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JEL Code: C6
837,816 Total downloads
Showing Papers 1,181 - 1,230 of 5,141
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Dynamic Hedging in Incomplete Markets: A Simple Solution
CEPR Discussion Paper No. DP8402
Suleyman Basak and
Georgy Chabakauri
London Business School
and
London School of Economics and Political Science
Date Posted: May 26, 2011
Working Paper Series
6 downloads
Assessing the Assignation of Public Subsidies: Do the Experts Choose the Most Efficient R&D Projects?
Research in Applied Economics Network, Vol. 12, 2008
Néstor Duch-Brown
,
Jose Garcia-Quevedo
and
Daniel Montolio
University of Barcelona
,
University of Barcelona - Faculty of Economic Science and Business Studies
and
University of Barcelona - Faculty of Economic Science and Business Studies
Date Posted: May 26, 2011
Working Paper Series
14 downloads
On the Investment-Uncertainty Relationship in a Real Option Model with Stochastic Volatility
Sai Hung Marten Ting
,
Christian-Oliver Ewald
and
Wen-Kai Wang
University of Sydney
,
University of Glasgow
and
National University of Kaohsiung - Department of Finance
Date Posted: May 25, 2011
Last Revised: September 16, 2012
Working Paper Series
110 downloads
Supply Diversification with Responsive Pricing
Tao Li
,
Suresh Sethi
and
Jun Zhang
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: May 25, 2011
Last Revised: September 21, 2012
Working Paper Series
80 downloads
A Fast Bipartite Algorithm for Fair Tontines
Michael J. Sabin
Consultant
Date Posted: May 24, 2011
Working Paper Series
33 downloads
Inter-Viewing the Amazon Web Salespersons: Trends, Complementarities and Competition
Michalis N. Vafopoulos
,
Thomas Theodoridis
and
Dimitris Kontokostas
National Technical University of Athens (NTUA)
,
affiliation not provided to SSRN
and
Aristotle University of Thessaloniki
Date Posted: May 24, 2011
Working Paper Series
20 downloads
New Efficient Versions of Fourier Transform Method in Applications to Option Pricing
Svetlana Boyarchenko and
Sergei Levendorskii
University of Texas at Austin - Department of Economics
and
University of Leicester - Department of Mathematics
Date Posted: May 24, 2011
Last Revised: June 06, 2011
Working Paper Series
229 downloads
Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis
Quamrul Ashraf ,
Boris Gershman
and
Peter Howitt
Williams College - Department of Economics
,
American University - Department of Economics
and
Brown University - Department of Economics
Date Posted: May 23, 2011
Working Paper Series
16 downloads
Eterogeneity and Learning with Complete Markets
Bank of Italy Temi di Discussione (Working Paper) No. 806
Sergio Santoro
Bank of Italy
Date Posted: May 23, 2011
Working Paper Series
16 downloads
Ex-Ante vs. Ex-Post Efficiency in Matching
Alfred Galichon
Sciences Po - Department of Economics
Date Posted: May 23, 2011
Last Revised: January 25, 2012
Working Paper Series
99 downloads
Public Job-Creation Programs: The Economic Benefits of Investing in Social Care? Case Studies in South Africa and the United States
Levy Economics Institute Working Paper No. 671
Rania Antonopoulos and
Kijong Kim
Bard College - The Levy Economics Institute
and
Levy Economics Institute of Bard College
Date Posted: May 23, 2011
Last Revised: May 10, 2012
Working Paper Series
11 downloads
Ant Colony Based Node Disjoint Hybrid Multi-Path Routing for Mobile Ad Hoc Network
Journal of Computer Science, Vol. 4, No. 2, pp. 80-86, 2008
B. Kalaavathi
K.S. Rangasamy College of Technology (KSR)
Date Posted: May 22, 2011
Accepted Paper Series
24 downloads
Fine-Tuning the Equivalent Strike Framework for Bespoke CDO Pricing
Moez MRAD
and
racem triki Sr.
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: May 20, 2011
Working Paper Series
17 downloads
Ambiguity and the Historical Equity Premium
Sujoy Mukerji ,
Fabrice Collard
,
Kevin Sheppard and
J.-Marc Tallon
University of Oxford - Department of Economics
,
University of Berne - Department of Economics
,
University of Oxford - Department of Economics
and
French National Center for Scientific Research (CNRS)
Date Posted: May 19, 2011
Working Paper Series
47 downloads
Efficiency, Technology, and Productivity Change in Australian Urban Water Utilities
Andrew C. Worthington
Griffith University
Date Posted: May 18, 2011
Working Paper Series
38 downloads
Multi-Factor Models and Signal Processing Techniques: Survey and Examples
IEEE Signal Processing Magazine - Special Issue on Financial Applications, Forthcoming
Emmanuelle Jay
,
Patrick Duvaut
,
Serge Darolles
and
Arnaud Chrétien
QAMLAB
,
ENSEA-ETIS
,
Université Paris-Dauphine - DRM-CEREG
and
Aequam Capital
Date Posted: May 18, 2011
Accepted Paper Series
353 downloads
Time-Dependent Trading Strategies in a Continuous Double Auction
University Ca' Foscari of Venice, Department of Economics Research Paper No. 3
Shira Fano
and
Paolo Pellizzari
Ca Foscari University of Venice - Department of Economics
and
Ca Foscari University of Venice - Department of Economics
Date Posted: May 17, 2011
Working Paper Series
40 downloads
What Does Financial Market Do? The Formation of Share Market Prices Under Heterogeneous Beliefs and Common Knowledge
Physica A: Statistical Mechanics and its Applications, Volume 391, Issue 22, 15 November 2012, Pages 5532-5545
Yuri Biondi ,
Serge Galam
and
Pierpaolo Giannoccolo
French National Center for Scientific Research (CNRS)
,
French National Center for Scientific Research (CNRS) - Centre de Recherche en Epistémologie Appliquée (CREA)
and
University of Bologna
Date Posted: May 17, 2011
Last Revised: October 09, 2012
Accepted Paper Series
147 downloads
Ambiguity and the Historical Equity Premium
Fabrice Collard
,
Sujoy Mukerji ,
Kevin Sheppard and
J.-Marc Tallon
University of Berne - Department of Economics
,
University of Oxford - Department of Economics
,
University of Oxford - Department of Economics
and
French National Center for Scientific Research (CNRS)
Date Posted: May 16, 2011
Working Paper Series
125 downloads
Preemption Games Under Levy Uncertainty
Svetlana Boyarchenko and
Sergei Levendorskii
University of Texas at Austin - Department of Economics
and
University of Leicester - Department of Mathematics
Date Posted: May 15, 2011
Working Paper Series
54 downloads
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
Asset Prices in a News Driven Real Business Cycle Model
Aytek Malkhozov
and
Maral Shamloo
McGill University
and
International Monetary Fund (IMF) - Main
Date Posted: May 13, 2011
Working Paper Series
19 downloads
Asset Prices in Affine Real Business Cycle Models
Aytek Malkhozov
and
Maral Shamloo
McGill University
and
International Monetary Fund (IMF) - Main
Date Posted: May 13, 2011
Working Paper Series
23 downloads
Columnar Electromagnetic Influences on Short-Term Memory at Multiple Scales
Date Posted: May 13, 2011
Working Paper Series
18 downloads
Option Pricing Models with HF Data - A Comparative Study - The Properties of the Black Model with Different Volatility Measures
University of Warsaw, Economic Sciences Working Paper No. 3/2010
Ryszard Kokoszczynski
,
Pawel Sakowski ,
Robert Slepaczuk
,
Pawel Strawinski and
Natalia Nehrebecka
Dept. of Economics, Warsaw University
,
University of Warsaw
,
Warsaw University, Department of Economics
,
University of Warsaw, Department of Economics
and
affiliation not provided to SSRN
Date Posted: May 13, 2011
Working Paper Series
31 downloads
The Case of Negative Day-Ahead Electricity Prices
Energy Economics, Vol. 35, No. 1, 2013
Enzo Fanone ,
Andrea Gamba and
Marcel Prokopczuk
Energetic Source Spa - Renova Group
,
Warwick Business School - University of Warwick
and
Zeppelin University - Institute of Corporate Management & Economics
Date Posted: May 13, 2011
Last Revised: January 25, 2013
Accepted Paper Series
184 downloads
Effects of Suppression Policy in a Market for Heroin: A Natural Quasi-Experiment
Norman Braun
and
Roger Berger
University Munich - Department of Sociology
and
University of Leipzig - Department of Sociology
Date Posted: May 12, 2011
Working Paper Series
25 downloads
Structured Portfolio Management Under Ambiguity
International Conference of the French Finance Association (AFFI), May 11-13, 2011
Jean-Luc Prigent
and
ben ameur hachmi
University of Cergy-Pontoise - ThEMA
and
Amiens School of Management
Date Posted: May 12, 2011
Last Revised: March 08, 2012
Working Paper Series
Hydropower Production Strategies: Impacts on Emissions and Windfall Profits
Maria Kopsakangas-Savolainen
and
Rauli Svento
Finnish Environment Institute
and
University of Oulu - Department of Economics
Date Posted: May 11, 2011
Last Revised: February 28, 2013
Working Paper Series
32 downloads
Estimação da Matriz Insumo-Produto Utilizando Dados Preliminares das Contas Nacionais: Aplicação e Análise de Indicadores Econômicos para o Brasil em 2005 (Using Data from the System of National Accounts to Estimate Input-Output Matrices: An Application Using Brazilian Data for 2005)
Joaquim Guilhoto and
Umberto Antonio Sesso Filho
University of Sao Paulo
and
Universidade Estadual de Londrina
Date Posted: May 11, 2011
Last Revised: August 03, 2011
Working Paper Series
222 downloads
Midquotes or Transactional Data? The Comparison of Black Model on HF Data
University of Warsaw, Economic Sciences Working Paper No. 15/2010
Ryszard Kokoszczynski
,
Pawel Sakowski and
Robert Slepaczuk
Dept. of Economics, Warsaw University
,
University of Warsaw
and
Warsaw University, Department of Economics
Date Posted: May 11, 2011
Working Paper Series
21 downloads
On the Pricing and Sensitivity of Spread Options on Two Correlated Assets
Teodora Baeva
affiliation not provided to SSRN
Date Posted: May 10, 2011
Working Paper Series
190 downloads
Optimal Momentum: A Global Cross Asset Approach
Gary Antonacci
Portfolio Management Consultants
Date Posted: May 10, 2011
Last Revised: April 03, 2013
Working Paper Series
953 downloads
A Reinforcement Learning Approach to Solving Incomplete Market Models with Aggregate Uncertainty
Andrei Jirnyi
and
Vadym Lepetyuk
Northwestern University - Kellogg School of Management
and
Universidad de Alicante
Date Posted: May 09, 2011
Working Paper Series
31 downloads
Technical Analysis with a Long Term Perspective: Trading Strategies and Market Timing Ability
International Conference of the French Finance Association (AFFI), May 11-13, 2011
Dušan Isakov and
Didier Marti
University of Fribourg (Switzerland) - Faculty of Economics and Social Science
and
University of Fribourg (Switzerland) - Faculty of Economics and Social Science
Date Posted: May 09, 2011
Last Revised: August 12, 2011
Working Paper Series
1133 downloads
An Algorithm for Finding a Portfolio with the Highest Sharpe Ratio
Valentyn Khokhlov
affiliation not provided to SSRN
Date Posted: May 08, 2011
Working Paper Series
506 downloads
A General Approach to Compute Standard Risk Measures
International Conference of the French Finance Association (AFFI), May 2011
Abdou Kelani
and
Francois Quittard-Pinon
University of Lyon 1 - Institute of Finance and Insurance Science (ISFA)
and
University of Lyon 1
Date Posted: May 07, 2011
Last Revised: November 15, 2012
Accepted Paper Series
196 downloads
Lifetime Ruin Minimization: Should Retirees Hedge Inflation or Just Worry About it?
Huang Huaxiong
and
Moshe A. Milevsky
York University
and
York University - Schulich School of Business
Date Posted: May 07, 2011
Working Paper Series
120 downloads
Numerical Approximation of Option Premia in Displaced-Lognormal Heston Models
Andrew Samuel Dickinson
J.P. Morgan
Date Posted: May 07, 2011
Last Revised: May 30, 2011
Working Paper Series
190 downloads
Will Jumps Ruin Your Retirement? A Moment Matching Perspective
Mirela Cara
,
Huang Huaxiong
and
Moshe A. Milevsky
York University - Department of Mathematics & Statistics
,
York University
and
York University - Schulich School of Business
Date Posted: May 07, 2011
Working Paper Series
115 downloads
A Constructive Geometrical Approach to the Uniqueness of Markov Stationary Equilibrium in Stochastic Games of Intergenerational Altruism
Lukasz Balbus
,
Kevin Reffett and
Lukasz Patryk Wozny
University of Zielona Gora - Institute of Mathematics
,
Arizona State University - Department of Economics
and
Warsaw School of Economics - Department of Applied and Theoretical Economics
Date Posted: May 05, 2011
Working Paper Series
15 downloads
Optimal Dual Martingales, Their Analysis and Application to New Algorithms for Bermudan Products
John Schoenmakers
and
Junbo Huang
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
and
affiliation not provided to SSRN
Date Posted: May 05, 2011
Working Paper Series
42 downloads
The Deterministic Impulse Control Maximum Principle in Operations Research: Necessary and Sufficient Optimality Conditions
CentER Discussion Paper Series No. 2011-133
Mohammed Chahim
,
R. F. Hartl and
Peter M. Kort
Tilburg University - Department of Econometrics & Operations Research
,
University of Vienna
and
Tilburg University - Department of Econometrics & Operations Research
Date Posted: May 05, 2011
Last Revised: December 07, 2011
Working Paper Series
33 downloads
A Tale of Two Bazaar Economies: An Input-Output Analysis for Germany and Italy
Bank of Italy Occasional Paper No. 79
Emanuele Breda
and
Rita Cappariello
Bank of Italy
and
Bank of Italy
Date Posted: May 04, 2011
Working Paper Series
37 downloads
American Option Sensitivities Estimation via a Generalized IPA Approach
Nan Chen
and
Yanchu Liu
Chinese University of Hong Kong (CUHK)
and
Chinese University of Hong Kong (CUHK)
Date Posted: May 04, 2011
Last Revised: February 27, 2012
Working Paper Series
73 downloads
An Epidemic Model of Mass Killing and Public Support in Civil War
Yuri M. Zhukov
Harvard University - Department of Government
Date Posted: May 04, 2011
Working Paper Series
43 downloads
Contrasting Giants: Demographic Change and Economic Performance in China and India
Centre for Applied Microeconomic Analysis Working Paper No. 10/2011
Rod Tyers and
Jane Golley
Australian National University (ANU) - School of Economics
and
Australian National University (ANU) - Faculty of Economics & Commerce
Date Posted: May 04, 2011
Working Paper Series
92 downloads
Existence of a Pure Strategy Equilibrium in Markov Games with Strategic Complementarities for Finite Actions and States
Takahiro Watanabe and
Hideaki Yamashita
Tokyo Metropolitan University
and
affiliation not provided to SSRN
Date Posted: May 04, 2011
Working Paper Series
43 downloads
Numerical Solution of Dynamic Equilibrium Models Under Poisson Uncertainty
CESifo Working Paper Series No. 3431
Olaf Posch
and
Timo Trimborn
Universität Hamburg, Department of Economics
and
University of Hannover
Date Posted: May 04, 2011
Working Paper Series
33 downloads
O Potencial Criador de Emprego e Renda do Turismo No Brasil (The Potential Income and Income Generator of Tourism in Brazil) (Portuguese)
Milene Takasago
,
Joaquim Guilhoto ,
Maria de Lourdes Rollemberg Mollo
and
Joaquim de Andrade
University of Brasília (UnB) - Department of Economics
,
University of Sao Paulo
,
University of Brasília (UnB) - Department of Economics
and
University of Brasília (UnB) - Department of Economics
Date Posted: May 04, 2011
Last Revised: June 27, 2011
Working Paper Series
14 downloads
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