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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

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Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,991,814 Total downloads
Showing Papers 12,251 - 12,300 of 36,703
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Incl. Electronic Paper FASB EITF 99-16 Provides Necessary Guidance to Avoid Overstatements of Net Income
Journal of Law and Financial Management, Vol. 7, No. 1, pp. 36-42, June 2008
Timothy L. McCoy and Margaret A. Hoskins
Lamar University and Henderson State University - School of Business
Date Posted: December 12, 2009
Last Revised: February 12, 2010
Accepted Paper Series
50 downloads

Incl. Electronic Paper FASB's Failure to Regulate Off-Balance Sheet Special-Purpose Entities and the Downfall of Securitization
12 Asper Rev. Int’l Bus. & Trade L. 39 (2012),
Charles J. Abrams
Florida State University College of Law
Date Posted: March 10, 2013
Accepted Paper Series
59 downloads

Fast Accurate Binomial Pricing
Finance and Stochastics, Vol. 2 No. 1, 1998
L. C. G. Rogers and E. J. Stapleton
University of Cambridge - Centre for Mathematical Sciences and University of Bath - School of Mathematical Sciences
Date Posted: September 25, 1997
Accepted Paper Series

Fast Accurate Valuation of American Options
Dmitri Faguet and Peter Carr
Johnson Wax, Ukraine and New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: December 20, 1998
Working Paper Series

Incl. Electronic Paper Fast American Monte Carlo
Claudio Moni
RBS - QuaRC
Date Posted: January 07, 2005
Working Paper Series
796 downloads

Incl. Electronic Paper Fast and Accurate Greeks for the Libor Market Model
Nick Denson and Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: August 13, 2009
Working Paper Series
659 downloads

Incl. Electronic Paper Fast and Accurate Long Stepping Simulation of the Heston Stochastic Volatility Model
Jiun Hong Chan and Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: May 29, 2010
Last Revised: September 16, 2010
Working Paper Series
932 downloads

Incl. Electronic Paper Fast and Accurate Pricing and Hedging of Long-Dated CMS Spread Options
Mark S. Joshi and Chao Yang
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: December 11, 2009
Working Paper Series
988 downloads

Incl. Electronic Paper Fast and Realistic European ARCH Option Pricing and Hedging
Gilles O. Zumbach and Luis Fernandez
affiliation not provided to SSRN and J.P. Morgan
Date Posted: September 20, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Fast and Robust Monte Carlo CDO Sensitivities and their Efficient Object Oriented Implementation
Marius G. Rott and Christian P. Fries
Independent and DZ Bank AG
Date Posted: June 01, 2005
Working Paper Series
394 downloads

Incl. Electronic Paper Fast Calculation of Prices and Sensitivities of European Options Under Variance Gamma
Marco de Innocentis
University of Leicester - Department of Mathematics
Date Posted: August 24, 2011
Last Revised: January 30, 2012
Working Paper Series
64 downloads

Incl. Electronic Paper Fast Computation of Vanilla Prices in Time-Changed Models and Implied Volatilities Using Rational Approximations
Martijn Pistorius and Johannes Stolte
Imperial College London and Imperial College London
Date Posted: October 25, 2011
Last Revised: November 04, 2011
Working Paper Series
79 downloads

Incl. Electronic Paper Fast Delta Computations in the Swap-Rate Market Model
Mark S. Joshi and Chao Yang
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: May 08, 2009
Last Revised: November 12, 2010
Working Paper Series
783 downloads

Incl. Electronic Paper Fast Drift Approximated Pricing in the Bgm Model
Journal of Computational Finance, Vol. 8, No. 1, 2004
Raoul Pietersz , Antoon Pelsser and Marcel Van Regenmortel
Erasmus Research Institute of Management (ERIM) , Maastricht University and ABN-Amro Bank, The Netherlands
Date Posted: March 26, 2004
Last Revised: May 09, 2011
Accepted Paper Series
759 downloads

Incl. Electronic Paper Fast Fourier Transform and Option Pricing
Cass Business School Research Paper
Ales Cerny
Cass Business School
Date Posted: February 28, 2008
Working Paper Series
778 downloads

Incl. Electronic Paper Fast Fourier Transform for Discrete Asian Options
EFMA 2001 Lugano Meetings
Eric Benhamou
Pricing Partners
Date Posted: May 10, 2001
Working Paper Series
1134 downloads

Incl. Electronic Paper Fast Gamma Computations for CDO Tranches
Mark S. Joshi and Chao Yang
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: October 09, 2010
Working Paper Series
432 downloads

Incl. Electronic Paper Fast Greeks for Markov-Functional Models Using Adjoint Pde Methods
Nick Denson and Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: June 01, 2010
Working Paper Series
488 downloads

Incl. Electronic Paper Fast Monte-Carlo Greeks for Financial Products with Discontinuous Pay-Offs
Jiun Hong Chan and Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: January 11, 2010
Last Revised: November 28, 2010
Working Paper Series
517 downloads

Incl. Electronic Paper Fast Ninomiya-Victoir Calibration of the Double-Mean-Reverting Model
Christian Bayer , Jim Gatheral and Morten Karlsmark
Weierstras Institute for Applied Analysis and Stochastics (WIAS) , Baruch College, CUNY and University of Copenhagen - Department of Mathematical Sciences
Date Posted: February 02, 2013
Working Paper Series
53 downloads

Incl. Electronic Paper Fast Numerical Valuation of American, Exotic and Complex Options
M. A. H. Dempster and J.P. Hutton
University of Cambridge - Judge Business School, Centre for Financial Research and Nomura Holdings, Inc. (NHI)
Date Posted: July 28, 1997
Working Paper Series
776 downloads

Incl. Electronic Paper Fast Simulation of Levy Processes
Mitya Boyarchenko
University of Michigan - Department of Mathematics
Date Posted: August 31, 2012
Last Revised: September 15, 2012
Working Paper Series
63 downloads

Incl. Electronic Paper Fast Trees for Options with Discrete Dividends
Nelson Areal and Artur Rodrigues
University of Minho - School of Economics and Management and University of Minho - School of Economics and Management
Date Posted: February 24, 2011
Working Paper Series
137 downloads

Incl. Electronic Paper Fast Valuation and Calibration of Credit Default Swaps Under Levy Dynamics
Fang Fang , Henrik Jönsson , Cornelis W. Oosterlee and Wim Schoutens
Delft University of Technology , European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM) , Center for Mathematics and Computer Science (CWI) and KU Leuven - Department of Mathematics
Date Posted: June 22, 2010
Working Paper Series
84 downloads

Incl. Electronic Paper Faster Implied Volatilities via the Implicit Function Theorem
Financial Review, Forthcoming
Michael A. Kelly
Lafayette College - Department of Economics & Business
Date Posted: October 02, 2005
Accepted Paper Series
175 downloads

Incl. Electronic Paper Fat Tail Risk in Portfolios of Hedge Funds and Traditional Investments
EFMA 2004 Basel Meetings Paper
Jean-Francois Bacmann and Gregor Gawron
RMF Investment Management and RMF Investment Products
Date Posted: May 09, 2004
Working Paper Series
2289 downloads

Fat Tails and Futures Markets Illiquidity: Theory and Evidence from Crude Oil and Natural Gas
Daniel P. Ahn
Columbia University
Date Posted: January 17, 2008
Working Paper Series

Incl. Electronic Paper Fat Tails in Power Prices
ERIM Report Series Reference No. ERS-2003-059-F&A
Ronald Huisman and C. Huurman
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: October 15, 2003
Working Paper Series
418 downloads

Incl. Electronic Paper Fat Tails in Small Sample
Ronald Huisman , Kees C. G. Koedijk , Clemens J.M. Kool and Franz C. Palm
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Tilburg University - Department of Finance , University of Utrecht - Utrecht University School of Economics and University of Maastricht - Department of Economics
Date Posted: January 06, 1998
Working Paper Series
742 downloads

Fat-Tailed Models for Risk Estimation
Journal of Portfolio Management, Vol. 37, No. 2, 2011
Stoyan V. Stoyanov , Svetlozar Rachev , Boryana Racheva-Iotova and Frank J. Fabozzi
EDHEC Business School , University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie , affiliation not provided to SSRN and EDHEC Business School
Date Posted: February 26, 2011
Accepted Paper Series

Incl. Electronic Paper Fat-Tails and Their (Un)Happy Endings: Correlation Bias and its Implications for Systemic Risk and Prudential Regulation
IMF Working Paper No. 11/82
Jorge A. Chan-Lau
International Monetary Fund (IMF) - International Capital Markets Department
Date Posted: March 09, 2011
Working Paper Series
126 downloads

Incl. Electronic Paper Fat-Tails and Their (Un)Happy Endings: Correlation Bias and Its Implications for Systemic Risk and Prudential Regulation
Capco Journal of Financial Transformation, Vol. 32, pp. 49-57, August 2011
Jorge A. Chan-Lau
International Monetary Fund (IMF) - International Capital Markets Department
Date Posted: July 26, 2012
Accepted Paper Series
32 downloads

Incl. Electronic Paper Favoritism and Markets in Capital Allocation
EFA 2007 Ljubljana Meetings Paper
Mariassunta Giannetti and Xiaoyun Yu
Stockholm School of Economics and Indiana University Bloomington - Department of Finance
Date Posted: February 26, 2007
Working Paper Series
63 downloads

Incl. Electronic Paper Favoritism in Mutual Fund Families? Evidence on Strategic Cross-Fund Subsidization
AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 4238
Jose-Miguel Gaspar , Massimo Massa and Pedro P. Matos
ESSEC Business School , INSEAD - Finance and University of Virginia - Darden School of Business
Date Posted: June 18, 2004
Working Paper Series
515 downloads

Favoritism in Mutual Fund Families? Evidence on Strategic Cross-Fund Subsidization
Journal of Finance, Forthcoming
Massimo Massa , Pedro P. Matos and Jose-Miguel Gaspar
INSEAD - Finance , University of Virginia - Darden School of Business and ESSEC Business School
Date Posted: October 26, 2004
Accepted Paper Series

Incl. Fee Electronic Paper Favouritism or Markets in Capital Allocation?
CEPR Discussion Paper No. DP6124
Mariassunta Giannetti and Xiaoyun Yu
Stockholm School of Economics and Indiana University Bloomington - Department of Finance
Date Posted: May 19, 2008
Working Paper Series
3 downloads

Incl. Electronic Paper FDI in the Banking Sector
Beatriz de Blas and Katheryn Niles Russ
Independent University of Madrid and University of California, Davis
Date Posted: July 23, 2010
Working Paper Series
65 downloads

Incl. Electronic Paper FDI vs. FPI: The Role of Ageing
Alexandre Narciso
Copenhagen Business School
Date Posted: May 29, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Fear and Greed in Financial Markets: A Clinical Study of Day-Traders
MIT Sloan Working Paper No. 4534-05
Andrew W. Lo , Dmitry V. Repin and Brett N. Steenbarger
Massachusetts Institute of Technology (MIT) - Sloan School of Management , SKOLKOVO Moscow School of Management and SUNY Upstate Medical University - Department of Psychiatry and Behavioral Sciences
Date Posted: April 15, 2005
Working Paper Series
1571 downloads

Incl. Electronic Paper Fear and Loathing in the Housing Market: Evidence from Search Query Data
Marcelle Chauvet , Stuart A. Gabriel and Chandler Lutz
University of California , University of California, Los Angeles - Anderson School of Management and Copenhagen Business School
Date Posted: September 19, 2012
Last Revised: March 18, 2013
Working Paper Series
48 downloads

Incl. Electronic Paper Fear and Overnight Capital Flight, or How Severe is the Current Crisis?
Stephen Matteo Miller
Monash University - Department of Economics
Date Posted: September 28, 2009
Working Paper Series
38 downloads

Incl. Electronic Paper Fear and the Fama-French Factors
Robert B. Durand , Dominic Lim and J. Kenton Zumwalt
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking , University of Western Australia - Department of Accounting and Finance and Colorado State University - Department of Finance & Real Estate
Date Posted: February 26, 2007
Working Paper Series
637 downloads

Incl. Electronic Paper Fear of Recessions, Heterogenous Beliefs, and Stock Price Under/Over-Reaction
Julien Cujean and Michael Hasler
Swiss Finance Institute and Ecole Polytechnique Fédérale de Lausanne
Date Posted: November 26, 2010
Last Revised: October 05, 2011
Working Paper Series
72 downloads

Incl. Electronic Paper Fear of the Unknown: Familiarity and Economic Decisions
H. Henry Cao , Bing Han , Harold H. Zhang and David A. Hirshleifer
University of North Carolina (UNC) at Chapel Hill - Finance Area , University of Texas at Austin - McCombs School of Business , University of Texas at Dallas - Naveen Jindal School of Management and University of California, Irvine - Paul Merage School of Business
Date Posted: May 10, 2007
Last Revised: September 16, 2009
Working Paper Series
432 downloads

Incl. Electronic Paper Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: October 14, 2011
Working Paper Series
995 downloads

Fear, Shame, and Guilt: Economic and Behavioral Motivations for Strategic Default
Real Estate Economics, Forthcoming
Michael Joseph Seiler , Vicky L. Seiler , Mark Lane and David M. Harrison
Old Dominion University - Finance , Johns Hopkins University , Old Dominion University and Texas Tech University
Date Posted: February 22, 2012
Accepted Paper Series

Incl. Electronic Paper Feasible Momentum Strategies - Evidence from the Swiss Stock Market
University of Basel Finance Working Paper No. 10/04
David M. Rey and Markus M. Schmid
University of Basel and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: November 13, 2004
Working Paper Series
844 downloads

Incl. Electronic Paper Feasible Momentum Strategies in the US Stock Market
Manuel Ammann , Marcel Moellenbeck and Markus M. Schmid
University of St. Gallen - Swiss Institute of Banking and Finance , University of Saint Gallen - Swiss Institute of Banking and Finance and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: October 21, 2010
Last Revised: November 19, 2010
Working Paper Series
1204 downloads

Feasible Momentum Strategies: Evidence from the Swiss Stock Market
Financial Markets and Portfolio Management, Vol. 21, No. 3, pp. 325-352, 2007
David M. Rey and Markus M. Schmid
University of Basel and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: September 11, 2007
Accepted Paper Series

Incl. Electronic Paper Features and Functions of Stock Market: Argentina
Pankhi Harmilapi
affiliation not provided to SSRN
Date Posted: August 03, 2012
Working Paper Series
89 downloads


 

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