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SSRN eLibrary Statistics:
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Abstracts:
489,423
Full Text Papers:
398,298
Authors:
228,729
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69,626
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66,741,858
Last 12 months:
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5,733,423
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JEL Code: C6
847,872 Total downloads
Showing Papers 1,121 - 1,170 of 5,192
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What Problem Banks Reveal About Future Financial Distress: Evidence from the Late 2000s Financial Crisis
Charles M. Kahn and
Nikolaos I. Papanikolaou
University of Illinois, Urbana-Champaign
and
University of Luxembourg, Luxembourg School of Finance
Date Posted: August 21, 2011
Last Revised: June 02, 2013
Working Paper Series
Performance Analysis of Pairs Trading Strategy Utilizing High Frequency Data with an Application to KOSPI 100 Equities
Kangwhee Kim
affiliation not provided to SSRN
Date Posted: August 21, 2011
Working Paper Series
628 downloads
Optimal Retirement with Unemployment Risks
Journal of Banking and Finance, Forthcoming
Bong-Gyu Jang
,
Seyoung Park
and
Yuna Rhee
POSTECH
,
POSTECH
and
Pohang University of Science and Technology (POSTECH)
Date Posted: August 20, 2011
Last Revised: May 15, 2013
Accepted Paper Series
A Numerical Method for a Continuous-Time Insurance-Consumption-Investment Model
Jinchun Ye
University of Illinois at Chicago
Date Posted: August 18, 2011
Working Paper Series
20 downloads
Learning Models: An Assessment of Progress, Challenges and New Developments
Andrew Ching
,
Tulin Erdem
and
Michael P. Keane
University of Toronto - Rotman School of Management
,
New York University (NYU) - Leonard N. Stern School of Business
and
Arizona State University (ASU) - Economics Department
Date Posted: August 17, 2011
Working Paper Series
224 downloads
Optimal Life Insurance, Consumption and Portfolio: A Dynamic Programming Approach
Jinchun Ye
University of Illinois at Chicago
Date Posted: August 16, 2011
Working Paper Series
54 downloads
Asset Pricing Under Rational Learning About Rare Disasters
CEPR Discussion Paper No. DP8514
Christos Koulovatianos
and
Volker Wieland
University of Nottingham
and
University of Frankfurt
Date Posted: August 12, 2011
Working Paper Series
4 downloads
A Numerical Method for Consumption-Portfolio Problems
Jinchun Ye
University of Illinois at Chicago
Date Posted: August 12, 2011
Working Paper Series
28 downloads
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
58 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
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
83 downloads
Joint Default Events and Correlated Migration Moves
Péter Dobránszky
BNP Paribas, Risk - Investment & Markets
Date Posted: August 10, 2011
Working Paper Series
78 downloads
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
83 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
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
3325 downloads
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
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
54 downloads
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
111 downloads
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
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
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
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
198 downloads
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
72 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
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
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
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
88 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
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
269 downloads
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
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
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
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
40 downloads
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
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
85 downloads
Securitization and its Discontents
Risk Professional, August 2011
Peter Went
GARP Research Center
Date Posted: July 20, 2011
Accepted Paper Series
176 downloads
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
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
20 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
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
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
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
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
103 downloads
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
265 downloads
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
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
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
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
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