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SSRN eLibrary Search Results
Risk Management eJournal
3,156,488 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

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Incl. Fee Electronic Paper Bad Loans and De Novo Banks: Evidence from Italy
Economic Notes, Vol. 44, Issue 1, pp. 101-122, 2015
Rachele Anna Ambrosio and Paolo Coccorese
Università degli Studi di Salerno and Università degli Studi di Salerno - Department of Economics
Date Posted: January 25, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Hedge Accounting and Risk Management: An Advanced Prospective Model for Testing Hedge Effectiveness
Economic Notes, Vol. 44, Issue 1, pp. 29-55, 2015
Annalisa Di Clemente
University of Rome I
Date Posted: January 25, 2015
Accepted Paper Series

Incl. Electronic Paper Sovereign Risk and the Pricing of Corporate Credit Default Swaps
Matthias Haerri , Stefan Morkoetter and Simone Westerfeld
University of Applied Sciences Solothurn Northwestern Switzerland (CH) , University of Saint Gallen - SoF: School of Finance and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: January 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Portfolio Construction and Tail Risk
Chris Downing , Ananth Madhavan , Ajit Singh and Alex Ulitsky
BlackRock , BlackRock, Inc. , United Nations and BlackRock
Date Posted: January 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Arbitrage-Free Pricing of XVA -- Part I: Framework and Explicit Examples
Maxim Bichuch , Agostino Capponi and Stephan Sturm
Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences , Columbia University and Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences
Date Posted: January 24, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper QCA is of Questionable Value for Policy Research
Policy and Society 33 (2014) 287–298,
Sean Tanner
University of California, Berkeley
Date Posted: January 24, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Using WinBUGS to Cox Model with Changing from the Baseline Hazard Function
Applied Mathematical Sciences, Vol. 5, 2011, no. 45, pp.2217-2240
Ayman A. Mostafa and Anis Ben Ghorbal
Al Imam Mohammad Ibn Saud Islamic University (IMSIU) and Al-Imam Mohammad Ibn Saud Islamic University
Date Posted: January 24, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Assurance on Integrated Reporting (IR): Response to IIRC Consultation
IIRC Consultation Draft: Assurance on Integrated Reporting, July 2014
Sean Lyons
Risk-Intelligence-Security-Control (R.I.S.C.) International (Ireland)
Date Posted: January 23, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Implicit Assumption and its Consequences with Expected Utility Maximization
Yiyong Yuan
Southwestern University of Finance and Economics (SWUFE)
Date Posted: January 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Risk, Uncertainty, and Profit for the Cyber Era: Model Risk Management of Cyber Insurance Models Using Quantitative Finance and Advanced Analytics
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Last Revised: January 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper How Robust Is Robust Covariance? Evidence from International Portfolio Selection
Tsung-Wu Ho
Shih Hsin University
Date Posted: January 23, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Influence of Credit Ratings on Capital Structure
Seungho Baek and Joseph D. Cursio
University of North Dakota - College of Business & Public Administration and Illinois Institute of Technology - Stuart School of Business, IIT
Date Posted: January 23, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper House-Price Expectations, Alternative Mortgage Products, and Default
FRB of Philadelphia Working Paper No. 15-01
Jan K. Brueckner , Paul S. Calem and Leonard I. Nakamura
University of California, Irvine - Department of Economics , Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Date Posted: January 23, 2015
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing
CEPR Discussion Paper No. DP10335
Martin Lettau , Sydney C. Ludvigson and Sai Ma
University of California - Haas School of Business , New York University - Department of Economics and New York University (NYU) - Department of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Do Measures of Financial Constraints Measure Financial Constraints?
CEPR Discussion Paper No. DP10326
Joan Farre-Mensa and Alexander Ljungqvist
Harvard Business School and New York University (NYU) - Department of Finance
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Option-Based Credit Spreads
CEPR Discussion Paper No. DP10318
Christopher L. Culp and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and University of Chicago - Booth School of Business
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints
CEPR Discussion Paper No. DP10299
Jochen Mankart , Alexander Michaelides and Spyros Pagratis
Deutsche Bundesbank , Imperial College Business School and Athens University of Economics and Business - Department of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Electronic Paper Managing Risk with Insurance and Savings: Experimental Evidence for Male and Female Farm Managers in the Sahel
World Bank Policy Research Working Paper No. 7176
Clara Delavallade , Felipe Dizon Jr. , Ruth Vargas Hill and Jean Paul Petraud
International Food Policy Research Institute (IFPRI) , University of California, Davis , World Bank and UC Davis
Date Posted: January 23, 2015
Working Paper Series

Incl. Electronic Paper Market Instruments for Collateral Management
Antonio Castagna
Iason Ltd.
Date Posted: January 23, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper A Detailed Analysis of Fulfilling and Delinquency of Payments on a Loan
Ihor Voloshyn
The University of banking of the National Bank of Ukraine (Kyiv)
Date Posted: January 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Testing for Systemic Risk Using Stock Returns
Paul H. Kupiec and Levent Guntay
American Enterprise Institute and Federal Deposit Insurance Corporation (FDIC)
Date Posted: January 22, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Global Liquidity Provision and Risk Sharing
Feng Jiao and Sergei Sarkissian
McGill University - Desautels Faculty of Management and McGill University
Date Posted: January 22, 2015
Last Revised: January 24, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Usage of Moody's KMV Model to Estimate a Credit Limit for a Firm
Ihor Voloshyn
The University of banking of the National Bank of Ukraine (Kyiv)
Date Posted: January 22, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Regulatory Arbitrage of Risk Measures
Ruodu Wang
University of Waterloo - Department of Statistics and Actuarial Science
Date Posted: January 22, 2015
Working Paper Series
4 downloads

A Leader's Guide to Strategic Risk Management
Strategy & Leadership, Vol. 43, No. 1, pp. 26-35, 2015
Joseph Calandro Jr.
Fordham University - Gabelli Center for Global Security Analysis
Date Posted: January 21, 2015
Accepted Paper Series

Incl. Electronic Paper Severity of Personal Delinquency Problem in Korea and Its Implications
Gongpil Choi
Korea Institute of Finance
Date Posted: January 21, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Back to the Future: Prospective Bank Risk Management in a Financial Analysis Perspective
Wolpertinger 2014 Conference
Rosa Cocozza
University of Naples Federico II - Faculty of Economics
Date Posted: January 21, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Minimum Risk vs. Capital and Risk Diversification Strategies for Portfolio Construction
Francesco Cesarone and Stefano Colucci
University of Rome III - Department of Business Studies and Symphonia Sgr
Date Posted: January 21, 2015
Working Paper Series
37 downloads

Incl. Electronic Paper 'Paradox' with Expectation Dependence and Alternative Models of Demand for Risks
Yiyong Yuan
Southwestern University of Finance and Economics (SWUFE)
Date Posted: January 20, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Risk Reporting Practices in India: The Case of the Sensex
Thomas B. Berger
DHBW Stuttgart
Date Posted: January 20, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Restructuring a Project in Financial Distress
Dimitrios V. Siskos
SMC University
Date Posted: January 20, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Taylor Expansion Based Methods to Measure Credit Risk
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Management
University of St. Gallen, School of Finance Research Paper No. 14/4
Alin Marius Andries and Martin Brown
Alexandru Ioan Cuza University and University of St. Gallen - Swiss Institute of Banking and Finance
Date Posted: January 19, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Case for Forceful Stewardship (Part 1): The Financial Risk from Global Warming
Howard Covington and Raj Thamotheram
Cambridge University, Isaac Newton IInstitute for Mathematical Sciences and University of Oxford - Smith School of Enterprise and the EnvironmentPreventable Surprises
Date Posted: January 19, 2015
Working Paper Series
58 downloads

Incl. Electronic Paper A Short Note on Sovereign Commodity Risk Management
USAEE Working Paper No. 14-198
Frank Lehrbass
Independent
Date Posted: January 19, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper The Algebra of Financial Asymmetry: A Schematic Approach to Semideviation and Semivariance
James Ming Chen
Michigan State University - College of Law
Date Posted: January 19, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Catastrophic Risk, Precautionary Abatement, and Adaptation Transfers
FEEM Working Paper No. 108.2014
Francesco Bosello , Enrica De Cian and Licia Ferranna
Fondazione Eni Enrico Mattei (FEEM) , Fondazione Eni Enrico Mattei (FEEM) and Centro Euro-Mediterraneo per i Cambiamenti Climatici (CMCC)
Date Posted: January 17, 2015
Working Paper Series
5 downloads

Incl. Fee Electronic Paper On Optimal Investment for a Behavioral Investor in Multiperiod Incomplete Market Models
Mathematical Finance, Vol. 25, Issue 1, pp. 115-153, 2015
Laurence Carassus and Miklós Rásonyi
Université Paris VII Denis Diderot and University of Edinburgh
Date Posted: January 17, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Optimal Insurance Design Under Rank‐Dependent Expected Utility
Mathematical Finance, Vol. 25, Issue 1, pp. 154-186, 2015
Carole Bernard , Xuedong He , Jia‐An Yan and Xun Yu Zhou
University of Waterloo , Columbia University , Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Date Posted: January 17, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Bilateral Counterparty Risk Under Funding Constraints — Part I: Pricing
Mathematical Finance, Vol. 25, Issue 1, pp. 1-22, 2015
Stéphane Crépey
Université d'Évry - Equipe d'Analyse et Probabilites
Date Posted: January 17, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Bilateral Counterparty Risk Under Funding Constraints—Part II: CVA
Mathematical Finance, Vol. 25, Issue 1, pp. 23-50, 2015
Stéphane Crépey
Université d'Évry - Equipe d'Analyse et Probabilites
Date Posted: January 17, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Default and Systemic Risk in Equilibrium
Mathematical Finance, Vol. 25, Issue 1, pp. 51-76, 2015
Agostino Capponi and Martin Larsson
Columbia University and Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Date Posted: January 17, 2015
Accepted Paper Series

Incl. Fee Electronic Paper General Properties of Isoelastic Utility Economies
Mathematical Finance, Vol. 25, Issue 1, pp. 187-219, 2015
Joel M. Vanden
Smeal College of Business
Date Posted: January 17, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Large Portfolio Asymptotics for Loss from Default
Mathematical Finance, Vol. 25, Issue 1, pp. 77-114, 2015
Kay Giesecke , Richard Sowers and Justin Sirignano
Stanford University - Management Science & Engineering , University of Illinois at Urbana-Champaign - Department of Mathematics and Stanford University - Management Science & Engineering
Date Posted: January 17, 2015
Accepted Paper Series

Incl. Electronic Paper Microeconomic Origins of Macroeconomic Tail Risks
MIT Department of Economics Working Paper No. 15-01
Daron Acemoglu , Asuman E. Ozdaglar and Alireza Tahbaz-Salehi
Massachusetts Institute of Technology (MIT) - Department of Economics , Massachusetts Institute of Technology (MIT) - Department of Electrical Engineering and Computer Science and Columbia Business School - Decision Risk and Operations
Date Posted: January 17, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Risk Management and Portfolio Optimization for Gas- and Coal-Fired Power Plants in Germany: A Multivariate GARCH Approach
FCN Working Paper No. 23/2013
George Charalampous and Reinhard Madlener
RWTH Aachen University and RWTH Aachen University
Date Posted: January 17, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper A Random Forests Based Structural Performance Ratio for Credit Portfolio Management and Optimisation
Boris Waelchli
University of Zurich - Department of Banking and Finance
Date Posted: January 16, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Mutual Fund Holdings of Credit Default Swaps: Liquidity Management and Risk Taking
Wei Jiang and Zhongyan Zhu
Columbia Business School - Finance and Economics and Chinese University of Hong Kong - Department of Finance
Date Posted: January 16, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Revisions to the Simpler Approaches to Operational Risk: The Need for Enhanced Disclosures and Risk Sensitive Measures

Date Posted: January 16, 2015
Working Paper Series
8 downloads


 

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