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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 557,412
Full Text Papers: 460,200
Authors: 258,768
Papers Received in
  Last 12 months:
64,009

Paper Downloads:
To date: 77,474,075
Last 12 months: 9,689,374
Last 30 days: 670,677

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Papers with
  Resolved
  References:
260,713
Total References: 9,009,750
Papers with Cites: 241,990
Total Citation
  Links:
5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,142,891


SSRN eLibrary Search Results
JEL Code: C14
311,168 Total downloads
Showing Papers 1 - 50 of 2,437
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Incl. Electronic Paper The Dow Theory: William Peter Hamilton's Track Record Re-Considered
Stephen J. Brown , Alok Kumar and William N. Goetzmann
New York University - Stern School of Business , University of Miami - School of Business Administration and Yale School of Management - International Center for Finance
Date Posted: February 11, 1998
Working Paper Series
9840 downloads

Incl. Electronic Paper Mutual Fund Performance
Dirk Nitzsche , Keith Cuthbertson and Niall O'Sullivan
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and University College Cork (UCC) - Department of Economics
Date Posted: January 19, 2007
Working Paper Series
5057 downloads

Incl. Electronic Paper Calibration of Jump-Diffusion Option Pricing Models: A Robust Non-Parametric Approach
Rapport Interne CMAP Working Paper No. 490
Rama Cont and Peter Tankov
Imperial College London and Ecole Polytechnique, Paris
Date Posted: November 22, 2002
Working Paper Series
3370 downloads

Incl. Electronic Paper The Omega Measure: Hedge Fund Portfolio Optimization
Alexandre Favre-Bulle and Sebastien Pache
University of Lausanne and Universite de Lausanne
Date Posted: February 05, 2003
Working Paper Series
3153 downloads

Incl. Electronic Paper Conditional Value-at-Risk: Aspects of Modeling and Estimation
MIT Dept. of Economics Working Paper No. 01-19
Victor Chernozhukov and Len Umantsev
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Management Science & Engineering
Date Posted: June 07, 2001
Working Paper Series
2693 downloads

Incl. Electronic Paper Large Deviations and the Distribution of Price Changes
Cowles Foundation Discussion Paper No. 1165, Sauder School of Business Working Paper
Laurent E. Calvet , Adlai J. Fisher and Benoit B. Mandelbrot
HEC Paris (Groupe HEC) - Finance Department , University of British Columbia (UBC) - Sauder School of Business and Yale University - International Center for Finance
Date Posted: April 22, 1998
Working Paper Series
2630 downloads

Incl. Electronic Paper The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee
Marco Moscadelli
Bank of Italy - Banking and Finance Supervision Department
Date Posted: July 30, 2004
Working Paper Series
2556 downloads

Incl. Electronic Paper The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation
Michael P. Murray
Bates College
Date Posted: November 08, 2005
Working Paper Series
2380 downloads

Incl. Electronic Paper Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review
Journal of Derivatives, Vol. 7, No. 2, pp. 66-82, Winter 1999
Jens Carsten Jackwerth
University of Konstanz - Department of Economics
Date Posted: October 21, 1999
Last Revised: November 20, 2008
Accepted Paper Series
2243 downloads

Incl. Electronic Paper Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
Journal of Financial Services Research, Forthcoming
Tor Jacobson , Jesper Lindé and Kasper Roszbach
Sveriges Riksbank - Research Division , Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden)
Date Posted: February 18, 2004
Accepted Paper Series
2209 downloads

Incl. Electronic Paper A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
Mikhail Chernov , A. Ronald Gallant , Eric Ghysels and George Tauchen
UCLA Anderson , Duke University - Fuqua School of Business, Economics Group , University of North Carolina Kenan-Flagler Business School and Duke University - Economics Group
Date Posted: November 07, 1999
Working Paper Series
2171 downloads

Incl. Electronic Paper The Best of Both Worlds: A Hybrid Approach to Calculating Value at Risk
Matthew P. Richardson , Jacob Boudoukh and Robert Whitelaw
New York University (NYU) - Department of Finance , Interdisciplinary Center (IDC) - Rothschild Center and New York University
Date Posted: January 07, 1998
Working Paper Series
2146 downloads

Incl. Electronic Paper A New Look at Minimum Variance Investing
Bernd Scherer
EDHEC Business School - Department of Economics & Finance
Date Posted: September 24, 2010
Working Paper Series
1942 downloads

Incl. Electronic Paper Event Studies: A Methodology Review
Charles J. Corrado
Deakin University - School of Accounting, Economics & Finance
Date Posted: August 02, 2009
Last Revised: August 20, 2010
Working Paper Series
1921 downloads

Incl. Electronic Paper Recovering Risk-Neutral Densities: A New Nonparametric Approach
EFA 2000
Oleg Bondarenko
University of Illinois at Chicago - Department of Finance
Date Posted: October 19, 2000
Working Paper Series
1814 downloads

Incl. Electronic Paper Explaining Credit Default Swap Spreads With the Equity Volatility and Jump Risks of Individual Firms
FEDS Discussion Paper No. 2005-63, Review of Financial Studies, Forthcoming, BIS Working Paper No. 181
Benjamin Yi-Bin Zhang , Hao Zhou and Haibin Zhu
UBS AG , PBC School of Finance, Tsinghua University and Bank for International Settlements (BIS)
Date Posted: September 20, 2007
Last Revised: October 18, 2013
Working Paper Series
1728 downloads

Incl. Electronic Paper Asset Allocation and Long-Term Returns: An Empirical Approach
Stephen Coggeshall and Guowei Wu
Morgan Stanley and Morgan Stanley
Date Posted: January 02, 2006
Working Paper Series
1651 downloads

Incl. Electronic Paper The Complete Picture of Credit Default Swap Spreads - A Quantile Regression Approach
Pedro Pires , João Pedro Pereira and Luis F. Martins
New University of Lisbon - Nova School of Business and Economics , ISCTE-IUL Business School - Lisbon and Pennsylvania State University - Department of Economics
Date Posted: April 29, 2008
Last Revised: January 31, 2010
Working Paper Series
1621 downloads

Incl. Electronic Paper Development and Validation of Credit Scoring Models
Journal of Credit Risk, Forthcoming
Dennis Glennon , Nicholas M. Kiefer , C. Erik Larson and Hwan-sik Choi
Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Cornell University - Department of Economics , Promontory Financial Group and Purdue University - Department of Consumer Sciences & Retailing
Date Posted: July 30, 2008
Accepted Paper Series
1546 downloads

Incl. Electronic Paper The Real Effects of Financial Markets: The Impact of Prices on Takeovers
Journal of Finance 67(3), 933-971, June 2012
Alex Edmans , Itay Goldstein and Wei Jiang
London Business School - Institute of Finance and Accounting , University of Pennsylvania - The Wharton School - Finance Department and Columbia Business School - Finance and Economics
Date Posted: March 19, 2008
Last Revised: June 04, 2014
Accepted Paper Series
1502 downloads

Incl. Electronic Paper Productive Performance Evaluation of the Banking Sector in India Using Data Envelopment Analysis
International Journal of Operations Research, Forthcoming
Biresh K. Sahoo , Jati Sengupta and Anandadeep Mandal
Amrita Vishwa Vidyapeetham University - Amrita School of Business , University of California, Santa Barbara - Department of Economics and School of Management, KIIT University
Date Posted: January 12, 2007
Accepted Paper Series
1389 downloads

Incl. Electronic Paper A Survey of the Literature on Hedge Fund Performance
Walter Géhin
EDHEC Business School - EDHEC Risk and Asset Management Research Centre
Date Posted: December 04, 2004
Working Paper Series
1353 downloads

Incl. Electronic Paper Economic Characteristics, Corporate Governance, and the Influence of Compensation Consultants on Executive Pay Levels
Rock Center for Corporate Governance Working Paper No. 15, Review of Accounting Studies, Vol. 17, No. 2, June 2012
Chris Armstrong , Christopher D. Ittner and David F. Larcker
University of Pennsylvania - Accounting Department , University of Pennsylvania - Accounting Department and Stanford University - Graduate School of Business
Date Posted: June 15, 2008
Last Revised: September 12, 2013
Accepted Paper Series
1332 downloads

Incl. Electronic Paper Bank Relationships: A Review
David C. Smith and Steven Ongena
University of Virginia (UVA) - McIntire School of Commerce and University of Zurich and SFI
Date Posted: December 11, 1998
Working Paper Series
1321 downloads

Incl. Electronic Paper Riding Bubbles
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Nadja Guenster , Erik Kole and Ben Jacobsen
Maastricht University - Department of Finance , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and University of Edinburgh - Business School
Date Posted: March 17, 2008
Last Revised: March 18, 2010
Working Paper Series
1246 downloads

Incl. Electronic Paper Robust Standard Error Estimation in Fixed-Effects Panel Models

Gabor Kezdi
Central European University (CEU) - Department of Economics
Date Posted: September 30, 2004
Working Paper Series
1179 downloads

Incl. Electronic Paper Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data
Centre for Research in Financial Services Working Paper No. 99-01
Cornelis A. Los
Alliant International University - Alliant School of Management
Date Posted: February 11, 1999
Working Paper Series
1138 downloads

Incl. Electronic Paper Corporate Credit Risk Modeling: Quantitative Rating System and Probability of Default Estimation
João Fernandes
Banco BPI
Date Posted: May 17, 2005
Working Paper Series
1087 downloads

Incl. Electronic Paper Accounting for Biases in Black-Scholes
David K. Backus , Silverio Foresi and Liuren Wu
NYU Stern School of Business , Goldman Sachs Group, Inc. - Quantitative Strategy Group and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: September 03, 2004
Working Paper Series
1051 downloads

Incl. Electronic Paper Testing and Detecting Jumps Based on a Discretely Observed Process
Yingying Fan and Jianqing Fan
University of Southern California - Marshall school of Business and Princeton University - Bendheim Center for Finance
Date Posted: January 06, 2009
Working Paper Series
1045 downloads

Incl. Electronic Paper What Makes Companies Behave? An Analysis of Criminal and Civil Penalties Under Environmental Law
Andrew B. Miller
Chicago Partners
Date Posted: November 23, 2003
Working Paper Series
1027 downloads

Incl. Electronic Paper A Comparison of Extreme Value Theory Approaches for Determining Value at Risk
Journal of Empirical Finance, Forthcoming, Cass Business School Research Paper
Chris Brooks , Andrew Clare , John W. Dalle Molle and Gita Persand
University of Reading - ICMA Centre , City University London - Sir John Cass Business School , Independent and University of Bristol - Department of Economics
Date Posted: December 05, 2004
Accepted Paper Series
1011 downloads

Incl. Electronic Paper Flexible Term Structure Estimation: Which Method Is Preferred?
Yale ICF Working Paper No. 00-25
Andrew Jeffrey , Oliver B. Linton and Thong Nguyen
Yale School of Management , University of Cambridge and affiliation not provided to SSRN
Date Posted: February 08, 2001
Working Paper Series
1011 downloads

Incl. Electronic Paper Analysis of Financial Time-Series Using Fourier and Wavelet Methods
Philippe Masset
Ecole hôtelière de Lausanne
Date Posted: October 27, 2008
Working Paper Series
1009 downloads

Incl. Electronic Paper Robust Value at Risk Prediction
Swiss Finance Institute Research Paper No. 07-31
Loriano Mancini and Fabio Trojani
Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute
Date Posted: August 17, 2005
Last Revised: September 13, 2010
Working Paper Series
973 downloads

Incl. Electronic Paper Basic Concepts in Statistics (Spanish Version)
Ignacio Velez-Pareja
Master Consultores
Date Posted: February 23, 2006
Working Paper Series
951 downloads

Incl. Electronic Paper Estimating Probabilities of Default for Low Default Portfolios
Dirk Tasche and Katja Pluto
Bank of England - Prudential Regulation Authority and Deutsche Bundesbank
Date Posted: December 27, 2004
Working Paper Series
931 downloads

Incl. Electronic Paper Nonparametric Estimation of Copulas for Time Series
FAME Research Paper No. 57
O. Scaillet and Jean-David Fermanian
University of Geneva - HEC and Independent
Date Posted: March 12, 2003
Working Paper Series
926 downloads

Incl. Electronic Paper Stochastic Models of Implied Volatility Surfaces
Economic Notes, Vol. 31, No. 2, July 2002
Rama Cont , Valdo Durrleman and José Da Fonseca
Imperial College London , Princeton University - Department of Operations Research and Financial Engineering and Auckland University of Technology - Faculty of Business & Law
Date Posted: April 28, 2003
Accepted Paper Series
926 downloads

Incl. Electronic Paper A Risk Management Approach for Portfolio Insurance Strategies
Proceedings of the 1st EIF International Financial Research Forum, Economica, 2009
Benjamin Hamidi , Bertrand B. Maillet and Jean-Luc Prigent
University of Paris 1 Pantheon-Sorbonne - CES/CNRS , University of Orléans and University of Cergy-Pontoise - ThEMA
Date Posted: October 27, 2008
Last Revised: June 10, 2009
Working Paper Series
911 downloads

Incl. Electronic Paper Public Sector Efficiency: An International Comparison
ECB Working Paper Series No. 242
Antonio Afonso , Ludger Schuknecht and Vito Tanzi
Technical University of Lisbon - ISEG (School of Economics and Management) , European Central Bank (ECB) and International Monetary Fund (IMF)
Date Posted: September 22, 2003
Working Paper Series
907 downloads

Incl. Electronic Paper What Data Should Be Used To Price Options?
Mikhail Chernov and Eric Ghysels
UCLA Anderson and University of North Carolina Kenan-Flagler Business School
Date Posted: August 29, 1998
Working Paper Series
891 downloads

Incl. Electronic Paper Extremal Quantiles and Value-at-Risk
MIT Department of Economics Working Paper No. 07-01
Victor Chernozhukov and Songzi Du
Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: January 12, 2007
Working Paper Series
884 downloads

Incl. Electronic Paper Improving the Comparability of Insolvency Predictions (Verbesserung der Vergleichbarkeit von Schaetzgueteergebnissen von Insolvenzprognosestudien) (German version)
Dresden Economics Discussion Paper Series No. 08/05
Martin Bemmann
affiliation not provided to SSRN
Date Posted: June 08, 2005
Working Paper Series
879 downloads

Incl. Electronic Paper Total Factor Productivity Estimation: A Practical Review
LICOS Discussion Paper No. 182/2007
Ilke Van Beveren
KULeuven, Department of Economics
Date Posted: August 02, 2007
Last Revised: February 16, 2009
Working Paper Series
874 downloads

Incl. Electronic Paper Forecasting Fundamental Stock Price Distributions
Simon Fraser University Working Paper No. 96-2, Sauder School of Business Working Paper
R. Glen Donaldson and Mark J. Kamstra
University of British Columbia (UBC) - Sauder School of Business and York University - Schulich School of Business
Date Posted: October 30, 2000
Working Paper Series
862 downloads

Incl. Electronic Paper Operators on Inhomogeneous Time Series
Olsen & Associates Working Paper No. 324
Gilles O. Zumbach and Ulrich A. Müller
Independent and Olsen & Associates
Date Posted: March 21, 2000
Working Paper Series
862 downloads

Incl. Electronic Paper Option Pricing with Model-Guided Nonparametric Methods
Jianqing Fan and Loriano Mancini
Princeton University - Bendheim Center for Finance and Ecole Polytechnique Fédérale de Lausanne
Date Posted: February 20, 2007
Last Revised: February 13, 2009
Working Paper Series
850 downloads

Incl. Electronic Paper Affine Point Processes and Portfolio Credit Risk
Eymen Errais , Kay Giesecke and Lisa R. Goldberg
Stanford University , Stanford University - Management Science & Engineering and University of California, Berkeley
Date Posted: June 14, 2006
Last Revised: June 15, 2010
Working Paper Series
820 downloads

Incl. Electronic Paper Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks' Risk Classification Policies
Journal of Banking and Finance, Forthcoming, Riksbank Working Paper No. 155
Tor Jacobson , Jesper Lindé and Kasper Roszbach
Sveriges Riksbank - Research Division , Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden)
Date Posted: August 30, 2005
Accepted Paper Series
795 downloads


 

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