Coleman Fung Risk Management Research Center Working Papers 2006-2013
Parent: 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% |
| 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% |
| 3vw2p693 | Is The Potential For High Investor Leverage A Threat To Social Security Privatization?∗ | 81 | 21 | 60 | 25.9% |
| 95821712 | Contingent Convertible Bonds and Capital Structure Decisions | 81 | 44 | 37 | 54.3% |
| 3fr4q58n | Optimal Spot Market Inventory Strategies in the Presence of Cost and Price Risk | 76 | 29 | 47 | 38.2% |
| 3p67f3kc | New Performance - Vested Stock Option Themes | 62 | 18 | 44 | 29.0% |
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