Coleman Fung Risk Management Research Center Working Papers 2006-2013
Parent: Center for Risk Management Research
eScholarship stats: History by Item for March through June, 2025
| Item | Title | Total requests | 2025-06 | 2025-05 | 2025-04 | 2025-03 |
|---|---|---|---|---|---|---|
| 5br2c0mk | Review of "Counterparty Credit Risk by Jon Gregory" | 89 | 36 | 19 | 15 | 19 |
| 23t2s950 | Will My Risk Parity Strategy Outperform? | 80 | 26 | 22 | 17 | 15 |
| 1mp133jx | Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA | 77 | 32 | 19 | 7 | 19 |
| 9km4w68r | Finance at Center Stage: Some Lessons of the Euro Crisis | 74 | 31 | 11 | 18 | 14 |
| 41v7v2v4 | Contingent Convertible Bonds and Capital Structure Decisions | 72 | 26 | 22 | 9 | 15 |
| 5pp7z1z8 | Fragility of CVaR in portfolio optimization | 66 | 24 | 24 | 15 | 3 |
| 5d19k2wj | Bubbling with Excitement: An Experiment | 65 | 27 | 18 | 9 | 11 |
| 0zq6v5gd | Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets | 62 | 37 | 12 | 5 | 8 |
| 1n6147cz | Connections Between Singular Control and Optimal Switching | 62 | 32 | 14 | 7 | 9 |
| 69r3f1jk | Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement | 61 | 26 | 16 | 12 | 7 |
| 0409193t | Interest Rate Conundrum | 59 | 33 | 9 | 8 | 9 |
| 2ws2x31k | Minimizing Shortfall | 56 | 24 | 16 | 6 | 10 |
| 8rt826b8 | In Search of a Statistically Valid Volatility Risk Factor | 56 | 34 | 7 | 7 | 8 |
| 994512r7 | Piercing the Veil of Ignorance | 54 | 21 | 10 | 19 | 4 |
| 0223r4xh | Incentive Thresholds, Risk-Taking, and Performance. Evidence from Hedge Funds | 53 | 22 | 12 | 7 | 12 |
| 1c66r56w | Risk Without Return | 53 | 35 | 10 | 5 | 3 |
| 9rt8v1vx | Minimizing Shortfall (revised) | 52 | 24 | 12 | 10 | 6 |
| 21t3566t | Will My Risk Parity Strategy Outperform? | 51 | 25 | 16 | 4 | 6 |
| 2pq172mw | Estimating Ambiguity Aversion in a Portfolio Choice Experiment | 49 | 23 | 8 | 12 | 6 |
| 4389c95f | Improving the Asmussen-Kroese Type Simulation Estimators | 48 | 35 | 6 | 3 | 4 |
| 9v64v3kv | Allocating Assets in Climates of Extreme Risk | 48 | 32 | 11 | 3 | 2 |
| 1kz1h4hk | Conditional Risk Premia in Currency Markets and Other Asset Classes | 47 | 34 | 7 | 5 | 1 |
| 56n1d097 | Time-Varying Risk Premia and Stock Return Autocorrelation | 46 | 28 | 6 | 4 | 8 |
| 6mf9m337 | Lenders of Last Resort in a Globalized World | 46 | 17 | 10 | 13 | 6 |
| 8w46j0td | A Class of Singular Control Problems and the Smooth Fit Principle | 46 | 23 | 16 | 4 | 3 |
| 3sp1k2kg | Review of Daniel Kahneman's "Thinking, Fast and Slow" | 45 | 27 | 10 | 5 | 3 |
| 3v03b36h | When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised) | 45 | 19 | 14 | 6 | 6 |
| 2cr8622v | A Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi | 44 | 22 | 12 | 5 | 5 |
| 3fr4q58n | Optimal Spot Market Inventory Strategies in the Presence of Cost and Price Risk | 44 | 20 | 8 | 6 | 10 |
| 0rg0s16p | Equity Risk Premium and Insecure Property Rights | 43 | 18 | 7 | 11 | 7 |
| 2vf9634f | An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting | 43 | 19 | 14 | 7 | 3 |
| 0z2956nd | A Multi-period Equilibrium Pricing Model of Weather Derivatives | 42 | 30 | 6 | 6 | |
| 4031q2vm | Allocating Assests in Climates of Extreme Risk | 42 | 28 | 9 | 3 | 2 |
| 2827m1qc | The U.S. Equity Return Premium: Past, Present and Future | 41 | 21 | 11 | 4 | 5 |
| 2gg4h8z0 | Contractibility and the Design of Research Agreements | 41 | 26 | 8 | 3 | 4 |
| 2k7414sv | Stock Return Autocorrelation is Not Spurious | 40 | 18 | 13 | 4 | 5 |
| 2dh3v0n0 | International Monetary Policy Surprise Spillovers | 38 | 15 | 11 | 8 | 4 |
| 6mq0x1jz | Stories of the Twentieth Century for the Twenty-First | 38 | 21 | 11 | 2 | 4 |
| 3fp8j1p8 | Improving the Normalized Importance Sampling Estimator | 36 | 23 | 5 | 4 | 4 |
| 95821712 | Contingent Convertible Bonds and Capital Structure Decisions | 36 | 22 | 8 | 1 | 5 |
| 2950s682 | The Equity Risk Premium Puzzle: A Resolution �The Case for Real Estate | 34 | 21 | 6 | 4 | 3 |
| 3q38g86b | Principle-agent Incentives, Excess Caution, and Market Inefficiency: Evidence from Utility Regulation | 34 | 21 | 7 | 1 | 5 |
| 7vq683mh | The U.S. Equity Return Premium: Past, Present and Future | 31 | 15 | 12 | 2 | 2 |
| 8h5201c4 | Self-Enforcing Clawback Provisions in Executive Compensation | 31 | 15 | 9 | 4 | 3 |
| 5vs9d92w | Equity Risk Premium and Insecure Property Right | 30 | 16 | 8 | 6 | |
| 15r9k25g | Do Security Analysts Speak In Two Tongues? | 29 | 16 | 6 | 3 | 4 |
| 8b98n6vh | The Interest Rate Conundrum | 29 | 11 | 9 | 6 | 3 |
| 0vk967h9 | Is The Potential For High Investor Leverage A Threat To Social Security Privatization? | 26 | 17 | 7 | 2 | |
| 3p67f3kc | New Performance - Vested Stock Option Themes | 25 | 18 | 3 | 4 | |
| 4ph319g0 | Contingent Convertible Bonds: Pricing, Dilution | 22 | 14 | 4 | 3 | 1 |
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