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JEL Code: C60
93,244 Total downloads
Showing Papers 1 - 50 of 427
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A Category for Studying the Standardization of Reporting Languages
University of Bergen Reports in Informatics No. 314
Michal Walicki
,
Uwe Wolter
and
Jack Douglas Stecher
University of Bergen
,
University of Bergen
and
Carnegie Mellon University - David A. Tepper School of Business
Date Posted: January 30, 2006
Working Paper Series
61 downloads
A Comparative Study of Portfolio Insurance
London Business School Working Paper IFA 344
Suleyman Basak
London Business School
Date Posted: December 22, 2001
Working Paper Series
3558 downloads
A Compound Gauss-Markov Random Field (CGMRF) Modeling of Philippine Unemployment Data
Proceedings of the 24th Samahang Pisika ng Pilipinas National Physics Congress, Vol. 3, pp. 1-4, 2006
Rolando Danganan Navarro Jr.
and
Jose Ramon Albert
University of the Philippines, Los Baños - School of Statistics
and
Statistical Research and Training Center
Date Posted: January 30, 2007
Accepted Paper Series
56 downloads
A Continuous Time Structural Model for Insolvency, Recovery, and Rollover Risks
Gechun Liang
,
Eva Lütkebohmert
and
Wei Wei
University of Oxford - Oxford-Man Institute of Quantitative Finance
,
University of Freiburg
and
affiliation not provided to SSRN
Date Posted: September 16, 2012
Last Revised: November 11, 2012
Working Paper Series
45 downloads
A Critique on the Consistency Ratios of Some Selected Articles Regarding Fuzzy AHP and Sustainability
3rd International Symposium on Sustainable Development (ISSD'12), Sarajevo, May 31-June 01 2012
Bülent Başaran
Bilecik Şeyh Edebali University
Date Posted: October 18, 2012
Accepted Paper Series
23 downloads
A Cyclical Model of Multiple-Horizon Credit Rating Transitions and Default
Albert D. Metz
Moody's Investors Service
Date Posted: June 14, 2007
Working Paper Series
295 downloads
A Damped Diffusion Framework for Financial Modeling and Closed-Form Maximum Likelihood Estimation
Journal of Economic Dynamics and Control, Vol. 34, No. 2, 2010
Minqiang Li
Bloomberg LP
Date Posted: February 05, 2010
Accepted Paper Series
A Damped Diffusion Framework for Financial Modeling and Closed-Form Maximum Likelihood Estimation
Minqiang Li
Bloomberg LP
Date Posted: October 04, 2009
Working Paper Series
86 downloads
A Discrete Stochastic Model for Investment with a Discrete Stochastic Model for Investment with an Application to the Transaction Costs Case
Journal of Mathematical Economics, Vol. 33, pp. 57-80, 2000
Laurence Carassus
and
Elyes Jouini
Université Paris VII Denis Diderot
and
Universite de Paris 9 Dauphine - CEREMADE
Date Posted: August 16, 2007
Accepted Paper Series
A Dynamic Analysis of Moving Average Rules
Tinbergen Institute Discussion Paper No. TI 05-057/1
Carl Chiarella
,
Xuezhong He and
C. H. Hommes
University of Technology, Sydney - UTS Business School, Finance Discipline Group
,
University of Technology, Sydney (UTS) - School of Finance and Economics
and
University of Amsterdam
Date Posted: June 13, 2005
Working Paper Series
689 downloads
A Dynamic and Static Measurement of Standard of Living in Colombia Between 1997 and 2003
Revista de Economía del Rosario, Vol. 9, No. 2, December 2006,
Luis F. Gamboa
and
José Alberto Guerra
Universidad del Rosario
and
Universidad del Rosario - Faculty of Economics
Date Posted: January 18, 2007
Accepted Paper Series
68 downloads
A Forecasting Model for the Likelihood of Delinquency, Default or Prepayment: The Case of Taiwan
International Journal of Business, Vol. 8, No. 2, 2003
Chin-Tsai Lin
and
Shih-Yu Yang
Yuan Pei Institute of Science and Technology - Department of Information Management
and
Chihlee Institute of Technology
Date Posted: January 09, 2004
Accepted Paper Series
494 downloads
A Formalized Hybrid Portfolio Replication Technique Applied to Participating Life Insurance Portfolios
Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 25, 2011
Working Paper Series
118 downloads
A Foundation in Economics for Contemporary Research in Accounting: Volume I
Wesam Mohamed Habib
Maastricht School of Management (MSM)
Date Posted: December 03, 2008
Working Paper Series
83 downloads
A Framework for Derivative Pricing in the Fractional Black-Scholes Market
Ciprian Necula
Bucharest Academy of Economic Studies
Date Posted: October 26, 2008
Working Paper Series
165 downloads
A General Theory of Time Discounting: The Reference-Time Theory of Intertemporal Choice
Ali al-Nowaihi
and
Sanjit Dhami
University of Leicester - Department of Economics
and
University of Leicester
Date Posted: July 04, 2008
Working Paper Series
54 downloads
A Generalization of the Implicit Function Theorems
Elvio Accinelli
Facultad de Economía de la Universidad Autónoma de San Luís Potosí
Date Posted: December 02, 2009
Last Revised: September 12, 2011
Working Paper Series
49 downloads
A Geometric Approach To Multiperiod Mean Variance Optimization of Assets and Liabilities
Univ. of Southern Switzerland Working Paper
Markus Leippold ,
Paolo Vanini and
Fabio Trojani
University of Zurich - Department of Banking and Finance
,
Zurich Cantonal Bank
and
Swiss Finance Institute
Date Posted: November 08, 2001
Working Paper Series
1663 downloads
A Geometric Measure for the Violation of Utility Maximization
Ruhr Economic Paper No. 69
Jan Heufer
University of Dortmund - Department of Economics
Date Posted: September 19, 2008
Last Revised: October 12, 2008
Working Paper Series
32 downloads
A Golden Formula in Neoclassical-Growth Models with Brownian-Motion Shocks
Darong Dai
Nanjing University - Department of Economics
Date Posted: August 04, 2012
Last Revised: April 29, 2013
Working Paper Series
313 downloads
A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks
T. C. Wong and
C. H. Hui
Hong Kong Monetary Authority - Research Department
and
Hong Kong Monetary Authority - Research Department
Date Posted: April 01, 2009
Last Revised: May 05, 2009
Working Paper Series
522 downloads
A Method for Approximating Univariate Convex Functions using Only Function Value Evaluations
CentER Discussion Paper Series No. 2007-67
A.Y.D. Siem
,
Dick den Hertog and
A. L. Hoffmann
Tilburg University - Department of Econometrics & Operations Research
,
Tilburg University - Department of Econometrics & Operations Research
and
Radboud University Nijmegen - Faculty of Medical Sciences
Date Posted: September 05, 2007
Working Paper Series
57 downloads
A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria
Economics Letters, Vol. 114, No. 2, 2012
Victor Aguirregabiria
University of Toronto - Department of Economics
Date Posted: July 25, 2012
Accepted Paper Series
6 downloads
A Model for Hedging Load and Price Risk in the Texas Electricity Market
Michael C. Coulon
,
Warren B. Powell
and
Ronnie Sircar
Princeton University - ORFE Department
,
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
and
Princeton University - Department of Operations Research and Financial Engineering
Date Posted: August 29, 2012
Working Paper Series
79 downloads
A Model of Expert Investment Preferences on the Spanish Stock Exchange
Loreto F. Fernández ,
Angeles F. Fernandez
,
Maria Carmen Carollo Limeres
and
Eugenia E. Prado
Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies
,
Universidade de Santiago de Compostela - Departamento de Estatistica e Investigacion Operativa
,
Universidade de Santiago de Compostela - Departamento de Estatistica e Investigacion Operativa
and
Independent
Date Posted: September 09, 2003
Working Paper Series
122 downloads
A Model of Price, Volume and Sequential Information
International Journal of Business and Economics, Vol. 6, 2007
Gaiyan Zhang
University of Missouri at St. Louis - College of Business Administration
Date Posted: November 01, 2009
Accepted Paper Series
56 downloads
A Model-Independent Replicating Approach for Variance Swaps
Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: October 04, 2012
Working Paper Series
110 downloads
A Modified Method for Solving Nonlinear Equations
IJCSIC - International Journal of Computer Science and Intelligent Computing
Vol. 2, No. 1, p. 6, November 2010
Sumit Saha
Assam University - Department of Mathematics
Date Posted: February 24, 2012
Accepted Paper Series
49 downloads
A Note on Macaulay’s Formula for Duration
Michael Osborne
University of Sussex
Date Posted: August 10, 2011
Last Revised: September 03, 2012
Working Paper Series
55 downloads
A Note on Robustness in Merton's Model of Intertemporal Consumption and Portfolio Choice
Journal of Economic Dynamics and Control, Vol. 26, No. 3, pp 423-435, March 2002
Paolo Vanini and
Fabio Trojani
Zurich Cantonal Bank
and
Swiss Finance Institute
Date Posted: May 12, 2003
Accepted Paper Series
A Note on the Loewenstein-Prelec Theory of Intertemporal Choice
Mathematical Social Sciences, Vol. 52, 2006
Sanjit Dhami
University of Leicester
Date Posted: July 04, 2008
Accepted Paper Series
A Note on the Optimal Control of Stocks Accumulating with a Delay
Macroeconomic Dynamics, Vol. 15, No. 4, pp. 565-578, 2011
Ralph Winkler
University of Bern - Department of Economics
Date Posted: January 27, 2010
Last Revised: August 31, 2012
Accepted Paper Series
69 downloads
A Note on the Utility Function Under Prospect Theory
Economics Letters, Vol. 99, 2008
Ali al-Nowaihi
,
Sanjit Dhami and
Ian G. Bradley
University of Leicester - Department of Economics
,
University of Leicester
and
affiliation not provided to SSRN
Date Posted: May 12, 2008
Last Revised: July 07, 2008
Accepted Paper Series
127 downloads
A PDE Approach to Jump-Diffusions
Peter Carr and
Laurent Cousot
New York University (NYU) - Courant Institute of Mathematical Sciences
and
BNP Paribas
Date Posted: October 28, 2010
Working Paper Series
333 downloads
A PDE Approach to Option Pricing Under Liquidity Risk
Matthias Fahrenwaldt
and
Alexandre F. Roch
EBZ Business School
and
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Date Posted: February 23, 2013
Working Paper Series
52 downloads
A Proof of the Outperformance of Beta Arbitrage Strategies
Reda Jürg Messikh
and
Gianluca Oderda
Pictet Asset Management SA
and
Ersel Asset Management SGR s.p.a.
Date Posted: April 20, 2010
Working Paper Series
290 downloads
A Real Accurate Formula for the Yield Elasticity of Bond Price
Michael Osborne
University of Sussex
Date Posted: August 06, 2012
Last Revised: September 03, 2012
Working Paper Series
31 downloads
A Reduction Algorithm for a Class of Payoff Formulae
Gary J. Kennedy
Clarus Financial Technology
Date Posted: July 20, 2010
Working Paper Series
73 downloads
A Resolution to the NPV - IRR Debate?
Michael Osborne
University of Sussex
Date Posted: April 05, 2004
Last Revised: January 04, 2010
Working Paper Series
1829 downloads
A Resolution to the NPV – IRR Debate?
Quarterly Review of Economics and Finance, Vol.50, No. 2
Michael Osborne
University of Sussex
Date Posted: February 21, 2010
Last Revised: July 05, 2010
Accepted Paper Series
A Review of Multi-Component Maintenance Models with Economic
Dependence
Rommert Dekker ,
F. van der Schouten and
Ralph E. Wildeman
Erasmus University, Rotterdam (EUR) - Erasmus School of Economics
,
Erasmus University Rotterdam (EUR) - Department of Econometrics
and
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: February 18, 1998
Working Paper Series
A Robust Approach to Misspecifications and Non Linearities for Hedge Fund Replication and Alternative Beta
Guillaume Weisang
Clark University - Graduate School of Management
Date Posted: May 14, 2011
Working Paper Series
90 downloads
A Robust Turnpike Deduced by Economic Maturity
Darong Dai
Nanjing University - Department of Economics
Date Posted: December 04, 2012
Working Paper Series
293 downloads
A Short Remark on Feller’s Square Root Condition
Ilya I. Gikhman
Independent
Date Posted: February 07, 2011
Working Paper Series
350 downloads
A Simple Analytical Model for Dynamics of Time-Varying Target Leverage Ratios
European Physical Journal B, Vol. 85, No 3, Article Number 102, 2012
C.F. Lo and
C. H. Hui
Chinese University of Hong Kong (CUHK)
and
Hong Kong Monetary Authority - Research Department
Date Posted: September 03, 2009
Last Revised: March 27, 2012
Accepted Paper Series
70 downloads
A Simple Derivation of Prelec's Probability Weighting
Function
University of Leicester, Department of Economics Working Paper No. 05/20, Journal of Mathematical Psychology, Vol. 50 , pp. 521-524, 2006
Ali al-Nowaihi
and
Sanjit Dhami
University of Leicester - Department of Economics
and
University of Leicester
Date Posted: May 13, 2008
Accepted Paper Series
32 downloads
A Simple, Accurate Formula for the Duration of a Portfolio of Bonds Under a Non-Parallel Shift of a Non-Flat Yield Curve
Michael Osborne
University of Sussex
Date Posted: September 08, 2004
Working Paper Series
625 downloads
A Software to Generate Evenly Spaced Points on the Unit N-Simplex
Gianfranco Giulioni
“Gabriele d’Annunzio” University of Chieti-Pescara
Date Posted: April 26, 2011
Last Revised: April 29, 2011
Working Paper Series
22 downloads
A Spatial Competitive Analysis: The Carbon Leakage Effect on the Cement Industry Under the European Emissions Trading Scheme
Bank of Italy Temi di Discussione (Working Paper) No. 899
Elisabetta Allevi
,
Giorgia Oggioni
,
Rossana Riccardi
and
Marco Rocco
University of Brescia
,
University of Brescia
,
University of Brescia
and
Bank of Italy
Date Posted: February 21, 2013
Working Paper Series
15 downloads
A Statistical Analysis to Improve Basketball Strategy
WSUN Working Paper
Walter Sun
MIT EECS
Date Posted: April 30, 2008
Working Paper Series
344 downloads
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