Coleman Fung Risk Management Research Center Working Papers 2006-2013

Parent: Center for Risk Management Research

eScholarship stats: History by Item for July through October, 2026

Item	Title	Total requests	2026-10	2026-09	2026-08	2026-07
5pp7z1z8	Fragility of CVaR in portfolio optimization	354	100	94	98	62
23t2s950	Will My Risk Parity Strategy Outperform?	292	124	43	74	51
3v03b36h	When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised)	277	60	99	93	25
3sp1k2kg	Review of Daniel Kahneman's "Thinking, Fast and Slow"	259	76	80	87	16
21t3566t	Will My Risk Parity Strategy Outperform?	235	98	45	64	28
0409193t	Interest Rate Conundrum	213	57	49	85	22
2k7414sv	Stock Return Autocorrelation is Not Spurious	184	63	59	37	25
9km4w68r	Finance at Center Stage: Some Lessons of the Euro Crisis	179	53	49	46	31
2pq172mw	Estimating Ambiguity Aversion in a Portfolio Choice Experiment	158	58	32	54	14
5br2c0mk	Review of "Counterparty Credit Risk by Jon Gregory"	143	35	37	49	22
41v7v2v4	Contingent Convertible Bonds and Capital Structure Decisions	134	31	21	45	37
1n6147cz	Connections Between Singular Control and Optimal Switching	131	48	33	30	20
5d19k2wj	Bubbling with Excitement: An Experiment	130	26	45	40	19
0zq6v5gd	Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets	127	41	31	39	16
2cr8622v	A Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi	122	25	41	44	12
8h5201c4	Self-Enforcing Clawback Provisions in Executive Compensation	115	45	40	25	5
0223r4xh	Incentive Thresholds, Risk-Taking, and Performance. Evidence from Hedge Funds	112	36	36	30	10
1mp133jx	Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA	112	27	23	50	12
6mf9m337	Lenders of Last Resort in a Globalized World	108	36	13	48	11
56n1d097	Time-Varying Risk Premia and Stock Return Autocorrelation	106	33	32	33	8
2ws2x31k	Minimizing Shortfall	103	21	27	43	12
3q38g86b	Principle-agent Incentives, Excess Caution, and Market Inefficiency: Evidence from Utility Regulation	99	34	26	28	11
8rt826b8	In Search of a Statistically Valid Volatility Risk Factor	99	32	36	23	8
8w46j0td	A Class of Singular Control Problems and the Smooth Fit Principle	99	29	21	24	25
994512r7	Piercing the Veil of Ignorance	97	29	28	29	11
4389c95f	Improving the Asmussen-Kroese Type Simulation Estimators	94	38	33	20	3
15r9k25g	Do Security Analysts Speak In Two Tongues?	93	25	24	30	14
69r3f1jk	Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement	92	34	23	29	6
9rt8v1vx	Minimizing Shortfall (revised)	92	27	26	29	10
5vs9d92w	Equity Risk Premium and Insecure Property Right	89	31	14	34	10
1kz1h4hk	Conditional Risk Premia in Currency Markets and Other Asset Classes	88	32	19	30	7
4031q2vm	Allocating Assests in Climates of Extreme Risk	88	26	18	39	5
1c66r56w	Risk Without Return	87	24	17	35	11
2dh3v0n0	International Monetary Policy Surprise Spillovers	85	26	23	20	16
2gg4h8z0	Contractibility and the Design of Research Agreements	85	27	16	24	18
6mq0x1jz	Stories of the Twentieth Century for the Twenty-First	81	18	16	35	12
2827m1qc	The U.S. Equity Return Premium: Past, Present and Future	76	24	20	25	7
95821712	Contingent Convertible Bonds and Capital Structure Decisions	76	22	19	33	2
0rg0s16p	Equity Risk Premium and Insecure Property Rights	75	25	14	29	7
2vf9634f	An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting	73	22	11	18	22
7vq683mh	The U.S. Equity Return Premium: Past, Present and Future	71	26	16	20	9
4ph319g0	Contingent Convertible Bonds: Pricing, Dilution	68	20	19	22	7
9v64v3kv	Allocating Assets in Climates of Extreme Risk	68	16	15	27	10
2950s682	The Equity Risk Premium Puzzle: A Resolution �The Case for Real Estate	66	21	16	21	8
8b98n6vh	The Interest Rate Conundrum	63	18	15	19	11
4v63f444	Exit Options and Dividend Policy under Liquidity Constraints	60	17	14	22	7
3p67f3kc	New Performance - Vested Stock Option Themes	57	25	5	18	9
0z2956nd	A Multi-period Equilibrium Pricing Model of Weather Derivatives	54	28	12	12	2
0vk967h9	Is The Potential For High Investor Leverage A Threat To Social Security Privatization?	48	7	6	21	14
3vw2p693	Is The Potential For High Investor Leverage A Threat To Social Security Privatization?∗	43	16	10	11	6

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