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Risk Management eJournal
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Showing Papers 1 - 50 of 8,525
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Incl. Electronic Paper Efficient Risk Analysis of Mortgage Pools
Justin Sirignano and Kay Giesecke
Stanford University - Management Science & Engineering and Stanford University - Management Science & Engineering
Date Posted: October 24, 2014
Working Paper Series
2 downloads

Extreme Risk, Excess Return and Leverage: The LP Formula
Olivier Le Marois , Julie Mikhalevsky and Raphael Douady
fluks , Independent and Riskdata
Date Posted: October 24, 2014
Working Paper Series

Incl. Electronic Paper Survey Expectations of Returns and Asset Pricing Puzzles
Ralph S. J. Koijen , Maik Schmeling and Evert B. Vrugt
London Business School - Department of Finance , City University London - Sir John Cass Business School and VU University Amsterdam, PGO-IM
Date Posted: October 23, 2014
Working Paper Series
26 downloads

Incl. Fee Electronic Paper Asian Corporate Governance - And the Case of Dual‐Class Shares
Journal of Applied Corporate Finance, Vol. 26, Issue 3, pp. 50-52, 2014
K. C. Chan
affiliation not provided to SSRN
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Challenges for China - Beyond Minority Listing of SOEs
Journal of Applied Corporate Finance, Vol. 26, Issue 3, pp. 43-49, 2014
David Webb
Webb-site.com
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Equity Financing for Early‐Stage Companies in China
Journal of Applied Corporate Finance, Vol. 26, Issue 3, pp. 71-75, 2014
Ning Jia
Tsinghua University - School of Economics & Management
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Financial Reporting Practices of China's Listed Firms
Journal of Applied Corporate Finance, Vol. 26, Issue 3, pp. 53-60, 2014
Joseph D. Piotroski
Stanford Graduate School of Business
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Politically Connected CEOs, Corporate Governance, and the Post‐Ipo Performance of China's Partially Privatized Firms
Journal of Applied Corporate Finance, Vol. 26, Issue 3, pp. 85-95, 2014
Joseph P. H. Fan , T.J. Wong and Tianyu Zhang
The Chinese University of Hong Kong (CUHK) , The Chinese University of Hong Kong (CUHK) - School of Accountancy and The Chinese University of Hong Kong
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Son of Enron: Investors Weigh the Risks of Chinese Variable Interest Entities
Journal of Applied Corporate Finance, Vol. 26, Issue 3, pp. 61-66, 2014
Paul L. Gillis and Michelle René Lowry
Peking University and University of Hong Kong
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Fee Electronic Paper The Composition and Effectiveness of Audit Committees in the Presence of Large Controlling Shareholders
Journal of Applied Corporate Finance, Vol. 26, Issue 3, pp. 96-104, 2014
Re Guo and Yin‐Hua Yeh
University of Illinois at Chicago - Department of Finance and National Chiao Tung University
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Fee Electronic Paper The State of Asian Corporate Governance: A Presentation by Jamie Allen
Journal of Applied Corporate Finance, Vol. 26, Issue 3, pp. 67-70, 2014
Jamie Allen
affiliation not provided to SSRN
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Fee Electronic Paper The State of Sustainability in China
Journal of Applied Corporate Finance, Vol. 26, Issue 3, pp. 76-84, 2014
Peijun Duan and Robert G. Eccles
Central Party School and Harvard Business School
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Corporate Governance in China
Journal of Applied Corporate Finance, Vol. 26, Issue 3, pp. 20-41, 2014
Randall Morck and Bernard Yin Yeung
University of Alberta - Department of Finance and Statistical Analysis and National University of Singapore - Business School
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Was Deng Xiaoping Right? An Overview of China's Equity Markets
Journal of Applied Corporate Finance, Vol. 26, Issue 3, pp. 8-19, 2014
Carl Walter
affiliation not provided to SSRN
Date Posted: October 22, 2014
Accepted Paper Series

The Investigation of Destabilization Effect in India's Commodity Futures Market: An Alternative Viewpoint
Forthcoming in the Journal of Financial Economic Policy (JFEP)
Wasim Ahmad and Sanjay Sehgal
University of Delhi - Department of Financial Studies and University of Delhi - Department of Financial Studies
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Electronic Paper 4-Factor Model for Overnight Returns
Zura Kakushadze
Quantigic Solutions LLC
Date Posted: October 20, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Mathematical Appendices to: 'Stop-Outs Under Serial Correlation'
Journal of Risk, 2014, Forthcoming
David H. Bailey and Marcos Lopez de Prado
Lawrence Berkeley National Laboratory and Guggenheim Partners, LLC
Date Posted: October 20, 2014
Accepted Paper Series
28 downloads

Incl. Electronic Paper Measurement of Exchange Rate Exposure Using Two Factor Model: Evidence from CNX 100 Firms
Krishna Prasad and Suprabha
Nitte University - Justice K.S. Hegde Institute of Management and National Institute of Technology Karnataka (NITK), Surathkal - Department of Humanities, Social Sciences and Mgmt
Date Posted: October 19, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles
Effi Benmelech , Ralf R. Meisenzahl and Rodney Ramcharan
Harvard University - Department of Economics , Federal Reserve Board and Board of Governors of the Federal Reserve System (FRB)
Date Posted: October 18, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Do Analysts Understand the Economic and Reporting Complexities of Derivatives?
Hye Sun Chang , Michael P. Donohoe and Theodore Sougiannis
University of Illinois at Urbana-Champaign - Department of Accountancy , University of Illinois at Urbana-Champaign - Department of Accountancy and University of Illinois at Urbana-Champaign - Department of Accountancy
Date Posted: October 17, 2014
Working Paper Series
42 downloads

Incl. Electronic Paper Credit Derivatives and Bank Credit Supply
Wen Si
Shanghai Academy of Social Sciences (SASS)
Date Posted: October 16, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Factor Tilts after Tax
Lisa R. Goldberg and Ran Leshem
University of California, Berkeley and Aperio Group
Date Posted: October 15, 2014
Working Paper Series
66 downloads

Incl. Electronic Paper A Quantitative Threat Modeling Approach to Maximize the Return on Security Investment in Cloud Computing
Pro­cee­dings of the In­ter­na­tio­nal Con­fe­rence on Cloud Se­cu­ri­ty Ma­nage­ment,
Andreas Schilling and Brigitte Werners
Ruhr Universität Bochum and Ruhr Universität Bochum
Date Posted: October 15, 2014
Last Revised: October 16, 2014
Accepted Paper Series
11 downloads

Incl. Electronic Paper Appendix to Managing Sponsor Risk in Pension Plans: Derivation and Implementation of First-Best Strategies
Samuel J. Sender
Tilburg University - Department of Econometrics & Operations Research
Date Posted: October 14, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Bank Size, Capital, and Systemic Risk: Some International Evidence
Luc Laeven , Lev Ratnovski and Hui Tong
International Monetary Fund (IMF) , International Monetary Fund and International Monetary Fund (IMF)
Date Posted: October 13, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper High-Frequency and Model-Free Volatility Estimators
Robert Slepaczuk and Grzegorz Zakrzewski
University of Warsaw - Faculty of Economic Sciences and Deutsche Bank
Date Posted: October 12, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Investment Strategies Beating the Market: What Can We Squeeze from the Market?
Robert Slepaczuk , Grzegorz Zakrzewski and Pawel Sakowski
University of Warsaw - Faculty of Economic Sciences , Deutsche Bank and University of Warsaw
Date Posted: October 12, 2014
Working Paper Series
59 downloads

Incl. Electronic Paper Simple Heuristics for Pricing VIX Options
Juliusz Jablecki , Ryszard Kokoszczynski , Pawel Sakowski , Robert Slepaczuk and Piotr Wojcik
University of Warsaw - Faculty of Economic Sciences , Warsaw University - Dept. of Economics , University of Warsaw , University of Warsaw - Faculty of Economic Sciences and University of Warsaw - Faculty of Economic Sciences
Date Posted: October 12, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper Volatility as a New Class of Assets? The Advantages of Using Volatility Index Futures in Investment Strategies
Juliusz Jablecki , Ryszard Kokoszczynski , Pawel Sakowski , Robert Slepaczuk and Piotr Wojcik
University of Warsaw - Faculty of Economic Sciences , Warsaw University - Dept. of Economics , University of Warsaw , University of Warsaw - Faculty of Economic Sciences and University of Warsaw - Faculty of Economic Sciences
Date Posted: October 12, 2014
Working Paper Series
35 downloads

Incl. Electronic Paper Perspectives on Risk: From Techno-Economic Calculations to Socio-Cultural Meanings
Joel Gehman , Lianne Lefsrud and Michael Lounsbury
University of Alberta - Department of Strategic Management and Organization , University of Michigan, Stephen M. Ross School of Business and University of Alberta - Department of Strategic Management and Organization
Date Posted: October 12, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Financial Crisis and the Behavior of S&P 500 Index Option Prices
Mo Chaudhury
McGill University - Desautels Faculty of Management
Date Posted: October 12, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Consumption, Risk, and Prioritarianism
Matthew D. Adler and Nicolas Treich
Duke University - School of Law and National Institute for Agricultural Research (INRA)
Date Posted: October 12, 2014
Last Revised: October 21, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Counterparty Risk in Material Supply Contracts
FRB of New York Staff Report No. 694
Nina Boyarchenko and Anna M. Costello
Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Department of Accounting
Date Posted: October 11, 2014
Last Revised: October 12, 2014
Working Paper Series
16 downloads

An Initial Approach to Risk Management of Funding Costs
Damiano Brigo and Cyril Durand
Imperial College London - Department of Mathematics and Imperial College London - Department of Mathematics
Date Posted: October 10, 2014
Working Paper Series

Incl. Electronic Paper Financial Fire Sales: Evidence from Bank Failures
FEDS Working Paper No. 2014-67
Rodney Ramcharan and Raghuram G. Rajan
Board of Governors of the Federal Reserve System (FRB) and University of Chicago - Booth School of Business
Date Posted: October 09, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Optimal Maturity Structure of Sovereign Debt in Situation of Near Default
IMF Working Paper No. 14/168
Céline Rochon and Gabriel Desgranges
International Monetary Fund (IMF) and University of Cergy-Pontoise - THEMA
Date Posted: October 09, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Managing Default Risk
BIS Working Paper No. 467
Anna Zabai
Bank for International Settlements (BIS)
Date Posted: October 09, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Poisson Q Term Risk Model of Yields: Measuring Systematic Dynamic Risk Over the EU Debt Crisis
John A Thorp and Raul C Rosales
Regent's University London and Regent's University London
Date Posted: October 08, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Risk of Financial Intermediaries
Journal of Banking and Finance, Vol. 44, July, 2014: pp 1-12, Bank of Finland Research Discussion Paper No. 18/2014
Manthos D. Delis , Iftekhar Hasan and Efthymios G. Tsionas
University of Surrey - Surrey Business School , Fordham University and Athens University of Economics and Business - Department of Economics
Date Posted: October 07, 2014
Accepted Paper Series
21 downloads

Incl. Electronic Paper Expected Utility and Catastrophic Risk
Tinbergen Institute Discussion Paper 14-133/III
Masako Ikefuji , Roger J. A. Laeven , J.R. Magnus and Chris Muris
University of Southern Denmark - Department of Environmental and Business Economics , University of Amsterdam - Amsterdam School of Economics , VU University Amsterdam - Faculty of Economics and Business Administration and Simon Fraser University (SFU)
Date Posted: October 07, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Can Firms Learn by Observing? Evidence from Cross-Border M&As
Journal of Corporate Finance, Volume 25, April 2014: 202–215 , Bank of Finland Research Discussion Paper No. 17/2014,
Bill Francis , Iftekhar Hasan , Xian Sun and Maya Waisman
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology , Fordham University , Johns Hopkins University - Carey Business School and Fordham University Schools of Business
Date Posted: October 07, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Optimal Insurance Purchase Strategies via Optimal Multiple Stopping Times
Rodrigo S Targino , Gareth William Peters , Georgy Sofronov and Pavel V. Shevchenko
University College London - Department of Statistical Science , University College London - Department of Statistical Science , Macquarie University - Department of Statistics and CSIRO Mathematics, Informatics and Statistics
Date Posted: October 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Detecting Early Indicators of SMEs Failure: Survival Analysis Techniques
Asma Marouani and Annie Bellier
University of Cergy-Pontoise and University of Cergy-Pontoise - THEMA
Date Posted: October 07, 2014
Working Paper Series
20 downloads

Supply Chain Risk Assessment Tools and Techniques in the Automobile Industry: A Survey
The IUP Journal of Supply Chain Management, Vol. XI, No. 1, March 2014, pp. 67-76
Satyendra Kr. Sharma and Anil Bhat
Birla Institute of Technology and Science (BITS) and Birla Institute of Technology and Science (BITS)
Date Posted: October 07, 2014
Accepted Paper Series

Incl. Electronic Paper Protecting the Prepaying Buyer of Goods from the Seller's Insolvency
(2014) 22 Insolvency Law Journal 5, UWA Faculty of Law Research Paper No. 2014-39
Rasiah Gengatharen
University of Western Australia - Faculty of Law
Date Posted: October 06, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper Basis Risk and the Welfare Gains from Index Insurance: Evidence from Northern Kenya
Nathaniel Duane Jensen , Christopher B. Barrett and Andrew Mude
Cornell University - Charles H. Dyson School of Applied Economics & Management , Cornell University - Charles H. Dyson School of Applied Economics & Management and Consultative Group on International Agricultural Research (CGIAR) - International Livestock Research Institute (ILRI)
Date Posted: October 06, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper The Use of Correlation Networks in Parametric Portfolio Policies
Harald Lohre , Jochen Papenbrock and Muddit Poonia
Deka Investment GmbH , PPI AG and Indian Institute of Technology Kharagpur
Date Posted: October 06, 2014
Working Paper Series
77 downloads

Incl. Electronic Paper The Role of the Profit Imperative in Risk Management
17 U. Pa. J. Bus. L. __ (Forthcoming)

Date Posted: October 06, 2014
Last Revised: October 23, 2014
Accepted Paper Series
21 downloads

Incl. Electronic Paper Sequential Monte Carlo Samplers for Capital Allocation Under Copula-Dependent Risk Models
Rodrigo S Targino , Gareth William Peters and Pavel V. Shevchenko
University College London - Department of Statistical Science , University College London - Department of Statistical Science and CSIRO Mathematics, Informatics and Statistics
Date Posted: October 05, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper Fundamentals, Derivatives Market Information and Oil Price Volatility
Michel A. Robe and Jonathan Wallen
American University - Kogod School of Business and American University
Date Posted: October 05, 2014
Last Revised: October 08, 2014
Working Paper Series
35 downloads


 

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