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Full Text Papers: 500,616
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SSRN eLibrary Search Results
JEL Code: C10
480,775 Total downloads
Showing Papers 1 - 50 of 1,202
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Incl. Electronic Paper Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR)
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 17, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Interconnectedness in the Interbank Market
Celso Brunetti , Jeffrey H. Harris , Shawn Mankad and George Michailidis
Board of Governors of the Federal Reserve System (FRB) , American University , University of Maryland Robert H. Smith School of Business and University of Michigan at Ann Arbor
Date Posted: April 15, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Multidimensional Poverty in Sudan and South Sudan
OPHI Working Paper No. 93
Paola Ballon and Jean-Yves Duclos
Universidad del Pacifico and Laval University
Date Posted: April 11, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Inference on Optimal Treatment Assignments
Cowles Foundation Discussion Paper No. 1927RR
Timothy B. Armstrong and Shu Shen
Yale University - Cowles Foundation and University of California, Davis - Department of Economics
Date Posted: April 11, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Measuring Creative Capacity of Visegrad Four Countries’ Economies
In Region direct. ISSN 1337-8473. Vol. 7, No. 1 (2014), p. 77-104.
Martin Alexy and Marek Kacer
University of Economics in Bratislava and University of Economics in Bratislava
Date Posted: April 09, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Estimation of Multi-Dimensional Fixed Effects Panel Data Models
CESifo Working Paper Series No. 5251
Laszlo Balazsi , Laszlo Matyas and Tom Wansbeek
Central European University (CEU) , Central European University (CEU) - Department of Economics and University of Groningen - Faculty of Economics and Business
Date Posted: April 09, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Knight Reconsidered: 'Future of Finance Beyond Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World
Princeton Quant Trading Conference 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 08, 2015
Last Revised: April 15, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Skewness Measures for the Weibull Distribution
Cokki Versluis and Stefan Straetmans
Independent and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Date Posted: April 07, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper On the Tracking and Replication of Hedge Fund Optimal Investment Portfolio Strategies in Global Capital Markets in Presence of Nonlinearities, Applying Bayesian Filters: 1. Stratanovich – Kalman – Bucy Filters for Gaussian Linear Investment Returns Distribution and 2. Particle Filters for Non-Gaussian Non-Linear Investment Returns Distribution
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: April 02, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Constrained Optimization Approaches to Estimation of Structural Models: Comment
Fedor Iskhakov , Jinhyuk Lee , John Rust , Kyoungwon Seo and Bertel Schjerning
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR) , Ulsan National Institute of Science and Technology (UNIST) , Department of Economics, Georgetown University , Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and University of Copenhagen - Department of Economics
Date Posted: March 24, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Analysis of the Resource Concentration on Size and Research Performance: The Case of Italian National Research Council Over the Period 2000-2004
Ceris-Cnr Working Paper No. 3/2005
Mario Coccia and Secondo Rolfo
National Research Council of Italy (CNR) and Italian National Research Council (CNR)
Date Posted: March 22, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Exploring Curvilinearity Through Fractional Polynomials in Management Research
Organizational Research Methods, Forthcoming
Ralitza Nikolaeva , Amit Bhatnagar and Sanjoy Ghose
Instituto Superior de Ciencias do Trabalho e da Empresa (ISCTE) - School of Business , University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business and University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business
Date Posted: March 20, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper The International Problem of Skyrocketing Rent: Why Increased Rent Can Hurt the Economy
Fatima Al Matar
Kuwait University
Date Posted: March 19, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper What Works to Improve the Quality of Student Learning in Developing Countries?
WIDER Working Paper 2015/033
Serena Masino and Miguel Niño‐Zarazúa
University of Oxford and UNU-WIDER
Date Posted: March 19, 2015
Accepted Paper Series
18 downloads

Incl. Electronic Paper Fixing the VIX: An Indicator to Beat Fear
Journal of Technical Analysis, Forthcoming
Amber Hestla-Barnhart
Independent
Date Posted: March 17, 2015
Last Revised: March 19, 2015
Accepted Paper Series
115 downloads

Incl. Electronic Paper Strategic Change of Public Research Units in Their Scientific Activity
Technovation 28 (2008) pp. 485-494
Mario Coccia and Secondo Rolfo
National Research Council of Italy (CNR) and Italian National Research Council (CNR)
Date Posted: March 15, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Poor (Wo)Man's Bootstrap
FRB of Chicago Working Paper No. 2015-01
Bo E. Honore and Luojia Hu
Princeton University - Department of Economics and Federal Reserve Bank of Chicago
Date Posted: March 14, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Conflating Politics and Development? Examining Investment Treaty Arbitration Outcomes
Virginia Journal of International Law, Vol. 55, 2014
Susan D. Franck
Washington and Lee University - School of Law
Date Posted: March 14, 2015
Last Revised: March 18, 2015
Accepted Paper Series
135 downloads

Incl. Electronic Paper Multidimensional Poverty Measurement and Analysis: Chapter 10 – Some Regression Models for Af Measures
Alkire, S., Foster, J. E., Seth, S., Santos, M. E., Roche, J. M., and Ballon, P. (2015). Multidimensional Poverty Measurement and Analysis, Oxford: Oxford University Press, ch. 10
Sabina Alkire , James Foster , Suman Seth , Maria Emma Santos , Jose Manuel Roche and Paola Ballon
Oxford Poverty & Human Development Initiative , George Washington University , Oxford Poverty & Human Development Initiative , CONICET-UNS/IIESS and OPHI , Oxford Poverty & Human Development Initiative and Universidad del Pacifico
Date Posted: March 12, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Multidimensional Poverty Measurement and Analysis: Chapter 8 – Robustness Analysis and Statistical Inference
Alkire, S., Foster, J. E., Seth, S., Santos, M. E., Roche, J. M., and Ballon, P. (2015). Multidimensional Poverty Measurement and Analysis, Oxford: Oxford University Press, ch. 8.
Sabina Alkire , James Foster , Suman Seth , Maria Emma Santos , Jose Manuel Roche and Paola Ballon
Oxford Poverty & Human Development Initiative , George Washington University , Oxford Poverty & Human Development Initiative , CONICET-UNS/IIESS and OPHI , Oxford Poverty & Human Development Initiative and Universidad del Pacifico
Date Posted: March 12, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Sign Restriction VAR Analysis About the Identification of Fiscal Policy and It's Explanation
Wenfu Wang , Zhang Nan and Yue Chaoyun
Southwestern University of Finance and Economics (SWUFE) , Southwestern University of Finance and Economics (SWUFE) and Yunnan Academy of Social Sciences (YASS)
Date Posted: March 11, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Generalized Correlations and Instantaneous Causality for Data Pairs Benchmark
Hrishikesh D. Vinod
Fordham University - Department of Economics
Date Posted: March 08, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Multifractality in Finance: A Deep Understanding and Review of Mandelbrot's MMAR
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 05/WP/2015
Federico Maglione
Ca Foscari University of Venice
Date Posted: March 07, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Critical Skills for Today's Accounting and Business Graduates
Dov Fischer and Hershey H. Friedman
Brooklyn College - City University of New York (CUNY) and Brooklyn College - Department of Finance and Business Management
Date Posted: March 02, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper How Robust is the Value-at-Risk of Credit Risk Portfolios?
Carole Bernard , Ludger Rüschendorf , Steven Vanduffel and Jing Yao
Grenoble Ecole de Management , University of Freiburg , Vrije Universiteit Brussel (VUB) and Free University of Brussels (VUB)
Date Posted: February 27, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper Evidences of Scale-Free Geometry on a Social Economic Environment Using Mobile Application Social2Live-5G
João Pires da Cruz and Rui M Monteiro
Closer, Consulting Ltd and Closer, Consulting Ltd.
Date Posted: February 27, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Classification of Nonparametric Regression Functions in Heterogeneous Panels
Michael Vogt and Oliver B. Linton
University of Cambridge and University of Cambridge
Date Posted: February 21, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Beta-Creaming
NHH Dept. of Business and Management Science Discussion Paper No. 2015/8
Jostein Lillestol and Richard Sinding-Larsen
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian University of Science and Technology (NTNU)
Date Posted: February 12, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Impact of Foreclosure on Housing Prices
CESifo Working Paper Series No. 5196
Ralph Siebert
Purdue University - Department of Economics
Date Posted: February 10, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper A Risk Model with Delayed Claims
Journal of Applied Probability, Vol. 50, No. 3, 2013
Angelos Dassios and Hongbiao Zhao
London School of Economics & Political Science (LSE) - Department of Statistics and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: February 09, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Modelling the Impact of Wind Power Production on Electricity Prices by Regime-Switching Levy Semistationary Processes
Almut Veraart
Imperial College London
Date Posted: February 09, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper When Demand Projections are Too Optimistic: A Structural Model of Product Line and Pricing Decisions
Andres Musalem
Universidad de Chile
Date Posted: February 06, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Comparative Analysis of Stock Returns Generated from Their Broad Index Performance and Liquidity as per Their Share Turnover Velocity: Pre and Post Demutualization
Research Journal of Finance and Accounting, Vol. 6, No.1, 2015, ISSN 2222-1697 (Paper) ISSN 2222-2847 (Online).
Ahmad Nawaz , Atif Salman and Jibran Qureshi
Indus University , Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and Greenwich University Karachi
Date Posted: February 06, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper A Difference in Semielasticities Interpretation for Dichotomous Variable Interaction Terms in Nonlinear Models
Shengwu Shang , Erik Nesson and Maoyong Fan
Ball State University - Department of Economics , Ball State University - Department of Economics and Ball State University - Department of Economics
Date Posted: February 04, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper On the (Ab)Use of Omega?
University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 02/WP/2015
Massimiliano Caporin , Michele Costola , Gregory Mathieu Jannin and Bertrand B. Maillet
University of Padova - Department of Economics and Management "Marco Fanno" , Ca' Foscari University of Venice , University Paris-1 Panthéon-Sorbonne and University of Orléans
Date Posted: February 03, 2015
Working Paper Series
50 downloads

Incl. Electronic Paper Aggregation-Robustness and Model Uncertainty of Regulatory Risk Measures
Finance Stochastics, Forthcoming
Paul Embrechts , Bin Wang and Ruodu Wang
Swiss Federal Institute of Technology Zurich , Beijing University of Technology and University of Waterloo - Department of Statistics and Actuarial Science
Date Posted: February 02, 2015
Accepted Paper Series
33 downloads

Incl. Electronic Paper Best Estimate Reporting with Asymmetric Loss
NHH Dept. of Business and Management Science Discussion Paper No. 2015/7
Jostein Lillestol and Richard Sinding-Larsen
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian University of Science and Technology (NTNU)
Date Posted: January 30, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Institutional Factors of Government Efficiency: Cross-Country Comparative Analysis
Higher School of Economics Research Paper No. WP BRP 22/PS/2014
Olga T. Gasparyan
National Research University Higher School of Economics
Date Posted: January 28, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Complete Analytical Solution of the American Style Option Pricing with Constant and Stochastic Volatilities: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 24, 2015
Last Revised: January 25, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper QCA and Causal Inference: A Poor Match for Public Policy Research
Qualitative & Multi-Method Research, 12(1), 15-24
Sean Tanner
University of California, Berkeley
Date Posted: January 24, 2015
Accepted Paper Series
5 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
10 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: February 05, 2015
Working Paper Series
172 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
69 downloads

Incl. Electronic Paper Fuzzy Sets on Shaky Ground: Parameter Sensitivity and Confirmation Bias in fsQCA
Political Analysis (2015) 23:21-41
Chris Krogslund , Donghyun Danny Choi and Mathias Poertner
University of California, Berkeley , University of California, Berkeley and University of California, Berkeley - Charles and Louise Travers Department of Political Science
Date Posted: January 23, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper A Larger-N, Fewer Variables Problem? The Counterintuitive Sensitivity of QCA
Qualitative & Multi-Method Research, Spring 2014, Vol. 12, No. 1
Chris Krogslund and Katherine Michel
University of California, Berkeley and University of California, Berkeley
Date Posted: January 23, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Complete Analytical Solution of the Heston Model for Option Pricing and Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 14, 2015
Working Paper Series
135 downloads

Incl. Electronic Paper Complete Analytical Solution of the Asian Option Pricing and Asian Option Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 09, 2015
Last Revised: January 10, 2015
Working Paper Series
59 downloads

Incl. Electronic Paper Identification- and Singularity-Robust Inference for Moment Condition Models
Cowles Foundation Discussion Paper No. 1978
Donald W. K. Andrews and Patrik Guggenberger
Yale University - Cowles Foundation and Pennsylvania State University, College of the Liberal Arts - Department of Economic
Date Posted: January 07, 2015
Working Paper Series
16 downloads

Prediction of the Ultimate Claims Based on Cumulative Payments and Claims-Incurred Data Using Kalman-Filter Theory
Zeitschrift für die gesamte Versicherungswissenschaft (German Journal of Risk and Insurance), 2014, DOI: 10.1007/s12297-014-0288-0,
Jochen Heberle
University of Hamburg
Date Posted: January 04, 2015
Accepted Paper Series

Incl. Electronic Paper Hierarchical Causality in Financial Economics
Diane Wilcox and Tim Gebbie
University of the Witwatersrand, School of Computational and Applied Mathematics and University of the Witwatersrand, School of Computational and Applied Mathematics
Date Posted: January 02, 2015
Working Paper Series
58 downloads


 

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