Coleman Fung Risk Management Research Center Working Papers 2006-2013
Parent: Center for Risk Management Research
eScholarship stats: History by Item for December, 2024 through March, 2025
| Item | Title | Total requests | 2025-03 | 2025-02 | 2025-01 | 2024-12 |
|---|---|---|---|---|---|---|
| 1mp133jx | Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA | 148 | 19 | 47 | 40 | 42 |
| 0223r4xh | Incentive Thresholds, Risk-Taking, and Performance. Evidence from Hedge Funds | 76 | 12 | 20 | 20 | 24 |
| 5br2c0mk | Review of "Counterparty Credit Risk by Jon Gregory" | 74 | 19 | 25 | 15 | 15 |
| 41v7v2v4 | Contingent Convertible Bonds and Capital Structure Decisions | 66 | 15 | 24 | 18 | 9 |
| 23t2s950 | Will My Risk Parity Strategy Outperform? | 50 | 15 | 16 | 10 | 9 |
| 6mf9m337 | Lenders of Last Resort in a Globalized World | 36 | 6 | 8 | 13 | 9 |
| 5d19k2wj | Bubbling with Excitement: An Experiment | 35 | 11 | 7 | 7 | 10 |
| 0zq6v5gd | Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets | 33 | 8 | 7 | 13 | 5 |
| 3fr4q58n | Optimal Spot Market Inventory Strategies in the Presence of Cost and Price Risk | 33 | 10 | 11 | 10 | 2 |
| 1n6147cz | Connections Between Singular Control and Optimal Switching | 32 | 9 | 9 | 8 | 6 |
| 0409193t | Interest Rate Conundrum | 31 | 9 | 9 | 5 | 8 |
| 8rt826b8 | In Search of a Statistically Valid Volatility Risk Factor | 31 | 8 | 7 | 10 | 6 |
| 56n1d097 | Time-Varying Risk Premia and Stock Return Autocorrelation | 30 | 8 | 8 | 9 | 5 |
| 994512r7 | Piercing the Veil of Ignorance | 28 | 4 | 9 | 10 | 5 |
| 9km4w68r | Finance at Center Stage: Some Lessons of the Euro Crisis | 28 | 14 | 6 | 5 | 3 |
| 2pq172mw | Estimating Ambiguity Aversion in a Portfolio Choice Experiment | 24 | 6 | 6 | 5 | 7 |
| 2ws2x31k | Minimizing Shortfall | 24 | 10 | 7 | 1 | 6 |
| 21t3566t | Will My Risk Parity Strategy Outperform? | 23 | 6 | 8 | 4 | 5 |
| 8w46j0td | A Class of Singular Control Problems and the Smooth Fit Principle | 23 | 3 | 9 | 7 | 4 |
| 2827m1qc | The U.S. Equity Return Premium: Past, Present and Future | 22 | 5 | 6 | 9 | 2 |
| 95821712 | Contingent Convertible Bonds and Capital Structure Decisions | 22 | 5 | 9 | 5 | 3 |
| 1kz1h4hk | Conditional Risk Premia in Currency Markets and Other Asset Classes | 21 | 1 | 12 | 5 | 3 |
| 2vf9634f | An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting | 21 | 3 | 7 | 8 | 3 |
| 3v03b36h | When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised) | 21 | 6 | 3 | 6 | 6 |
| 8b98n6vh | The Interest Rate Conundrum | 20 | 3 | 8 | 6 | 3 |
| 0rg0s16p | Equity Risk Premium and Insecure Property Rights | 19 | 7 | 9 | 2 | 1 |
| 2cr8622v | A Comment on \The Cross-Section of Volatility and Expected Returns": The Statistical Signi | 19 | 5 | 7 | 4 | 3 |
| 69r3f1jk | Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement | 19 | 7 | 7 | 2 | 3 |
| 2950s682 | The Equity Risk Premium Puzzle: A Resolution �The Case for Real Estate | 18 | 3 | 7 | 4 | 4 |
| 2dh3v0n0 | International Monetary Policy Surprise Spillovers | 18 | 4 | 11 | 2 | 1 |
| 5pp7z1z8 | Fragility of CVaR in portfolio optimization | 18 | 3 | 8 | 4 | 3 |
| 9rt8v1vx | Minimizing Shortfall (revised) | 18 | 6 | 3 | 6 | 3 |
| 4389c95f | Improving the Asmussen-Kroese Type Simulation Estimators | 16 | 4 | 5 | 5 | 2 |
| 7vq683mh | The U.S. Equity Return Premium: Past, Present and Future | 16 | 2 | 5 | 6 | 3 |
| 2k7414sv | Stock Return Autocorrelation is Not Spurious | 14 | 5 | 4 | 3 | 2 |
| 3sp1k2kg | Review of Daniel Kahneman's "Thinking, Fast and Slow" | 14 | 3 | 5 | 3 | 3 |
| 6mq0x1jz | Stories of the Twentieth Century for the Twenty-First | 14 | 4 | 7 | 2 | 1 |
| 8h5201c4 | Self-Enforcing Clawback Provisions in Executive Compensation | 14 | 3 | 4 | 1 | 6 |
| 0z2956nd | A Multi-period Equilibrium Pricing Model of Weather Derivatives | 13 | 4 | 5 | 4 | |
| 15r9k25g | Do Security Analysts Speak In Two Tongues? | 13 | 4 | 3 | 2 | 4 |
| 1c66r56w | Risk Without Return | 13 | 3 | 5 | 2 | 3 |
| 3fp8j1p8 | Improving the Normalized Importance Sampling Estimator | 13 | 4 | 6 | 3 | |
| 0vk967h9 | Is The Potential For High Investor Leverage A Threat To Social Security Privatization? | 12 | 2 | 6 | 2 | 2 |
| 9v64v3kv | Allocating Assets in Climates of Extreme Risk | 12 | 2 | 6 | 2 | 2 |
| 3q38g86b | Principle-agent Incentives, Excess Caution, and Market Inefficiency: Evidence from Utility Regulation | 11 | 5 | 3 | 1 | 2 |
| 3vw2p693 | Is The Potential For High Investor Leverage A Threat To Social Security Privatization?∗ | 11 | 3 | 5 | 1 | 2 |
| 4v63f444 | Exit Options and Dividend Policy under Liquidity Constraints | 11 | 1 | 4 | 5 | 1 |
| 2gg4h8z0 | Contractibility and the Design of Research Agreements | 10 | 4 | 5 | 1 | |
| 3p67f3kc | New Performance - Vested Stock Option Themes | 10 | 4 | 2 | 2 | 2 |
| 4ph319g0 | Contingent Convertible Bonds: Pricing, Dilution | 8 | 1 | 4 | 2 | 1 |
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