Search Results
JEL Code: C11

631,139 Total downloads

Viewing: 151 - 200 of 2,549 papers

151.

Nudging Turnout: Mere Measurement and Implementation Planning of Intentions to Vote

Number of pages: 23 Posted: 30 Mar 2007 Last Revised: 29 Sep 2008
Working Paper Series
Princeton University - Department of Political Science, Microsoft Research New York City, University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg and New York University (NYU) - Department of Psychology
Downloads 632
152.

Enhanced Credit Default Models for Heterogeneous SME Segments

Journal of Financial Transformation, Forthcoming
Number of pages: 48 Posted: 24 Mar 2009
Accepted Paper Series
University of Pavia, University of Pavia - Department of Political Economy and Quantitative Methods, University of Pavia and Moscow School of Economics, Moscow State University
Downloads 631
153.

Asymmetric Momentum Strategies on Growth Markets

Financial Technology Working Paper No. 99/6
Number of pages: 12 Posted: 29 Oct 1999
Working Paper Series
RWTH Aachen University - Faculty of Economics and DG Bank Frankfurt
Downloads 624
154.

R&D Investments in Family and Founder Firms: An Agency Perspective

Journal of Business Venturing, Vol. 27, No. 2, pp. 248-265, 2012
Number of pages: 41 Posted: 04 Oct 2007 Last Revised: 25 Oct 2014
Accepted Paper Series
University of Trier - Faculty of Management
Downloads 614
155.

Gaussian Process Based Trading Strategy Identification

Number of pages: 39 Posted: 04 May 2012 Last Revised: 04 Dec 2012
Working Paper Series
Stevens Institute of Technology, University of Virginia - Systems Engineering, University of Virginia, Dept. of System & Information Engineering, University of Virginia and University of Cambridge - Finance
Downloads 612
156.

Costs of Equity from Factor-Based Models

Rodney L. White Center Working Paper Series #8-97
Number of pages: 47 Posted: 20 Oct 1997
Working Paper Series
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
Downloads 607
157.

Estimating the Lognormal-Gamma Model of Operational Risk Using the MCMC Method

Number of pages: 30 Posted: 15 Dec 2008 Last Revised: 22 Jun 2016
Working Paper Series
EY
Downloads 603
158.

Time-Varying Exchange Rate Pass-Through: Experiences of Some Industrial Countries

BIS Working Paper No. 202
Number of pages: 34 Posted: 20 Sep 2007
Working Paper Series
Hitotsubashi University - Graduate School of Economics
Downloads 603
159.

Bayesian Estimation of Dynamic Discrete Choice Models

Econometrica, Vol. 77, No. 6, pp. 1865-1899, November 2009
Number of pages: 127 Posted: 09 Apr 2008 Last Revised: 28 Dec 2009
Accepted Paper Series
Queen's University - Department of Economics, City, University of London and Johns Hopkins University - Carey Business School
Downloads 600
160.

Model Combination and Stock Return Predictability

Swiss Finance Institute Research Paper No. 06-5
Number of pages: 51 Posted: 05 Jul 2006
Working Paper Series
University of Lausanne - Institute of Banking & Finance (IBF) and University of Zurich - Swiss Banking Institute (ISB)
Downloads 598
161.

Bayesian Multi-Period Model for Assessing Credit Loss Distributions vs. Basel Ii Model

Number of pages: 18 Posted: 26 Jan 2006
Working Paper Series
Independent
Downloads 595
162.

Machine Learning in FX Carry Basket Prediction

Number of pages: 1 Posted: 22 Dec 2008
Working Paper Series
University College London
Downloads 593
163.

Portfolio Construction and Uncertainty

UBS Wealth Management Research / July 9, 2006
Number of pages: 10 Posted: 12 Aug 2009
Working Paper Series
Liberum Capital
Downloads 586
164.

Uncertainty in Value-at-Risk Estimates Under Parametric and Non-Parametric Modeling

Number of pages: 31 Posted: 26 Feb 2005
Working Paper Series
Vienna University of Technology and Vienna University of Technology - Department of Finance and Corporate Control

Multiple version iconThere are 2 versions of this paper

Downloads 586
165.

Quantifying the Benefits of Individual Level Targeting in the Presence of Firm Strategic Behavior

Number of pages: 50 Posted: 17 Oct 2006
Working Paper Series
Santa Clara University, University of Michigan, Stephen M. Ross School of Business and University of Chicago
Downloads 582
166.

A General Approach to Bayesian Portfolio Optimization

Mathematical Methods of Operations Research 70, 337–356 (2009)
Number of pages: 26 Posted: 25 Sep 2008 Last Revised: 18 Jun 2012
Accepted Paper Series
University of Cologne, Helmut Schmidt University and University of Applied Sciences Koblenz
Downloads 581
167.

Estimating SEM with Ordinal Data and Scale Usage Heterogeneity

Number of pages: 32 Posted: 11 Nov 2010
Working Paper Series
Ohio State University (OSU) - Fisher College of Business and Catholic University of Eichstätt-Ingolstadt
Downloads 581
168.

Optimizing the Performance of Sample Mean-Variance Efficient Portfolios

AFA 2013 San Diego Meetings Paper
Number of pages: 42 Posted: 25 Apr 2011 Last Revised: 25 Jul 2012
Working Paper Series
UNC Charlotte - Belk College of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 577
169.

Security Bid/Ask Dynamics with Discreteness and Clustering: Simple Strategies for Modeling and Estimation

Number of pages: 26 Posted: 15 Feb 1998
Working Paper Series
New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 577
170.

The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 60 Posted: 19 Mar 2008 Last Revised: 21 May 2009
Accepted Paper Series
University of Lugano - Institute of Finance, Institute for Advanced Studies (IHS) and WU Vienna (Vienna University of Economics and Business)
Downloads 575
171.

What Difference Do New Factor Models Make in Portfolio Allocation?

Number of pages: 54 Posted: 22 Mar 2016 Last Revised: 22 Sep 2016
Working Paper Series
EDHEC Business School, Singapore Management University - Lee Kong Chian School of Business and Independent
Downloads 574
172.

Beyond ‘Bayesian vs. VaR’ Dilemma to Empirical Model Risk Management: How to Manage Risk (After Risk Management Has Failed) for Hedge Funds

Number of pages: 50 Posted: 16 Dec 2014 Last Revised: 17 Apr 2015
Working Paper Series
Global Risk Management Network, LLC
Downloads 573
173.

Modeling Competition and Its Impact on Paid-Search Advertising

Yang, Sha; Shijie, Lu; and Xianghua, Lu (2013), “Modeling Competition and Its Impact in Paid-Search Advertising,” Marketing Science, Forthcoming., Marshall School of Business Working Paper No. MKT 3-13
Number of pages: 56 Posted: 05 Jul 2013 Last Revised: 01 Jan 2019
Accepted Paper Series
University of Southern California - Marshall School of Business, University of Houston - C.T. Bauer College of Business and Fudan University - School of Management
Downloads 571
174.

Efficient Learning via Simulation: A Marginalized Resample-Move Approach

Number of pages: 50 Posted: 12 Dec 2010 Last Revised: 07 Mar 2013
Working Paper Series
ESSEC Business School and Fudan University - School of Management
Downloads 559
175.

Modeling Preferences for Common Attributes in Multi-Category Brand Choice

Number of pages: 45 Posted: 28 Dec 2003
Working Paper Series
GSIA, Carnegie Mellon University, Northwestern University - Department of Marketing and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 552
176.

Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice Under Parameter Uncertainty

Number of pages: 45 Posted: 05 Mar 2007 Last Revised: 15 Nov 2013
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 551
177.

Investigating the Strategic Influence of Customer and Employee Satisfaction on Firm Financial Performance

Fisher College of Business Working Paper No. 1154048
Number of pages: 44 Posted: 02 Jul 2008 Last Revised: 27 Sep 2010
Working Paper Series
Brigham Young University - Marriott School and Ohio State University (OSU) - Department of Marketing and Logistics
Downloads 551
178.

A Bayesian Framework for Combining Valuation Estimates

Review of Quantitative Finance and Accounting, Vol. 30, No. 3, pp. 339-354, 2008
Number of pages: 28 Posted: 19 Jul 2007 Last Revised: 06 Nov 2008
Accepted Paper Series
Independent
Downloads 546
179.

Bayesian Estimation of the Multi-Factor Heston Stochastic Volatility Model

Number of pages: 37 Posted: 13 Dec 2007 Last Revised: 12 Mar 2014
Working Paper Series
Johannes Kepler University - Department of Applied Statistics and Econometrics and Institute for Advanced Studies (IHS)
Downloads 546
180.

Reverse Survivorship Bias

Journal of Finance, Forthcoming, Western Finance Association 2010 Conference, CRSP Working Paper, Chicago Booth Research Paper No. 10-17
Number of pages: 49 Posted: 12 Apr 2010 Last Revised: 17 Nov 2011
Accepted Paper Series
Dartmouth College - Tuck School of Business
Downloads 538
181.

GMM Estimation of Dynamic Panel Data Models with Persistent Data

Queen Mary & Westfield Economics Working Paper No. 428
Number of pages: 43 Posted: 03 Feb 2001
Working Paper Series
Durham University
Downloads 532
182.

Forecasting Stock Returns Under Economic Constraints

Number of pages: 57 Posted: 09 Dec 2012
Working Paper Series
Brandeis University - International Business School, UCSD and University of California, San Diego (UCSD) - Rady School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 523
183.
Downloads 523
184.

Have Risk Premia Vanished?

Number of pages: 67 Posted: 06 Jan 2021 Last Revised: 03 May 2021
Working Paper Series
Board of Governors of the Federal Reserve System and UCSD

Multiple version iconThere are 2 versions of this paper

Downloads 521
185.

Active Fixed-Income Portfolio Management Using the Black-Litterman Model

Number of pages: 108 Posted: 18 Sep 2015
Working Paper Series
Amazon.com
Downloads 519
186.

Analysis of Linear Factor Models with Multivariate Stochastic Volatility for Stock and Bond Returns

Number of pages: 46 Posted: 18 Jul 2003
Working Paper Series
Allianz Global Investors and University of Melbourne - Department of Finance
Downloads 518
187.

Measuring Model Risk in Financial Risk Management and Pricing

Number of pages: 26 Posted: 07 Feb 2018 Last Revised: 01 Jul 2019
Working Paper Series
Frankfurt School of Finance & Management and Frankfurt School of Finance & Management
Downloads 516
188.

Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues

CentER Working Paper Series No. 2011-082
Number of pages: 31 Posted: 25 Jul 2011
Working Paper Series
University of Palermo - d/SEAS and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 515
189.

News and the Term Structure in General Equilibrium

Number of pages: 46 Posted: 19 Oct 2007
Working Paper Series
Pacific Investment Management Company (PIMCO)Northwestern University - Department of Economics
Downloads 514
190.

Regime Switching GARCH Models and GARCH Models, in Stock Market of the Developing Countries'

Number of pages: 11 Posted: 18 Jan 2012 Last Revised: 03 Apr 2012
Working Paper Series
Razi University and affiliation not provided to SSRN
Downloads 514
191.

Demand for Online News under Government Control: Evidence from Russia

Columbia Business School Research Paper No. 17-100
Number of pages: 50 Posted: 12 Oct 2017 Last Revised: 24 May 2021
Working Paper Series
Columbia University - Columbia Business School and Microsoft Research
Downloads 512
192.

Measuring Transparency

Number of pages: 57 Posted: 20 Jul 2012 Last Revised: 11 Apr 2013
Working Paper Series
Department of Political Science, University of Minnesota, New York University (NYU) - Wilf Family Department of Politics and Princeton University - Woodrow Wilson School of Public and International Affairs
Downloads 511
193.

Ignorance is Bliss: A Study on How and Why Humans Depend on Recognition Heuristics in Social Relationships, the Equity Markets and the Brand Market-Place, Thereby Making Successful Decisions

Number of pages: 23 Posted: 13 Jan 2005
Working Paper Series
London School of Economics - Departments of Operational Research and Finance
Downloads 509
194.

Bayesian Compressed Vector Autoregressions

Number of pages: 35 Posted: 26 Mar 2016 Last Revised: 06 Jun 2017
Working Paper Series
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Glasgow - Adam Smith Business School and Brandeis University - International Business School
Downloads 502
195.

Bayesian Model Averaging for Spatial Econometric Models

Number of pages: 38 Posted: 17 Aug 2006
Working Paper Series
Texas State University - McCoy College of Business Administration and University of Cincinnati - Department of Economics
Downloads 491
196.

Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance

ERIM Research Paper Series
Number of pages: 40 Posted: 23 Jul 2004
Working Paper Series
Erasmus University - Rotterdam School of Management and Erasmus University - Rotterdam School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 491
197.

Asset Allocation Under Distribution Uncertainty

McCombs Research Paper Series No. IROM-01-11
Number of pages: 55 Posted: 20 Apr 2011 Last Revised: 18 Jun 2011
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics and University of Texas at Austin - McCombs School of Business
Downloads 489
198.

Frailty Correlated Default

Swiss Finance Institute Research Paper No. 08-44
Number of pages: 53 Posted: 23 Dec 2008
Working Paper Series
Stanford University - Graduate School of Business, Stanford University - Department of Statistics, Independent and Stanford University
Downloads 486
199.

Biases of OLS and Spatial Lag Models in the Presence of an Omitted Variable and Spatially Dependent Variables

Number of pages: 13 Posted: 15 May 2008
Working Paper Series
Louisiana State University - E.J. Ourso College of Business Administration and Texas State University - McCoy College of Business Administration
Downloads 485
200.

Bayesian dynamic variable selection in high dimensions

Number of pages: 50 Posted: 28 Sep 2018 Last Revised: 04 Jun 2020
Working Paper Series
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and University of Glasgow - Adam Smith Business School
Downloads 482