Center for Risk Management Research
Parent: UC Berkeley
eScholarship stats: History by Item for June through September, 2026
| Item | Title | Total requests | 2026-09 | 2026-08 | 2026-07 | 2026-06 |
|---|---|---|---|---|---|---|
| 8cg116sv | The Decision to Lever | 460 | 144 | 246 | 39 | 31 |
| 5pp7z1z8 | Fragility of CVaR in portfolio optimization | 329 | 79 | 98 | 62 | 90 |
| 3v03b36h | When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised) | 218 | 84 | 93 | 25 | 16 |
| 23t2s950 | Will My Risk Parity Strategy Outperform? | 192 | 38 | 74 | 51 | 29 |
| 3sp1k2kg | Review of Daniel Kahneman's "Thinking, Fast and Slow" | 192 | 65 | 87 | 16 | 24 |
| 0409193t | Interest Rate Conundrum | 190 | 45 | 85 | 22 | 38 |
| 21t3566t | Will My Risk Parity Strategy Outperform? | 151 | 36 | 64 | 28 | 23 |
| 9km4w68r | Finance at Center Stage: Some Lessons of the Euro Crisis | 145 | 46 | 46 | 31 | 22 |
| 2k7414sv | Stock Return Autocorrelation is Not Spurious | 144 | 53 | 37 | 25 | 29 |
| 4w36q52q | Who Is (More) Rational? | 135 | 16 | 46 | 36 | 37 |
| 5br2c0mk | Review of "Counterparty Credit Risk by Jon Gregory" | 130 | 36 | 49 | 22 | 23 |
| 41v7v2v4 | Contingent Convertible Bonds and Capital Structure Decisions | 123 | 18 | 45 | 37 | 23 |
| 2pq172mw | Estimating Ambiguity Aversion in a Portfolio Choice Experiment | 121 | 21 | 54 | 14 | 32 |
| 5d19k2wj | Bubbling with Excitement: An Experiment | 120 | 34 | 40 | 19 | 27 |
| 2cr8622v | A Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi | 119 | 38 | 44 | 12 | 25 |
| 1mp133jx | Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA | 110 | 22 | 50 | 12 | 26 |
| 0zq6v5gd | Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets | 108 | 28 | 39 | 16 | 25 |
| 2ws2x31k | Minimizing Shortfall | 106 | 24 | 43 | 12 | 27 |
| 0223r4xh | Incentive Thresholds, Risk-Taking, and Performance. Evidence from Hedge Funds | 101 | 34 | 30 | 10 | 27 |
| 8h5201c4 | Self-Enforcing Clawback Provisions in Executive Compensation | 101 | 38 | 25 | 5 | 33 |
| 1n6147cz | Connections Between Singular Control and Optimal Switching | 92 | 24 | 30 | 20 | 18 |
| 69r3f1jk | Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement | 92 | 21 | 29 | 6 | 36 |
| 56n1d097 | Time-Varying Risk Premia and Stock Return Autocorrelation | 91 | 30 | 33 | 8 | 20 |
| 8w46j0td | A Class of Singular Control Problems and the Smooth Fit Principle | 90 | 16 | 24 | 25 | 25 |
| 8rt826b8 | In Search of a Statistically Valid Volatility Risk Factor | 89 | 34 | 23 | 8 | 24 |
| 5vs9d92w | Equity Risk Premium and Insecure Property Right | 87 | 13 | 34 | 10 | 30 |
| 15r9k25g | Do Security Analysts Speak In Two Tongues? | 85 | 22 | 30 | 14 | 19 |
| 5sv4759c | The Decision to Lever | 85 | 21 | 17 | 16 | 31 |
| 9rt8v1vx | Minimizing Shortfall (revised) | 83 | 24 | 29 | 10 | 20 |
| 6mf9m337 | Lenders of Last Resort in a Globalized World | 82 | 13 | 48 | 11 | 10 |
| 994512r7 | Piercing the Veil of Ignorance | 82 | 28 | 29 | 11 | 14 |
| 1kz1h4hk | Conditional Risk Premia in Currency Markets and Other Asset Classes | 81 | 18 | 30 | 7 | 26 |
| 1c66r56w | Risk Without Return | 80 | 16 | 35 | 11 | 18 |
| 4031q2vm | Allocating Assests in Climates of Extreme Risk | 79 | 16 | 39 | 5 | 19 |
| 6mq0x1jz | Stories of the Twentieth Century for the Twenty-First | 74 | 13 | 35 | 12 | 14 |
| 3q38g86b | Principle-agent Incentives, Excess Caution, and Market Inefficiency: Evidence from Utility Regulation | 72 | 22 | 28 | 11 | 11 |
| 2dh3v0n0 | International Monetary Policy Surprise Spillovers | 69 | 19 | 20 | 16 | 14 |
| 95821712 | Contingent Convertible Bonds and Capital Structure Decisions | 68 | 17 | 33 | 2 | 16 |
| 2gg4h8z0 | Contractibility and the Design of Research Agreements | 67 | 13 | 24 | 18 | 12 |
| 4ph319g0 | Contingent Convertible Bonds: Pricing, Dilution | 67 | 19 | 22 | 7 | 19 |
| 0rg0s16p | Equity Risk Premium and Insecure Property Rights | 65 | 11 | 29 | 7 | 18 |
| 9v64v3kv | Allocating Assets in Climates of Extreme Risk | 64 | 11 | 27 | 10 | 16 |
| 2827m1qc | The U.S. Equity Return Premium: Past, Present and Future | 62 | 20 | 25 | 7 | 10 |
| 4389c95f | Improving the Asmussen-Kroese Type Simulation Estimators | 61 | 21 | 20 | 3 | 17 |
| 2vf9634f | An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting | 60 | 9 | 18 | 22 | 11 |
| 2950s682 | The Equity Risk Premium Puzzle: A Resolution �The Case for Real Estate | 59 | 16 | 21 | 8 | 14 |
| 4v63f444 | Exit Options and Dividend Policy under Liquidity Constraints | 58 | 14 | 22 | 7 | 15 |
| 7vq683mh | The U.S. Equity Return Premium: Past, Present and Future | 56 | 14 | 20 | 9 | 13 |
| 0vk967h9 | Is The Potential For High Investor Leverage A Threat To Social Security Privatization? | 54 | 6 | 21 | 14 | 13 |
| 8b98n6vh | The Interest Rate Conundrum | 46 | 8 | 19 | 11 | 8 |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.