Coleman Fung Risk Management Research Center Working Papers 2006-2013

Parent: Center for Risk Management Research

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

Item	Title	Total requests	2026-07	2026-06	2026-05	2026-04
5pp7z1z8	Fragility of CVaR in portfolio optimization	354	62	90	106	96
23t2s950	Will My Risk Parity Strategy Outperform?	219	51	29	79	60
9km4w68r	Finance at Center Stage: Some Lessons of the Euro Crisis	164	31	22	55	56
0409193t	Interest Rate Conundrum	153	22	38	50	43
8h5201c4	Self-Enforcing Clawback Provisions in Executive Compensation	135	5	33	53	44
69r3f1jk	Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement	134	6	36	54	38
21t3566t	Will My Risk Parity Strategy Outperform?	129	28	23	37	41
1mp133jx	Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA	128	12	26	56	34
5br2c0mk	Review of "Counterparty Credit Risk by Jon Gregory"	128	23	23	51	31
1n6147cz	Connections Between Singular Control and Optimal Switching	126	20	18	36	52
2k7414sv	Stock Return Autocorrelation is Not Spurious	125	25	29	28	43
5vs9d92w	Equity Risk Premium and Insecure Property Right	125	10	30	52	33
2cr8622v	A Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi	124	12	25	56	31
41v7v2v4	Contingent Convertible Bonds and Capital Structure Decisions	123	37	23	23	40
0223r4xh	Incentive Thresholds, Risk-Taking, and Performance. Evidence from Hedge Funds	122	10	27	50	35
3v03b36h	When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised)	121	25	16	47	33
2ws2x31k	Minimizing Shortfall	119	12	27	54	26
5d19k2wj	Bubbling with Excitement: An Experiment	119	19	27	51	22
3sp1k2kg	Review of Daniel Kahneman's "Thinking, Fast and Slow"	118	16	24	44	34
1kz1h4hk	Conditional Risk Premia in Currency Markets and Other Asset Classes	117	7	26	55	29
2pq172mw	Estimating Ambiguity Aversion in a Portfolio Choice Experiment	114	14	32	22	46
9rt8v1vx	Minimizing Shortfall (revised)	113	9	20	43	41
8rt826b8	In Search of a Statistically Valid Volatility Risk Factor	112	8	24	46	34
1c66r56w	Risk Without Return	111	11	18	52	30
8w46j0td	A Class of Singular Control Problems and the Smooth Fit Principle	111	25	25	27	34
6mq0x1jz	Stories of the Twentieth Century for the Twenty-First	104	12	14	37	41
0rg0s16p	Equity Risk Premium and Insecure Property Rights	102	7	18	38	39
9v64v3kv	Allocating Assets in Climates of Extreme Risk	100	10	16	48	26
0zq6v5gd	Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets	99	16	25	26	32
4ph319g0	Contingent Convertible Bonds: Pricing, Dilution	98	7	19	47	25
994512r7	Piercing the Veil of Ignorance	96	11	14	30	41
56n1d097	Time-Varying Risk Premia and Stock Return Autocorrelation	95	8	20	28	39
0z2956nd	A Multi-period Equilibrium Pricing Model of Weather Derivatives	90	2	16	31	41
6mf9m337	Lenders of Last Resort in a Globalized World	90	11	10	23	46
2827m1qc	The U.S. Equity Return Premium: Past, Present and Future	88	7	10	41	30
4389c95f	Improving the Asmussen-Kroese Type Simulation Estimators	88	3	17	40	28
15r9k25g	Do Security Analysts Speak In Two Tongues?	85	14	19	27	25
2dh3v0n0	International Monetary Policy Surprise Spillovers	85	15	14	28	28
3fp8j1p8	Improving the Normalized Importance Sampling Estimator	85	6	8	42	29
8b98n6vh	The Interest Rate Conundrum	83	11	8	38	26
2950s682	The Equity Risk Premium Puzzle: A Resolution �The Case for Real Estate	81	8	14	37	22
3q38g86b	Principle-agent Incentives, Excess Caution, and Market Inefficiency: Evidence from Utility Regulation	77	11	11	28	27
7vq683mh	The U.S. Equity Return Premium: Past, Present and Future	76	9	13	21	33
4031q2vm	Allocating Assests in Climates of Extreme Risk	74	5	19	25	25
2gg4h8z0	Contractibility and the Design of Research Agreements	72	18	12	26	16
0vk967h9	Is The Potential For High Investor Leverage A Threat To Social Security Privatization?	71	14	13	20	24
3vw2p693	Is The Potential For High Investor Leverage A Threat To Social Security Privatization?∗	70	6	3	42	19
2vf9634f	An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting	68	22	11	12	23
95821712	Contingent Convertible Bonds and Capital Structure Decisions	62	2	16	22	22
3p67f3kc	New Performance - Vested Stock Option Themes	61	9	12	13	27

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