Access Statistics for Guy Kaplanski

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analytical Portfolio Value-at-Risk 0 0 0 13 0 0 1 73
VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey 0 0 2 14 0 1 5 71
Total Working Papers 0 0 2 27 0 1 6 144


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysts and sentiment: A causality study 0 0 0 8 0 0 0 55
Basel's value-at-risk capital requirement regulation: An efficiency analysis 0 0 0 147 0 0 0 333
Do Happy People Make Optimistic Investors? 0 0 0 31 0 0 1 87
EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME 0 0 0 1 1 1 1 27
Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences 0 0 1 1 0 0 1 21
Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market 2 2 3 125 2 3 7 454
Investment performance and emotions: an international study 0 0 0 2 0 1 2 14
Past returns and the perceived Sharpe ratio 0 0 0 7 0 1 10 87
Portfolio selection in a two-regime world 0 1 1 14 0 1 2 54
Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective 2 4 7 7 2 6 15 15
Real estate prices: An international study of seasonality's sentiment effect 0 0 0 15 0 0 1 69
Seasonality in Perceived Risk: A Sentiment Effect 0 0 2 24 0 0 2 81
Sentiment and stock prices: The case of aviation disasters 3 5 24 745 5 16 70 1,894
Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup 0 0 2 16 1 5 9 93
Talking Numbers: Technical versus fundamental investment recommendations 0 0 0 34 0 1 2 90
The Two-Parameter Long-Horizon Value-at-Risk 0 0 1 27 0 0 1 125
The holiday and Yom Kippur War sentiment effects: the Tel Aviv Stock Exchange (TASE) 0 0 0 13 0 0 1 57
The race to exploit anomalies and the cost of slow trading 0 0 1 1 0 1 3 3
Trading breaks and asymmetric information: The option markets 0 1 1 6 0 1 3 35
Traditional beta, downside risk beta and market risk premiums 0 0 0 124 0 0 0 364
Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean-variance analysis 0 0 0 4 0 0 0 36
Total Journal Articles 7 13 43 1,352 11 37 131 3,994
1 registered items for which data could not be found


Statistics updated 2024-05-04