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SSRN eLibrary Search Results
Risk Management eJournal
3,329,667 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Showing Papers 1 - 50 of 9,177
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1 2 3 4 ... 184 | Next >
   


Incl. Electronic Paper The Next Frontier for Boards: Oversight of Risk Culture
Director Notes by the Conference Board, June 2015.
Parveen P. Gupta and Tim Leech
Lehigh University - Department of Accounting and Risk Oversight Solutions
Date Posted: July 03, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Hedging with Small Uncertainty Aversion
Sebastian Herrmann , Johannes Muhle-Karbe and Frank Thomas Seifried
ETH Zurich , ETH Zürich and University of Trier
Date Posted: July 03, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper El Supuesto De Normalidad Estacionaria Y Los Black Swans En Finanzas (The Stationary-Normality Assumption and the Black Swans in Finance)
SOTAVENTO M.B.A. No. 24, Julio-Diciembre, 2014
Olga Patricia Chacon Arias and Jose Carlos Ramirez Sanchez
Industrial University of Santander and Universidad Anahuac del Sur
Date Posted: July 03, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Asset Allocation Strategies Based on Penalized Quantile Regression
Giovanni Bonaccolto , Massimiliano Caporin and Sandra Paterlini
University of Padova - Department of Statistical Sciences , University of Padova - Department of Economics and Management "Marco Fanno" and EBS Universität für Wirtschaft und Recht
Date Posted: July 03, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper CCP Resilience and Clearing Membership
Angela Armakola and Jean Paul Laurent
University of Paris 1 Pantheon-Sorbonne - Laboratoire PRISM and University of Paris 1 Pantheon-Sorbonne - Laboratoire PRISM
Date Posted: July 03, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Stressing the European Banks: An Evaluation of the Comprehensive Assessment
Giovanna Paladino and Zeno Rotondi
IntesaSanpaolo and UNICREDIT
Date Posted: July 02, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Stochastic Dominance Approach to Financial Risk Management Strategies
Journal of Econometrics, Forthcoming
Chia-Lin Chang , Juan-Angel Jiménez-Martin , Esfandiar Maasoumi and Teodosio Perez Amaral
National Chung Hsing University - Department of Applied Economics, Department of Finance , Complutense University of Madrid , Emory University and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: July 02, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Hidden Champions or Black Sheep? Evidence from German Mini-Bonds
Denis Schweizer , Juliane Proelss and Mark Mietzner
Concordia University , Concordia University, Quebec and Zeppelin University
Date Posted: July 02, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Putting Everything Under the Same Umbrella – Hazard-Specific Supply Reactions in the Aftermath of Natural Disasters
Munich Risk and Insurance Center Working Paper No. 25
Vijay Aseervatham , Patricia Born , Dominik Lohmaier and Andreas Richter
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management) , Florida State University - College of Business , Ludwig-Maximilians-Universität München - Faculty of Business Administration (Munich School of Management) and Ludwig-Maximilians-Universität München - Faculty of Business Administration (Munich School of Management)
Date Posted: July 01, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Home Bias in Sovereign Ratings
Courant Research Centre ‘Poverty, Equity and Growth in Developing and Transition Countries' Discussion Paper No. 179,
Andreas Fuchs and Kai Gehring
University of Heidelberg - Alfred Weber Institute for Economics and University of Heidelberg
Date Posted: July 01, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts
Multinational Finance Journal, Vol. 9, No. 3/4, p. 131-160, 2005
Darren Butterworth and Phil Holmes
Durham University - Department of Economics and Finance and Durham University
Date Posted: July 01, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Does Total Risk Matter? The Case of Emerging Markets
Multinational Finance Journal, Vol. 10, No. 1/2, p. 117-151, 2006
Eric Girard and Amit Sinha
Siena College - School of Business and Indiana State University
Date Posted: July 01, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests
Multinational Finance Journal, Vol. 10, No. 3/4, p. 179–221, 2006,
Marios Nerouppos , David Saunders , Costas Xiouros and Stavros A. Zenios
Cyprus International Institute of Management (CIIM) , University of Waterloo , University of Cyprus - Department of Public and Business Administration and University of Cyprus
Date Posted: June 30, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Forward Guidance and Financial Stability in a Model of Optimal Central Bank Swap Lines
Seoul Journal of Economics 28 (No. 2 2015): 237-264
Tack Yun
Seoul National University
Date Posted: June 30, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Extreme Risk Spillover in Financial Markets: Evidence from the Recent Financial Crisis
Seoul Journal of Economics 28 (No. 2 2015): 171-198
Jungbin Hwang and Jae-Young Kim
University of California, San Diego and Seoul National University - Department of Economics
Date Posted: June 30, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Currency Board Arrangement Capital Structure Macrofinancial Diagnostics
Financial Management Association, Nashville, Tennessee, Annual Meeting, 2014
Eleftherios Ioannis Thalassinos , Pantelis Thalassinos , Bozhana Plamenova Venediktova and Vilimir Yordanov
University of Piraeus - Department of Maritime Studies , Credit Suisse AG , University of National and World Economy and Independent
Date Posted: June 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Empirical Comparison of Extreme Value Theory Vis-À-Vis Other Methods of VaR Estimation Using ASEAN+3 Exchange Rates
DLSU Business & Economics Review, 20.2 (2011), pp. 9-22
Cesar C. Rufino and Emmanuel G. de Guia
School of Economics, De La Salle University and De La Salle University
Date Posted: June 30, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper A Paradox in the Markowitz Mean-Variance Model with Transaction Costs
George L. Ye
Saint Mary's University - Sobey School of Business
Date Posted: June 30, 2015
Working Paper Series
12 downloads

Incl. Fee Electronic Paper Risk and Risk Management in the Credit Card Industry
NBER Working Paper No. w21305
Florentin Butaru , Qingqing Chen , Brian J. Clark , Sanmay Das , Andrew W. Lo and Akhtar R. Siddique
Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Rensselaer Polytechnic Institute (RPI) , Washington University, St. Louis , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Office of the Comptroller of the Currency - Enterprise Risk Analysis Division
Date Posted: June 29, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper On Magnitude, Asymptotics and Duration of Drawdowns for Levy Models
Bernoulli, Forthcoming
David Landriault , Bin Li and Hongzhong Zhang
University of Waterloo , University of Waterloo - Department of Statistics and Actuarial Science and Columbia University - Department of Statistics
Date Posted: June 29, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper A Tale of Two Averagings: Estimating the Integrated Volatility Using 'Pooled' High-Frequency Data
Zhi Liu , Xinbing Kong and Bingyi Jing
University of Macau , Soochow University and Hong Kong University of Science & Technology (HKUST)
Date Posted: June 29, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Risk Adjusted Growth Portfolio in a Finite Investment Horizon
Marcos Lopez de Prado , Ralph Vince and Qiji Jim Zhu
Guggenheim Partners, LLC , LSP Partners, LLC and Western Michigan University
Date Posted: June 29, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper History of Banking Regulation as Developed by the Basel Committee on Banking Supervision in 1974-2014 (Brief Overview)
Financial Stability Journal of the Bank of Spain, May 2015, No. 28, pp. 9-48
Henry Penikas
National Research University Higher School of Economics
Date Posted: June 28, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Risk, Uncertainty, and 'Super-Risk'
Notre Dame Journal of Law, Ethics and Public Policy, Vol. 29, No. 2, 2015, U of Alabama Legal Studies Research Paper No. 2623715
Jose Luis Bermudez and Michael S. Pardo
Texas A&M University (TAMU) - Department of Philosophy and University of Alabama School of Law
Date Posted: June 28, 2015
Accepted Paper Series
29 downloads

Incl. Electronic Paper Senior Structured Finance Obligations are not Economic Catastrophe Bonds
Andreas Bloechlinger
Zurich Cantonal Bank
Date Posted: June 27, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Estimation of VAR Using Copula and Extreme Value Theory
Multinational Finance Journal, Vol. 12, No. 3/4, p. 205-218, 2008
Luiz Koodi Hotta , Edimilson C. Lucas and Helder P. Palaro
University of Campinas (UNICAMP) - Department of Statistics , Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Independent
Date Posted: June 26, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper Are Failure Prediction Models Widely Usable? An Empirical Study Using a Belgian Dataset
Multinational Finance Journal, Vol. 11, No. 1/2, p. 33-76, 2007
Hubert Ooghe and Sofie Balcaen
Vlerick Leuven Gent Management School and Ghent University-Universiteit Gent - Department of Accountancy and Corporate Finance
Date Posted: June 26, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Value-at-Risk for Greek Stocks
Multinational Finance Journal, Vol. 12, No. 1/2, p. 67-104, 2008
Timotheos Angelidis and Alexandros Benos
University of Peloponnese - Department of Economics and National Bank of Greece
Date Posted: June 26, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Hedging Foreign Exchange Risks with Currency Derivatives
Gian Jyoti E-Journal, Vol. 1, No. 3, pp: 25-37. ISSN 2250-348X
Dr. Anurag Pahuja , Nitika Sehgal and Anu Sahi
Institute of Management Studies , Punjab Technical University - Apeejay Institute of Management and Apeejay Institute of Management
Date Posted: June 26, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Institutional Investor Type and Misvaluation
Paul Borochin and Jie Yang
University of Connecticut School of Business and Georgetown University - McDonough School of Business
Date Posted: June 26, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Efficient Numerical Fourier Methods for Coupled Forward-Backward SDEs
Thomas P. Huijskens , Marjon Ruijter and Cornelis W. Oosterlee
University of Oxford , Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: June 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Risk or Regulatory Capital? Bringing Distributions Back in the Foreground
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 18/WP/2015
Dominique Guegan and Bertrand Hassani
Universite Paris 1 Pantheon-Sorbonne and Université Paris I Panthéon-Sorbonne
Date Posted: June 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Spectral Stress VaR (SSVaR)
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 17/WP/2015
Dominique Guegan , Bertrand Hassani and Kehan Li
Universite Paris 1 Pantheon-Sorbonne , Université Paris I Panthéon-Sorbonne and Université Paris 1 Panthéon-Sorbonne
Date Posted: June 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Improving the Robustness of Operational Risk Modeling Through External Data Scaling
Azamat Abdymomunov and Filippo Curti
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: June 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Three Dimensional Stakeholder Analysis – 3dSA: Adding the Risk Dimension for Stakeholder Analysis
Int. J. Project Organisation and Management, Vol. 7, No. 1, 2015
Selim Tugra Demir , David Bryde , Damian Fearon and Dr Edward G Ochieng
Liverpool John Moores University , Liverpool John Moores , Liverpool John Moores University and Liverpool John Moores University
Date Posted: June 24, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper A Tool for Integrating Time, Cost and Quality Perspectives in Probability Impact (P-I) Tables
Int. J. Project Organisation and Management, Vol. 6, No. 4, 2014
Selim Tugra Demir , David Bryde , Damian Fearon and Dr Edward G Ochieng
Liverpool John Moores University , Liverpool John Moores , Liverpool John Moores University and Liverpool John Moores University
Date Posted: June 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Layer Dependence as a Measure of Local Dependence
Weihao Choo and Piet De Jong
Macquarie University - Department of Applied Finance and Actuarial Studies and Macquarie University - Department of Applied Finance and Actuarial Studies
Date Posted: June 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Measurement and Management of Risk in Commodity Futures Programs
Hilary Till
EDHEC Business School
Date Posted: June 24, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Pricing Lives for Corporate and Governmental Risk Decisions
Journal of Benefit-Cost Analysis, Forthcoming, Vol. 6, No. 2, 2015
W. Kip Viscusi
Vanderbilt University - Law School
Date Posted: June 24, 2015
Accepted Paper Series
16 downloads

Incl. Electronic Paper Collateral Damage? Micro-Simulation of Transaction Cost Shocks on the Value of Central Bank Collateral
ECB Working Paper No. 1793
alvise lennkh and Florian Walch
European Stability Mechanism and European Central Bank (ECB)
Date Posted: June 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Do Banks' Overnight Borrowing Rates Lead Their CDS Price? Evidence from the Eurosystem
ECB Working Paper No. 1809
Eero Tölö , Esa Jokivuolle and Matti Viren
Bank of Finland - Financial Markets , Bank of Finland - Research and Bank of Finland - Research
Date Posted: June 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles
ECB Working Paper No. 1814
Halbert L. White, Jr. , Tae-Hwan Kim and Simone Manganelli
University of California, San Diego (UCSD) - Department of Economics , University of Nottingham - School of Economics and European Central Bank (ECB)
Date Posted: June 23, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper An Analysis and Risk Modeling on Mortgage Payment Defaults in an Emerging Market
Omer Lutfi Gebizlioglu and Belma Ozturkkal
Kadir Has University - Department of International Trade and Finance and Kadir Has University Istanbul, Turkey
Date Posted: June 22, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Do Index Futures and ETFs Affect Stock Return Correlations?
Markus Leippold , Lujing Su and Alexandre Ziegler
University of Zurich - Department of Banking and Finance , University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: June 21, 2015
Working Paper Series
111 downloads

Incl. Electronic Paper Financial Markets in the Face of the Apocalypse
Jedrzej Pawel Bialkowski and Ehud I. Ronn
University of Canterbury - Department of Economics and Finance and University of Texas at Austin - Department of Finance
Date Posted: June 21, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Seasonal Stochastic Volatility and Correlation Together with the Samuelson Effect in Commodity Futures Markets
Lorenz Schneider and Bertrand Tavin
EMLYON Business School and EMLYON Business School
Date Posted: June 20, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper A Measure of Redenomination Risk
ECB Working Paper No. 1785
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Date Posted: June 20, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Risk Management and Credit Derivatives
Jean-Philippe Mazur
Neoma Business School
Date Posted: June 20, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Accounting for KVA Under IFRS 13
Richard David Kenyon and Chris Kenyon
Birmingham City University and Lloyds Banking Group
Date Posted: June 20, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Endogenous Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis
Georges Dionne and Samir Saissi Hassani
HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Date Posted: June 20, 2015
Working Paper Series
8 downloads


 

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