Coleman Fung Risk Management Research Center Working Papers 2006-2013

Parent: Center for Risk Management Research

eScholarship stats: Breakdown by Item for May through August, 2026

Item	Title	Total requests	Download	View-only	%Dnld
5pp7z1z8	Fragility of CVaR in portfolio optimization	356	192	164	53.9%
23t2s950	Will My Risk Parity Strategy Outperform?	233	103	130	44.2%
0409193t	Interest Rate Conundrum	195	46	149	23.6%
3v03b36h	When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised)	181	44	137	24.3%
3sp1k2kg	Review of Daniel Kahneman's "Thinking, Fast and Slow"	171	34	137	19.9%
9km4w68r	Finance at Center Stage: Some Lessons of the Euro Crisis	154	94	60	61.0%
21t3566t	Will My Risk Parity Strategy Outperform?	152	85	67	55.9%
5br2c0mk	Review of "Counterparty Credit Risk by Jon Gregory"	145	41	104	28.3%
1mp133jx	Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA	144	51	93	35.4%
2cr8622v	A Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi	137	63	74	46.0%
5d19k2wj	Bubbling with Excitement: An Experiment	137	57	80	41.6%
2ws2x31k	Minimizing Shortfall	136	90	46	66.2%
41v7v2v4	Contingent Convertible Bonds and Capital Structure Decisions	128	74	54	57.8%
5vs9d92w	Equity Risk Premium and Insecure Property Right	126	41	85	32.5%
69r3f1jk	Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement	125	42	83	33.6%
2pq172mw	Estimating Ambiguity Aversion in a Portfolio Choice Experiment	122	22	100	18.0%
2k7414sv	Stock Return Autocorrelation is Not Spurious	119	52	67	43.7%
1kz1h4hk	Conditional Risk Premia in Currency Markets and Other Asset Classes	118	55	63	46.6%
0223r4xh	Incentive Thresholds, Risk-Taking, and Performance. Evidence from Hedge Funds	117	38	79	32.5%
1c66r56w	Risk Without Return	116	30	86	25.9%
8h5201c4	Self-Enforcing Clawback Provisions in Executive Compensation	116	32	84	27.6%
0zq6v5gd	Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets	106	36	70	34.0%
1n6147cz	Connections Between Singular Control and Optimal Switching	104	46	58	44.2%
9rt8v1vx	Minimizing Shortfall (revised)	102	32	70	31.4%
8rt826b8	In Search of a Statistically Valid Volatility Risk Factor	101	37	64	36.6%
8w46j0td	A Class of Singular Control Problems and the Smooth Fit Principle	101	48	53	47.5%
9v64v3kv	Allocating Assets in Climates of Extreme Risk	101	61	40	60.4%
6mq0x1jz	Stories of the Twentieth Century for the Twenty-First	98	32	66	32.7%
4ph319g0	Contingent Convertible Bonds: Pricing, Dilution	95	48	47	50.5%
0rg0s16p	Equity Risk Premium and Insecure Property Rights	92	25	67	27.2%
6mf9m337	Lenders of Last Resort in a Globalized World	92	37	55	40.2%
15r9k25g	Do Security Analysts Speak In Two Tongues?	90	43	47	47.8%
56n1d097	Time-Varying Risk Premia and Stock Return Autocorrelation	89	23	66	25.8%
4031q2vm	Allocating Assests in Climates of Extreme Risk	88	25	63	28.4%
994512r7	Piercing the Veil of Ignorance	84	20	64	23.8%
2827m1qc	The U.S. Equity Return Premium: Past, Present and Future	83	34	49	41.0%
2950s682	The Equity Risk Premium Puzzle: A Resolution �The Case for Real Estate	80	33	47	41.3%
2gg4h8z0	Contractibility and the Design of Research Agreements	80	22	58	27.5%
4389c95f	Improving the Asmussen-Kroese Type Simulation Estimators	80	35	45	43.8%
2dh3v0n0	International Monetary Policy Surprise Spillovers	78	25	53	32.1%
3q38g86b	Principle-agent Incentives, Excess Caution, and Market Inefficiency: Evidence from Utility Regulation	78	25	53	32.1%
8b98n6vh	The Interest Rate Conundrum	76	33	43	43.4%
95821712	Contingent Convertible Bonds and Capital Structure Decisions	73	27	46	37.0%
3fp8j1p8	Improving the Normalized Importance Sampling Estimator	71	34	37	47.9%
0vk967h9	Is The Potential For High Investor Leverage A Threat To Social Security Privatization?	68	34	34	50.0%
2vf9634f	An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting	63	26	37	41.3%
7vq683mh	The U.S. Equity Return Premium: Past, Present and Future	63	20	43	31.7%
3vw2p693	Is The Potential For High Investor Leverage A Threat To Social Security Privatization?∗	62	16	46	25.8%
0z2956nd	A Multi-period Equilibrium Pricing Model of Weather Derivatives	61	14	47	23.0%
4v63f444	Exit Options and Dividend Policy under Liquidity Constraints	57	22	35	38.6%

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