Center for Risk Management Research
Parent: UC Berkeley
eScholarship stats: Breakdown by Item for March through June, 2024
| Item | Title | Total requests | Download | View-only | %Dnld |
|---|---|---|---|---|---|
| 1mp133jx | Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA | 1,604 | 3 | 1,601 | 0.2% |
| 0223r4xh | Incentive Thresholds, Risk-Taking, and Performance. Evidence from Hedge Funds | 493 | 3 | 490 | 0.6% |
| 41v7v2v4 | Contingent Convertible Bonds and Capital Structure Decisions | 58 | 26 | 32 | 44.8% |
| 4w36q52q | Who Is (More) Rational? | 56 | 50 | 6 | 89.3% |
| 5br2c0mk | Review of "Counterparty Credit Risk by Jon Gregory" | 48 | 2 | 46 | 4.2% |
| 23t2s950 | Will My Risk Parity Strategy Outperform? | 42 | 24 | 18 | 57.1% |
| 5d19k2wj | Bubbling with Excitement: An Experiment | 33 | 24 | 9 | 72.7% |
| 3sp1k2kg | Review of Daniel Kahneman's "Thinking, Fast and Slow" | 31 | 19 | 12 | 61.3% |
| 1n6147cz | Connections Between Singular Control and Optimal Switching | 29 | 5 | 24 | 17.2% |
| 2ws2x31k | Minimizing Shortfall | 29 | 20 | 9 | 69.0% |
| 69r3f1jk | Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement | 28 | 7 | 21 | 25.0% |
| 9rt8v1vx | Minimizing Shortfall (revised) | 28 | 8 | 20 | 28.6% |
| 9km4w68r | Finance at Center Stage: Some Lessons of the Euro Crisis | 27 | 20 | 7 | 74.1% |
| 21t3566t | Will My Risk Parity Strategy Outperform? | 25 | 15 | 10 | 60.0% |
| 6mf9m337 | Lenders of Last Resort in a Globalized World | 23 | 8 | 15 | 34.8% |
| 2vf9634f | An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting | 22 | 8 | 14 | 36.4% |
| 3v03b36h | When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised) | 20 | 7 | 13 | 35.0% |
| 0zq6v5gd | Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets | 19 | 7 | 12 | 36.8% |
| 994512r7 | Piercing the Veil of Ignorance | 18 | 3 | 15 | 16.7% |
| 0z2956nd | A Multi-period Equilibrium Pricing Model of Weather Derivatives | 17 | 11 | 6 | 64.7% |
| 2dh3v0n0 | International Monetary Policy Surprise Spillovers | 15 | 4 | 11 | 26.7% |
| 8rt826b8 | In Search of a Statistically Valid Volatility Risk Factor | 15 | 3 | 12 | 20.0% |
| 2950s682 | The Equity Risk Premium Puzzle: A Resolution �The Case for Real Estate | 14 | 2 | 12 | 14.3% |
| 2pq172mw | Estimating Ambiguity Aversion in a Portfolio Choice Experiment | 14 | 5 | 9 | 35.7% |
| 8w46j0td | A Class of Singular Control Problems and the Smooth Fit Principle | 14 | 7 | 7 | 50.0% |
| 1c66r56w | Risk Without Return | 13 | 2 | 11 | 15.4% |
| 4389c95f | Improving the Asmussen-Kroese Type Simulation Estimators | 13 | 2 | 11 | 15.4% |
| 0409193t | Interest Rate Conundrum | 12 | 2 | 10 | 16.7% |
| 2827m1qc | The U.S. Equity Return Premium: Past, Present and Future | 12 | 2 | 10 | 16.7% |
| 2k7414sv | Stock Return Autocorrelation is Not Spurious | 12 | 5 | 7 | 41.7% |
| 56n1d097 | Time-Varying Risk Premia and Stock Return Autocorrelation | 12 | 2 | 10 | 16.7% |
| 5pp7z1z8 | Fragility of CVaR in portfolio optimization | 12 | 5 | 7 | 41.7% |
| 5sv4759c | The Decision to Lever | 12 | 2 | 10 | 16.7% |
| 8b98n6vh | The Interest Rate Conundrum | 12 | 2 | 10 | 16.7% |
| 8h5201c4 | Self-Enforcing Clawback Provisions in Executive Compensation | 12 | 1 | 11 | 8.3% |
| 0rg0s16p | Equity Risk Premium and Insecure Property Rights | 10 | 3 | 7 | 30.0% |
| 3p67f3kc | New Performance - Vested Stock Option Themes | 10 | 6 | 4 | 60.0% |
| 6mq0x1jz | Stories of the Twentieth Century for the Twenty-First | 10 | 7 | 3 | 70.0% |
| 2gg4h8z0 | Contractibility and the Design of Research Agreements | 9 | 1 | 8 | 11.1% |
| 5vs9d92w | Equity Risk Premium and Insecure Property Right | 9 | 1 | 8 | 11.1% |
| 1kz1h4hk | Conditional Risk Premia in Currency Markets and Other Asset Classes | 8 | 0 | 8 | 0.0% |
| 3fp8j1p8 | Improving the Normalized Importance Sampling Estimator | 8 | 1 | 7 | 12.5% |
| 3vw2p693 | Is The Potential For High Investor Leverage A Threat To Social Security Privatization?∗ | 8 | 0 | 8 | 0.0% |
| 95821712 | Contingent Convertible Bonds and Capital Structure Decisions | 8 | 3 | 5 | 37.5% |
| 2cr8622v | A Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi | 7 | 1 | 6 | 14.3% |
| 4v63f444 | Exit Options and Dividend Policy under Liquidity Constraints | 7 | 0 | 7 | 0.0% |
| 0vk967h9 | Is The Potential For High Investor Leverage A Threat To Social Security Privatization? | 6 | 2 | 4 | 33.3% |
| 7vq683mh | The U.S. Equity Return Premium: Past, Present and Future | 6 | 1 | 5 | 16.7% |
| 8cg116sv | The Decision to Lever | 6 | 1 | 5 | 16.7% |
| 15r9k25g | Do Security Analysts Speak In Two Tongues? | 5 | 2 | 3 | 40.0% |
Disclaimer: due to the evolving nature of the web traffic we receive and the methods we use to collate it, the data presented here should be considered approximate and subject to revision.