Center for Risk Management Research
Parent: UC Berkeley
eScholarship stats: Breakdown by Item for January through April, 2025
| Item | Title | Total requests | Download | View-only | %Dnld |
|---|---|---|---|---|---|
| 1mp133jx | Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA | 113 | 10 | 103 | 8.8% |
| 5br2c0mk | Review of "Counterparty Credit Risk by Jon Gregory" | 74 | 6 | 68 | 8.1% |
| 4w36q52q | Who Is (More) Rational? | 70 | 36 | 34 | 51.4% |
| 41v7v2v4 | Contingent Convertible Bonds and Capital Structure Decisions | 66 | 29 | 37 | 43.9% |
| 0223r4xh | Incentive Thresholds, Risk-Taking, and Performance. Evidence from Hedge Funds | 59 | 2 | 57 | 3.4% |
| 23t2s950 | Will My Risk Parity Strategy Outperform? | 58 | 25 | 33 | 43.1% |
| 9km4w68r | Finance at Center Stage: Some Lessons of the Euro Crisis | 43 | 36 | 7 | 83.7% |
| 994512r7 | Piercing the Veil of Ignorance | 42 | 7 | 35 | 16.7% |
| 6mf9m337 | Lenders of Last Resort in a Globalized World | 40 | 13 | 27 | 32.5% |
| 3fr4q58n | Optimal Spot Market Inventory Strategies in the Presence of Cost and Price Risk | 37 | 4 | 33 | 10.8% |
| 5d19k2wj | Bubbling with Excitement: An Experiment | 34 | 21 | 13 | 61.8% |
| 0zq6v5gd | Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets | 33 | 9 | 24 | 27.3% |
| 1n6147cz | Connections Between Singular Control and Optimal Switching | 33 | 11 | 22 | 33.3% |
| 8rt826b8 | In Search of a Statistically Valid Volatility Risk Factor | 32 | 6 | 26 | 18.8% |
| 0409193t | Interest Rate Conundrum | 31 | 6 | 25 | 19.4% |
| 5pp7z1z8 | Fragility of CVaR in portfolio optimization | 30 | 5 | 25 | 16.7% |
| 0rg0s16p | Equity Risk Premium and Insecure Property Rights | 29 | 2 | 27 | 6.9% |
| 2pq172mw | Estimating Ambiguity Aversion in a Portfolio Choice Experiment | 29 | 8 | 21 | 27.6% |
| 56n1d097 | Time-Varying Risk Premia and Stock Return Autocorrelation | 29 | 3 | 26 | 10.3% |
| 69r3f1jk | Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement | 28 | 10 | 18 | 35.7% |
| 2dh3v0n0 | International Monetary Policy Surprise Spillovers | 25 | 6 | 19 | 24.0% |
| 2vf9634f | An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting | 25 | 9 | 16 | 36.0% |
| 9rt8v1vx | Minimizing Shortfall (revised) | 25 | 5 | 20 | 20.0% |
| 2827m1qc | The U.S. Equity Return Premium: Past, Present and Future | 24 | 9 | 15 | 37.5% |
| 2ws2x31k | Minimizing Shortfall | 24 | 14 | 10 | 58.3% |
| 1kz1h4hk | Conditional Risk Premia in Currency Markets and Other Asset Classes | 23 | 7 | 16 | 30.4% |
| 8b98n6vh | The Interest Rate Conundrum | 23 | 7 | 16 | 30.4% |
| 8w46j0td | A Class of Singular Control Problems and the Smooth Fit Principle | 23 | 11 | 12 | 47.8% |
| 21t3566t | Will My Risk Parity Strategy Outperform? | 22 | 8 | 14 | 36.4% |
| 2cr8622v | A Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi | 21 | 5 | 16 | 23.8% |
| 3v03b36h | When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised) | 21 | 5 | 16 | 23.8% |
| 95821712 | Contingent Convertible Bonds and Capital Structure Decisions | 20 | 7 | 13 | 35.0% |
| 2950s682 | The Equity Risk Premium Puzzle: A Resolution �The Case for Real Estate | 18 | 3 | 15 | 16.7% |
| 5sv4759c | The Decision to Lever | 18 | 4 | 14 | 22.2% |
| 3fp8j1p8 | Improving the Normalized Importance Sampling Estimator | 17 | 5 | 12 | 29.4% |
| 4389c95f | Improving the Asmussen-Kroese Type Simulation Estimators | 17 | 7 | 10 | 41.2% |
| 2k7414sv | Stock Return Autocorrelation is Not Spurious | 16 | 5 | 11 | 31.3% |
| 3sp1k2kg | Review of Daniel Kahneman's "Thinking, Fast and Slow" | 16 | 6 | 10 | 37.5% |
| 0z2956nd | A Multi-period Equilibrium Pricing Model of Weather Derivatives | 15 | 3 | 12 | 20.0% |
| 1c66r56w | Risk Without Return | 15 | 2 | 13 | 13.3% |
| 6mq0x1jz | Stories of the Twentieth Century for the Twenty-First | 15 | 9 | 6 | 60.0% |
| 7vq683mh | The U.S. Equity Return Premium: Past, Present and Future | 15 | 4 | 11 | 26.7% |
| 8cg116sv | The Decision to Lever | 14 | 4 | 10 | 28.6% |
| 9v64v3kv | Allocating Assets in Climates of Extreme Risk | 13 | 6 | 7 | 46.2% |
| 15r9k25g | Do Security Analysts Speak In Two Tongues? | 12 | 5 | 7 | 41.7% |
| 2gg4h8z0 | Contractibility and the Design of Research Agreements | 12 | 3 | 9 | 25.0% |
| 4v63f444 | Exit Options and Dividend Policy under Liquidity Constraints | 12 | 4 | 8 | 33.3% |
| 8h5201c4 | Self-Enforcing Clawback Provisions in Executive Compensation | 12 | 3 | 9 | 25.0% |
| 5vs9d92w | Equity Risk Premium and Insecure Property Right | 11 | 3 | 8 | 27.3% |
| 3q38g86b | Principle-agent Incentives, Excess Caution, and Market Inefficiency: Evidence from Utility Regulation | 10 | 2 | 8 | 20.0% |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.