Coleman Fung Risk Management Research Center Working Papers 2006-2013
Parent: Center for Risk Management Research
eScholarship stats: Breakdown by Item for July through October, 2026
| Item | Title | Total requests | Download | View-only | %Dnld |
|---|---|---|---|---|---|
| 5pp7z1z8 | Fragility of CVaR in portfolio optimization | 354 | 183 | 171 | 51.7% |
| 23t2s950 | Will My Risk Parity Strategy Outperform? | 292 | 167 | 125 | 57.2% |
| 3v03b36h | When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised) | 277 | 38 | 239 | 13.7% |
| 3sp1k2kg | Review of Daniel Kahneman's "Thinking, Fast and Slow" | 259 | 13 | 246 | 5.0% |
| 21t3566t | Will My Risk Parity Strategy Outperform? | 235 | 149 | 86 | 63.4% |
| 0409193t | Interest Rate Conundrum | 213 | 39 | 174 | 18.3% |
| 2k7414sv | Stock Return Autocorrelation is Not Spurious | 184 | 83 | 101 | 45.1% |
| 9km4w68r | Finance at Center Stage: Some Lessons of the Euro Crisis | 179 | 117 | 62 | 65.4% |
| 2pq172mw | Estimating Ambiguity Aversion in a Portfolio Choice Experiment | 158 | 31 | 127 | 19.6% |
| 5br2c0mk | Review of "Counterparty Credit Risk by Jon Gregory" | 143 | 32 | 111 | 22.4% |
| 41v7v2v4 | Contingent Convertible Bonds and Capital Structure Decisions | 134 | 89 | 45 | 66.4% |
| 1n6147cz | Connections Between Singular Control and Optimal Switching | 131 | 56 | 75 | 42.7% |
| 5d19k2wj | Bubbling with Excitement: An Experiment | 130 | 64 | 66 | 49.2% |
| 0zq6v5gd | Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets | 127 | 42 | 85 | 33.1% |
| 2cr8622v | A Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi | 122 | 27 | 95 | 22.1% |
| 8h5201c4 | Self-Enforcing Clawback Provisions in Executive Compensation | 115 | 23 | 92 | 20.0% |
| 0223r4xh | Incentive Thresholds, Risk-Taking, and Performance. Evidence from Hedge Funds | 112 | 41 | 71 | 36.6% |
| 1mp133jx | Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA | 112 | 38 | 74 | 33.9% |
| 6mf9m337 | Lenders of Last Resort in a Globalized World | 108 | 46 | 62 | 42.6% |
| 56n1d097 | Time-Varying Risk Premia and Stock Return Autocorrelation | 106 | 17 | 89 | 16.0% |
| 2ws2x31k | Minimizing Shortfall | 103 | 79 | 24 | 76.7% |
| 3q38g86b | Principle-agent Incentives, Excess Caution, and Market Inefficiency: Evidence from Utility Regulation | 99 | 15 | 84 | 15.2% |
| 8rt826b8 | In Search of a Statistically Valid Volatility Risk Factor | 99 | 26 | 73 | 26.3% |
| 8w46j0td | A Class of Singular Control Problems and the Smooth Fit Principle | 99 | 46 | 53 | 46.5% |
| 994512r7 | Piercing the Veil of Ignorance | 97 | 15 | 82 | 15.5% |
| 4389c95f | Improving the Asmussen-Kroese Type Simulation Estimators | 94 | 38 | 56 | 40.4% |
| 15r9k25g | Do Security Analysts Speak In Two Tongues? | 93 | 38 | 55 | 40.9% |
| 69r3f1jk | Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement | 92 | 36 | 56 | 39.1% |
| 9rt8v1vx | Minimizing Shortfall (revised) | 92 | 37 | 55 | 40.2% |
| 5vs9d92w | Equity Risk Premium and Insecure Property Right | 89 | 20 | 69 | 22.5% |
| 1kz1h4hk | Conditional Risk Premia in Currency Markets and Other Asset Classes | 88 | 34 | 54 | 38.6% |
| 4031q2vm | Allocating Assests in Climates of Extreme Risk | 88 | 23 | 65 | 26.1% |
| 1c66r56w | Risk Without Return | 87 | 18 | 69 | 20.7% |
| 2dh3v0n0 | International Monetary Policy Surprise Spillovers | 85 | 32 | 53 | 37.6% |
| 2gg4h8z0 | Contractibility and the Design of Research Agreements | 85 | 34 | 51 | 40.0% |
| 6mq0x1jz | Stories of the Twentieth Century for the Twenty-First | 81 | 16 | 65 | 19.8% |
| 2827m1qc | The U.S. Equity Return Premium: Past, Present and Future | 76 | 23 | 53 | 30.3% |
| 95821712 | Contingent Convertible Bonds and Capital Structure Decisions | 76 | 19 | 57 | 25.0% |
| 0rg0s16p | Equity Risk Premium and Insecure Property Rights | 75 | 20 | 55 | 26.7% |
| 2vf9634f | An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting | 73 | 40 | 33 | 54.8% |
| 7vq683mh | The U.S. Equity Return Premium: Past, Present and Future | 71 | 23 | 48 | 32.4% |
| 4ph319g0 | Contingent Convertible Bonds: Pricing, Dilution | 68 | 38 | 30 | 55.9% |
| 9v64v3kv | Allocating Assets in Climates of Extreme Risk | 68 | 42 | 26 | 61.8% |
| 2950s682 | The Equity Risk Premium Puzzle: A Resolution �The Case for Real Estate | 66 | 21 | 45 | 31.8% |
| 8b98n6vh | The Interest Rate Conundrum | 63 | 21 | 42 | 33.3% |
| 4v63f444 | Exit Options and Dividend Policy under Liquidity Constraints | 60 | 26 | 34 | 43.3% |
| 3p67f3kc | New Performance - Vested Stock Option Themes | 57 | 21 | 36 | 36.8% |
| 0z2956nd | A Multi-period Equilibrium Pricing Model of Weather Derivatives | 54 | 23 | 31 | 42.6% |
| 0vk967h9 | Is The Potential For High Investor Leverage A Threat To Social Security Privatization? | 48 | 27 | 21 | 56.3% |
| 3vw2p693 | Is The Potential For High Investor Leverage A Threat To Social Security Privatization?∗ | 43 | 10 | 33 | 23.3% |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.