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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 572,076
Full Text Papers: 473,759
Authors: 265,069
Papers Received in
  Last 12 months:
63,445

Paper Downloads:
To date: 79,712,150
Last 12 months: 10,196,648
Last 30 days: 1,357,794

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Papers with
  Resolved
  References:
273,041
Total References: 9,075,124
Papers with Cites: 244,952
Total Citation
  Links:
6,016,397
Papers with
  Resolved
  Footnotes:
94,649
Total Footnotes: 9,191,946


SSRN eLibrary Search Results
JEL Code: C15
424,751 Total downloads
Showing Papers 1 - 50 of 1,956
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Incl. Electronic Paper A Comparative Anatomy of Credit Risk Models
Journal of Banking and Finance, Vol. 24, No. 1/2, 2000, Board of Governors of the Federal Reserve System FEDS Paper No. 98-47
Michael B. Gordy
Board of Governors of the Federal Reserve
Date Posted: March 03, 1999
Last Revised: January 30, 2011
Accepted Paper Series
7418 downloads

Incl. Electronic Paper Market Madness? The Case of Mad Money
Joseph Engelberg , Caroline Sasseville and Jared Williams
University of California, San Diego (UCSD) - Rady School of Management , Kellogg School of Management - Department of Finance and Pennsylvania State University - Department of Finance
Date Posted: December 16, 2005
Last Revised: November 07, 2010
Working Paper Series
6890 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
5138 downloads

Incl. Electronic Paper A Stochastic Processes Toolkit for Risk Management
Damiano Brigo , Antonio Dalessandro , Matthias Neugebauer and Fares Triki
Imperial College London - Department of Mathematics , Independent , Fitch Ratings Inc. and Paris School of Economics, Pantheon Sorbonne University
Date Posted: March 19, 2008
Last Revised: October 05, 2008
Working Paper Series
4419 downloads

Incl. Electronic Paper Real Options Valuation: A Monte Carlo Approach
Faculty of Management, University of Calgary WP No. 2002/3; EFA 2002 Berlin Meetings Presented Paper
Andrea Gamba
University of Warwick - Finance Group
Date Posted: March 06, 2002
Working Paper Series
4349 downloads

Incl. Electronic Paper Risk Management in an Asset Management Company: A Practical Case
Dario Brandolini , Massimiliano Pallotta and Raffaele Zenti
Ras Asset Management SGR SpA , Ras Asset Management SGR SpA - Risk Management and Ras Asset Management SGR SpA
Date Posted: February 06, 2001
Case and Teaching Paper Series
4204 downloads

Incl. Electronic Paper An Efficient Frontier for Retirement Income
Wade D. Pfau
The American College
Date Posted: September 25, 2012
Working Paper Series
4196 downloads

Incl. Electronic Paper Risk Analysis for Asset Managers: Historical Simulation, the Bootstrap Approach and Value at Risk Calculation
EFMA 2001 Lugano Meetings
Raffaele Zenti and Massimiliano Pallotta
Ras Asset Management SGR SpA and Ras Asset Management SGR SpA - Risk Management
Date Posted: January 12, 2001
Working Paper Series
4022 downloads

Incl. Electronic Paper The 4 Percent Rule is Not Safe in a Low-Yield World
Michael S. Finke , Wade D. Pfau and David Blanchett
Texas Tech University , The American College and Morningstar Investment Management
Date Posted: January 16, 2013
Last Revised: January 17, 2013
Working Paper Series
3229 downloads

Incl. Electronic Paper Analysis of Mortgage Backed Securities: Before and after the Credit Crisis
Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity; Bielecki, Tomasz,; Damiano Brigo and Frederic Patras, eds., February 2011
Harvey J. Stein , Alexander L. Belikoff , Kirill Levin and Xusheng Tian
Bloomberg L.P. , Google Inc. , Bloomberg Financial Markets (BFM) - Bloomberg LP and Bloomberg L.P. - R&D
Date Posted: January 07, 2007
Last Revised: March 16, 2011
Accepted Paper Series
2953 downloads

Incl. Electronic Paper Risk Assessment for Banking Systems
14th Annual Utah Winter Finance Conference Paper; EFA 2003 Annual Conference Paper No. 437
Helmut Elsinger , Alfred Lehar and Martin Summer
Austrian National Bank - Economic Studies Division , University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Date Posted: August 25, 2004
Working Paper Series
2918 downloads

Incl. Electronic Paper A Behavioral Model of Digital Music Piracy
Journal of Organizational Computing and Electronic Commerce, Forthcoming
Ram D. Gopal , G. L. Sanders , Sudip Bhattacharjee , Manish K. Agrawal and Suzanne C Wagner
University of Connecticut - Department of Operations & Information Management , SUNY at Buffalo - School of Management , University of Connecticut - Department of Operations & Information Management , University of South Florida - College of Business Administration and Niagara University
Date Posted: April 10, 2004
Accepted Paper Series
2775 downloads

Incl. Electronic Paper A Mixture of Gaussians Approach to Mathematical Portfolio Oversight: The EF3M Algorithm
Quantitative Finance, 2013, Forthcoming, Johnson School Research Paper Series No. 39-2011
Marcos Lopez de Prado and Matthew Foreman
Guggenheim Partners, LLC and University of California, Irvine
Date Posted: September 22, 2011
Last Revised: October 27, 2013
Accepted Paper Series
2774 downloads

Incl. Electronic Paper Do Artists Benefit from Online Music Sharing?
Journal of Business, Forthcoming
Ram D. Gopal , Sudip Bhattacharjee and G. L. Sanders
University of Connecticut - Department of Operations & Information Management , University of Connecticut - Department of Operations & Information Management and SUNY at Buffalo - School of Management
Date Posted: April 10, 2004
Accepted Paper Series
2763 downloads

Incl. Electronic Paper Value at Risk (VaR) in Real Options Analysis
Giuseppe Alesii
University of L'Aquila - Department of Information Engineering, Computer Science
Date Posted: May 20, 2003
Working Paper Series
2741 downloads

Incl. Electronic Paper Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research
Accounting Review, Forthcoming
Ian D. Gow , Gaizka Ormazabal and Daniel J. Taylor
Harvard Business School , University of Navarra, IESE Business School and University of Pennsylvania - The Wharton School
Date Posted: July 31, 2008
Last Revised: October 24, 2010
Accepted Paper Series
2650 downloads

Incl. Electronic Paper A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
Brown Univ. Economics Working Paper No. 01-04
Peter Reinhard Hansen and Asger Lunde
European University Institute - Economics Department (ECO) and University of Aarhus - School of Economics and Management
Date Posted: April 13, 2001
Working Paper Series
2627 downloads

Incl. Electronic Paper Discounting Revisited: Valuation Under Funding, Counterparty Risk and Collateralization
Christian P. Fries
LMU Munich, Department of Mathematics
Date Posted: May 17, 2010
Last Revised: March 14, 2011
Working Paper Series
2617 downloads

Incl. Electronic Paper Downside Correlation and Expected Stock Returns
EFA 2002 Berlin Meetings Presented Paper; USC Finance & Business Econ. Working Paper No. 01-25
Andrew Ang , Joseph Chen and Yuhang Xing
Columbia Business School - Finance and Economics , University of California, Davis - Graduate School of Management and Rice University
Date Posted: November 09, 2001
Working Paper Series
2608 downloads

Incl. Electronic Paper Credit Risk Evaluation: Modeling - Analysis - Management
Center for Risk & Evaluation, 2002-2003
Uwe Wehrspohn
Wehrspohn GmbH & Co. KG
Date Posted: June 14, 2005
Accepted Paper Series
2487 downloads

Incl. Electronic Paper On the Profit and Loss Distribution of Dynamic Hedging Strategies
Discussion Paper Series No. 9899-03
Sergei Esipov and Igor Vaysburd
Quant Isle Ltd. and JP Morgan Securities Inc.
Date Posted: February 02, 1999
Working Paper Series
2477 downloads

Incl. Electronic Paper Nonparametric Rank Tests for Event Studies
21st Australasian Finance and Banking Conference 2008 Paper
James W. Kolari and Seppo Pynnonen
Texas A&M University (TAMU) - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Date Posted: August 25, 2008
Last Revised: August 19, 2014
Working Paper Series
2312 downloads

Incl. Electronic Paper Are the Gains from International Portfolio Diversification Exaggerated? The Influence of Downside Risk in Bear Markets
EFMA 2002 London Meetings
Kirt C. Butler and Domingo C. Joaquin
Michigan State University and Illinois State University - Department of Finance, Insurance and Law
Date Posted: May 12, 2000
Working Paper Series
2278 downloads

Incl. Electronic Paper Relative Strength and Portfolio Management
Dorsey Wright Money Management, January 2012
John Lewis
Dorsey Wright Money Management
Date Posted: February 04, 2012
Accepted Paper Series
2226 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
2223 downloads

Incl. Electronic Paper Understanding the Fine Structure of Electricity Prices
Journal of Business, Vol. 79, No. 3, 2006
Hélyette Geman and Andrea Roncoroni
University of London, Birkbeck College - School of Economics, Mathematics and Statistics and ESSEC Business School
Date Posted: December 31, 2004
Accepted Paper Series
2097 downloads

Incl. Electronic Paper Collectively Fluctuating Assets in the Presence of Arbitrage Opportunities and Option Pricing
Alexander N. Adamchuk and Sergei Esipov
NAFT and Quant Isle Ltd.
Date Posted: February 02, 1999
Working Paper Series
2084 downloads

Incl. Electronic Paper A Simple and Exact Simulation Approach to Heston Model
Jianwei Zhu
LPA
Date Posted: July 01, 2008
Working Paper Series
1992 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
1973 downloads

Incl. Electronic Paper Mutual Fund Performance: Skill or Luck?
Journal of Empirical Finance, 2008, Vol. 15, Issue 4, pp. 613-634.
Keith Cuthbertson , Dirk Nitzsche 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: February 15, 2005
Last Revised: May 27, 2013
Accepted Paper Series
1860 downloads

Incl. Electronic Paper Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland
Bank of Finland Discussion Paper No. 18/2004
Kimmo Virolainen
Bank of Finland
Date Posted: November 24, 2004
Working Paper Series
1823 downloads

Incl. Electronic Paper A Dynamic Model of Active Portfolio Management and Mutual Fund Performance Evaluation
Yonggan Zhao
Nanyang Technological University
Date Posted: March 16, 2005
Working Paper Series
1797 downloads

Incl. Electronic Paper Arbitrage Relaxation of Instruments with Temporal Constraints
Alexander N. Adamchuk , Sergei Adamchuk and Sergei Esipov
NAFT , NAFT and Quant Isle Ltd.
Date Posted: June 01, 1998
Working Paper Series
1683 downloads

Incl. Electronic Paper An Agent-Based Model of the Flash Crash of May 6, 2010, with Policy Implications
Tommi A. Vuorenmaa and Liang Wang
Triangle Intelligence and University of Helsinki - Department of Computer Science
Date Posted: October 07, 2013
Last Revised: February 27, 2014
Working Paper Series
1672 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
1657 downloads

Incl. Electronic Paper Do Measures of Liquidity Measure Liquidity?
Ruslan Goyenko , Craig W. Holden and Charles Trzcinka
McGill University - Desautels Faculty of Management , Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Date Posted: March 24, 2008
Working Paper Series
1551 downloads

Incl. Electronic Paper A Risk Based Approach to Tactical Asset Allocation
Stefano Colucci and Dario Brandolini
Symphonia Sgr and University of Turin
Date Posted: November 28, 2011
Last Revised: December 08, 2011
Working Paper Series
1542 downloads

Incl. Electronic Paper Implied Volatility Surface: Construction Methodologies and Characteristics
Cristian Homescu
Independent
Date Posted: July 10, 2011
Working Paper Series
1535 downloads

Incl. Electronic Paper Cheap Donuts and Expensive Broccoli: The Effect of Relative Prices on Obesity
Jonah B. Gelbach , Jonathan Klick and Thomas Stratmann
University of Pennsylvania Law School , University of Pennsylvania Law School and George Mason University - Buchanan Center Political Economy
Date Posted: April 01, 2007
Last Revised: December 17, 2009
Working Paper Series
1477 downloads

Incl. Electronic Paper Conditional Analytic Monte-Carlo Pricing Scheme of Auto-Callable Products
Christian P. Fries and Mark S. Joshi
LMU Munich, Department of Mathematics and University of Melbourne - Centre for Actuarial Studies
Date Posted: May 05, 2008
Last Revised: April 07, 2010
Working Paper Series
1466 downloads

Incl. Electronic Paper Which Team Will Win the 2014 FIFA World Cup? A Bayesian Approach for Dummies
Andres Ramirez Hassan and Johnatan Cardona Jimenez
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Universidade Federal do Rio de Janeiro (UFRJ)
Date Posted: February 15, 2014
Working Paper Series
1426 downloads

Incl. Electronic Paper Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs
EFA 2008 Athens Meetings Paper, Swiss Finance Institute Research Paper No. 08-05
Pierre Bajgrowicz and O. Scaillet
University of Geneva - Graduate School of Business (HEC-Geneva) and University of Geneva - HEC
Date Posted: March 19, 2008
Last Revised: January 25, 2012
Working Paper Series
1398 downloads

Incl. Electronic Paper An Empirical Study of Exposure at Default
Michael Jacobs Jr.
OCC/Risk Analysis Division/Credit Risk Modeling
Date Posted: June 23, 2008
Last Revised: February 15, 2010
Working Paper Series
1386 downloads

Incl. Electronic Paper Partial Proxy Simulation Schemes for Generic and Robust Monte-Carlo Greeks
Christian P. Fries and Mark S. Joshi
LMU Munich, Department of Mathematics and University of Melbourne - Centre for Actuarial Studies
Date Posted: October 03, 2006
Working Paper Series
1365 downloads

Incl. Electronic Paper Trading Costs and Returns for US Equities: The Evidence from Daily Data
NYU Stern School Department of Finance Working Paper
Joel Hasbrouck
New York University (NYU) - Department of Finance
Date Posted: June 16, 2003
Working Paper Series
1338 downloads

Incl. Electronic Paper CDO Rating Methodology: Some Thoughts on Model Risk and its Implications
BIS Working Paper No. 163
Ingo Fender and John Kiff
Bank for International Settlements (BIS) and International Monetary Fund
Date Posted: September 20, 2007
Working Paper Series
1297 downloads

Incl. Electronic Paper Drawdown Measure in Portfolio Optimization

Alexei Chekhlov , Stanislav P. Uryasev and Michael Zabarankin
Columbia University - Department of Mathematics , University of Florida and Stevens Institute of Technology - Department of Mathematical Sciences
Date Posted: May 13, 2004
Working Paper Series
1297 downloads

Incl. Electronic Paper The True Impact of Immediate Annuities on Retirement Sustainability: A Total Wealth Perspective
Michael E. Kitces and Wade D. Pfau
The Kitces Report & Nerd's Eye View and The American College
Date Posted: July 23, 2013
Working Paper Series
1283 downloads

Incl. Electronic Paper A Combined Signal Approach to Technical Analysis on the S&P 500
Camillo Lento
Lakehead University
Date Posted: March 29, 2008
Last Revised: May 20, 2008
Working Paper Series
1275 downloads

Incl. Electronic Paper Using Conditional Copula to Estimate Value at Risk
Journal of Data Science 4(2006), 93-115
Helder P. Palaro and Luiz Koodi Hotta
Independent and University of Campinas (UNICAMP) - Department of Statistics
Date Posted: October 13, 2005
Last Revised: October 19, 2013
Accepted Paper Series
1272 downloads


 

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