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SSRN eLibrary Statistics:

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Abstracts: 560,866
Full Text Papers: 463,405
Authors: 260,382
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  Last 12 months:
64,085

Paper Downloads:
To date: 77,897,907
Last 12 months: 9,680,513
Last 30 days: 648,321

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262,270
Total References: 9,034,735
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5,983,061
Papers with
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  Footnotes:
92,654
Total Footnotes: 9,166,729


SSRN eLibrary Search Results
JEL Code: C6
972,485 Total downloads
Showing Papers 1,421 - 1,470 of 5,999
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Incl. Electronic Paper On Modelling of Auction Type Markets
Translated from Issledovaniya po Informatike, Vol.10, 2006, pp.73-76.
Igor Konnov
Kazan Federal University
Date Posted: August 20, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Approximate Solutions of the Walrasian Equilibrium Inequalities with Bounded Marginal Utilities of Income
Cowles Foundation Discussion Paper No. 1955
Yale Cowles Submitter and Donald Brown
Yale University - Cowles Foundation and Yale University - Cowles Foundation
Date Posted: August 15, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper PMP and Uniqueness of Calibrating Solution: Output Supply and Input Demand Elasticities: Small Farms
Quirino Paris
University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: August 15, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Impact of Model Instability on Long-Term Investors
Bart F. Diris
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: August 15, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Economic Implications of Deeper South Asian–Southeast Asian Integration: A CGE Approach
ADBI Working Paper 494
Ganeshan Wignaraja , Peter Morgan , Michael G. Plummer and Fan Zhai
Asian Development Bank Institute , Asian Development Bank Institute , Johns Hopkins University - Bologna Center and China Investment Corporation
Date Posted: August 14, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Positive Mathematical Programming with Generalized Risk
Quirino Paris
University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: August 13, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper A Simple and General Approach to Fitting the Discount Curve Under No-Arbitrage Constraints
Matthias R. Fengler and Lin-Yee Hin
University of St. Gallen - School of Economics and Political Science and Department of Mathematics & Statistics, Curtin University of Technology
Date Posted: August 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Risk Parity Versus Mean-Variance: It's All in the Views
Daniel Haesen , Winfried G. Hallerbach , Thijs D. Markwat and Roderick Molenaar
Robeco Asset Management, Quantitative Strategies , Robeco Asset Management, Quantitative Strategies , Robeco Asset Management and Robeco Asset Management
Date Posted: August 12, 2014
Working Paper Series
299 downloads

Incl. Electronic Paper Risk Management Optimization for Sovereign Debt Restructuring
The Wharton School Financial Institutions Centre No. 14-10
Andrea Consiglio and Stavros A. Zenios
University of Palermo and University of Cyprus
Date Posted: August 11, 2014
Last Revised: August 14, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Estimation of the Hawkes Process with Renewal Immigration Using the EM Algorithm
Swiss Finance Institute Research Paper No. 14-52
Spencer Wheatley , Vladimir Filimonov and Didier Sornette
ETH Zurich , Swiss Federal Institute of Technology Zurich (ETH Zurich) and Swiss Finance Institute
Date Posted: August 08, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper CVA Risk Charge and P&L Volatility Trade-Off: Proposal of a Unified Steering
Christoph Berns
KPMG AG WPG (Frankfurt)
Date Posted: August 08, 2014
Working Paper Series
44 downloads

Incl. Electronic Paper A Non-Stationary Model of Dividend Distribution in A Stochastic Interest-Rate Setting
Andrea Barth , Santiago Moreno-Bromberg and Oleg Reichmann
ETH Zurich , University of Zurich - Department of Banking and Finance and ETH Zurich - Department of Mathematics
Date Posted: August 08, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Detecting Complete and Joint Mixability
Giovanni Puccetti and Ruodu Wang
University of Florence - Department of Mathematics for Decisions and University of Waterloo - Department of Statistics and Actuarial Science
Date Posted: August 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor
Mathieu Steve Dubois and Luitgard A. M. Veraart
London School of Economics & Political Science (LSE) and London School of Economics & Political Science (LSE)
Date Posted: August 06, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Specific Risk and Replication of Factor Returns
Simone Pavanelli
Eurizon Capital SGR
Date Posted: August 06, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Asymptotic Behaviour of High Expectiles
Fabio Bellini and Elena Di Bernardino
University of Milano Bicocca - Dipartimento di Statistica e Metodi Quantitativi and Conservatoire National des Arts et Métiers (CNAM)
Date Posted: August 05, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Generalized Barndorff-Nielsen and Shephard Model and Discretely Monitored Option Pricing
Akira Yamazaki
Hosei University - Graduate School of Business Administration
Date Posted: August 05, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Risk-Sensitive Investment in a Market with Animal Spirits
Grzegorz Andruszkiewicz , Mark Davis and Sebastien Lleo
Imperial College London , Imperial College London and NEOMA Business School
Date Posted: August 05, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Robust Hedging in Incomplete Markets
Sally Shen , Antoon Pelsser and Peter C. Schotman
Maastricht University , Maastricht University and Maastricht University
Date Posted: August 05, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Robust Long-Term Interest Rate Risk Hedging in Incomplete Bond Markets
Sally Shen , Antoon Pelsser and Peter C. Schotman
Maastricht University , Maastricht University and Maastricht University
Date Posted: August 05, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Technical Efficiency in China's Agricultural Production in the Period 1985-1995
Huy Quynh Nguyen
Australian National University (ANU) - Crawford School of Public Policy
Date Posted: August 05, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Teaching Measure Transformation in Option Pricing with a Loaded Die
Nico van der Wijst
Norwegian University of Science and Technology
Date Posted: August 05, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Simulation of the Energy Crisis Hit to the Japan Economics Structure
Mark Kushelman
Deloitte Consulting LLP
Date Posted: August 05, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper On the Distribution and Estimation of Trading Costs
Journal of Empirical Finance, 28, 104-117
Apostolos Kourtis
University of East Anglia - Norwich Business School
Date Posted: August 04, 2014
Accepted Paper Series
19 downloads

Incl. Electronic Paper Bayesian Exploratory Factor Analysis
IZA Discussion Paper No. 8338
Gabriella Conti , Sylvia Fruhwirth-Schnatter , James J. Heckman and Remi Piatek
University of Chicago , Johannes Kepler University - Department of Applied Statistics and Econometrics , University of Chicago - Department of Economics and University of Chicago
Date Posted: August 02, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Technology Lock-In with Horizontal and Vertical Innovations Through Limited R&D Spending
Anton A. Bondarev and Alfred Greiner
WWZ Universität Basel and Bielefeld University - Department of Business Administration and Economics
Date Posted: August 02, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Further to Asset Price Trend Theory: Decision Making, Optimization, Fears and Aspirations, and Notions of Market Efficiency
Robert Dubois
Trend Modus Capital Management LLC
Date Posted: August 01, 2014
Last Revised: August 09, 2014
Working Paper Series
58 downloads

Incl. Fee Electronic Paper Viable Ramsey Economies
Canadian Journal of Economics/Revue canadienne d'économique, Vol. 47, Issue 2, pp. 422-441, 2014,
Noël Bonneuil and Raouf Boucekkine
National Institute of Demographic Studies (INED) and Universite Catholique de Louvain
Date Posted: July 31, 2014
Accepted Paper Series

Incl. Electronic Paper Does Greater Diversification Really Improve Performance in Portfolio Selection?
Francesco Cesarone , Jacopo Moretti and Fabio Tardella
Roma Tre University - Department of Business Studies , Roma Tre University - Department of Business Studies and Faculty of Economics - Sapienza University of Rome
Date Posted: July 30, 2014
Working Paper Series
101 downloads

Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
382 downloads

Incl. Electronic Paper New Cross-Border Electricity Balancing Arrangements in Europe
DIW Berlin Discussion Paper No. 1400
Casimir Lorenz and Clemens Gerbaulet
TU Berlin - Workgroup for Infrastructure Policy (WIP) and German Institute for Economic Research (DIW Berlin)
Date Posted: July 30, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Global Warming, Technological Change and Trade in Carbon Energy: Challenge or Threat?
DIW Berlin Discussion Paper No. 1397
Gunter Stephan and Georg Müller-Fürstenberger
University of Bern - Department of Economics and University of Trier - Faculty of Economics
Date Posted: July 30, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Perpetual American Options with Disconnected Exercise Regions in Lévy Models
Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: July 29, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Power System Transformation Toward Renewables: Investment Scenarios for Germany
DIW Berlin Discussion Paper No. 1402
Jonas Egerer and Wolf-Peter Schill
German Institute for Economic Research (DIW Berlin) - Department of International Economics and German Institute for Economic Research (DIW Berlin)
Date Posted: July 29, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper A Regression Method Based on Characteristic Functions for Numerical Solutions of Forward-Backward Stochastic Differential Equations
Deng Ding , Yiqi Liu , Zhijie Cao and Qiang Liu
University of Macau , University of Macau , University of Macau and University of Macau
Date Posted: July 29, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Multiperiod Portfolio Selection and Bayesian Dynamic Models
Petter N. Kolm and Gordon Ritter
New York University - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: July 28, 2014
Working Paper Series
74 downloads

Incl. Electronic Paper A Note on Poincaré Recurrence in Anosov Diffeomorphic Transformation of Discretized Outline of Some Plant Leaves
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: July 28, 2014
Last Revised: August 05, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Estonia and the European Monetary Union – Are There Benefits from a 'Late' Accession?
Timo Baas
University of Duisburg-Essen - Department of Economics and Business Administration
Date Posted: July 27, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Endogenous Savings Rate with Forward-Looking Households in a Recursive Dynamic CGE Model: Application to South Africa
Cirano Working Paper No. 2014s-38
Andre Lemelin
INRS-UCS Université du Québec
Date Posted: July 27, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Modeling Firm Heterogeneity in International Trade: Do Structural Effects Matter?
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 12/WP/2014
Roberto Roson and Kazuhiko Oyamada
Ca Foscari University of Venice - Department of Economics and Institute of Developing Economies, Japan External Trade Organization (IDE-JETRO)
Date Posted: July 26, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
MIT Sloan Research Paper No. 5110-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: July 26, 2014
Working Paper Series
51 downloads

Optimal Policies/Behaviors of a Two-Echelon Serial Inventory System with General Limited Capacities
Qingkai Ji
Dalian University of Technology
Date Posted: July 26, 2014
Working Paper Series

Incl. Electronic Paper A Finite Set of Equilibria for the Indeterminacy of Linear Rational Expectations Models
Jean-Bernard Chatelain and Kirsten Ralf
University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Ecole Supérieure du Commerce Extérieur (ESCE)
Date Posted: July 25, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Computational Economic Modeling of Migration
Anna Klabunde
Ruhr Universität Bochum
Date Posted: July 25, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Theorem on the Limit-Properties of Structural Change and Some Implications
Denis Stijepic
University of Hagen (Fernuniversitaet in Hagen)
Date Posted: July 24, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Envelope Condition Method with an Application to Default Risk Models
Cristina Arellano , Lilia Maliar , Serguei Maliar and Viktor Tsyrennikov
Federal Reserve Bank of Minneapolis , Stanford University , Santa Clara University and Cornell University - Department of Economics
Date Posted: July 23, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Backtesting and Evaluation of Different Trading Schemes for the Portfolio Management of Natural Gas
FCN Working Paper No. 5/2014
Maxim Popov and Reinhard Madlener
Nexus Energie GmbH and RWTH Aachen University
Date Posted: July 23, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper A Theory of Pruning
ECB Working Paper No. 1696
Giovanni Lombardo and Harald Uhlig
European Central Bank (ECB) and University of Chicago - Department of Economics
Date Posted: July 22, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Collateral Imbalances in Intra-European Trade? Accounting for the Difference Between Gross and Value Added Trade Balances
ECB Working Paper No. 1695
Arne J. Nagengast and Robert Stehrer
Deutsche Bundesbank - Economics Department and Vienna Institute of International Economic Studies (WIIW)
Date Posted: July 22, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Estimation of the Hurst Exponent by Randomizing Portfolio Coefficients
Aram Gushchyan
Russian Academy of National Economy and Public Administration under the President of the Russian Federation
Date Posted: July 21, 2014
Last Revised: August 18, 2014
Working Paper Series
62 downloads


 

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