twitter @ ssrn- What is the Equilibrium Price of Variance Risk? A Long-Run Risk Model with Two Volatility Factors http://t.co/it53OiLL via @quantivity #FF February 8, 2012What is the Equilibrium Price of Variance Risk? A Long-Run Risk Model with Two Volatility Factors http://t.co/it53OiLL via @quantivity #FF […]GokhanKula (Gökhan Kula)
- @peterpswire: Social Networks, #Privacy, and Freedom of Association: Data Empowerment vs. Data Protection http://t.co/Cznay9Q4 February 8, 2012@peterpswire: Social Networks, #Privacy, and Freedom of Association: Data Empowerment vs. Data Protection http://t.co/Cznay9Q4 […]omertene (Omer Tene)
- Global study by Graham Greenleaf, PI board member, shows privacy laws are spreading globally: now in 89 countries. http://t.co/qYmzgREY February 8, 2012Global study by Graham Greenleaf, PI board member, shows privacy laws are spreading globally: now in 89 countries. http://t.co/qYmzgREY […]privacyint (PrivacyInternational)
- (Canada) Ziff on Cave Wars on SSRN http://t.co/5B8yp7pL February 8, 2012(Canada) Ziff on Cave Wars on SSRN http://t.co/5B8yp7pL […]mylawjournal (My Law Journal)
- http://t.co/Q8lUwwpy: article asks whether we need a FDA for derivatives regulation. #in February 8, 2012http://t.co/Q8lUwwpy: article asks whether we need a FDA for derivatives regulation. #in […]jaredkopel (Jared Kopel)
- What is the Equilibrium Price of Variance Risk? A Long-Run Risk Model with Two Volatility Factors http://t.co/it53OiLL via @quantivity #FF February 8, 2012
Category Archives: Top Papers
Weekly Top 5 Papers – January 27, 2012
1. Reading About the Financial Crisis: A 21-Book Review by Andrew Lo (Massachusetts Institute of Technology (MIT) – Sloan School of Management) 2. Getting up to Speed on the Financial Crisis: A One-Weekend-Reader’s Guide by Gary Gorton (Yale School of Management) and Andrew Metrick (Yale School of Management) 3. Investor Information Demand: Evidence from Google [...]
Weekly Top 5 Papers – January 20, 2012
1. 100 Questions on Finance by Pablo Fernandez (University of Navarra – IESE Business School) 2. A Quantitative Approach to Tactical Asset Allocation by Mebane T. Faber (Cambria Investment Management) 3. Don’t Break the Internet by Mark Lemley (Stanford Law School) and David Levine (Elon University School of Law ) and David Post (Temple University [...]
Weekly Top 5 Papers – January 13, 2012
1. Adaptive Markets and the New World Order by Andrew Lo (Massachusetts Institute of Technology (MIT) – Sloan School of Management) 2. My Life in Finance by Eugene Fama (University of Chicago – Booth School of Business (Finance Authors)) 3. A Quantitative Approach to Tactical Asset Allocation by Mebane T. Faber (Cambria Investment Management) 4. [...]
Weekly Top 5 Papers – January 6, 2012
1. A Quantitative Approach to Tactical Asset Allocation by Mebane T. Faber (Cambria Investment Management) 2. Austerity and Anarchy: Budget Cuts and Social Unrest in Europe, 1919-2008 by Jacopo Ponticelli (Universitat Pompeu Fabra – Economics Department) and Hans-Joachim Voth (Economics Department – UPF and CREI) 3. Kyoto and the COPs: Lessons Learned and Looking Ahead [...]
Weekly Top 5 Papers – December 16, 2011
1. Priority Among Competing Patent Applicants Under the American Invents Act by Donald Chisum 2. How the British Gun Control Program Precipitated the American Revolution by David Kopel (Independence Institute) 3. Originalism and Sex Discrimination by Steven Calabresi (Northwestern University – School of Law) and Julia Rickert (U.S. Court of Appeals for the Seventh Circuit) [...]
Weekly Top 5 Papers – December 9, 2011
1. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors by Monica Billio (Ca Foscari University of Venice – Department of Economics) and Loriana Pelizzon (University of Venice – Department of Economics) and Andrew Lo (MIT Sloan School of Management) and Mila Getmansky (University of Massachusetts at Amherst – Eugene M. [...]
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Weekly Top 5 Papers – December 2, 2011
1. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors by Monica Billio (Ca Foscari University of Venice – Department of Economics) and Loriana Pelizzon (University of Venice – Department of Economics) and Andrew Lo (MIT Sloan School of Management) and Mila Getmansky (University of Massachusetts at Amherst – Eugene M. [...]
Weekly Top 5 Papers – November 18, 2011
1. Cultural Cognition as a Conception of the Cultural Theory of Risk by Dan Kahan (Yale University – Law School) 2. A Quantitative Approach to Tactical Asset Allocation by Mebane T. Faber (Cambria Investment Management) 3. Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers by Pablo Fernandez (University of [...]
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Weekly Top 5 Papers – November 11, 2011
1. A Quantitative Approach to Tactical Asset Allocation by Mebane T. Faber (Cambria Investment Management) 2. Cultural Cognition as a Conception of the Cultural Theory of Risk by Dan Kahan (Yale University – Law School) 3. Reading About the Financial Crisis: A 21-Book Review by Andrew Lo (MIT Sloan School of Management) 4. Operating Efficiently [...]
Weekly Top 5 Papers – November 4, 2011
1. Top-Down Versus Bottom-Up Approaches for Climate Change Negotiations: An Analysis by Rafael Leal-Arcas (Queen Mary University of London, School of Law) 2. A Quantitative Approach to Tactical Asset Allocation by Mebane T. Faber (Cambria Investment Management) 3. Company Valuation Methods: The Most Common Errors in Valuations by Pablo Fernandez (University of Navarra – IESE [...]
Weekly Top 5 Papers – October 28, 2011
1. Company Valuation Methods: The Most Common Errors in Valuations by Pablo Fernandez (University of Navarra – IESE Business School) 2. 110 Common Errors in Company Valuations by Pablo Fernandez (University of Navarra – IESE Business School) and Andrada Bilan (University of Navarra – IESE Business School) 3. Valuing Companies by Cash Flow Discounting: Ten [...]
Posted in Top Papers Tagged Climate Change, Colleges and Universities, Education, England, IESE, Spain, University of London, University of Navarre Leave a comment
Weekly Top 5 Papers – September 30, 2011
1. Optimal Software Free Trial Strategy: The Impact of Network Externalities and Consumer Uncertainty by H. Kenneth Cheng (University of Florida – Warrington College of Business Administration) and Yipeng Liu (University of Florida – Warrington College of Business Administration) 2. WACC: Definition, Misconceptions and Errors by Pablo Fernandez (University of Navarra – IESE Business School) [...]
Weekly Top 5 Papers – September 16, 2011
1. Learning to Love Investment Bubbles: What if Sir Isaac Newton had been a Trendfollower? by Mebane T. Faber (Cambria Investment Management) 2. Six Provocations for Big Data by Danah Boyd (Microsoft Research) and Kate Crawford (University of New South Wales (UNSW)) 3. A Quantitative Approach to Tactical Asset Allocation by Mebane T. Faber (Cambria [...]
Weekly Top 5 Papers – September 2, 2011
1. Media Disruption Exacerbates Revolutionary Unrest: Evidence from Mubarak’s Natural Experiment by Navid Hassanpour (Yale University) 2. Understanding the Modern Monetary System by Cullen O. Roche 3. Priority Rules: An Empirical Exploration of First-to-Invent Versus First-to-File by David Abrams (University of Pennsylvania) and R. Polk Wagner (University of Pennsylvania Law School) 4. W[h]ither the Kyoto [...]
Weekly Top 5 Papers – August 26, 2011
1. Predicting Patent Litigation by Colleen V. Chien (Santa Clara University – School of Law) 2. Where the Black Swans Hide & the 10 Best Days Myth by Mebane T. Faber (Cambria Investment Management) 3. How Markets Work: The Lawyer’s Version by Mark Weidemaier (University of North Carolina (UNC) at Chapel Hill – School of [...]
Weekly Top 5 Papers – July 29, 2011
1. How to Read a Legal Opinion: A Guide for New Law Students by Orin Kerr (George Washington University – Law School) 2. Information for Submitting Articles to Law Reviews & Journals by Allen Rostron (University of Missouri at Kansas City – School of Law) and Nancy Levit (University of Missouri at Kansas City – [...]
Weekly Top 5 Papers – July 22, 2011
1. What is Marriage? by Sherif Girgis (Princeton University Department of Philosophy) and Robert George (Princeton University – Department of Politics) and Ryan T. Anderson (University of Notre Dame Department of Political Science) 2. A Quantitative Approach to Tactical Asset Allocation by Mebane T. Faber (Cambria Investment Management) 3. A Generation of Software Patents by [...]
Weekly Top 5 Papers – July 15, 2011
1. Government Size and Growth: A Survey and Interpretation of the Evidence by Andreas Bergh (Lund University – Department of Economics; Research Institute of Industrial Economics (IFN)) and Magnus Henrekson (Research Institute of Industrial Economics (IFN)) 2. What is Marriage? by Sherif Girgis (Princeton University Department of Philosophy) and Robert George (Princeton University – Department [...]
Weekly Top 5 Papers – February 3, 2012