrumented Principal Component Analysis
Number of pages: 71
Posted: 09 Jun 2017
Last Revised: 28 Dec 2020
Working Paper Series
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads
4,362
45.
Granular Instrumental Variables
Number of pages: 97
Posted: 15 Apr 2019
Last Revised: 08 Jul 2021
Working Paper Series
Harvard University - Department of Economics and University of Chicago - Booth School of Business
There are 3 versions of this paper
Granular Instrumental Variables
Number of pages: 97
Posted: 15 Apr 2019
Last Revised: 08 Jul 2021
Downloads
4,352
Granular Instrumental Variables
NBER Working Paper No. w28204
Number of pages: 98
Posted: 21 Dec 2020
Last Revised: 18 Nov 2021
Downloads
15
Granular Instrumental Variables
CEPR Discussion Paper No. DP15531
Number of pages: 100
Posted: 23 Dec 2020
Downloads
4,352
46.
Revisiting Event Study Designs: Robust and Efficient Estimation
Number of pages: 85
Posted: 20 Aug 2016
Last Revised: 20 Apr 2022
Working Paper Series
University College London - Department of Economics, London School of Economics & Political Science (LSE) - Department of Economics and Stanford Graduate School of Business
Downloads
4,322
47.
Trend Filtering Methods for Momentum Strategies
Number of pages: 49
Posted: 07 Jul 2013
Working Paper Series
Lyxor Asset Management, Millennium Capital Management, France branch, Eisler Capital and Amundi Asset Management
Downloads
4,245
48.
Support Vector Machines (SVM) as a Technique for Solvency Analysis
DIW Berlin Discussion Paper No. 811
Number of pages: 18
Posted: 25 Jun 2009
Working Paper Series
Deutsche Bundesbank and German Institute for Economic Research (DIW Berlin)
Downloads
4,202
49.
Balanced Baskets: A New Approach to Trading and Hedging Risks
Journal of Investment Strategies (Risk Journals), Vol.1(4), Fall 2012
Number of pages: 44
Posted: 24 May 2012
Last Revised: 08 Sep 2012
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
4,115
50.
BCMA-ES II: Revisiting Bayesian CMA-ES
A.I Square Working Paper, March 2019, France
Number of pages: 10
Posted: 06 May 2019
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, AI For Alpha and A.I. Square Connect
Downloads
3,903
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.