Coleman Fung Risk Management Research Center Working Papers 2006-2013

Parent: Center for Risk Management Research

eScholarship stats: History by Item for May through August, 2026

Item	Title	Total requests	2026-08	2026-07	2026-06	2026-05
5pp7z1z8	Fragility of CVaR in portfolio optimization	344	86	62	90	106
23t2s950	Will My Risk Parity Strategy Outperform?	227	68	51	29	79
0409193t	Interest Rate Conundrum	191	81	22	38	50
3v03b36h	When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised)	170	82	25	16	47
3sp1k2kg	Review of Daniel Kahneman's "Thinking, Fast and Slow"	165	81	16	24	44
9km4w68r	Finance at Center Stage: Some Lessons of the Euro Crisis	152	44	31	22	55
21t3566t	Will My Risk Parity Strategy Outperform?	147	59	28	23	37
5br2c0mk	Review of "Counterparty Credit Risk by Jon Gregory"	142	46	22	23	51
1mp133jx	Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA	140	46	12	26	56
5d19k2wj	Bubbling with Excitement: An Experiment	131	34	19	27	51
2ws2x31k	Minimizing Shortfall	130	37	12	27	54
2cr8622v	A Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi	126	33	12	25	56
5vs9d92w	Equity Risk Premium and Insecure Property Right	126	34	10	30	52
41v7v2v4	Contingent Convertible Bonds and Capital Structure Decisions	125	42	37	23	23
69r3f1jk	Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement	125	29	6	36	54
2pq172mw	Estimating Ambiguity Aversion in a Portfolio Choice Experiment	121	53	14	32	22
0223r4xh	Incentive Thresholds, Risk-Taking, and Performance. Evidence from Hedge Funds	117	30	10	27	50
1kz1h4hk	Conditional Risk Premia in Currency Markets and Other Asset Classes	117	29	7	26	55
2k7414sv	Stock Return Autocorrelation is Not Spurious	116	34	25	29	28
1c66r56w	Risk Without Return	113	32	11	18	52
8h5201c4	Self-Enforcing Clawback Provisions in Executive Compensation	111	20	5	33	53
0zq6v5gd	Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets	106	39	16	25	26
1n6147cz	Connections Between Singular Control and Optimal Switching	103	29	20	18	36
9rt8v1vx	Minimizing Shortfall (revised)	102	29	10	20	43
8rt826b8	In Search of a Statistically Valid Volatility Risk Factor	101	23	8	24	46
9v64v3kv	Allocating Assets in Climates of Extreme Risk	101	27	10	16	48
8w46j0td	A Class of Singular Control Problems and the Smooth Fit Principle	99	22	25	25	27
6mq0x1jz	Stories of the Twentieth Century for the Twenty-First	93	30	12	14	37
4ph319g0	Contingent Convertible Bonds: Pricing, Dilution	92	19	7	19	47
0rg0s16p	Equity Risk Premium and Insecure Property Rights	90	27	7	18	38
6mf9m337	Lenders of Last Resort in a Globalized World	89	45	11	10	23
15r9k25g	Do Security Analysts Speak In Two Tongues?	88	28	14	19	27
56n1d097	Time-Varying Risk Premia and Stock Return Autocorrelation	85	29	8	20	28
4031q2vm	Allocating Assests in Climates of Extreme Risk	84	35	5	19	25
994512r7	Piercing the Veil of Ignorance	82	27	11	14	30
2827m1qc	The U.S. Equity Return Premium: Past, Present and Future	81	23	7	10	41
4389c95f	Improving the Asmussen-Kroese Type Simulation Estimators	80	20	3	17	40
2gg4h8z0	Contractibility and the Design of Research Agreements	79	23	18	12	26
2dh3v0n0	International Monetary Policy Surprise Spillovers	78	20	16	14	28
2950s682	The Equity Risk Premium Puzzle: A Resolution �The Case for Real Estate	76	17	8	14	37
8b98n6vh	The Interest Rate Conundrum	75	18	11	8	38
3q38g86b	Principle-agent Incentives, Excess Caution, and Market Inefficiency: Evidence from Utility Regulation	74	24	11	11	28
3fp8j1p8	Improving the Normalized Importance Sampling Estimator	70	14	6	8	42
95821712	Contingent Convertible Bonds and Capital Structure Decisions	69	29	2	16	22
0vk967h9	Is The Potential For High Investor Leverage A Threat To Social Security Privatization?	63	16	14	13	20
3vw2p693	Is The Potential For High Investor Leverage A Threat To Social Security Privatization?∗	62	11	6	3	42
0z2956nd	A Multi-period Equilibrium Pricing Model of Weather Derivatives	61	12	2	16	31
2vf9634f	An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting	61	16	22	11	12
7vq683mh	The U.S. Equity Return Premium: Past, Present and Future	61	18	9	13	21
4v63f444	Exit Options and Dividend Policy under Liquidity Constraints	56	21	7	15	13

Top

Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.