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SSRN eLibrary Statistics:

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Abstracts: 693,870
Full Text Papers: 583,147
Authors: 319,855
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  Last 12 months:
67,318

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To date: 103,284,076
Last 12 months: 13,091,891
Last 30 days: 1,004,480

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307,393
Total References: 8,989,005
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5,805,370
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  Footnotes:
91,657
Total Footnotes: 8,994,137


SSRN eLibrary Search Results
JEL Code: G13
2,469,369 Total downloads
Showing Papers 1,501 - 1,550 of 6,320
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1 2 3 4 ... 127 | Next >
   

Incl. Electronic Paper Option Traders Use (very) Sophisticated Heuristics, Never the Black–Scholes–Merton Formula
Journal of Economic Behavior and Organization, Vol. 77, No. 2, 2011
Espen Gaarder Haug and Nassim Nicholas Taleb
affiliation not provided to SSRN and NYU-Tandon School of Engineering
Date Posted: September 11, 2007
Last Revised: November 16, 2012
Accepted Paper Series
53671 downloads

Incl. Electronic Paper An Analysis of the Financial Crisis of 2008: Causes and Solutions
Austin Murphy
Oakland University - School of Business Administration
Date Posted: November 04, 2008
Last Revised: December 16, 2008
Working Paper Series
19595 downloads

Incl. Electronic Paper Risk Management Lessons from Long-Term Capital Management
Philippe Jorion
University of California, Irvine - Paul Merage School of Business
Date Posted: August 02, 1999
Working Paper Series
17392 downloads

Incl. Electronic Paper A Simplified Approach to Understanding the Kalman Filter Technique
Tom Arnold, Mark Bertus and Jonathan M. Godbey
University of Richmond - E. Claiborne Robins School of Business, Auburn University and Georgia State University - Department of Finance
Date Posted: May 07, 2005
Last Revised: April 17, 2008
Working Paper Series
16502 downloads

Incl. Electronic Paper The Flash Crash: High Frequency Trading in an Electronic Market
Journal of Finance, Forthcoming
Andrei A. Kirilenko, Albert S. Kyle, Mehrdad Samadi and Tugkan Tuzun
Brevan Howard Centre for Financial Analysis, Imperial College Business School, University of Maryland, Southern Methodist University (SMU) - Edwin L. Cox School of Business and Federal Reserve Board
Date Posted: May 27, 2011
Last Revised: July 09, 2016
Accepted Paper Series
13310 downloads

Incl. Electronic Paper The Fundamentals of Commodity Futures Returns
Yale ICF Working Paper No. 07-08
Gary B. Gorton, Fumio Hayashi and K. Geert Rouwenhorst
Yale School of Management, National Graduate Institute for Policy Studies and Yale School of Management - International Center for Finance
Date Posted: June 28, 2007
Last Revised: February 07, 2012
Working Paper Series
12844 downloads

Incl. Electronic Paper Risk-Neutral Probabilities Explained
Nicolas Gisiger
affiliation not provided to SSRN
Date Posted: April 27, 2009
Last Revised: October 20, 2010
Working Paper Series
12053 downloads

Incl. Electronic Paper Mathematical Finance Introduction to Continuous Time Financial Market Models
Christian-Oliver Ewald
University of Glasgow
Date Posted: April 02, 2007
Working Paper Series
11741 downloads

Incl. Electronic Paper Understanding VIX
Robert E. Whaley
Vanderbilt University - Finance
Date Posted: November 09, 2008
Last Revised: December 08, 2008
Working Paper Series
10587 downloads

Incl. Electronic Paper The Illusions of Dynamic Replication
Quantitative Finance, Vol. 5, No. 4, pp. 323-326, August 2005
Emanuel Derman and Nassim Nicholas Taleb
Columbia University and NYU-Tandon School of Engineering
Date Posted: May 09, 2005
Last Revised: November 16, 2012
Accepted Paper Series
9415 downloads

Incl. Electronic Paper The Profitability of Technical Analysis: A Review
AgMAS Project Research Report No. 2004-04
Cheol-Ho Park and Scott H. Irwin
Chungbuk National University and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Date Posted: October 15, 2004
Working Paper Series
9270 downloads

Incl. Electronic Paper Can Hedge-Fund Returns Be Replicated?: The Linear Case
Jasmina Hasanhodzic and Andrew W. Lo
Babson College - Finance Division and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: August 27, 2006
Working Paper Series
9162 downloads

Incl. Electronic Paper Stock Valuation and Investment Strategies
Yale ICF Working Paper No. 00-46
Ming Dong and Zhiwu Chen
York University - Schulich School of Business and Yale University - International Center for Finance
Date Posted: July 26, 2001
Working Paper Series
9073 downloads

Incl. Electronic Paper Forecasting Volatility
Louis H. Ederington and Wei Guan
University of Oklahoma - Division of Finance and University of South Florida St. Petersburg
Date Posted: July 13, 1999
Working Paper Series
8990 downloads

Incl. Electronic Paper The Tactical and Strategic Value of Commodity Futures
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Date Posted: February 03, 2005
Working Paper Series
8678 downloads

Incl. Electronic Paper Efficient Simulation of the Heston Stochastic Volatility Model
Leif B. G. Andersen
Bank of America Merrill Lynch
Date Posted: November 22, 2006
Working Paper Series
8530 downloads

Incl. Electronic Paper Integrated Risk Management for the Firm: A Senior Manager's Guide
Lisa K. Meulbroek
Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: February 26, 2002
Working Paper Series
8354 downloads

Incl. Electronic Paper Easy Volatility Investing
Tony Cooper
Double-Digit Numerics
Date Posted: April 23, 2013
Working Paper Series
7493 downloads

Incl. Electronic Paper Finiteness of Variance is Irrelevant in the Practice of Quantitative Finance
Complexity, Vol. 14, Issue 3, pp. 66–76, January/February 2009,
Nassim Nicholas Taleb
NYU-Tandon School of Engineering
Date Posted: June 09, 2008
Last Revised: November 16, 2012
Working Paper Series
7201 downloads

Incl. Electronic Paper Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves
Marco Bianchetti
Intesa Sanpaolo - Financial and Market Risk Management
Date Posted: January 29, 2009
Last Revised: June 22, 2016
Working Paper Series
7082 downloads

Incl. Electronic Paper Errors, Robustness, and the Fourth Quadrant
International Journal of Forecasting, Vol. 25, No. 4, 2009
Nassim Nicholas Taleb
NYU-Tandon School of Engineering
Date Posted: February 14, 2009
Last Revised: November 16, 2012
Accepted Paper Series
6944 downloads

Incl. Electronic Paper Economists' Hubris: The Case of Asset Pricing
Journal of Financial Transformation, Vol. 27, pp. 9-13, December 2009
Shahin Shojai and George Feiger
Capco Institute and Aston Business School
Date Posted: September 07, 2009
Last Revised: October 05, 2009
Accepted Paper Series
6576 downloads

Incl. Electronic Paper Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals
Journal of Banking and Finance 34, 2530-2548
Ana-Maria Fuertes, Joëlle Miffre and Georgios Rallis
Cass Business School, City University London, EDHEC Business School and City University of London - Sir John Cass Business School
Date Posted: April 30, 2008
Last Revised: December 19, 2013
Accepted Paper Series
6123 downloads

Incl. Electronic Paper Credit Risk Modeling and Valuation: An Introduction
Kay Giesecke
Stanford University - Management Science & Engineering
Date Posted: December 21, 2003
Working Paper Series
6060 downloads

Incl. Electronic Paper Interest Rates and The Credit Crunch: New Formulas and Market Models
Bloomberg Portfolio Research Paper No. 2010-01-FRONTIERS
Fabio Mercurio
Bloomberg L.P.
Date Posted: January 24, 2009
Last Revised: May 11, 2010
Accepted Paper Series
6049 downloads

Incl. Electronic Paper On Default Correlation: A Copula Function Approach
David X. Li
AIG Asset Management
Date Posted: December 09, 1999
Working Paper Series
5919 downloads

Incl. Electronic Paper Discrete Time Finance
Christian-Oliver Ewald
University of Glasgow
Date Posted: March 28, 2007
Working Paper Series
5840 downloads

Incl. Electronic Paper Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask
Ferdinando M. Ametrano and Marco Bianchetti
Milan Bicocca University - Department of Statistics and Quantitative Methods and Intesa Sanpaolo - Financial and Market Risk Management
Date Posted: February 18, 2013
Last Revised: April 03, 2013
Working Paper Series
5759 downloads

Incl. Electronic Paper Calculating the VIX in Excel
Tom Arnold and John H. Earl
University of Richmond - E. Claiborne Robins School of Business and University of Richmond - E. Claiborne Robins School of Business
Date Posted: March 08, 2008
Working Paper Series
5534 downloads

Incl. Electronic Paper Valuation Methods and Shareholder Value Creation
VALUATION METHODS AND SHAREHOLDER VALUE CREATION, Academic Press, 2002
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: November 22, 2004
Accepted Paper Series
5469 downloads

Incl. Electronic Paper A Simple Approach to the Pricing of Bermudan Swaptions in the Multi-Factor Libor Market Model
Leif B. G. Andersen
Bank of America Merrill Lynch
Date Posted: April 07, 1999
Working Paper Series
5345 downloads

Incl. Electronic Paper Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals
Harvey J. Stein
Bloomberg L.P.
Date Posted: December 27, 2007
Working Paper Series
5254 downloads

Incl. Electronic Paper Calibration and Implementation of Convertible Bond Models
Leif B. G. Andersen and Dan Buffum
Bank of America Merrill Lynch and Bank of America
Date Posted: March 28, 2003
Working Paper Series
5180 downloads

Incl. Electronic Paper Three Centuries of Asset Pricing
Journal of Banking and Finance, Vol. 23, No. 12, 1999, pages 1745–1769, LBS Institute of Finance and Accounting Working Paper No. IFA 385,
Elroy Dimson and Massoud Mussavian
University of Cambridge - Judge Business School and Cantab Capital Partners
Date Posted: January 11, 2000
Last Revised: March 20, 2016
Working Paper Series
5113 downloads

Incl. Electronic Paper Estimating the Dynamics of Mutual Fund Alphas and Betas
Yale ICF Working Paper No. 03-03; EFA 2003 Annual Conference Paper No. 803; AFA 2004 San Diego Meetings
Matthew I. Spiegel, Harry Mamaysky and Hong Zhang
Yale University - Yale School of Management, International Center for Finance, Columbia University - Columbia Business School and Tsinghua University - PBC School of Finance
Date Posted: March 10, 2005
Working Paper Series
5067 downloads

Incl. Electronic Paper Momentum Strategies in Commodity Futures Markets
Journal of Banking and Finance, Vol. 31, No. 9, 2007
Joëlle Miffre and Georgios Rallis
EDHEC Business School and City University of London - Sir John Cass Business School
Date Posted: April 20, 2005
Last Revised: November 10, 2015
Accepted Paper Series
5062 downloads

Incl. Electronic Paper Mathematical Foundation of Convexity Correction
Quantitative Finance, Vol. 3, No. 1, 2003
Antoon Pelsser
Maastricht University
Date Posted: May 16, 2001
Last Revised: May 08, 2011
Accepted Paper Series
4876 downloads

Incl. Electronic Paper Originate-to-Distribute Model and the Subprime Mortgage Crisis
AFA 2010 Atlanta Meetings Paper
Amiyatosh K. Purnanandam
University of Michigan, Stephen M. Ross School of Business
Date Posted: July 22, 2008
Last Revised: May 20, 2010
Working Paper Series
4752 downloads

Incl. Electronic Paper Real Options Valuation: A Monte Carlo Approach
Faculty of Management, University of Calgary WP No. 2002/3; EFA 2002 Berlin Meetings Presented Paper
Andrea Gamba
University of Warwick - Finance Group
Date Posted: March 06, 2002
Working Paper Series
4747 downloads

Incl. Electronic Paper Pricing Default Swaps: Empirical Evidence
Journal of International Money and Finance, Vol. 24, pp. 1200-1225, 2005, EFA 2002 Berlin Meetings Presented Paper, EFMA 2002 London Meetings, ERIM Report Series
Patrick Houweling and Ton Vorst
Robeco Investment Research and VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: December 24, 2001
Accepted Paper Series
4732 downloads

Incl. Electronic Paper Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Pricing
Leif B. G. Andersen and Jesper Andreasen
Bank of America Merrill Lynch and Danske Bank - Danske Markets
Date Posted: August 11, 1999
Working Paper Series
4602 downloads

Incl. Electronic Paper A Market Model for Inflation
Nabyl Belgrade, Eric Benhamou and Etienne Koehler
CDC Ixis Capital Markets, Université Paris Est - Université Paris Est-Creteil and CNCE
Date Posted: August 17, 2004
Working Paper Series
4569 downloads

Incl. Electronic Paper Implied Binomial Trees in Excel without VBA
Tom Arnold, Timothy Falcon Crack and Adam Schwartz
University of Richmond - E. Claiborne Robins School of Business, University of Otago - Department of Accountancy and Finance and Washington and Lee University - Department of Business Administration
Date Posted: May 08, 2004
Working Paper Series
4419 downloads

Incl. Electronic Paper Earnings Quality and the Equity Risk Premium: A Benchmark Model
Contemporary Accounting Research, Vol. 23, No. 3, pp. 833-877, Fall 2006
Kenton K. Yee
Mellon Capital Management
Date Posted: November 15, 2005
Accepted Paper Series
4259 downloads

Incl. Electronic Paper Stock Price Clustering on Option Expiration Dates
AFA 2005 Philadelphia Meetings
Sophie X. Ni, Neil D. Pearson and Allen M. Poteshman
Hong Kong University of Science and Technology, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: March 22, 2004
Working Paper Series
4237 downloads

Incl. Electronic Paper Information, Liquidity, and the (Ongoing) Panic of 2007
Gary B. Gorton
Yale School of Management
Date Posted: January 10, 2009
Working Paper Series
4140 downloads

Incl. Electronic Paper Volatility Skews and Extensions of the Libor Market Model
Leif B. G. Andersen and Jesper Andreasen
Bank of America Merrill Lynch and Danske Bank - Danske Markets
Date Posted: September 04, 1998
Working Paper Series
4113 downloads

Incl. Electronic Paper Liquidity and Credit Risk
EFA 2003 Glasgow
Jan Ericsson and Olivier Renault
McGill University and University of Warwick Business School - Financial Econometrics Research Centre
Date Posted: August 01, 2003
Working Paper Series
4089 downloads

Incl. Electronic Paper Markov-Functional Interest Rate Models
Phil J. Hunt, Joanne Kennedy and Antoon Pelsser
Citigroup - Global Corporate and Investment Banking Group (GCIB), University of Warwick - Department of Statistics and Maastricht University
Date Posted: January 12, 1998
Working Paper Series
4089 downloads

Incl. Electronic Paper Variance Risk Premia
AFA 2005 Philadelphia Meetings
Liuren Wu and Peter Carr
City University of New York, CUNY Baruch College - Zicklin School of Business and New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: August 17, 2004
Last Revised: October 25, 2007
Working Paper Series
4024 downloads


 

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