Center for Risk Management Research

eScholarship stats: Breakdown by Item for March through June, 2026

Item	Title	Total requests	Download	View-only	%Dnld
5pp7z1z8	Fragility of CVaR in portfolio optimization	373	196	177	52.5%
23t2s950	Will My Risk Parity Strategy Outperform?	223	72	151	32.3%
69r3f1jk	Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement	172	56	116	32.6%
9km4w68r	Finance at Center Stage: Some Lessons of the Euro Crisis	170	87	83	51.2%
0409193t	Interest Rate Conundrum	167	55	112	32.9%
1mp133jx	Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA	167	59	108	35.3%
8cg116sv	The Decision to Lever	167	55	112	32.9%
4w36q52q	Who Is (More) Rational?	157	84	73	53.5%
5sv4759c	The Decision to Lever	153	52	101	34.0%
8h5201c4	Self-Enforcing Clawback Provisions in Executive Compensation	153	48	105	31.4%
0223r4xh	Incentive Thresholds, Risk-Taking, and Performance. Evidence from Hedge Funds	145	48	97	33.1%
1n6147cz	Connections Between Singular Control and Optimal Switching	142	48	94	33.8%
5vs9d92w	Equity Risk Premium and Insecure Property Right	141	45	96	31.9%
2cr8622v	A Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi	140	77	63	55.0%
1kz1h4hk	Conditional Risk Premia in Currency Markets and Other Asset Classes	139	60	79	43.2%
9rt8v1vx	Minimizing Shortfall (revised)	139	52	87	37.4%
21t3566t	Will My Risk Parity Strategy Outperform?	136	71	65	52.2%
8rt826b8	In Search of a Statistically Valid Volatility Risk Factor	136	50	86	36.8%
2ws2x31k	Minimizing Shortfall	135	75	60	55.6%
5d19k2wj	Bubbling with Excitement: An Experiment	135	60	75	44.4%
5br2c0mk	Review of "Counterparty Credit Risk by Jon Gregory"	134	44	90	32.8%
2pq172mw	Estimating Ambiguity Aversion in a Portfolio Choice Experiment	131	52	79	39.7%
1c66r56w	Risk Without Return	129	43	86	33.3%
3sp1k2kg	Review of Daniel Kahneman's "Thinking, Fast and Slow"	127	49	78	38.6%
2k7414sv	Stock Return Autocorrelation is Not Spurious	125	42	83	33.6%
41v7v2v4	Contingent Convertible Bonds and Capital Structure Decisions	119	58	61	48.7%
6mq0x1jz	Stories of the Twentieth Century for the Twenty-First	119	59	60	49.6%
3v03b36h	When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised)	118	53	65	44.9%
0rg0s16p	Equity Risk Premium and Insecure Property Rights	117	44	73	37.6%
0z2956nd	A Multi-period Equilibrium Pricing Model of Weather Derivatives	116	28	88	24.1%
4ph319g0	Contingent Convertible Bonds: Pricing, Dilution	116	57	59	49.1%
8w46j0td	A Class of Singular Control Problems and the Smooth Fit Principle	115	63	52	54.8%
9v64v3kv	Allocating Assets in Climates of Extreme Risk	115	59	56	51.3%
56n1d097	Time-Varying Risk Premia and Stock Return Autocorrelation	113	36	77	31.9%
0zq6v5gd	Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets	112	50	62	44.6%
3fp8j1p8	Improving the Normalized Importance Sampling Estimator	109	48	61	44.0%
994512r7	Piercing the Veil of Ignorance	108	33	75	30.6%
2827m1qc	The U.S. Equity Return Premium: Past, Present and Future	102	43	59	42.2%
4389c95f	Improving the Asmussen-Kroese Type Simulation Estimators	100	44	56	44.0%
7vq683mh	The U.S. Equity Return Premium: Past, Present and Future	98	31	67	31.6%
3q38g86b	Principle-agent Incentives, Excess Caution, and Market Inefficiency: Evidence from Utility Regulation	97	41	56	42.3%
6mf9m337	Lenders of Last Resort in a Globalized World	97	37	60	38.1%
8b98n6vh	The Interest Rate Conundrum	96	49	47	51.0%
15r9k25g	Do Security Analysts Speak In Two Tongues?	92	47	45	51.1%
4031q2vm	Allocating Assests in Climates of Extreme Risk	92	34	58	37.0%
2dh3v0n0	International Monetary Policy Surprise Spillovers	90	28	62	31.1%
2gg4h8z0	Contractibility and the Design of Research Agreements	90	27	63	30.0%
2950s682	The Equity Risk Premium Puzzle: A Resolution �The Case for Real Estate	86	35	51	40.7%
0vk967h9	Is The Potential For High Investor Leverage A Threat To Social Security Privatization?	84	42	42	50.0%
95821712	Contingent Convertible Bonds and Capital Structure Decisions	81	44	37	54.3%

Top

Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.