twitter @ ssrn- RT @quantivity: Extracting Non-Linear Signals from Several Economic Indicators: http://t.co/qobtX2OY February 9, 2012RT @quantivity: Extracting Non-Linear Signals from Several Economic Indicators: http://t.co/qobtX2OY […]nomadicthinker (Alex Kellar)
- Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation: http://t.co/FHEkaSuQ February 9, 2012Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation: http://t.co/FHEkaSuQ […]quantivity (quantivity)
- Extracting Non-Linear Signals from Several Economic Indicators: http://t.co/qobtX2OY February 9, 2012Extracting Non-Linear Signals from Several Economic Indicators: http://t.co/qobtX2OY […]quantivity (quantivity)
- Holistic Approach to the Predictive Power of Expected Volatility: http://t.co/KSUZm5L0 February 9, 2012Holistic Approach to the Predictive Power of Expected Volatility: http://t.co/KSUZm5L0 […]quantivity (quantivity)
- RT @MsCastan: See @profsarahj's paper on Social Media Political Change & Human Rights: http://t.co/WFH0Gbxx thx @castancentre #socialmedia #humanrights February 9, 2012RT @MsCastan: See @profsarahj's paper on Social Media Political Change & Human Rights: http://t.co/WFH0Gbxx thx @castancentre #socialmedia #humanrights […]mdezwart (mdezwart)
- RT @quantivity: Extracting Non-Linear Signals from Several Economic Indicators: http://t.co/qobtX2OY February 9, 2012
Tag Archives: A Quantitative Approach to Tactical Asset Allocation
Weekly Top 5 Papers – September 25, 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 [...]
Posted in Top Papers Also tagged A Quantitative Approach to Faber's 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 Leave a comment
Weekly Top 5 Papers – September 18, 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) [...]
Posted in Top Papers Also tagged 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 Leave a comment
Weekly Top 5 Papers – September 11, 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 [...]
Posted in Top Papers Also tagged 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 Leave a comment
Weekly Top 5 Papers – September 4, 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; [...]
Posted in Top Papers Also tagged 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 Leave a comment
Weekly Top 5 Papers – August 28, 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 [...]
Posted in Top Papers Also tagged 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 Leave a comment
Weekly Top 5 Papers – October 2, 2009