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SSRN eLibrary Search Results
JEL Code: C6
1,174,221 Total downloads
Showing Papers 141 - 190 of 7,036
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1 2 3 4 ... 141 | Next >
   


Incl. Electronic Paper A Simple Procedure to Incorporate Predictive Models in a Continuous Time Asset Allocation
Quantitative Finance Letters, Forthcoming
Mark Davis and Sebastien Lleo
Imperial College London and NEOMA Business School
Date Posted: February 13, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Sorting and Peer Effects
PIER Working Paper No. 16-002
Behrang Kamali-Shahdadi
University of Pennsylvania - Department of Economics
Date Posted: February 12, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Analytical Reliability Models and Their Application for Planning and Optimisation of Telecommunication Networks
Elmira Yu. Kalimulina
V.A. Trapeznikov Institute of Control Sciences, Russian Academy of Sciences
Date Posted: February 12, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Exploring the Dependence between Mortality and Market Risks
Michel M. Dacorogna and Meitner Cadena
SCOR Switzerland and ESSEC Business School
Date Posted: February 11, 2016
Last Revised: February 12, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Efficient Simulation of the Multi Asset Heston Model
Marco de Innocentis , Roland Lichters and Markus Trahe
Credit Suisse Securities (Europe) Limited , Quaternion Risk Management and Quaternion Risk Management
Date Posted: February 11, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper The Diffusion of Legal Innovation – A Mathematical Modeling Approach
Michal Shur-Ofry , Gadi Fibich and Shira Wultz-Green
Hebrew University of Jerusalem, Faculty of Law , Tel Aviv University - School of Mathematical Sciences and Hebrew University of Jerusalem
Date Posted: February 11, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Sparse Mean-Variance Portfolios: A Penalized Utility Approach
David Puelz , P. Richard Hahn and Carlos Carvalho
University of Texas at Austin - Red McCombs School of Business , University of Chicago - Booth School of Business and University of Texas at Austin - Red McCombs School of Business
Date Posted: February 10, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Oil Price Fluctuations and it Impact on Economic Growth: A DSGE Approach.
Eric Amoo Bondzie , Giovanni Di Bartolomeo and Gabriel Obed Fosu
Università Cattolica del Sacro Cuore-Milan , Sapienza University of Rome, Department of Economics and Law and Kwame Nkrumah University of Science and Technology (KNUST)
Date Posted: February 10, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Taylor Projection: A New Solution Method to Dynamic General Equilibrium Models
Oren Levintal

Date Posted: February 08, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Who is More Averse to Random Processes?
Sudhir A. Shah
Delhi School of Economics, University of Delhi
Date Posted: February 08, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A Model of Monopoly with Lags in the Planning and Production Activity
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 326
Fausto Cavalli
1Department of Statistics and Quantitative Methods University of Milano-Bicocca
Date Posted: February 08, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper A Cobweb Model with Alternating Demand and Supply Functions
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 325
Fausto Cavalli
1Department of Statistics and Quantitative Methods University of Milano-Bicocca
Date Posted: February 08, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Harmonic Analysis for Mathematical Finance
Silika Prohl
Princeton University
Date Posted: February 06, 2016
Working Paper Series
46 downloads

Incl. Electronic Paper Service Chain Coordination Using Salvage Manipulation
International Journal of Management and Marketing Research, V. 7 ( 2) P. 15-27, 2014
Andrew Manikas and Michael Godfrey
University of Louisville and University of Wisconsin - Oshkosh
Date Posted: February 06, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Production, Capacity, and Liquidity of a Financially Constrained Firm
Jie Ning and Matthew J. Sobel
Case Western Reserve University - Weatherhead School of Management and Case Western Reserve University - Department of Operations
Date Posted: February 06, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry
Swiss Finance Institute Research Paper No. 16-04
Maximilian Adelmann , Lucio Fernandez Arjona , Janos Mayer and Karl Schmedders
University of Zurich , Zurich Insurance Group , University of Zurich - Institute of Business Administration and Swiss Finance Institute
Date Posted: February 04, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper A Theory of Markovian Time Inconsistent Stochastic Control in Continuous Time
Tomas Bjork , Mariana Khapko and Agatha Murgoci
Stockholm School of Economics - Swedish House of Finance , Swedish House of Finance and University of Aarhus - School of Business and Social Sciences
Date Posted: February 04, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Political (In)Stability of Social Security Reform
Netspar Discussion Paper No. 01/2016-004
Krzysztof Makarski and Joanna Tyrowicz
National Bank of Poland and National Bank of Poland
Date Posted: February 03, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Fourier Analysis for Mathematical Finance
Silika Prohl
Princeton University
Date Posted: February 02, 2016
Working Paper Series
114 downloads

Incl. Electronic Paper An Anatomy of U.S. Personal Bankruptcy Under Chapter 13
FRB of NY Staff Report No. 764
Hulya Eraslan , Gizem Koşar , Wenli Li and Pierre-Daniel G. Sarte
Rice University , Federal Reserve Banks - Federal Reserve Bank of New York , Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Richmond
Date Posted: February 02, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper On Pre-Commitment Aspects of a Time-Consistent Strategy for a Mean-Variance Investor
Fei Cong and Cornelis W. Oosterlee
Delft University of Technology - Delft Institute of Applied Mathematics (DIAM) and Center for Mathematics and Computer Science (CWI)
Date Posted: February 01, 2016
Last Revised: February 07, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Necessary and Sufficient No-Arbitrage Conditions for the SSVI/S3 Volatility Curve
Timothy Klassen
PFT Analytics
Date Posted: February 01, 2016
Working Paper Series
83 downloads

Incl. Electronic Paper Normal Return Gaps
William W. Jennings , Thomas C. O'Malley and Brian C. Payne
U.S. Air Force Academy - Department of Management , U.S. Air Force Academy - Department of Management and US Air Force Academy
Date Posted: February 01, 2016
Working Paper Series
63 downloads

Incl. Electronic Paper Local and and Non-Local Information in Decentralized Routing Strategies
Dirk Helbing , John Polak and Henrik Jensen
ETH Zürich - Department of Humanities, Social and Political Sciences (GESS) , Imperial College London - Imperial College of Science, Technology and Medicine and affiliation not provided to SSRN
Date Posted: February 01, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Inventory Management in Customised Liquidity Pools
M. Alessandra Crisafi and Andrea Macrina
University College London and University College London
Date Posted: February 01, 2016
Working Paper Series
6 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 Pricing of Conditional Upgrades in the Presence of Strategic Consumers
Yao Cui , Izak Duenyas and Ozge Sahin
Cornell University - Samuel Curtis Johnson Graduate School of Management , University of Michigan, Stephen M. Ross School of Business and Johns Hopkins University
Date Posted: January 30, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A Generic Model for Analyzing Nexus Issues of Households’ Bioenergy Use
Utkur Djanibekov , Robert Finger , Dawit Diriba Guta Sr., Varun Gaur and Alisher Mirzabaev
Institute for Food and Resource Economics , ETH Zurich , University of Bonn - Center for Development Research (ZEF) , University of Bonn - Center for Development Research (ZEF) and University of Bonn - Center for Development Research (ZEF)
Date Posted: January 29, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Diseño De Un Portafolio De Inversión a Partir De Un Modelo De Programación No Lineal: Caso Colombia 2013-2014 (Design of a Investment Portfolio Using Non-Linear Programming: Case of Colombia 2013-2014)
Revista Internacional Administración & Finanzas, v. 9 (2) p. 35-47, 2016,
John Dairo Ramírez Aristizábal, and Eduardo Alexander Duque Grisales
Institución Universitaria ESUMER and Institución Universitaria ESUMER
Date Posted: January 29, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Real Option Perspective on Valuing Gas Fields
Tinbergen Institute Discussion Paper 13-126/VI/DSF60
Lin Zhao and Sweder van Wijnbergen
VU University Amsterdam - Faculty of Economics and Business Administration and Universiteit van Amsterdam
Date Posted: January 29, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Industrial Sector Exports in Colombia: Efficient Frontier Analysis
International Journal of Management and Marketing Research, v. 8 (2) p. 85-97, 2016
Jorge A. Restrepo M , Lorenzo Portocarrero and Juan Gabriel Vanegas L
Fundación Autónoma de las Américas , I.U. Tecnológico de Antioquia and I.U. Tecnológico de Antioquia
Date Posted: January 28, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Global Optimization on an Interval
Thomas A. Weber
Ecole Polytechnique Federale de Lausanne - MTEI
Date Posted: January 28, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper The Sharpe Ratio of Estimated Efficient Portfolios
Finance Research Letters, Forthcoming
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Date Posted: January 27, 2016
Last Revised: February 08, 2016
Accepted Paper Series
32 downloads

Incl. Electronic Paper Risk Measures and Financial Innovation with Backward Stochastic Difference Equations
Ezequiel Antar and M. A. H. Dempster
University of Cambridge - Centre for Financial Research and University of Cambridge - Centre for Financial Research
Date Posted: January 27, 2016
Last Revised: February 08, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper The Method of Leader's Overthrow in Networks
NHH Dept. of Business and Management Science Discussion Paper No. 2016/1
Ivan Belik and Kurt Jornsten
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: January 27, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Evidence and Effects of Social Referencing Investor Behaviour During Market Bubbles
“Evidence of Social Referencing Behaviour during Market Bubbles” (Stephen Chen, Brenda Spotton Visano, Michael Lui, Chaohui Lu) IAENG International Journal of Computer Science, Volume 37 Issue 4, Pages 359-366 London, U.K , 2010,
Stephen Chen , Brenda Spotton Visano , Michael Lui and Chaohui Lu
York University , York University , York University and Carleton University
Date Posted: January 27, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper On Sufficient Conditions for Stable Matching with Contracts
Jun Zhang
California Institute of Technology, Division of Humanities and Social Science
Date Posted: January 26, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper A Model of Dynamic Liquidity Contracts
Onur Özgür
Melbourne Business School
Date Posted: January 26, 2016
Last Revised: February 03, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Higher-Degree Stochastic Dominance Optimality and Efficiency
Yi Fang
Jilin University (JLU) - Center for Quantitative Economics
Date Posted: January 26, 2016
Last Revised: February 04, 2016
Working Paper Series
21 downloads

Industrial Sector Exports in Colombia: Efficient Frontier Analysis
International Journal of Management and Marketing Research, 2015
J.A. Restrepo-Morales Sr., Lorenzo Portocarrero and Juan Gabriel Vanegas L
Tecnológico De Antioquia , I.U. Tecnológico de Antioquia and I.U. Tecnológico de Antioquia
Date Posted: January 25, 2016
Accepted Paper Series

Incl. Electronic Paper Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time
MAGKS, Discussion Paper No. 55-2014
Bernd Hayo and Britta Niehof
University of Marburg - School of Business & Economics and University of Marburg
Date Posted: January 25, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Analysis of Monetary Policy Responses after Financial Market Crises in a Continuous Time New Keynesian Model
MAGKS, Discussion Paper No. 21-2014
Bernd Hayo and Britta Niehof
University of Marburg - School of Business & Economics and University of Marburg
Date Posted: January 25, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Empirical Pricing Performance on Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter?
Benjamin Cheng , Christina Nikitopoulos Sklibosios and Erik Schlogl
University of Technology Sydney (UTS) , University of Technology, Sydney - Faculty of Business and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: January 25, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper We Could Not Care Less About Armington Elasticities – But Should We? A Meta-Sensitivity Analysis of the Influence of Armington Elasticity Misspecification on Simulation Results
Ruhr Economic Paper No. 594
Hannah Schürenberg-Frosch
University of Duisburg-Essen
Date Posted: January 25, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper The Macroeconomics of Radical Uncertainty
Ruhr Economic Paper No. 592
Michael W. M. Roos
University of Dortmund - Lehrstuhl für Wirtschafts-un Sozialstatistik
Date Posted: January 25, 2016
Working Paper Series
8 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 A Hybrid SLV Model with Multifactor Stochastic Volatility
Gaetano La Bua
Polytechnic University of Milan - Department of Mathematics
Date Posted: January 23, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Economically Consistent Valuations and Put-Call Parity
Swiss Finance Institute Research Paper No. 16-02
Martin Herdegen and Martin Schweizer
ETH Zurich and ETH Zürich - Department of Mathematics
Date Posted: January 22, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper On 'A General Framework for Pricing Asian Options Under Markov Processes'
Zhenyu Cui , Chihoon Lee and Yanchu Liu
Stevens Institute of Technology , Stevens Institute of Technology and Lingnan (University) College, Sun Yat-sen University, Guangzhou, China.
Date Posted: January 20, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Revenue Management in a Multi-Stage Make-to-Order Production System
Hendrik Guhlich , Moritz Fleischmann , L. Mönch and Raik Stolletz
University of Mannheim , University of Mannheim, Business School , FernUniversität in Hagen and University of Mannheim
Date Posted: January 20, 2016
Working Paper Series
13 downloads


 

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