Center for Risk Management Research

Parent: UC Berkeley

eScholarship stats: History by Item for January through April, 2025

ItemTitleTotal requests2025-042025-032025-022025-01
1mp133jxStochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA1137194740
5br2c0mkReview of "Counterparty Credit Risk by Jon Gregory"7415192515
4w36q52qWho Is (More) Rational?7034121212
41v7v2v4Contingent Convertible Bonds and Capital Structure Decisions669152418
0223r4xhIncentive Thresholds, Risk-Taking, and Performance. Evidence from Hedge Funds597122020
23t2s950Will My Risk Parity Strategy Outperform?5817151610
9km4w68rFinance at Center Stage: Some Lessons of the Euro Crisis43181465
994512r7Piercing the Veil of Ignorance42194910
6mf9m337Lenders of Last Resort in a Globalized World40136813
3fr4q58nOptimal Spot Market Inventory Strategies in the Presence of Cost and Price Risk376101110
5d19k2wjBubbling with Excitement: An Experiment3491177
0zq6v5gdEquilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets3358713
1n6147czConnections Between Singular Control and Optimal Switching337998
8rt826b8In Search of a Statistically Valid Volatility Risk Factor3278710
0409193tInterest Rate Conundrum318995
5pp7z1z8Fragility of CVaR in portfolio optimization3015384
0rg0s16pEquity Risk Premium and Insecure Property Rights2911792
2pq172mwEstimating Ambiguity Aversion in a Portfolio Choice Experiment2912665
56n1d097Time-Varying Risk Premia and Stock Return Autocorrelation294889
69r3f1jkEfficient Monte Carlo Counterparty Credit Risk Pricing and Measurement2812772
2dh3v0n0International Monetary Policy Surprise Spillovers2584112
2vf9634fAn Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting257378
9rt8v1vxMinimizing Shortfall (revised)2510636
2827m1qcThe U.S. Equity Return Premium: Past, Present and Future244569
2ws2x31kMinimizing Shortfall2461071
1kz1h4hkConditional Risk Premia in Currency Markets and Other Asset Classes2351125
8b98n6vhThe Interest Rate Conundrum236386
8w46j0tdA Class of Singular Control Problems and the Smooth Fit Principle234397
21t3566tWill My Risk Parity Strategy Outperform?224684
2cr8622vA Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi215574
3v03b36hWhen did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised)216636
95821712Contingent Convertible Bonds and Capital Structure Decisions201595
2950s682The Equity Risk Premium Puzzle: A Resolution �The Case for Real Estate184374
5sv4759cThe Decision to Lever187281
3fp8j1p8Improving the Normalized Importance Sampling Estimator174463
4389c95fImproving the Asmussen-Kroese Type Simulation Estimators173455
2k7414svStock Return Autocorrelation is Not Spurious164543
3sp1k2kgReview of Daniel Kahneman's "Thinking, Fast and Slow"165353
0z2956ndA Multi-period Equilibrium Pricing Model of Weather Derivatives15645
1c66r56wRisk Without Return155352
6mq0x1jzStories of the Twentieth Century for the Twenty-First152472
7vq683mhThe U.S. Equity Return Premium: Past, Present and Future152256
8cg116svThe Decision to Lever145342
9v64v3kvAllocating Assets in Climates of Extreme Risk133262
15r9k25gDo Security Analysts Speak In Two Tongues?123432
2gg4h8z0Contractibility and the Design of Research Agreements12345
4v63f444Exit Options and Dividend Policy under Liquidity Constraints122145
8h5201c4Self-Enforcing Clawback Provisions in Executive Compensation124341
5vs9d92wEquity Risk Premium and Insecure Property Right11641
3q38g86bPrinciple-agent Incentives, Excess Caution, and Market Inefficiency: Evidence from Utility Regulation101531

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