Center for Risk Management Research
Parent: UC Berkeley
eScholarship stats: History by Item for May through August, 2024
| Item | Title | Total requests | 2024-08 | 2024-07 | 2024-06 | 2024-05 |
|---|---|---|---|---|---|---|
| 1mp133jx | Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA | 1,213 | 152 | 303 | 384 | 374 |
| 0223r4xh | Incentive Thresholds, Risk-Taking, and Performance. Evidence from Hedge Funds | 536 | 47 | 233 | 182 | 74 |
| 41v7v2v4 | Contingent Convertible Bonds and Capital Structure Decisions | 82 | 35 | 16 | 9 | 22 |
| 3v03b36h | When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised) | 72 | 20 | 39 | 4 | 9 |
| 4w36q52q | Who Is (More) Rational? | 68 | 14 | 24 | 12 | 18 |
| 23t2s950 | Will My Risk Parity Strategy Outperform? | 57 | 19 | 23 | 8 | 7 |
| 9km4w68r | Finance at Center Stage: Some Lessons of the Euro Crisis | 52 | 19 | 19 | 9 | 5 |
| 21t3566t | Will My Risk Parity Strategy Outperform? | 47 | 20 | 12 | 5 | 10 |
| 2ws2x31k | Minimizing Shortfall | 47 | 20 | 18 | 4 | 5 |
| 5br2c0mk | Review of "Counterparty Credit Risk by Jon Gregory" | 46 | 12 | 14 | 13 | 7 |
| 1n6147cz | Connections Between Singular Control and Optimal Switching | 45 | 19 | 13 | 4 | 9 |
| 0409193t | Interest Rate Conundrum | 44 | 24 | 15 | 4 | 1 |
| 6mf9m337 | Lenders of Last Resort in a Globalized World | 43 | 11 | 16 | 13 | 3 |
| 1kz1h4hk | Conditional Risk Premia in Currency Markets and Other Asset Classes | 39 | 20 | 15 | 2 | 2 |
| 1c66r56w | Risk Without Return | 38 | 16 | 15 | 5 | 2 |
| 69r3f1jk | Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement | 38 | 11 | 14 | 9 | 4 |
| 8b98n6vh | The Interest Rate Conundrum | 38 | 19 | 13 | 4 | 2 |
| 8rt826b8 | In Search of a Statistically Valid Volatility Risk Factor | 38 | 17 | 15 | 3 | 3 |
| 4ph319g0 | Contingent Convertible Bonds: Pricing, Dilution | 36 | 20 | 14 | 2 | |
| 15r9k25g | Do Security Analysts Speak In Two Tongues? | 35 | 18 | 13 | 2 | 2 |
| 5d19k2wj | Bubbling with Excitement: An Experiment | 35 | 6 | 16 | 7 | 6 |
| 0zq6v5gd | Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets | 34 | 9 | 15 | 6 | 4 |
| 2pq172mw | Estimating Ambiguity Aversion in a Portfolio Choice Experiment | 34 | 16 | 14 | 4 | |
| 8w46j0td | A Class of Singular Control Problems and the Smooth Fit Principle | 34 | 15 | 11 | 6 | 2 |
| 9v64v3kv | Allocating Assets in Climates of Extreme Risk | 33 | 19 | 12 | 2 | |
| 0z2956nd | A Multi-period Equilibrium Pricing Model of Weather Derivatives | 32 | 16 | 4 | 1 | 11 |
| 8cg116sv | The Decision to Lever | 32 | 14 | 15 | 3 | |
| 6mq0x1jz | Stories of the Twentieth Century for the Twenty-First | 31 | 14 | 15 | 2 | |
| 0rg0s16p | Equity Risk Premium and Insecure Property Rights | 28 | 13 | 9 | 3 | 3 |
| 2vf9634f | An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting | 28 | 16 | 5 | 2 | 5 |
| 5sv4759c | The Decision to Lever | 27 | 6 | 17 | 4 | |
| 2827m1qc | The U.S. Equity Return Premium: Past, Present and Future | 26 | 11 | 11 | 2 | 2 |
| 994512r7 | Piercing the Veil of Ignorance | 26 | 8 | 9 | 3 | 6 |
| 3q38g86b | Principle-agent Incentives, Excess Caution, and Market Inefficiency: Evidence from Utility Regulation | 24 | 9 | 12 | 1 | 2 |
| 56n1d097 | Time-Varying Risk Premia and Stock Return Autocorrelation | 24 | 6 | 8 | 3 | 7 |
| 2dh3v0n0 | International Monetary Policy Surprise Spillovers | 23 | 5 | 11 | 4 | 3 |
| 4031q2vm | Allocating Assests in Climates of Extreme Risk | 23 | 17 | 4 | 1 | 1 |
| 3sp1k2kg | Review of Daniel Kahneman's "Thinking, Fast and Slow" | 22 | 4 | 10 | 2 | 6 |
| 7vq683mh | The U.S. Equity Return Premium: Past, Present and Future | 22 | 11 | 7 | 2 | 2 |
| 0vk967h9 | Is The Potential For High Investor Leverage A Threat To Social Security Privatization? | 20 | 9 | 6 | 2 | 3 |
| 2k7414sv | Stock Return Autocorrelation is Not Spurious | 20 | 5 | 6 | 3 | 6 |
| 3p67f3kc | New Performance - Vested Stock Option Themes | 20 | 6 | 11 | 2 | 1 |
| 2cr8622v | A Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi | 19 | 4 | 12 | 3 | |
| 2gg4h8z0 | Contractibility and the Design of Research Agreements | 19 | 6 | 10 | 2 | 1 |
| 4389c95f | Improving the Asmussen-Kroese Type Simulation Estimators | 19 | 6 | 7 | 1 | 5 |
| 8h5201c4 | Self-Enforcing Clawback Provisions in Executive Compensation | 19 | 4 | 9 | 6 | |
| 5pp7z1z8 | Fragility of CVaR in portfolio optimization | 18 | 5 | 9 | 1 | 3 |
| 2950s682 | The Equity Risk Premium Puzzle: A Resolution �The Case for Real Estate | 17 | 7 | 6 | 1 | 3 |
| 3vw2p693 | Is The Potential For High Investor Leverage A Threat To Social Security Privatization?∗ | 17 | 6 | 7 | 2 | 2 |
| 5vs9d92w | Equity Risk Premium and Insecure Property Right | 16 | 6 | 6 | 4 |
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.