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SSRN eLibrary Search Results
Risk Management eJournal
3,786,713 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Showing Papers 1 - 50 of 10,586
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1 2 3 4 ... 212 | Next >
   

Incl. Electronic Paper Testing the Effectiveness of ERM: Evidence from Operational Losses
Journal of Economics and Business, Forthcoming
Khalid Al Amri and Yevgeniy Davydov
Sultan Qaboos University and FDNY
Date Posted: July 23, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Country Risk: Determinants, Measures and Implications – The 2016 Edition
Aswath Damodaran
New York University - Stern School of Business
Date Posted: July 21, 2016
Working Paper Series
180 downloads

Accounting Conservatism, Quality of Accounting Information and Crash Risk of Stock Prices
The Journal of Economic Asymmetries, Volume 11, pp. 120-137, 2014
Dimitrios V Kousenidis, Anestis Ladas and Christos Negakis
Aristotle University of Thessaloniki, University of Macedonia - Accounting and Finance and University of Macedonia
Date Posted: July 21, 2016
Accepted Paper Series

Incl. Electronic Paper Express Measurement of Market Volatility Using Ergodicity Concept
Jack Sarkissian
Algostox Trading
Date Posted: July 21, 2016
Last Revised: July 23, 2016
Working Paper Series
65 downloads

Incl. Electronic Paper Expected Downside Risk and Asset Prices: Characteristics of Emerging and Developed European Markets
Empirica, Journal of European Economics (2016) Forthcoming, DOI: 10.1007/s10663-016-9329-3
Mihály Ormos and Dusán Timotity
Budapest University of Technology and Economics - Department of Finance and Budapest University of Technology and Economics - Department of Finance
Date Posted: July 21, 2016
Accepted Paper Series
12 downloads

What is Risk? How Investors Perceive Risk in Return Distributions
Laura Anzoni and Stefan Zeisberger
University of Zurich - Department of Banking and Finance and State University of New York (SUNY), Stony Brook - Center for Behavioral Finance
Date Posted: July 21, 2016
Working Paper Series

ETFs, High-Frequency Trading and Flash Crashes
Journalof Portfolio Management, 2016
Irene Aldridge
BigDataFinance.org
Date Posted: July 21, 2016
Accepted Paper Series

Incl. Fee Electronic Paper The Valuation of Contingent Convertible Catastrophe Debt under Simple Solvency and Liquidity Covenants
Journal of Risk, Vol. 18(6), Pp. 1-42, Forthcoming
Nick Georgiopoulos
Bermuda Monetary Authority (BMA)
Date Posted: July 20, 2016
Accepted Paper Series

Incl. Electronic Paper Contingent Claims Analysis of Sovereign Debt Sustainability in Asian Emerging Markets
Asian Development Bank Economics Working Paper Series No. 486
Marie Brière, Benno Ferrarini and Arief Ramayandi
Paris Dauphine University, Asian Development Bank and Asian Development Bank - Economic Research
Date Posted: July 19, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper A Methodology to Assess Indicative Costs of Risk Financing Strategies for Scaling Up Ethiopia's Productive Safety Net Programme
World Bank Policy Research Working Paper No. 7719
Daniel J. Clarke, Sarah Coll-Black, Naomi Victoria Cooney and Anna Edwards
Disaster Risk Financing and Insurance Program, World Bank,, World Bank Group, World Bank Group and Government of the United Kingdom - Government Actuary's Department (GAD)
Date Posted: July 19, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Euro Currency Risk and the Geography of Debt Flows to Peripheral European Monetary Union Members
World Bank Policy Research Working Paper No. 7738
Eylem Ersal Kiziler and Ha Nguyen
University of Wisconsin - Whitewater and World Bank - Development Research Group (DECRG)
Date Posted: July 19, 2016
Working Paper Series

Incl. Electronic Paper Evaluating Sovereign Disaster Risk Finance Strategies: A Framework
World Bank Policy Research Working Paper No. 7721
Daniel J. Clarke, Olivier Mahul, Richard Andrew Poulter and Tse-Ling Teh
Disaster Risk Financing and Insurance Program, World Bank,, World Bank - Financial Sector Development, World Bank and Columbia University - School of International & Public Affairs (SIPA)
Date Posted: July 19, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Potential for Application of a Probabilistic Catastrophe Risk Modelling Framework to Poverty Outcomes: General Form Vulnerability Functions Relating Household Poverty Outcomes to Hazard Intensity in Ethiopia
World Bank Policy Research Working Paper No. 7717
Catherine Porter and Emily Jennifer White
Heriot-Watt University and World Bank
Date Posted: July 19, 2016
Working Paper Series

Incl. Electronic Paper Solving Commitment Problems in Disaster Risk Finance
World Bank Policy Research Working Paper No. 7720
Daniel J. Clarke and Liam Wren-Lewis
Disaster Risk Financing and Insurance Program, World Bank, and Paris School of Economics (PSE)
Date Posted: July 19, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Inflation Targeting and Exchange Rate Volatility in Emerging Markets
World Bank Policy Research Working Paper No. 7712
Rene Cabral Torres, Francisco Carneiro and Andre V. Mollick
Tecnológico de Monterrey, The World Bank and University of Texas - Pan American - College of Business Administration - Department of Economics & Finance
Date Posted: July 19, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Volatility Modelling and Trading
Global Derivatives Workshop Global Derivatives Trading & Risk Management, Budapest, 2016
Artur Sepp
Julius Baer
Date Posted: July 19, 2016
Accepted Paper Series
222 downloads

Incl. Electronic Paper Company and Asset Specific Risk Factors: Short Overview on High Yield Bonds
Aki Lappalainen
Independent
Date Posted: July 19, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper The Evolution of Valuation in Bankruptcy
will be presented at 2016 National Conference of Bankruptcy Judges; Am. Bankr. L. J. (Forthcoming)
Michael Simkovic
Seton Hall Law School
Date Posted: July 19, 2016
Working Paper Series
37 downloads

Stock Price Crash Risk: A Review
Ahsan Habib, Haiyan Jiang and Mostafa Monzur Hasan
Massey University - School of Accountancy, Massey University - School of Accountancy and Curtin University
Date Posted: July 18, 2016
Working Paper Series

Incl. Fee Electronic Paper Long-Run Risk is the Worst-Case Scenario
NBER Working Paper No. w22416
Rhys Bidder and Ian Dew-Becker
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Kellogg School of Management - Department of Finance
Date Posted: July 18, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper On Nonparametric Identification of Treatment Effects in Duration Models
IZA Discussion Paper No. 10058
Per Johansson and Myoung‐jae Lee
IFAU - Institute for Labour Market Policy Evaluation and Korea University
Date Posted: July 18, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Flash Crashes: The Role of Information Processing Based Subordination and the Cauchy Distribution in Market Instability
Edgar Parker Jr.
New York Life Insurance Company
Date Posted: July 18, 2016
Working Paper Series
15 downloads

On the Role of the Chief Risk Officer and the Risk Committee in Insuring Financial Institutions Against Litigation
Forthcoming, Managerial Finance
Kuntara Pukthuanthong and Thomas John Walker
University of Missouri, Columbia and Concordia University, Quebec - Department of Finance
Date Posted: July 16, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Pricing Swing Options in Electricity Markets with Two Stochastic Factors Using a Partial Differential Equation Approach
Journal of Computational Finance, Forthcoming
Maria del Carmen Calvo-Garrido, Matthias Ehrhardt and Carlos Vázquez Cendón
University of Coruña - Department of Mathematics, Bergische Universitat Wuppertal and University of Coruña - Department of Mathematics
Date Posted: July 16, 2016
Accepted Paper Series

Incl. Electronic Paper Systemic Risk in Derivatives Markets: A Pilot Study Using CDS Data
Bank of England Financial Stability Paper No. 38
Robleh Ali, Nicholas Vause and Filip Zikes
Bank of England, Bank of England and Board of Governors of the Federal Reserve System
Date Posted: July 15, 2016
Working Paper Series
20 downloads

Incl. Fee Electronic Paper Mitigating Estimation Risk in Asset Allocation: Diagonal Models Versus 1/N Diversification
Financial Review, Vol. 51, Issue 3, pp. 403-433, 2016
Chris T. Stivers and Licheng Sun
University of Louisville and Old Dominion University
Date Posted: July 15, 2016
Accepted Paper Series

Incl. Electronic Paper Low Interest Rates and Risk Taking: Evidence from Individual Investment Decisions
Chen Lian, Yueran Ma and Carmen Wang
Massachusetts Institute of Technology (MIT), Harvard University and Harvard University - Department of Economics
Date Posted: July 14, 2016
Working Paper Series
65 downloads

Incl. Electronic Paper Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability
Chris Yost-Bremm
Independent
Date Posted: July 14, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Expected Currency Returns and Volatility Risk Premia
Jose Renato Haas Ornelas
Central Bank of Brazil
Date Posted: July 14, 2016
Last Revised: July 23, 2016
Working Paper Series
67 downloads

Incl. Electronic Paper Efficient Simulation of High Dimensional Gaussian Vectors
Nabil Kahalé
ESCP Europe
Date Posted: July 14, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Répartition de l'information Dans un Réseau, Profit Spéculatif et Partage du Risque (Information Linkages, Speculative Gains, and Risk Sharing)
Maximilien Demarquette
Université Paris II - Panthéon-Assas
Date Posted: July 14, 2016
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Efficient Computation of Exposure Profiles on Real-World and Risk-Neutral Scenarios for Bermudan Swaptions
Journal of Computational Finance, Forthcoming
Qian Feng, Shashi Jain, Patrik Karlsson, Drona Kandhai and Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI), ING Bank - Netherlands Office, ING Bank, University of Amsterdam and Center for Mathematics and Computer Science (CWI)
Date Posted: July 13, 2016
Accepted Paper Series

Incl. Electronic Paper Variance Risk Premium and Investment Uncertainty
Jan Ericsson and Babak Lotfaliei
McGill University and Finance Department, San Diego State University
Date Posted: July 13, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Exchange Rate Risk Premium: An Analysis of Its Determinants for the Mexican Peso-USD
Banco de México, Working Papers, N° 2016-11,
Guillermo Benavides
Banco de Mexico
Date Posted: July 13, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Risk Management and Corporate Governance in Islamic Finance: A Comparative Analysis
Shafiu Ibrahim Abdullahi
Independent
Date Posted: July 12, 2016
Last Revised: July 19, 2016
Working Paper Series
3 downloads

Incl. Fee Electronic Paper ESG Investing in Emerging and Frontier Markets
Journal of Applied Corporate Finance, Vol. 28, Issue 2, pp. 96-101, 2016
Jamieson Odell and Usman Ali
Caravel Management LLC and Caravel Management LLC
Date Posted: July 12, 2016
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Integrating Systemic Risk into Modern Portfolio Theory and Practice
Journal of Applied Corporate Finance, Vol. 28, Issue 2, pp. 56-61, 2016
Steve Lydenberg
Domini Social Investments
Date Posted: July 12, 2016
Accepted Paper Series

The Impact of Central Clearing on Credit Default Swap Spreads - Evidence from the North American and European Corporate Credit Default Swap Market
Andreas Oehler and Benjamin Hartl
Bamberg University and Independent
Date Posted: July 11, 2016
Working Paper Series

Risk Assessment and Risk Management in Economics
Andreas Oehler, Tim Alexander Herberger and Stefan Wendt
Bamberg University, Bamberg University and School of Business, Reykjavik University
Date Posted: July 11, 2016
Working Paper Series

Incl. Electronic Paper Pairs Trading Strategy and Idiosyncratic Risk. Evidence in Spain and Europe.
Marisa Mazo, Maria Esther Vaquero Lafuente and Ricardo Gimeno
Comillas Pontifical University, Comillas Pontifical University - Department of Financial Management and Bank of Spain
Date Posted: July 11, 2016
Working Paper Series
66 downloads

Incl. Electronic Paper Firm Policies, Growth Options and Credit Risk
WBS Finance Group Research Paper
Andrea Gamba and Alessio Saretto
University of Warwick - Finance Group and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Date Posted: July 11, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Leverage and Illiquidity Contagion
Conghui Hu, Yu-Jane Liu and Ning Zhu
University of International Business and Economics, Peking University - Guanghua School of Management and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Date Posted: July 11, 2016
Working Paper Series
26 downloads

Incl. Fee Electronic Paper The Common Origin of Uncertainty Shocks
NBER Working Paper No. w22384
Nicholas Kozeniauskas, Anna Orlik and Laura Veldkamp
New York University (NYU) - Department of Economics, Board of Governors of the Federal Reserve System and New York University - Stern School of Business
Date Posted: July 11, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Government and Private Sector Roles in Providing Information Security in the U.S. Financial Services Industry
8 ISJLP 245 (2012)
Mark MacCarthy
Georgetown University, Communication, Culture and Technology Program
Date Posted: July 10, 2016
Accepted Paper Series
1 downloads

Evaluation on Modeling Dependence Structure with Copula Approach
Sita Deliyana Firmialy
Bandung Institute of Technology - School of Business and Management
Date Posted: July 09, 2016
Working Paper Series

Incl. Electronic Paper Macroeconomic Stress-Testing of Mortgage Default Rate Using a Vector Error Correction Model and Entropy Pooling
David Ardia, Anas Guerrouaz and Jeanne Rey
University of Neuchatel - Institute of Financial Analysis, Laval University - Département de Finance et Assurance and National Bank of Canada
Date Posted: July 09, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Credit Exposure in the Presence of Initial Margin
Leif B. G. Andersen, Michael Pykhtin and Alexander Sokol
Bank of America Merrill Lynch, Board of Governors of the Federal Reserve System and CompatibL
Date Posted: July 08, 2016
Last Revised: July 23, 2016
Working Paper Series
122 downloads

Pricing Sovereign Credit Risk of an Emerging Market
ECB Working Paper No. 1924
Gonzalo Camba-Mendez, Konrad Kostrzewa, Anna Marszal (Mospan) and Dobromil Serwa
European Central Bank (ECB), NBP, National Bank of Poland and National Bank of Poland
Date Posted: July 08, 2016
Working Paper Series

Incl. Fee Electronic Paper The Role of Model Risk in Extreme Value Theory for Capital Adequacy
Journal of Risk, Forthcoming
Ralf Kellner, Daniel Rösch and Harald (Harry) Scheule
University of Technology Sydney (UTS), University of Regensburg and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: July 08, 2016
Working Paper Series

Incl. Electronic Paper Cliquet-Style Return Guarantees in a Regime Switching Lévy Model
Peter Hieber
University of Ulm - Department of Mathematics and Economics
Date Posted: July 08, 2016
Working Paper Series
12 downloads


 

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