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Full Text Papers: 478,863
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SSRN eLibrary Search Results
Finance Research Centers Papers
4,267,680 Total downloads
Showing Papers 1 - 50 of 7,746
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1 2 3 4 ... 155 | Next >
   


Incl. Electronic Paper Algorithmic Trading Model for Manifold Learning in FX
Zee Fernandez
Modus Operandi, Inc.
Date Posted: November 26, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Shipping Crisis Starting in 2008: Could It Have Been Avoided?
Sebastian Opitz , Henry Seidel and Alexander Szimayer
University of Hamburg , University of Hamburg and University of Hamburg - Faculty of Economics and Business Administration
Date Posted: November 26, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper A Level Dependent Proportional Strategy for Zero-Edge Games
Muhammed Bashiru
Independent
Date Posted: November 26, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Macroeconomic Ideas and Business Cycles: One Size Doesn’t Fit All
Baffi Center Research Paper Series No. 2014-160
Donato Masciandaro
Bocconi University - Department of Economics
Date Posted: November 25, 2014
Last Revised: November 26, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Robust Option Pricing with Characteristic Functions and the B-Spline Order of Density Projection
Justin Lars Kirkby
Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Date Posted: November 25, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper An Analytical Justification for Asset Allocation
Woo Chang Kim and Yongjae Lee
Korea Advanced Institute of Science and Technology (KAIST) and Korea Advanced Institute of Science and Technology (KAIST)
Date Posted: November 25, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies
Swiss Finance Institute Research Paper No. 14-57
Hao Meng , Wei-Xing Zhou and Didier Sornette
East China University of Science and Technology (ECUST) , East China University of Science and Technology - School of Business and Swiss Finance Institute
Date Posted: November 25, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Performance of Technical Analysis In Declining Global Markets
Jogiyanto Hartono and Dedhy Sulistiawan
Universitas Gadjah Mada (UGM) and University of Surabaya
Date Posted: November 25, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Arbitraging the Basel Securitization Framework: Evidence from German ABS Investment
Swiss Finance Institute Research Paper No. 14-65
Matthias Efing
Swiss Finance Institute
Date Posted: November 25, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Sovereign Ratings Implied by Coupled CDS-Bond Market Data
Stefano Marmi , Aldo Nassigh and Daniele Regoli
Scuola Normale Superiore , UniCredit Group and Scuola Normale Superiore
Date Posted: November 25, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Modélisation et Calibration des Prix Spot Électriques (Modeling and Calibration of Spot Power Price)
Otmane El Rhazi
Ecole Nationale des Ponts et Chaussees
Date Posted: November 24, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper V-Shaped Disposition: Mutual Fund Trading Behavior and Price Effects
Li An and Bronson Argyle
Tsinghua University - PBC School of Finance and Brigham Young University - Department of Finance
Date Posted: November 22, 2014
Last Revised: November 23, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Two Maxentropic Approaches to Determine the Probability Density of Compound Risk Losses
Erika Gomes-Gonçalves , Henryk Gzyl and Silvia Mayoral
Universidad Carlos III de Madrid - Department of Business Administration , IESA and Universidad Carlos III de Madrid
Date Posted: November 22, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Linear Factor Models: Theory, Applications and Pitfalls
Attilio Meucci
SYMMYS
Date Posted: November 21, 2014
Working Paper Series
798 downloads

Incl. Electronic Paper Noise Bubbles
Baffi Center Research Paper No. 2014-160
Mario Forni , Luca Gambetti , Marco Lippi and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics , Universitat Autonoma de Barcelona , University of Rome I - Faculty of Statistics - Department of Economic Sciences and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Date Posted: November 20, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Noisy News in Business Cycles
Baffi Center Research Paper No. 2014-159
Mario Forni , Luca Gambetti , Marco Lippi and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics , Universitat Autonoma de Barcelona , University of Rome I - Faculty of Statistics - Department of Economic Sciences and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Date Posted: November 20, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Investment Timing and Capital Structure with Loan Guarantees
Hua Xiang and Zhaojun Yang
School of Finance and Statistics, Hunan University and Hunan University - School of Finance and Statistics
Date Posted: November 19, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Illiquid Claim Valuation Under Robust Portfolio Choice
Alexey Rubtsov
Ryerson University
Date Posted: November 19, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Portfolio Choice with Stochastic Interest Rates and Learning About Stock Return Predictability
Marcos Escobar , Alexey Rubtsov and Sebastian Ferrando
Ryerson University , Ryerson University and Ryerson University
Date Posted: November 19, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper When No News is Good News – The Decrease in Investor Fear after the FOMC Announcement
Adrian Fernandez-Perez , Bart Frijns and Alireza Tourani-Rad
Auckland University of Technology , Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Faculty of Business & Law
Date Posted: November 17, 2014
Last Revised: November 18, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper On the Holy Grail of 'Upside Participation and Downside Protection'
Journal of Portfolio Management, Forthcoming
Edward E. Qian
PanAgora Asset Management
Date Posted: November 17, 2014
Accepted Paper Series
315 downloads

The Carry Trade on the Euro and the European Stock Market
Journal of Advanced Studies in Finance, Forthcoming
Fabio Parlapiano
Bank of Italy
Date Posted: November 17, 2014
Accepted Paper Series

Incl. Electronic Paper Braided and Knotted Stocks in the Stock Market: Anticipating the Flash Crashes
Ovidiu Sorin Racorean
Academy of Economic Studies
Date Posted: November 17, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Facts and Fantasies About Factor Investing
Zélia Cazalet and Thierry Roncalli
Lyxor Asset Management and Lyxor Asset Management
Date Posted: November 16, 2014
Last Revised: November 21, 2014
Working Paper Series
442 downloads

Incl. Electronic Paper Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date Posted: November 16, 2014
Working Paper Series
265 downloads

Incl. Electronic Paper Portfoliomodell zur Elimination des systematischen Risikos (Optimization of Portfolios for Eliminating Systematic Risk)
Hellmut D. Scholtz
Independent
Date Posted: November 16, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Claims Run-Off Uncertainty: The Full Picture
Michael Merz and Mario V. Wuthrich
University of Hamburg and RiskLab, ETH Zurich
Date Posted: November 15, 2014
Working Paper Series
75 downloads

Incl. Electronic Paper Topics in Portfolio Choice: Qualitative Properties, Time Consistency and Investment Under Model Uncertainty
Sigrid Kallblad
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Date Posted: November 15, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper The 4/2 Stochastic Volatility Model
Martino Grasselli
University of Padova - Department of Mathematics
Date Posted: November 14, 2014
Working Paper Series
40 downloads

Incl. Electronic Paper Save the Trading Costs: Simple and Intuitive Rule for Smart Beta Strategy (Technical Appendix)
Seiji Minami and Tetsuroh Wakatsuki
Resona Bank and Resona Bank
Date Posted: November 13, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Allocation of Risk in Islamic Banking and Its Impact on Lending
Salman Ali Najafov
Baku State University
Date Posted: November 12, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Smart Currency Hedging for Smart Beta Global Equities
Sanne De Boer
QS Investors
Date Posted: November 12, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Time-Independent Pricing of Options in Range Bound Markets
Ovidiu Sorin Racorean
Academy of Economic Studies
Date Posted: November 11, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Small-Cost Asymptotics for Long-Term Growth Rates in Incomplete Markets
Yaroslav Melnyk and Frank Thomas Seifried
University of Kaiserslautern and University of Kaiserslautern
Date Posted: November 10, 2014
Last Revised: November 12, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper The International CAPM Redux
Francesca Brusa , Tarun Ramadorai and Adrien Verdelhan
University of Oxford - Said Business School , University of Oxford - Said Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: November 09, 2014
Last Revised: November 20, 2014
Working Paper Series
86 downloads

Incl. Electronic Paper Efficient Markets Meet the Shannon Limit (The Shannon Limit, Relative Channel Capacity, and Price Uncertainty)
Edgar Parker Jr.
New York Life Insurance Company
Date Posted: November 08, 2014
Working Paper Series
37 downloads

Incl. Electronic Paper An Efficient Transform Method for Asian Option Pricing
Justin Lars Kirkby
Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Date Posted: November 08, 2014
Working Paper Series
55 downloads

Incl. Electronic Paper Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios
Andrew Clare , James Seaton , Peter N. Smith and Steve Thomas
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School , University of York - Department of Economics and Related Studies and City University London - Sir John Cass Business School
Date Posted: November 07, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Long-Term Sources of Investment Returns and a Simple Way to Enhance Equity Returns
Baijnath Ramraika, CFA
MAEG
Date Posted: November 07, 2014
Working Paper Series
47 downloads

Incl. Electronic Paper Проблема трансформации: ошибочные аргументы Туган-Барановского, Борткевича и Стидмена (The Transformation Problem: Erroneous Arguments of Tugan Baranowsky, Bortkiewicz and Steedman)
V. V. Kalyuzhnyi
Independent
Date Posted: November 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper A Tail of Two Cities: On the Downside Risk and Loss Profile of Asian and North American Hedge Funds
Joseph Cherian , Christine Kon and William Weng
NUS Business School , National University of Singapore (NUS) - Centre for Asset Management Research & Investments (CAMRI) and National University of Singapore (NUS) - Centre for Asset Management Research & Investments (CAMRI)
Date Posted: November 07, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Portfolio KVA: I Theory
Andrew David Green and Chris Kenyon
Lloyds Banking Group and Lloyds Banking Group
Date Posted: November 06, 2014
Working Paper Series
48 downloads

Incl. Electronic Paper The Diversification Delta: A Different Perspective
CIFR Paper No. 047/2014
Yuri Salazar Sr. , Robert J. Bianchi , Michael E. Drew and Stefan Trueck
University of Essex - Centre for Computational Finance and Economic Agents , Griffith University - Griffith Business School , Griffith University and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Date Posted: November 05, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Aspects of Regional Financial Stability: A Policy Approach
CIFR Paper No. 046/2014
Robert F. Engle , Fariborz Moshirian and Bohui Zhang
New York University - Leonard N. Stern School of Business - Department of Economics , University of New South Wales (UNSW) - Institute of Global Finance, Australian School of Business and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: November 05, 2014
Last Revised: November 07, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Global Commonality in Liquidity
CIFR Paper No. 045/2014
Fariborz Moshirian , Avanidhar Subrahmanyam , Claudia Koon Ghee Wee and Bohui Zhang
University of New South Wales (UNSW) - Institute of Global Finance, Australian School of Business , University of California, Los Angeles (UCLA) - Finance Area , University of New South Wales (UNSW) - Australian School of Business, Banking & Finance and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: November 05, 2014
Last Revised: November 18, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Risk Analysis for Project-Based Infrastructure Financing: A Reference Framework
Golib Ablakulovich Kholjigitov and Timur Narbaev
Kazakh-British Technical University - Business School and Kazakh-British Technical University
Date Posted: November 05, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Quantum Tunneling of Stock Price in Range Bound Market Conditions
Ovidiu Sorin Racorean
Academy of Economic Studies
Date Posted: November 05, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Consistency Regions and Frontiers: Using Density Forecasting to Find Consistent Portfolios
N. Meade and John E. Beasley
Imperial College Business School and Brunel University - CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications
Date Posted: November 04, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Managing Banking Risk with the Risk Appetite Framework: A Quantitative Model for the Italian Banking System
Cinzia Baldan , Enrico Geretto and Francesco Zen
University of Padova, Department of Economic and Managerial Sciences , Università degli Studi di Udine and University of Padua - Department of Economic and Managerial Sciences
Date Posted: November 01, 2014
Last Revised: November 08, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
Swiss Finance Institute Research Paper No. 14-63
Hamed Amini , Damir Filipovic and Andreea Minca
Ecole Polytechnique Fédérale de Lausanne , Ecole Polytechnique Fédérale de Lausanne and Cornell University
Date Posted: November 01, 2014
Working Paper Series
36 downloads


 

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