Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
Papers Received in
  Last 12 months: 		68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

CiteReader:  What's this?
Papers with
  Resolved
  References: 		238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links: 		5,722,240
Papers with
  Resolved
  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C6
838,113 Total downloads
Showing Papers 1,081 - 1,130 of 5,143
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper A Numerical Method for Consumption-Portfolio Problems
Jinchun Ye
University of Illinois at Chicago
Date Posted: August 12, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper Optimal Dividend Policy When Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching
 Zhengjun Jiang
BNU-HKBU United International College - Statistics Programme
Date Posted: August 11, 2011
Working Paper Series
57 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper Generalized Direct Sampling for Hierarchical Bayesian Models
McCombs Research Paper Series No. IROM-02-11, MIT Sloan Research Paper No. 4925-11
 Michael Braun and Paul Damien
MIT Sloan School of Management and University of Texas at Austin - McCombs School of Business
Date Posted: August 10, 2011
Last Revised: September 26, 2012
Working Paper Series
82 downloads

Incl. Electronic Paper Joint Default Events and Correlated Migration Moves
 Péter Dobránszky
BNP Paribas, Risk - Investment & Markets
Date Posted: August 10, 2011
Working Paper Series
76 downloads

Incl. Electronic Paper A CGE Analysis of Border Adjustments Under the Cap-and-Trade System: A Case Study of the Japanese Economy
 Shiro Takeda , Tetsuya Horie and Toshi H. Arimura
Kanto Gakuen University , Sophia University and Waseda University - School of Political Science and Economics
Date Posted: August 09, 2011
Working Paper Series
82 downloads

An Improved Estimation Method and Empirical Properties of the Probability of Informed Trading
Journal of Banking and Finance, Forthcoming
 Yuxing Yan and Shaojun Zhang
Hofstra University and Hong Kong Polytechnic University
Date Posted: August 09, 2011
Accepted Paper Series

Incl. Electronic Paper Advances in Cointegration and Subset Correlation Hedging Methods
Journal of Investment Strategies (Risk Journals), Vol.1(2), Spring 2012, pp.67-115.
 Marcos Lopez de Prado and David Leinweber
Hess Energy Trading Company and Lawrence Berkeley National Laboratory
Date Posted: August 08, 2011
Last Revised: August 30, 2012
Accepted Paper Series
3300 downloads

Incl. Electronic Paper Default and Systemic Risk in Equilibrium
 Agostino Capponi and Martin Larsson
Purdue University - School of Industrial Engineering and Cornell University - School of Operations Research and Industrial Engineering
Date Posted: August 04, 2011
Working Paper Series
70 downloads

Incl. Electronic Paper Particle Swarm Optimization with Non-Smooth Penalty Reformulation for a Complex Portfolio Selection Problem
 Marco Corazza , Giovanni Fasano and Riccardo Gusso
Ca Foscari University of Venice - Department of Economics , affiliation not provided to SSRN and Ca Foscari University of Venice - Department of Economics
Date Posted: August 04, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper Pricing Risk Under Risk Measures: An Introduction to Stochastic-Endogenous Equilibria
 Daniel Ralph and Yves Smeers
University of Cambridge - Judge Business School and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: August 04, 2011
Working Paper Series
110 downloads

Incl. Electronic Paper Edgeworth Type Expansion of Ruin Probability Under Levy Risk Processes in the Small Loading Asymptotics
 Yasutaka Shimizu
Osaka University - School of Engineering Science
Date Posted: August 03, 2011
Last Revised: November 14, 2012
Working Paper Series
96 downloads

Incl. Electronic Paper Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency
CESifo Working Paper Series No. 3534
 Olivier Bargain , Mathias Dolls , Dirk Neumann , Andreas Peichl and Sebastian Siegloch
Institute for the Study of Labor (IZA) , University of Cologne - Faculty of Management, Economics and Social Sciences , University of Cologne , Institute for the Study of Labor (IZA) and Institute for the Study of Labor (IZA)
Date Posted: August 02, 2011
Working Paper Series
59 downloads

Incl. Electronic Paper A Model with Indivisible Investments in Different Environments
 Aleksandr H. Grigoryan
American University of Armenia
Date Posted: August 01, 2011
Working Paper Series
5 downloads

Incl. Electronic Paper Input-Output Analysis: Theory and Foundations (Análise de Insumo-Produto: Teoria e Fundamentos)
 Joaquim Guilhoto
University of Sao Paulo
Date Posted: August 01, 2011
Last Revised: October 19, 2011
Working Paper Series
196 downloads

Incl. Electronic Paper Site-to-Store or Store-to-Site? Application of One-Way Transshipment in Dual-Channel Retailing
 Chao Liang , Suresh Sethi and Jun Zhang
affiliation not provided to SSRN , University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: August 01, 2011
Working Paper Series
70 downloads

The Regional Economic Structure of Brazil in 1959: An Overview Based on an Inter-State Input-Output System
 Gustavo Barros and Joaquim Guilhoto
affiliation not provided to SSRN and University of Sao Paulo
Date Posted: August 01, 2011
Working Paper Series

Incl. Electronic Paper Indivisible Investments Under Missing Credit Markets: The Stochastic Case
 Aleksandr H. Grigoryan
American University of Armenia
Date Posted: July 31, 2011
Working Paper Series
11 downloads

Potential Impacts of the Devaluation of Nepalese Currency: A General Equilibrium Approach
Economic Systems, Vol. 34, No. 4, 2010
 Sanjaya Acharya
affiliation not provided to SSRN
Date Posted: July 30, 2011
Accepted Paper Series

Incl. Electronic Paper Optimal Advertising and Pricing in a Dynamic Durable Goods Supply Chain
 Anshuman Chutani and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: July 29, 2011
Working Paper Series
59 downloads

Incl. Electronic Paper Complexity in the Telecommunications Industry: When Integrating Infrastructure and Services Backfires
 Nico Grove and Oliver Baumann
Bauhaus University and University of Southern Denmark - Strategic Organization Design Unit (SOD)
Date Posted: July 27, 2011
Last Revised: October 20, 2011
Working Paper Series
86 downloads

Decarbonization of the U.S. Electricity Sector: Are State Energy Policy Portfolios the Solution?
Energy Economics 33(5).
 Sanya Carley
Indiana University Bloomington - School of Public and Environmental Affairs
Date Posted: July 26, 2011
Last Revised: May 11, 2012
Accepted Paper Series

Incl. Electronic Paper A Note on the Equivalence between the Normal and the Lognormal Implied Volatility: A Model Free Approach
 Cyril Grunspan
Ecole Superieure d'Ingenierie Leonard de Vinci (ESILV)
Date Posted: July 25, 2011
Last Revised: November 29, 2011
Working Paper Series
262 downloads

Incl. Electronic Paper Using MOEAs to Outperform Stock Benchmarks in the Presence of Typical Investment Constraints
Journal of Investing, February 2012
 Andrew Clark and Jeff Kenyon
Lipper, A Thomson Reuters Company and Thomson Reuters
Date Posted: July 24, 2011
Last Revised: January 03, 2012
Accepted Paper Series
34 downloads

Incl. Electronic Paper A Bayesian Model of the Litigation Game
European Journal of Legal Studies, Vol. 4, No. 2, pp. 1-24, 2011
 F.E. Guerra-Pujol
Barry University - Dwayne O. Andreas School of Law
Date Posted: July 22, 2011
Last Revised: January 03, 2012
Accepted Paper Series
179 downloads

Incl. Electronic Paper Dynamics of Productivity in Higher Education - Cross-European Evidence Based on Bootstrapped Malmquist Indices
University of Milan Department of Economics Working Paper No. 2011-10
 Aleksandra Parteka and Joanna Wolszczak‐Derlacz
Gdansk University of Technology - Faculty of Management and Economics and Gdansk University of Technology - Faculty of Management and Economics
Date Posted: July 22, 2011
Working Paper Series
17 downloads

Incl. Electronic Paper Dark Clouds or Silver Linings? Knightian Uncertainty and Climate Change
CESifo Working Paper Series No. 3516
 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: July 21, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Exogenous Oil Shocks, Fiscal Policy and Sector Reallocations in Oil Producing Countries
FEEM Working Paper No. 55.2011
 Alessandro Cologni and Matteo Manera
Edison S.p.A and University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: July 21, 2011
Working Paper Series
45 downloads

Incl. Electronic Paper Stability Analysis of Asset Flow Differential Equations
Applied Mathematics Letters, Vol. 24, pp. 471-477, 2011
 Ahmet Duran
University of Michigan at Ann Arbor
Date Posted: July 21, 2011
Accepted Paper Series
84 downloads

Incl. Electronic Paper Securitization and its Discontents
Risk Professional, August 2011
 Peter Went
GARP Research Center
Date Posted: July 20, 2011
Accepted Paper Series
176 downloads

Incl. Fee Electronic Paper Strategic Asset Allocation in Money Management
CEPR Discussion Paper No. DP8457
 Suleyman Basak and Dmitry Makarov
London Business School and New Economic School
Date Posted: July 20, 2011
Working Paper Series
2 downloads

Demographic Dynamics for the Pay - as - You - Go Pension System
PURE MATHEMATICS AND APPLICATIONS, Vol. 15, pp. 357-374
 Sergio Bianchi , Massimo Angrisani , Anna Attias and Zoltan Varga
University of Cassino , University of Rome I , University of Rome I and affiliation not provided to SSRN
Date Posted: July 18, 2011
Accepted Paper Series

Iranian Crude Oil Marketing & Sale After The Islamic Republic
The 14th International Conference of The American Society of Business and Behavioral Sciences (ASBBS), France, June 2011
 Sara Vakhshouri
affiliation not provided to SSRN
Date Posted: July 18, 2011
Last Revised: August 08, 2011
Accepted Paper Series

Incl. Electronic Paper Optimal Emission-Extraction Policy in a World of Scarcity and Irreversibility
CESifo Working Paper Series No. 3512
 Fabien Prieur , Mabel Tidball and Cees Withagen
INRA-LAMETA, Université Montpellier I , National Institute for Agricultural Research (INRA) - Research Center in Montpellier and Free University of Amsterdam
Date Posted: July 18, 2011
Working Paper Series
19 downloads

A Note on Essential Smoothness in the Heston Model
Finance Stochastics, Forthcoming
 Antoine Jacquier , Aleksandar Mijatovic and Martin Forde
Imperial College London - Department of Mathematics , Imperial College London and Dublin City University - Department of Mathematical Sciences
Date Posted: July 15, 2011
Last Revised: April 19, 2013
Accepted Paper Series

Incl. Electronic Paper Assessing DSGE Models with Indeterminacy, Capital Accumulation and Different Taylor Rules
 Vadim Khramov
International Monetary Fund (IMF)
Date Posted: July 15, 2011
Working Paper Series
23 downloads

Incl. Electronic Paper Computability of Simple Games: A Characterization and Application to the Core
Journal of Mathematical Economics, Vol. 44, Nos. 3-4, 2008
 Masahiro Kumabe and H. Reiju Mihara
The Open University of Japan - Faculty of Liberal Arts and Kagawa University Library
Date Posted: July 15, 2011
Accepted Paper Series
9 downloads

Incl. Electronic Paper Examples and Extensions for the NMOF Package
 Enrico Schumann
VIP Value Investment Professionals AG
Date Posted: July 15, 2011
Last Revised: May 10, 2012
Working Paper Series
102 downloads

Incl. Electronic Paper FX Trading: An Empirical Study
 Gerda Cabej , Manfred Gilli , Jonela Lula and Enrico Schumann
University of Geneva , University of Geneva - Department of Economics , University of Geneva and VIP Value Investment Professionals AG
Date Posted: July 15, 2011
Working Paper Series
260 downloads

Incl. Electronic Paper Simple Return Rate at Imprecision Risk
 Krzysztof Maciej Piasecki
Poznan University of Economics - Department of Operations Research
Date Posted: July 15, 2011
Last Revised: November 22, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper The Nakamura Numbers for Computable Simple Games
Social Choice and Welfare, Vol. 31, No. 4, 2008
 Masahiro Kumabe and H. Reiju Mihara
The Open University of Japan - Faculty of Liberal Arts and Kagawa University Library
Date Posted: July 15, 2011
Accepted Paper Series
10 downloads

Incl. Electronic Paper Computability of Simple Games: A Complete Investigation of the Sixty-Four Possibilities
Journal of Mathematical Economics, Vol. 47, No. 2, 2011
 Masahiro Kumabe and H. Reiju Mihara
The Open University of Japan - Faculty of Liberal Arts and Kagawa University Library
Date Posted: July 14, 2011
Accepted Paper Series
12 downloads

Incl. Electronic Paper Macroeconomic Consequences of Global Endogenous Migration: A General Equilibrium Analysis
 Vladimir Borgy , Xavier Chojnicki , Gilles Le Garrec and Cyrille Schwellnus
Banque de France , University Lille 2 , Observatoire Français des Conjonctures Economiques (OFCE) and Organization for Economic Co-Operation and Development (OECD)
Date Posted: July 12, 2011
Working Paper Series
19 downloads

Incl. Electronic Paper A Quantitative Risk-Based Approach to the Transparency on Non-Equity Investment Products
Quaderni di Finanza, CONSOB, 2009
 Marcello Minenna , Giovanna Maria Boi , Adele Oliva , Antonio Russo and Paolo Verzella
The Italian Securities and Exchange Commission (CONSOB) , The Italian Securities and Exchange Commission , CONSOB (Commissione Nazionale per le Società e la Borsa) , The Italian Securities and Exchange Commission (CONSOB) and The Italian Securities and Exchange Commission (CONSOB)
Date Posted: July 11, 2011
Working Paper Series
58 downloads

Incl. Electronic Paper Existence and Uniqueness of a Solution of a Partially Observed Stochastic Control Problem
 Alain Bensoussan , Metin Cakanyildirim , Suresh Sethi and Meng Li
University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA) , University of Texas at Dallas - Naveen Jindal School of Management , University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: July 10, 2011
Last Revised: July 17, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Implied Volatility Surface: Construction Methodologies and Characteristics
 Cristian Homescu
affiliation not provided to SSRN
Date Posted: July 10, 2011
Working Paper Series
1193 downloads

Incl. Electronic Paper Inventory Control with a Cash Register: Sales Recorded but Not Demand or Shrinkage
 Alain Bensoussan , Metin Cakanyildirim , Suresh Sethi and Meng Li
University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA) , University of Texas at Dallas - Naveen Jindal School of Management , University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: July 10, 2011
Working Paper Series
52 downloads

Incl. Electronic Paper R&D and Economic Growth in Slovenia: A Dynamic General Equilibrium Approach with Endogenous Growth
Panoeconomicus, Vol. 58, No. 1, 2011, IER Working Paper, No. 46, 2009
 Miroslav Verbic , Boris Majcen , olga ivanova and Mitja Cok
University of Ljubljana - Faculty of Economics , Institute for Economic Research - Slovenia , affiliation not provided to SSRN and University of Ljubljana - Faculty of Economics
Date Posted: July 10, 2011
Accepted Paper Series
25 downloads

Incl. Electronic Paper Estimating Non-Linear Models with Multiple Fixed Effects: A Computational Note
Banco de Espana Working Paper No. 1114
 Laura Hospido
Bank of Spain - Research Department
Date Posted: July 08, 2011
Working Paper Series
11 downloads

Incl. Electronic Paper Application of a High-Order Asymptotic Expansion Scheme to Long-Term Currency Options
The International Journal of Business and Finance Research, Vol. 5, No. 3, pp. 87-99, 2011
 Kohta Takehara , Masashi Toda and Akihiko Takahashi
University of Tokyo - Graduate School of Economics , University of Tokyo - Graduate School of Economics and University of Tokyo - Faculty of Economics
Date Posted: July 07, 2011
Accepted Paper Series
26 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo5 in 3.719 seconds