Posts Tagged ‘A Quantitative Approach to Tactical Asset Allocation’
Friday, October 2nd, 2009
Here are the top 5 papers downloaded from the SSRN eLibrary for the week ending October 2, 2009:
1. A Quantitative Approach to Tactical Asset Allocation
by Mebane T. Faber (Cambria Investment Management)
2. Patent Claim Construction: A Modern Synthesis and Structured Framework
by Peter S. Menell (University of California, Berkeley - School of Law) and Matthew D. Powers (Weil Gotshal & Manges LLP) and Steven C. Carlson (Fish & Richardson P.C.)
3. How Do Hedge Fund Clones Manage the Real World?
by Nils Tuchschmid (Haute école de gestion de Genève) and Erik Wallerstein (Geneva School of Business Administration) and Sassan Zaker (Julius Baer Bank)
4. Americans Reject Tailored Advertising and Three Activities that Enable It
by Joseph Turow (University of Pennsylvania - Annenberg School for Communication) and Jennifer King (Berkeley Center for Law & Technology; University of California, Berkeley - School of Law) and Chris Jay Hoofnagle (Berkeley Center for Law & Technology; University of California, Berkeley - School of Law) and Amy Bleakley (Annenberg Public Policy Center) and Michael Hennessy (Annenberg Public Policy Center)
5. Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure
by Michael C. Jensen (Harvard Business School; The Monitor Company; Social Science Electronic Publishing, Inc.) and William H. Meckling (University of Rochester Simon School [deceased])
Tags: A Quantitative Approach to Tactical Asset Allocation, Agency Costs and Ownership Structure, Americans Reject Tailored Advertising and Three Activities that Enable It, Amy Bleakley, Chris Jay Hoofnagle, Erik Wallerstein, How Do Hedge Fund Clones Manage the Real World?, Jennifer King, Joseph Turow, Matthew D. Powers, Mebane T. Faber, Michael C. Jensen, Michael Hennessy, Nils Tuchschmid, Patent Claim Construction: A Modern Synthesis and Structured Framework, Peter S. Menell, Sassan Zaker, SSRN Links, Steven C. Carlson, Theory of the Firm: Managerial Behavior, Top Papers, William H. Meckling
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Friday, September 25th, 2009
Here are the top 5 papers downloaded from the SSRN eLibrary for the week ending September 25, 2009:
1. A Quantitative Approach to Tactical Asset Allocation
by Mebane T. Faber (Cambria Investment Management)
2. Broken Promises of Privacy: Responding to the Surprising Failure of Anonymization
by Paul Ohm (University of Colorado Law School)
3. A Quantitative Approach to Faber’s Tactical Asset Allocation
by Stefano Marmi (Scuola Normale Superiore) and Claudio Pacati (University of Siena - Department of Economics) and Wiston Adrián Risso (University of Siena - Department of Economics) and Roberto Renò (University of Siena - Department of Economics)
4. Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure
by Michael C. Jensen (Harvard Business School; The Monitor Company; Social Science Electronic Publishing, Inc.) and William H. Meckling (University of Rochester Simon School [deceased])
5. Governance Matters VIII: Aggregate and Individual Governance Indicators, 1996-2008
by Daniel Kaufmann (Brookings Institution) and Aart Kraay (World Bank - Development Research Group) and Massimo Mastruzzi (World Bank Institute)
Tags: A Quantitative Approach to Faber's Tactical Asset Allocation, A Quantitative Approach to Tactical Asset Allocation, Aart Kraay, Agency Costs and Ownership Structure, Broken Promises of Privacy: Responding to the Surprising Failure of Anonymization, Claudio Pacati, Daniel Kaufmann, Governance Matters VIII: Aggregate and Individual Governance Indicators, Massimo Mastruzzi, Mebane T. Faber, Michael C. Jensen, Paul Ohm, Roberto Renò, SSRN Links, Theory of the Firm: Managerial Behavior, Top Papers, William H. Meckling, Wiston Adrián Risso
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Friday, September 18th, 2009
Here are the top 5 papers downloaded from the SSRN eLibrary for the week ending September 18, 2009:
1. Broken Promises of Privacy: Responding to the Surprising Failure of Anonymization
by Paul Ohm (University of Colorado Law School)
2. The Equity Premium in 150 Textbooks
by Pablo Fernandez (University of Navarra - IESE Business School)
3. A Quantitative Approach to Tactical Asset Allocation
by Mebane T. Faber (Cambria Investment Management)
4. Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure
by Michael C. Jensen (Harvard Business School; The Monitor Company; Social Science Electronic Publishing, Inc.) and William H. Meckling (University of Rochester Simon School [deceased])
5. Governance Matters VIII: Aggregate and Individual Governance Indicators, 1996-2008
by Daniel Kaufmann (Brookings Institution) and Aart Kraay (World Bank - Development Research Group) and Massimo Mastruzzi (World Bank Institute)
Tags: A Quantitative Approach to Tactical Asset Allocation, Aart Kraay, Broken Promises of Privacy, Daniel Kaufmann, Governance Matters VIII: Aggregate and Individual Governance Indicators, Massimo Mastruzzi, Mebane T. Faber, Michael C. Jensen, Pablo Fernandez, Paul Ohm, SSRN Links, The Equity Premium in 150 Textbooks, Theory of the Firm, Top Papers, William H. Meckling
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Friday, September 11th, 2009
Here are the top 5 papers downloaded from the SSRN eLibrary for the week ending September 11, 2009:
1. Broken Promises of Privacy: Responding to the Surprising Failure of Anonymization
by Paul Ohm (University of Colorado Law School)
2. A Quantitative Approach to Tactical Asset Allocation
by Mebane T. Faber (Cambria Investment Management)
3. The Ethical Responsibility to Reduce Energy Consumption
by John C. Dernbach (Widener University - School of Law) and Donald A. Brown (Pennsylvania State University)
4. Anatomy of an Entrepreneur: Family Background and Motivation
by Vivek Wadhwa (Duke University - Pratt School of Engineering; Harvard University - Labor and Worklife Program) and Krisztina Holly (University of Southern California) and Raj Aggarwal (University of Akron - Department of Finance) and Alex Salkever (Duke University - Pratt School of Engineering)
5. Governance Matters VIII: Aggregate and Individual Governance Indicators, 1996-2008
by Daniel Kaufmann (Brookings Institution) and Aart Kraay (World Bank - Development Research Group) and Massimo Mastruzzi (World Bank Institute)
Tags: A Quantitative Approach to Tactical Asset Allocation, Aart Kraay, Alex Salkever, Anatomy of an Entrepreneur: Family Background and Motivation, Broken Promises of Privacy: Responding to the Surprising Failure of Anonymization, Daniel Kaufmann, Donald A. Brown, Governance Matters VIII: Aggregate and Individual Governance Indicators, John C. Dernbach, Krisztina Holly, Massimo Mastruzzi, Mebane T. Faber, Paul Ohm, Raj Aggarwal, SSRN Links, The Ethical Responsibility to Reduce Energy Consumption, Top Papers, Vivek Wadhwa
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Friday, September 4th, 2009
Here are the top 5 papers downloaded from the SSRN eLibrary for the week ending September 4, 2009:
1. A Quantitative Approach to Tactical Asset Allocation
by Mebane T. Faber (Cambria Investment Management)
2. Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure
by Michael C. Jensen (Harvard Business School; The Monitor Company; Social Science Electronic Publishing, Inc.) and William H. Meckling (University of Rochester Simon School [deceased])
3. Governance Matters VIII: Aggregate and Individual Governance Indicators, 1996-2008
by Daniel Kaufmann (Brookings Institution) and Aart Kraay (World Bank - Development Research Group) and Massimo Mastruzzi (World Bank Institute)
4. Global Legal Pluralism
by Paul Schiff Berman (Sandra Day O’Connor College of Law; Princeton University)
5. Corporate Governance and Control
by Marco Becht (Free University of Brussels - European Center for Advanced Research in Economics and Statistics; Université Libre de Bruxelles - Solvay Brussels School of Economics and Management; European Corporate Governance Institute) and Patrick Bolton (Columbia Business School - Department of Economics) and Ailsa Röell (Princeton University - Bendheim Center for Finance)
Tags: A Quantitative Approach to Tactical Asset Allocation, Aart Kraay, Agency Costs and Ownership Structure, Ailsa Röell, Corporate Governance and Control, Daniel Kaufmann, Global Legal Pluralism, Governance Matters VIII: Aggregate and Individual Governance Indicators 1996-2008, Marco Becht, Massimo Mastruzzi, Mebane T. Faber, Michael C. Jensen, Patrick Bolton, Paul Schiff Berman, SSRN Links, Theory of the Firm: Managerial Behavior, Top Papers, William H. Meckling
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Friday, August 28th, 2009
Here are the top 5 papers downloaded from the SSRN eLibrary for the week ending August 28, 2009:
1. Are You Smarter than a CFA’er?
by Oguzhan C. Dincer (Illinois State University) and Russell B. Gregory-Allen (Massey University - Department of Commerce) and Hany A. Shawky (SUNY at Albany - School of Business and Center for Institutional Investment Management)
2. A Quantitative Approach to Tactical Asset Allocation
by Mebane T. Faber (Cambria Investment Management)
3. Governance Matters VIII: Aggregate and Individual Governance Indicators, 1996-2008
by Daniel Kaufmann (Brookings Institution) and Aart Kraay (World Bank - Development Research Group) and Massimo Mastruzzi (World Bank Institute)
4. Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula (fifth version)
by Espen Gaarder Haug (affiliation not provided to SSRN) and Nassim Nicholas Taleb (NYU-Poly Institute)
5. Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure
by Michael C. Jensen (Harvard Business School; The Monitor Company; Social Science Electronic Publishing, Inc.) and William H. Meckling (University of Rochester Simon School [deceased])
Tags: A Quantitative Approach to Tactical Asset Allocation, Aart Kraay, Agency Costs and Ownership Structure, Are You Smarter than a CFA’er?, Black–Scholes, Daniel Kaufmann, Espen Gaarder Haug, Governance Matters VIII: Aggregate and Individual Governance Indicators, Hany A. Shawky, Massimo Mastruzzi, Mebane T. Faber, Michael C. Jensen, Nassim Nicholas Taleb, Oguzhan C. Dincer, Russell B. Gregory-Allen, SSRN Links, Theory of the Firm: Managerial Behavior, Top Papers, Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula, William H. Meckling
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Friday, August 21st, 2009
Here are the top 5 papers downloaded from the SSRN eLibrary for the week ending August 21, 2009:
1. Heller High Water(Mark?) Lower Courts and the New Right to Keep and Bear Arms
by Brannon P. Denning (Cumberland School of Law) and Glenn Harlan Reynolds (University of Tennessee College of Law)
2. A Quantitative Approach to Tactical Asset Allocation
by Mebane T. Faber (Cambria Investment Management)
3. Flash Cookies and Privacy
by Ashkan Soltani (University of California, Berkeley - School of Information) and Shannon Canty (Clemson University) and Quentin Mayo (Jacksonville State University) and Lauren Thomas (Louisiana State University) and Chris Jay Hoofnagle (University of California, Berkeley - School of Law, Berkeley Center for Law & Technology)
4. Broken Promises of Privacy: Responding to the Surprising Failure of Anonymization
by Paul Ohm (University of Colorado Law School)
5. “I’ve Got Nothing to Hide” and Other Misunderstandings of Privacy
by Daniel J. Solove (George Washington University Law School)
Tags: "I've Got Nothing to Hide" and Other Misunderstandings of Privacy, A Quantitative Approach to Tactical Asset Allocation, Ashkan Soltani, Brannon P. Denning, Broken Promises of Privacy: Responding to the Surprising Failure of Anonymization, Chris Jay Hoofnagle, Daniel J. Solove, Flash Cookies and Privacy, Glenn Harlan Reynolds, Heller High Water(Mark?) Lower Courts and the New Right to Keep and Bear Arms, Lauren Thomas, Mebane T. Faber, Paul Ohm, Quentin Mayo, Shannon Canty, SSRN Links, Top Papers
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