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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,519
Full Text Papers: 398,394
Authors: 228,766
Papers Received in
  Last 12 months:
69,683

Paper Downloads:
To date: 66,757,919
Last 12 months: 11,228,952
Last 30 days: 844,040

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  References:
239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
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5,733,423
Papers with
  Resolved
  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C6
847,908 Total downloads
Showing Papers 1,041 - 1,090 of 5,193
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Incl. Electronic Paper Computerised Detection of Age, Period, and Cohort Effects
Michael Ortmann
Beuth University Berlin
Date Posted: October 21, 2011
Last Revised: October 23, 2011
Working Paper Series
54 downloads

Incl. Electronic Paper How Well-Behaved are Higher-Order Perturbation Solutions?
De Nederlandsche Bank Working Paper No. 240
Wouter J. den Haan and Joris de Wind
University of Amsterdam and De Nederlandsche Bank
Date Posted: October 21, 2011
Accepted Paper Series
11 downloads

Incl. Electronic Paper On Multivariate Prudence
Elyes Jouini , Clotilde Napp and Diego Nocetti
Universite de Paris 9 Dauphine - CEREMADE , Université Paris-Dauphine - CNRS-DRM and Clarkson University
Date Posted: October 21, 2011
Working Paper Series
30 downloads

Incl. Electronic Paper Stochastic Forecast of Mortality Effects
Michael Ortmann
Beuth University Berlin
Date Posted: October 21, 2011
Working Paper Series
64 downloads

Incl. Electronic Paper The Network Origins of Aggregate Fluctuations
Econometrica, Vol. 80, No. 5
Daron Acemoglu , Vasco M. Carvalho , Asuman E. Ozdaglar and Alireza Tahbaz-Salehi
Massachusetts Institute of Technology (MIT) - Department of Economics , Universitat Pompeu Fabra/CREI , Massachusetts Institute of Technology (MIT) - Department of Electrical Engineering and Computer Science and Columbia Business School - Decision Risk and Operations
Date Posted: October 21, 2011
Last Revised: October 02, 2012
Accepted Paper Series
85 downloads

Incl. Electronic Paper When Does Approval Voting Make the 'Right Choices'?
Steven J. Brams and D. Marc Kilgour
New York University (NYU) - Wilf Family Department of Politics and Wilfrid Laurier University
Date Posted: October 21, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper An Evaluation of the Cross Entropy Method to Solve Vehicle Routing Problems
Proceedings of the Latin-American Operations Research Workshop (TLAIO IV), November 2011
Edgar Possani , Marta Cabo Nodar and Carlos Herrera Musi
Instituto Tecnológico Autónomo de México (ITAM) , ITAM - Department of Mathematics and Instituto Tecnológico Autónomo de México
Date Posted: October 20, 2011
Accepted Paper Series
45 downloads

Incl. Electronic Paper Global Bifurcations in a Complementarity Game
Michael Kopel and Fabio G. Lamantia
University of Graz and University of Calabria - Department of Economics, Statistics and Finance
Date Posted: October 20, 2011
Working Paper Series
13 downloads

Incl. Electronic Paper A Multi-Agent Model of Tax Evasion with Public Expenditure
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 15/WP/2011
Paolo Pellizzari and Dino Rizzi
Ca Foscari University of Venice - Department of Economics and Ca Foscari University of Venice - Department of Economics
Date Posted: October 19, 2011
Accepted Paper Series
54 downloads

Incl. Electronic Paper Systemic Capital Requirements
Bank of England Working Paper No. 436
Lewis Webber and Matthew Willison
Bank of England and Bank of England
Date Posted: October 19, 2011
Working Paper Series
91 downloads

Incl. Electronic Paper Why Should an Economy Be Competitive?
Hugues Bersini and Nicolas van Zeebroeck
affiliation not provided to SSRN and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, ECARES
Date Posted: October 18, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper The Signaling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate
CESifo Working Paper Series No. 3610
Yu-Fu Chen , Michael Funke and Nicole Glanemann
University of Dundee - Department of Economic Studies , University of Hamburg - Department of Economics and Business Administration and University of Hamburg - Faculty of Economics and Business Administration
Date Posted: October 17, 2011
Working Paper Series
41 downloads

Incl. Electronic Paper A Concise Guide to Dynamic Optimization
Winston Chang
State University of New York at Buffalo - Department of Economics
Date Posted: October 16, 2011
Last Revised: November 04, 2011
Working Paper Series
210 downloads

Incl. Electronic Paper A General Framework for the Derivation of Asset Price Bounds: An Application to Stochastic Volatility Option Models
Oleg Bondarenko and I. Rodriguez Longarela
University of Illinois at Chicago - Department of Finance and University of Tromsø - Department of Economics - NFH
Date Posted: October 14, 2011
Working Paper Series
34 downloads

Incl. Electronic Paper A Large Scale Study of the Small Sample Performance of Random Coefficient Models of Demand
Benjamin S. Skrainka
University of Chicago - Irving B. Harris Graduate School of Public Policy Studies
Date Posted: October 14, 2011
Last Revised: May 22, 2012
Working Paper Series
160 downloads

Incl. Electronic Paper Dynamic Effects and Structural Change Under Environmental Regulation in a CGE Model with Endogenous Growth
Roger Ramer
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich
Date Posted: October 14, 2011
Working Paper Series
41 downloads

Incl. Electronic Paper Risk Premia and Optimal Liquidation of Credit Derivatives
International Journal of Theoretical and Applied Finance, Forthcoming
Tim Leung and Peng Liu
Columbia University and Johns Hopkins University - Department of Applied Mathematics and Statistics
Date Posted: October 13, 2011
Last Revised: September 30, 2012
Accepted Paper Series
38 downloads

Incl. Electronic Paper The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees
Christian Hilpert , Jing Li and Alexander Szimayer
University of Bonn - The Bonn Graduate School of Economics , Institute for Finanancial Economics and Statistics and University of Hamburg - Faculty of Economics and Business Administration
Date Posted: October 12, 2011
Last Revised: January 18, 2012
Working Paper Series
48 downloads

Incl. Electronic Paper CVA Implied Vol and Netting Arbitrage
Christian Kamtchueng
Barclays Capital
Date Posted: October 10, 2011
Last Revised: November 12, 2012
Working Paper Series
155 downloads

A Mathematical Model for American Call Option with Dividends and Variable Volatility
Int. J. of Appl. Math. and Mech., Vol. 7, No. 17, pp. 46-60, 2011
Asad Ahmad
Maya Institute of Technology and Management
Date Posted: October 10, 2011
Accepted Paper Series

Numerical Solution of Pricing of European Put Option with Stochastic Volatility
International Journal of Engineering, Vol. 24, No. 2, pp. 189-203, 2011
Asad Ahmad
Maya Institute of Technology and Management
Date Posted: October 10, 2011
Accepted Paper Series

Incl. Electronic Paper Dividends, Sustainability and Relevance
Andrea Mantovi
University of Parma - Dipartimento di Economia
Date Posted: October 07, 2011
Last Revised: December 20, 2012
Working Paper Series
66 downloads

Incl. Electronic Paper Accumulation of Large Foreign Reserves in China: A Behavioural Perspective
Economic Change and Restructuring, 2013: 46(1), 85-108
Zhichao Zhang , Frankie Chau and Li Xie
Durham University - Durham Business School , Durham University - Durham Business School and Durham University - Durham Business School
Date Posted: October 06, 2011
Last Revised: March 19, 2013
Accepted Paper Series
10 downloads

Incl. Electronic Paper Optimal Trade Execution Under Price-Sensitive Risk Preferences
Stefan Ankirchner and Thomas Kruse
University of Bonn and University of Bonn - Institute for Applied Mathematics
Date Posted: October 06, 2011
Working Paper Series
120 downloads

Incl. Electronic Paper Optimal Corporate Pension Policy: A Unified Framework
Katarzyna Romaniuk
Université de Paris 1 Panthéon-Sorbonne
Date Posted: October 04, 2011
Last Revised: June 11, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Is There Any Optimum Income Distribution in Relation to Government Debt (As % of GDP)? A Note
Miltiades N. Georgiou
Independent
Date Posted: October 03, 2011
Working Paper Series
23 downloads

Incl. Electronic Paper Shadow Probability Theory for Asset Pricing under Ambiguity
Yehuda (Yud) Izhakian
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: October 03, 2011
Last Revised: October 05, 2011
Working Paper Series
410 downloads

Incl. Electronic Paper Modelling Issues in Kernel Ridge Regression
Tinbergen Institute Discussion Paper No. 11-138/4
Peter Exterkate
University of Aarhus - CREATES
Date Posted: September 30, 2011
Working Paper Series
63 downloads

Incl. Electronic Paper Economic Impacts of Climate Change in Italy and the Mediterranean: Updating the Evidence
Marzio Galeotti and Roberto Roson
University of Milan - Department of Economics, Business and Statistics (DEAS) and Ca Foscari University of Venice - Department of Economics
Date Posted: September 29, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper Efficient Ramsey Equilibria
Center for Applied Economics and Policy Research (CAEPR) Working Paper No. 2011-009
Robert A. Becker and Tapan Mitra
Indiana University Bloomington and Cornell University - Department of Economics
Date Posted: September 29, 2011
Working Paper Series
18 downloads

A Hierarchical Archimedean Copula for Portfolio Credit Risk Modelling
Natalia Puzanova. A hierarchical Archimedean copula for portfolio credit risk modelling. Deutsche Bundesbank Discussion Paper, Series 2: Banking and Financial Studies, No 14/2011.
Natalia Puzanova
Deutsche Bundesbank
Date Posted: September 28, 2011
Last Revised: September 05, 2012
Working Paper Series
23 downloads

The Irony in the Derivatives Discounting Part II: The Crisis
Wilmott Journal, Vol. 2, pp. 301-316, 2010
Marc P. A. Henrard
OpenGamma
Date Posted: September 28, 2011
Accepted Paper Series

Incl. Electronic Paper Failure and Rescue in an Interbank Network
L. C. G. Rogers and Luitgard A. M. Veraart
University of Cambridge - Centre for Mathematical Sciences and London School of Economics & Political Science (LSE)
Date Posted: September 25, 2011
Working Paper Series
155 downloads

Incl. Electronic Paper Optimal Growth with Heterogeneous Agents and the Twisted Turnpike: An Example
Center for Applied Economics and Policy Research Working Paper No. 2011-008
Robert A. Becker
Indiana University Bloomington
Date Posted: September 24, 2011
Working Paper Series
9 downloads

Public Health Spending and Unfunded Public Pensions in an OLG Model of Neoclassical Growth: Some New Results About the Poverty Trap Problem
Rivista Italiana degli Economisti, Vol. 2, July 2011
Luciano Fanti and Luca Gori
University of Pisa - Department of Economics and University of Geona - Department of Law and Economics - G.L.M. Casaregi
Date Posted: September 24, 2011
Accepted Paper Series

Incl. Electronic Paper Avoiding Large Differences in Weights in Cross-Efficiency Evaluations: Application to the Ranking of Basketball Players
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 4, Issue 2, pp. 197-215, 2011
William W. Cooper , Nuria Ramón , Jose L. Ruiz and Inmaculada Sirvent
University of Texas at Austin - McCombs School of Business , Centro de Investigación Operativa, Universidad Miguel Hernández , Universidad Miguel Hernández and Centro de Investigación Operativa, Universidad Miguel Hernández
Date Posted: September 23, 2011
Last Revised: October 30, 2012
Accepted Paper Series
59 downloads

Incl. Electronic Paper Applying an Efficiency Measure of Desirable and Undesirable Outputs in DEA to U.S. Electric Utilities
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 4, Issue 2, pp. 236-249, 2011
Kaoru Tone and Miki Tsutsui
National Graduate Institute for Policy Studies (GRIPS) and Central Research Institute of Electric Power
Date Posted: September 23, 2011
Last Revised: October 30, 2012
Accepted Paper Series
51 downloads

Incl. Electronic Paper Coalition Formation and Data Envelopment Analysis
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 4, Issue 2, pp. 216-223, 2011
Rolf Färe , Shawna Grosskopf and Dimitri Margaritis
Oregon State University - Department of Economics , Oregon State University - Department of Economics and Auckland University of Technology - Faculty of Business & Law
Date Posted: September 23, 2011
Last Revised: October 31, 2012
Accepted Paper Series
35 downloads

Incl. Electronic Paper Scale Efficiency Measurement in Data Envelopment Analysis with Interval Data: A Two-Level Programming Approach
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 4, Issue 2, pp. 224-235, 2011
Chiang Kao and Shiang-Tai Lu
National Cheng Kung University and Vanung University
Date Posted: September 23, 2011
Last Revised: October 31, 2012
Accepted Paper Series
134 downloads

Incl. Electronic Paper On Mean-Variance Selection of Payment Size and Price for Annuities
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: September 23, 2011
Working Paper Series
14 downloads

Incl. Electronic Paper Detecting Informed Trading Activities in the Options Markets: Appendix on Subprime Financial Crisis
Swiss Finance Institute Research Paper No. 11-38
Marc Chesney , Remo Crameri and Loriano Mancini
University of Zurich - Swiss Banking Institute (ISB) , University of Zurich - Swiss Banking Institute (ISB) and Ecole Polytechnique Fédérale de Lausanne
Date Posted: September 22, 2011
Last Revised: July 04, 2012
Working Paper Series
135 downloads

Incl. Electronic Paper Distribution, Exploitation and Profit Rates
Cuadernos de Economía, Vol. 30, No. 54, p. 1, 2011,
Alberto Benítez Sánchez
Universidad Autónoma Metropolitana - Unidad Iztapalapa (UAMI)
Date Posted: September 21, 2011
Accepted Paper Series
17 downloads

Incl. Electronic Paper Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study
Applied Financial Economics, Forthcoming
Carluccio Bianchi , Maria Elena De Giuli and Mario Maggi
affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 20, 2011
Last Revised: December 23, 2011
Accepted Paper Series
92 downloads

Incl. Electronic Paper On Cooperative Games Affected by Negative Externality
Arsen Palestini and Ilaria Poggio
MEMOTEF - Sapienza University of Rome and University of Rome I - Department of Methods and Models for Economics, Territory and Finance (MEMOTEF)
Date Posted: September 19, 2011
Last Revised: December 19, 2011
Working Paper Series
16 downloads

Incl. Electronic Paper A Novel Quantitative Behavioral Framework for Financial Markets Prediction
Capital Markets: Asset Pricing & Valuation, eJournal, Vol. 3, Issue 152, September 28, 2011 , 61st Midwest Finance Association Conference, February, 2012
ramesh thimmaraya and Venkateshwarlu Masuna
Centre for quantitative finance and risk analytics and National Institute of Industrial Engineering NITIE - NITIE
Date Posted: September 17, 2011
Last Revised: May 21, 2012
Working Paper Series
210 downloads

Incl. Electronic Paper Benchmarking Peruvian Banks using Data Envelopment Analysis
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 4, Issue 2, pp. 147-164, 2011
Vincent Charles , Mukesh Kumar , Luis Felipe Zegarra and Beatrice Avolio
CENTRUM Católica, Pontificia Universidad Católica del Perú , Pontificia Universidad Catolica del Peru - CENTRUM , Pontificia Universidad Catolica del Peru - CENTRUM and Pontificia Universidad Catolica del Peru - CENTRUM
Date Posted: September 16, 2011
Last Revised: October 30, 2012
Accepted Paper Series
176 downloads

Incl. Electronic Paper Existence of Capital Market Equilibrium in the Presence of Herding and Feedback Trading
Abhilash Sreekumar Nair
Indian Institute of Management Kozhikode
Date Posted: September 16, 2011
Working Paper Series
20 downloads

Improved Program Planning with Formal Models? The Case of High Risk Crop Farming in Northeast Germany
Central European Journal of Operations Research, Vol. 15, pp. 127-141, 2007
Oliver Musshoff and Norbert Hirschauer
Humboldt University of Berlin - Department of Agricultural Economics and Social Sciences and Martin-Luther-Universität Halle-Wittenberg, Institut Agrar- und Ernährungswissenschaften
Date Posted: September 16, 2011
Last Revised: September 21, 2011
Accepted Paper Series

Incl. Electronic Paper Optimal Premium Pricing Policy in a Competitive Insurance Market Environment
Athanasios A. Pantelous and Eudokia Passalidou
Institute for Financial and Actuarial Mathematics (IFAM), Department of Mathematical Sciences, University of Liverpool and University of Liverpool - Institute of Financial and Actuarial Mathematics
Date Posted: September 16, 2011
Last Revised: March 19, 2012
Working Paper Series
101 downloads

Incl. Electronic Paper No-Arbitrage Bounds for Scenarios and Financial Optimization
Alois Geyer , Michael Hanke and Alex Weissensteiner
VGSF (Vienna Graduate School of Finance)WU (Vienna University of Economics and Business) , University of Liechtenstein and Free University of Bolzano/Bozen
Date Posted: September 15, 2011
Last Revised: November 12, 2012
Working Paper Series
78 downloads


 

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