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226,645
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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
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
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
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
Adaptive Market Timing with ETFs
Lewis A. Glenn
Creative Solutions Associates
Date Posted: December 29, 2010
Working Paper Series
210 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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