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Full Text Papers: 547,205
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SSRN eLibrary Search Results
JEL Code: C15
493,744 Total downloads
Showing Papers 1,101 - 1,150 of 2,198
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1 2 3 4 ... 44 | Next >
   


Incl. Electronic Paper The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multi-State Latent Factor Model for Transition Rates
UNSW Business School Research Paper No. 2016ACTL04
Zixi Li , Adam Wenqiang Shao and Michael Sherris
UNSW Australia Business School, School of Risk & Actuarial Studies , University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: February 13, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper A Climate Stress-Test of the EU Financial System
Stefano Battiston , Antoine Mandel , Irene Monasterolo , Franziska Schuetze and Gabriele Visentin
University of Zurich - Department of Banking and Finance , Université Paris I Panthéon-Sorbonne , Boston University , Global Climate Forum and Institut für Banking und Finance
Date Posted: February 03, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper Should You Buy or Sell Tail Risk Hedges? A Filtered Bootstrap Approach
Lorenzo Baldassini
Independent
Date Posted: February 02, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper A Likelihood-Based Comparison of Macro Asset Pricing Models
Andrew Y. Chen and Rebecca Wasyk
Federal Reserve Board and Board of Governors of the Federal Reserve System
Date Posted: February 01, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper Evaluación Del Desempeño De La Cadena De Suministro Del Camarón Blanco De Agua Dulce (Freshwater White Shrimp Supply Chain Performance Assessment)
Revista Internacional Administración & Finanzas, v. 9 (1) p. 33-55, 2016,
Ernesto Alonso Lagarda Leyva
Instituto Tecnológico de Sonora
Date Posted: January 30, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Debt Repayment Capacity of Local Government Sector in Poland During the 2008-2013 Economic Slowdown Period
Accounting & Taxation, v. 7 (2) p. 17-27
Krzysztof Kluza
Warsaw School of Economics (SGH)
Date Posted: January 28, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper Breakthrough Technology to Resolve Problems in Annuities Hedging
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Date Posted: January 24, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Rethinking Margin Period of Risk
Leif B. G. Andersen , Michael Pykhtin and Alexander Sokol
Bank of America Merrill Lynch , Board of Governors of the Federal Reserve System and CompatibL
Date Posted: January 22, 2016
Working Paper Series
175 downloads

Incl. Electronic Paper Crunching Mortality and Annuity Portfolios with Extended Creditrisk
Jonas Hirz , Uwe Schmock and Pavel V. Shevchenko
TU Wien , TU Wien and CSIRO Australia
Date Posted: January 19, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Least Squares Monte Carlo Credit Value Adjustment with Small and Unidirectional Bias
Mark S. Joshi and Oh Kang Kwon
University of Melbourne - Centre for Actuarial Studies and The University of Sydney - Discipline of Finance
Date Posted: January 18, 2016
Working Paper Series
237 downloads

Incl. Electronic Paper A Sound Modelling and Backtesting Framework for Forecasting Initial Margin Requirements
Fabrizio Anfuso , Daniel Aziz , Paul Giltinan and Klearchos Loukopoulos
Credit Suisse Securities (Europe) Limited , Credit Suisse Securities (Europe) Limited , Quaternion Risk Management and Credit Suisse Securities (Europe) Limited
Date Posted: January 17, 2016
Working Paper Series
85 downloads

Incl. Electronic Paper Con fidence Intervals for Projections of Partially Identi fied Parameters
Hiroaki Kaido , Francesca Molinari and Jörg Stoye
Boston University - Department of Economics , Cornell University - Department of Economics
Date Posted: January 16, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Discussion on Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance
North American Actuarial Journal, 2016, Forthcoming
Liang Hong and Ryan Martin
Robert Morris University - Department of Mathematics and University of Illinois at Chicago - Department of Mathematics, Statistics, & Computer Science
Date Posted: January 15, 2016
Accepted Paper Series
9 downloads

Incl. Electronic Paper A Quick Tool to Forecast VaR Using Implied and Realized Volatilities
Francesco Cesarone and Stefano Colucci
University of Rome III - Department of Business Studies and Symphonia Sgr
Date Posted: January 14, 2016
Working Paper Series
108 downloads

Incl. Electronic Paper Bayesian Calibration and Number of Jump Components in Electricity Spot Price Models
Jhonny Gonzalez , John Moriarty and Jan Palczewski
University of Manchester - School of Mathematics , Queen Mary University of London - School of Mathematical Sciences and University of Leeds - School of Mathematics
Date Posted: January 13, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Collateral and PDE
Christian Kamtchueng
CTK corp
Date Posted: January 08, 2016
Last Revised: January 11, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Long Memory and Multifractality: A Joint Test
Physica A: Statistical Mechanics and Its Applications, Forthcoming
John Goddard and Enrico Onali
Bangor Business School and Aston University - Aston Business School
Date Posted: January 08, 2016
Accepted Paper Series
18 downloads

Incl. Electronic Paper Bayesian Analysis in Non-Linear Non-Gaussian State-Space Models Using Particle Gibbs
Oliver Grothe , Tore Selland Kleppe and Roman Liesenfeld
KIT , University of Cologne, Department of Economics
Date Posted: January 07, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Real Effective Exchange Rates Comovements, Common Factors and the South African Currency
Leroi Raputsoane
affiliation not provided to SSRN
Date Posted: January 06, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Contagion and Spillover Effects in the Dutch Regional House Prices: A Network Approach
Alfred Larm Teye and Daniel Felix Ahelegbey
Delft University of Technology - Department of Research for the Built Environment (OTB) and Boston University - Department of Mathematics and Statistics
Date Posted: January 03, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Are Copper Prices Mean Reverting? A Practitioner's Point of View.
Mariano Mendez
ESIC Business & Marketing School
Date Posted: December 28, 2015
Working Paper Series
61 downloads

Corporate Sustainability in Asset Pricing Models and Mutual Funds Performance Measurement
Financial Markets and Portfolio Management, Vol. 28, Issue 4, 2014
Thomas John Walker , Kerstin Lopatta and Thomas Kaspereit
Concordia University, Quebec - Department of Finance , University of Oldenburg - Accounting and Corporate Governance and John Molson School of Business
Date Posted: December 27, 2015
Accepted Paper Series

Incl. Electronic Paper The Quantity of Candidates, Who Have Earned More than 50% of the Votes from the Meeting Participants, Exceeds the Quantitative Composition of the Body of the Company
Andrei Glushetskiy and Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) and Russian Presidential Academy of National Economy and Public Administration
Date Posted: December 26, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Minimization of Costs for Redemption of Shares at Request of Shareholders
Andrei Glushetskiy and Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) and Russian Presidential Academy of National Economy and Public Administration
Date Posted: December 26, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Speeding Up MCMC by Delayed Acceptance and Data Subsampling
Riksbank Research Paper Series No. 131, Sveriges Riksbank Working Paper Series No. 307
Matias Quiroz
Sveriges Riksbank - Research Division
Date Posted: December 22, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms
Yongchen Zhao
Towson University - Department of Economics
Date Posted: December 19, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Reassessing Benford's Law, Sarbanes-Oxley & Dodd-Frank: A Non-Parametric Exploration of Financial Statement Numbers 1970-2013
Bradley J. Barney and Kurt S. Schulzke
Kennesaw State University and Kennesaw State University
Date Posted: December 18, 2015
Last Revised: January 30, 2016
Working Paper Series
49 downloads

Incl. Electronic Paper Which Measure for PFE? The Risk Appetite Measure A
Chris Kenyon , Andrew David Green and Mourad Berrahoui
Lloyds Banking Group , Independent and Lloyds Banking Group
Date Posted: December 17, 2015
Working Paper Series
68 downloads

Incl. Electronic Paper Multilevel Modeling When the Effects of Lower-Level Variables Vary Across Clusters. A Monte-Carlo Comparison of Mixed-Effects Models, Cluster-Robust Pooled OLS and Two-Step Estimation
Jan Paul Heisig , Merlin Schaeffer and Johannes Giesecke
WZB Berlin Social Science Center , University of Cologne and Humboldt University of Berlin
Date Posted: December 16, 2015
Working Paper Series
47 downloads

Incl. Electronic Paper What the Chicago Cubs Reveal About Binomial Trees and What Binomial Trees Reveal About Baseball
Stuart McCrary
Berkeley Research Group, LLC
Date Posted: December 16, 2015
Working Paper Series
46 downloads

Incl. Electronic Paper Same-Sex Couples and Sustainable Retirement Withdrawal Rates
John B. Mitchell and Zachary S. Felton
Central Michigan University - Department of Finance and Law and Independent
Date Posted: December 09, 2015
Last Revised: December 12, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Predicting Chinese Stock Market Crashes
Sebastien Lleo and William T. Ziemba
NEOMA Business School and University of British Columbia (UBC) - Sauder School of Business
Date Posted: December 05, 2015
Working Paper Series
103 downloads

Incl. Electronic Paper Dynamic Portfolio Optimisation with Intermediate Costs: A Least-Squares Monte Carlo Simulation Approach
Rongju Zhang , Nicolas Langrené , Yu Tian , Zili Zhu , Fima Klebaner and Kais Hamza
Monash University - School of Mathematical Sciences , Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) , Monash Uiversity , Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) , Monash University - School of Mathematical Sciences and Monash University
Date Posted: December 01, 2015
Last Revised: January 06, 2016
Working Paper Series
44 downloads

Incl. Electronic Paper Implementing Algorithms to Measure Common Statistics
Stuart McCrary
Berkeley Research Group, LLC
Date Posted: November 24, 2015
Last Revised: November 27, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Estimating Non-Linear DSGES with the Approximate Bayesian Computation: An Application to the Zero Lower Bound
Valerio Scalone
LUISS Guido Carli University - Arcelli Centre for Monetary and Financial Studies
Date Posted: November 23, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Backtesting Value-at-Risk: A Generalized Markov Framework
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 15-18
Thor Pajhede
University of Copenhagen - Department of Economics
Date Posted: November 21, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Sharp Instrumental Inequalities: Testing IV Independence Assumption
Désiré Kédagni and Ismael Mourifie
University of Toronto - Department of Economics
Date Posted: November 19, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Economic Consequences of Aviation System Disruptions: A Reduced-Form Computable General Equilibrium Analysis
Zhenhua Chen , Adam Rose , Fynn Prager and Samrat Chatterjee
University of Southern California - Sol Price School of Public Policy , University of Southern California - Sol Price School of Public Policy , California State University, Dominguez Hills and Government of the United States of America - Pacific Northwest National Laboratory
Date Posted: November 18, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Flexible Bayesian Nonparametric Credibility Models
Liang Hong and Ryan Martin
Robert Morris University - Department of Mathematics and University of Illinois at Chicago - Department of Mathematics, Statistics, & Computer Science
Date Posted: November 16, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper The Erosion of Well-Being: A Heuristic Mathematical Model
Chris Thron
Texas A&M University (TAMU), Central Texas
Date Posted: November 10, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Statistical Matching and Uncertainty Analysis in Combining Household Income and Expenditure Data
Bank of Italy Temi di Discussione (Working Paper) No. 1018
Pier Luigi Conti , Daniela Marella and Andrea Neri
University of Rome I , Università Roma Tre and Bank of Italy
Date Posted: November 08, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Incorporating Home Equity into a Retirement Income Strategy
Wade D. Pfau

Date Posted: November 04, 2015
Working Paper Series
1652 downloads

Incl. Electronic Paper Efficient Bayesian Inference in Non-linear Switching State Space Models Using Particle Gibbs Sampling Approaches
Jaeho Kim
University of Oklahoma
Date Posted: November 03, 2015
Last Revised: January 10, 2016
Working Paper Series
16 downloads

Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange
Economic Systems, Vol. 38, No. 2, 2014
Jose E Gomez-Gonzalez and Elioth Mirsha Sanabria-Buenaventura
Banco de la Republica and Independent
Date Posted: October 30, 2015
Accepted Paper Series

Incl. Electronic Paper Construction of Economic Indicators Using Internet Searches
Mioara Popescu
Bucharest Academy of Economic Studies
Date Posted: October 29, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods
David P. Blake , Tristan Caulfield , Christos Ioannidis and Ian Tonks
City University London - Cass Business School - The Pensions Institute , University College London , University of Bath-Department of Economics and University of Bath School of Management
Date Posted: October 21, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper On the Distributional Assumptions in the StoNED Model
NHH Dept. of Business and Management Science Discussion Paper No. 2015/24
Xiaomei Cheng , Jonas Andersson and Endre Bjorndal
Independent , Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: October 16, 2015
Working Paper Series
4 downloads

The Effect of Objective Formulation on Retirement Decision Making
Insurance: Mathematics and Economics, Vol. 64, 385-395
Adam Butt and Gaurav Khemka
Australian National University - Research School of Finance, Actuarial Studies & Statistics and Australian National University (ANU)
Date Posted: October 08, 2015
Accepted Paper Series

Incl. Electronic Paper Spatial Dependence & Aggregation in Weather Risk Hedging
Wenjun Zhu , Ken Seng Tan , Lysa Porth and Chou‐Wen Wang
Nankai University, School of Finance , University of Waterloo , University of Waterloo - Department of Statistics and Actuarial Science and National Kaohsiung First University of Science & Technology (NKFUST)
Date Posted: October 05, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper Modeling Multi-Country Longevity Risk with Mortality Dependence: A Lévy Subordinated Hierarchical Archimedean Copulas (LSHAC) Approach
Wenjun Zhu , Ken Seng Tan and Chou‐Wen Wang
Nankai University, School of Finance , University of Waterloo and National Kaohsiung First University of Science & Technology (NKFUST)
Date Posted: October 04, 2015
Working Paper Series
24 downloads


 

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