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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
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  Last 12 months:
68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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


SSRN eLibrary Search Results
JEL Code: C6
836,993 Total downloads
Showing Papers 1,421 - 1,470 of 5,139
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Decision Making in Structured Finance. A Case in Risk-Adjusted Performance Computation
4th Computational Management Science Conference, April 2007
Rosa Cocozza and Albina Orlando
University of Naples Federico II - Faculty of Economics and Italian National Research Council (CNR)
Date Posted: January 07, 2011
Accepted Paper Series

On the Estimation of Credit Exposures Using Regression-Based Monte Carlo Simulation
Journal of Credit Risk, 2008
Robert Schöftner
SCOR
Date Posted: January 07, 2011
Accepted Paper Series

Market and Credit Risk Aggregation: A Bottom-Up Approach
Doctoral Thesis, Vienna University of Technology
Robert Schöftner
SCOR
Date Posted: January 06, 2011
Accepted Paper Series

Incl. Electronic Paper Gram-Charlier Densities (Revised version)
Banque de France Working Paper No. 56
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: January 05, 2011
Working Paper Series
121 downloads

Incl. Electronic Paper The Impacts of Income Transfer Programs on Income Distribution and Poverty in Brazil: An Integrated Microsimulation and Computable General Equilibrium Analysis
PEP MPIA Working Paper No. 2010-20
Samir Cury Sr. , Allexandro E. Mori Coelho , Isabela Callegari and Euclides Pedrozo Jr.
Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration , affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: January 05, 2011
Working Paper Series
80 downloads

Incl. Electronic Paper The Pricing and Timing of the Option to Invest for Cash Flows with Partial Information
Zhaojun Yang , Dandan Song and Jinqiang Yang
Hunan University - School of Finance and Statistics , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: January 05, 2011
Last Revised: January 20, 2011
Working Paper Series
65 downloads

Incl. Electronic Paper Adaptive Market Timing with ETFs
Lewis A. Glenn
Creative Solutions Associates
Date Posted: December 29, 2010
Working Paper Series
210 downloads

Incl. Electronic Paper Heterogeneous Expectations and Strong Uncertainty in a Minskyian Model of Financial Fluctuations
University of Siena DEPFID Working Paper No. 10/2010
Serena Sordi and Alessandro Vercelli
University of Siena - DEPFID-Department of Economic Policy, Finance and Development and University of Siena - Department of Economics
Date Posted: December 29, 2010
Working Paper Series
24 downloads

Incl. Electronic Paper A Bi-Criteria Measure to Assess Supply Chain Network Performance for Critical Needs Under Capacity and Demand Disruptions
Transportation Research, 2010
Qiang Qiang and Anna Nagurney
Pennsylvania State University - Great Valley School of Graduate Professional Studies and University of Massachusetts Amherst - Isenberg School of Management - Department of Finance & Operations Management
Date Posted: December 28, 2010
Last Revised: December 29, 2010
Working Paper Series
47 downloads

Incl. Electronic Paper Differentiating Indexation in Dutch Pension Funds
Netspar Discussion Paper No. 12/2010-080
Roel M. W. J. Beetsma and Alessandro Bucciol
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and University of Verona - Department of Economics
Date Posted: December 27, 2010
Working Paper Series
10 downloads

Incl. Electronic Paper Entropy Densities: With an Application to Autoregressive Conditional Skewness and Kurtosis
Banque de France Working Paper No. 79
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: December 27, 2010
Working Paper Series
25 downloads

Incl. Electronic Paper Martingale Representation Theorem for the G-Expectation
Swiss Finance Institute Research Paper No. 10-54
Halil Mete Soner , Nizar Touzi and Jianfeng Zhang
ETH Zürich , Ecole Polytechnique, Paris and University of Southern California - Department of Mathematics
Date Posted: December 27, 2010
Working Paper Series
152 downloads

Incl. Electronic Paper Squezzing a Little More Out of Commodities – Earning Alpha from the Thomson Reuters/Jefferies CRB Index
Andrew Clark
Lipper, A Thomson Reuters Company
Date Posted: December 27, 2010
Working Paper Series
39 downloads

Incl. Electronic Paper American Step-Up and Step-Down Credit Default Swaps Under Levy Models
Quantitative Finance, 2012, Forthcoming
Tim Leung and Kazutoshi Yamazaki
Columbia University and Osaka University - Center for the Study of Finance and Insurance
Date Posted: December 26, 2010
Last Revised: October 01, 2012
Accepted Paper Series
94 downloads

Incl. Electronic Paper Liquidity Models in Continuous and Discrete Time
Swiss Finance Institute Research Paper No. 10-53
Selim Gokay , Alexandre F. Roch and Halil Mete Soner
affiliation not provided to SSRN , University of Quebec at Montreal (UQAM) - Faculty of Management (ESG) and ETH Zürich
Date Posted: December 26, 2010
Working Paper Series
243 downloads

Incl. Electronic Paper Optimal Control of an Assembly System with Demand for the End-Product and Intermediate Components
Ross School of Business Paper
Oben Ceryan , Izak Duenyas and Yoram Koren
Department of Decision Sciences, Lebow College of Business, Drexel University , The Stephen M. Ross School of Business at the University of Michigan and University of Michigan at Ann Arbor - Department of Mechanical Engineering
Date Posted: December 26, 2010
Working Paper Series
55 downloads

Incl. Electronic Paper The Intrinsic Logic of the Augmented Black-Litterman Model
Wing Cheung
affiliation not provided to SSRN
Date Posted: December 26, 2010
Last Revised: April 25, 2012
Working Paper Series
246 downloads

Incl. Electronic Paper Incorporating Managerial Information into Real Option Valuation
Sebastian Jaimungal and Yuri Lawryshyn
University of Toronto - Department of Statistics and University of Toronto
Date Posted: December 24, 2010
Last Revised: March 28, 2011
Working Paper Series
256 downloads

Incl. Electronic Paper Market Dynamics, Dynamic Resource Management and Environmental Policy in the Context of (Strong) Sustainability
Torben Klarl
University of Augsburg - Faculty of Business and Economics
Date Posted: December 24, 2010
Working Paper Series
25 downloads

Incl. Electronic Paper Stochastic Models for Risk Estimation in Volatile Markets: A Survey
Annals of Operation Research, Vol. 176, No. 1, 2010
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: December 24, 2010
Accepted Paper Series
48 downloads

Incl. Electronic Paper Networks, Collective Action, and State Formation
Drew Conway
New York University (NYU) - Department of Politics
Date Posted: December 23, 2010
Working Paper Series
120 downloads

Incl. Electronic Paper Probability Metrics Applied to Problems in Portfolio Theory
Journal of Statistical Theory and Practice, Vol. 2, No. 2, pp. 253-277, 2008
Stoyan V. Stoyanov , Svetlozar Rachev and Frank J. Fabozzi
EDHEC Business School , University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie and EDHEC Business School
Date Posted: December 23, 2010
Accepted Paper Series
38 downloads

Incl. Electronic Paper Cost Effectiveness of Carbon Capture-Ready Coal Power Plants with Delayed Retrofit
FCN Working Paper No. 8/2010
Wilko Rohlfs and Reinhard Madlener
RWTH Aachen University - Faculty of Mechanical Engineering and RWTH Aachen University
Date Posted: December 22, 2010
Working Paper Series
50 downloads

Incl. Electronic Paper Dominating Randomness - Applications of State Contingent Stochastic Ordering Methods to the Clustering and Performance Measurement of Trading Strategies
Clemens Glaffig
Panathea Capital Partners
Date Posted: December 22, 2010
Last Revised: January 04, 2011
Working Paper Series
70 downloads

Incl. Electronic Paper Intuitionistic Sets in Financial Market Analysis – A Case Study
Krzysztof Maciej Piasecki and Roger Ziomek
Poznan University of Economics - Department of Operations Research and Poznan School of Banking
Date Posted: December 22, 2010
Working Paper Series
23 downloads

Incl. Electronic Paper Optimal Financial Portfolios
Applied Mathematical Finance, Vol. 14, No. 5, 2007
Stoyan V. Stoyanov , Svetlozar Rachev and Frank J. Fabozzi
EDHEC Business School , University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie and EDHEC Business School
Date Posted: December 22, 2010
Accepted Paper Series
140 downloads

Incl. Electronic Paper Online Banking Transaction System
Journal of Information & Communication Technology, Vol. 2, No. 2, pp. 90-100, Fall 2008
Noor Zaman Sr. , Adnan Alam Khan and Mansoor uz Zafar Dawood
King Faisal University (KFU) , Institute of Business Management (IoBM) - College of Business and Management (CBM) and affiliation not provided to SSRN
Date Posted: December 21, 2010
Accepted Paper Series
126 downloads

Incl. Electronic Paper Screens for the Detection of Manipulative Intent
Shaun D. Ledgerwood
The Brattle Group
Date Posted: December 20, 2010
Last Revised: July 24, 2011
Working Paper Series
231 downloads

Incl. Electronic Paper What is the Growth Potential of Green Innovation? An Assessment of EU Climate Policy Options
European Economy Economic Paper No. 413
Ziga Zarnic , Janos Varga and Ariane Labat
Organization for Economic Co-Operation and Development (OECD) , affiliation not provided to SSRN and European Union - Directorate General for Climate Action (DG CLIMA)
Date Posted: December 20, 2010
Working Paper Series
68 downloads

Incl. Electronic Paper Random Matrix Theory and Macro-Economic Time-Series: An Illustration Using the Evolution of Business Cycle Synchronisation, 1886-2006
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 2, 2008-26
Paul Ormerod
Volterra Consulting
Date Posted: December 18, 2010
Accepted Paper Series
35 downloads

Incl. Electronic Paper A Tale of Two Debt Crises: A Stochastic Optimal Control Analysis
Economics Discussion Paper No. 2009-44
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: December 18, 2010
Working Paper Series
18 downloads

Incl. Electronic Paper A Tale of Two Debt Crises: A Stochastic Optimal Control Analysis
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 4, 2010-3
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: December 18, 2010
Accepted Paper Series
26 downloads

Incl. Electronic Paper Alan Greenspan, the Quants and Stochastic Optimal Control
Economics Discussion Paper No. 2010-17
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: December 18, 2010
Working Paper Series
85 downloads

Incl. Electronic Paper Implicit Microfoundations for Macroeconomics
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-19
Ian P. Wright
The Open University - Department of Economics
Date Posted: December 18, 2010
Accepted Paper Series
32 downloads

Incl. Electronic Paper Implicit Microfoundations for Macroeconomics
Economics Discussion Paper No. 2008-41
Ian P. Wright
The Open University - Department of Economics
Date Posted: December 18, 2010
Working Paper Series
19 downloads

Incl. Electronic Paper Maximizing Influence Through Information-Overloaded Online Social Networks
Aaron R. Sun , Jiesi Cheng and Daniel D. Zeng
University of Arizona - Department of Management Information Systems , University of Arizona - Department of Management Information Systems and University of Arizona - Department of Management Information Systems
Date Posted: December 18, 2010
Working Paper Series
106 downloads

Incl. Electronic Paper Recursive Contracts, Lotteries and Weakly Concave Pareto Sets
PIER Working Paper No. 10-038
Harold L. Cole and Felix Kubler
University of Pennsylvania - Department of Economics and University of Zurich
Date Posted: December 18, 2010
Last Revised: March 13, 2012
Working Paper Series
33 downloads

Freight Options: Price Modeling and Empirical Analysis
Nikos K. Nomikos , Ioannis Kyriakou , Nikos C. Papapostolou and Panos K. Pouliasis
City University London - Faculty of Finance , City University London - Sir John Cass Business School , Cass Business School, City University London and Sir John Cass Business School
Date Posted: December 17, 2010
Working Paper Series

Incl. Electronic Paper Returns Based Style Groups and Benchmarking
Andrew Mason , Steve Thomas and Frank McGroarty
University of Surrey - Surrey Business School , City University London - Sir John Cass Business School and University of Southampton - School of Management
Date Posted: December 17, 2010
Working Paper Series
69 downloads

Incl. Electronic Paper The Effect of Policyholders’ Rationality on Unit-Linked Life Insurance Contracts with Surrender Guarantees
Jing Li and Alexander Szimayer
University of Bonn - The Bonn Graduate School of Economics and University of Hamburg - Faculty of Economics and Business Administration
Date Posted: December 17, 2010
Working Paper Series
107 downloads

Incl. Electronic Paper Optimal Capital Requirements for a Large Insurer/AIG: A Stochastic Optimal Control Approach
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: December 16, 2010
Working Paper Series
54 downloads

Incl. Electronic Paper Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
Economic Research Initiatives at Duke (ERID) Working Paper No. 87
Eric M. Aldrich and Howard Kung
UC Santa Cruz and University of British Columbia
Date Posted: December 15, 2010
Last Revised: May 06, 2011
Working Paper Series
88 downloads

Incl. Electronic Paper Fund Flows, Performance, Managerial Career Concerns, and Risk-Taking
Management Science, Forthcoming
Ping Hu , Jayant R. Kale , Marco Pagani and Ajay Subramanian
affiliation not provided to SSRN , Georgia State University , San Jose State University and Georgia State University
Date Posted: December 14, 2010
Accepted Paper Series
95 downloads

Incl. Electronic Paper Contracts and Domination in Competitive Economies
Valeriy M. Marakulin
Sobolev Institute of Mathematics SB Russian Academy of Sciences
Date Posted: December 12, 2010
Working Paper Series
6 downloads

Incl. Electronic Paper Contracts and Domination In Incomplete Markets
Economics Education and Research Consortium (EERC) Working Paper No. 02/04
Valeriy M. Marakulin
Sobolev Institute of Mathematics SB Russian Academy of Sciences
Date Posted: December 12, 2010
Working Paper Series
9 downloads

Incl. Electronic Paper Differential Information Economies: Contract Based Approach
Economics Education and Research Consortium (EERC) Working Paper No. 10/02E
Valeriy M. Marakulin
Sobolev Institute of Mathematics SB Russian Academy of Sciences
Date Posted: December 12, 2010
Working Paper Series
8 downloads

Incl. Electronic Paper On Convergence of Contractual Trajectories in Pure Exchange Economies
Economics Education and Research Consortium (EERC) Working Paper No. 06/07
Valeriy M. Marakulin
Sobolev Institute of Mathematics SB Russian Academy of Sciences
Date Posted: December 12, 2010
Working Paper Series
9 downloads

Incl. Electronic Paper Option Pricing Where the Underlying Assets Follow a Gram/Charlier Density of Arbitrary Order
Erik Schlogl
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: December 12, 2010
Working Paper Series
105 downloads

Incl. Electronic Paper Resolution of Financial Distress Under Chapter 11
Amira Annabi , Michèle Breton and Pascal Francois
HEC Montreal , HEC Montreal - Department of Management Sciences and HEC Montreal - Department of Finance
Date Posted: December 12, 2010
Working Paper Series
59 downloads

Incl. Electronic Paper The Economics of Network Neutrality
RAND Journal of Economics, 2012, NET Institute Working Paper No. 10-25, NYU Law and Economics Research Paper No. 10-57
Nicholas Economides and Benjamin E. Hermalin
New York University - Leonard N. Stern School of Business - Department of Economics and University of California, Berkeley
Date Posted: December 12, 2010
Last Revised: February 04, 2012
Working Paper Series
401 downloads


 

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