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Abstracts: 618,872
Full Text Papers: 515,296
Authors: 285,950
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  Last 12 months:
63,110

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Last 12 months: 11,604,976
Last 30 days: 802,322

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94,292
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SSRN eLibrary Search Results
JEL Code: C61
482,568 Total downloads
Showing Papers 1,601 - 1,650 of 2,914
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1 2 3 4 ... 59 | Next >
   


Incl. Electronic Paper Algorithmic Trading of Co-Integrated Assets
Álvaro Cartea and Sebastian Jaimungal
University College London and University of Toronto - Department of Statistics
Date Posted: August 01, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper On the Uniqueness of Tikhonov Regularized Local Volatility Surfaces
Vinicius Viana Luiz Albani
Computational Science Center - University of Vienna
Date Posted: July 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Expected Returns Independent Allocations
Gabriele Susinno
Financial Advisory Services
Date Posted: July 29, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Strategic Grading in the Product Acquisition Process of a Reverse Supply Chain
Stefan Hahler and Moritz Fleischmann
University of Mannheim - School of Business Administration (BWL) and University of Mannheim, Business School
Date Posted: July 28, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Modifying Hybrid Optimization Algorithms to Construct Spot Term Structure of Interest Rates and Standardizing Two Criterions of Assessment
Aryo Sasongko , Cynthia Afriani , buddi wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , University of Indonesia (UI) - Management and Universitas Indonesia, Graduate School of Management
Date Posted: July 27, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Optimising Asset Allocation between Hedge Funds and Private Equity
Gabriele Susinno and Christophe de Dardel
Financial Advisory Services and Unigestion SA
Date Posted: July 25, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Demystifying Rebalancing Premium: A Methodological Path to Risk Premia Engineering
Vladislav Dubikovsky and Gabriele Susinno
MSCI Barra and Financial Advisory Services
Date Posted: July 25, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Block Rearranging Elements within Matrix Columns to Minimize the Variability of the Row Sums
Kris Boudt , Steven Vanduffel and Kristof Verbeken
Free University of Brussels (VUB) , Vrije Universiteit Brussel (VUB) and Free University of Brussels (VUB)
Date Posted: July 24, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Capital Structure's Determinants and Financial Crisis in Spain
Lious Ntoung Agbor Tabot , Irene Pison Fernandez and Pilar F. Cibran
University of Vigo - Department of Financial Economic and Accounting , University of Vigo and University of Vigo
Date Posted: July 18, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Liquidity Risk Premium Model with Fixed-Expectation Liquidity Measures to Construct Liquidity-Risk-Premium-Free Term Structure
Aryo Sasongko , Cynthia Afriani , Buddi Wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , Graduate School of Management University of Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: July 18, 2015
Last Revised: July 24, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Algoritm De Proiecţie Paralel Pentru Rezolvarea Sistemelor Economice (Parallel Projection Algorithm for Solving Economics Systems)
Impactul Transformarilor Socio-Economice si Tehnologice la Nivel National, European si Mondial; Nr.2/2015, Vol. 2
Cristina Popirlan
Romanian Academy - Institute for World Economy
Date Posted: July 18, 2015
Accepted Paper Series
1 downloads

A Simple Procedure for Merging Expert Opinions to Achieve Superior Portfolio Performance
Journal of Portfolio Management, Forthcoming
Mark Davis and Sebastien Lleo
Imperial College London and NEOMA Business School
Date Posted: July 18, 2015
Last Revised: July 19, 2015
Accepted Paper Series

Incl. Electronic Paper A Stability Approach to Mean-Variance Optimization
Financial Review 50, 3, 301-330.
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Date Posted: July 18, 2015
Accepted Paper Series
39 downloads

Incl. Electronic Paper Symmetric Equilibria in Stochastic Timing Games
Center for Mathematical Economics Working Paper No. 543
Jan-Henrik Steg
Bielefeld University - Center for Mathematical Economics
Date Posted: July 17, 2015
Working Paper Series
6 downloads

Incl. Fee Electronic Paper A Stability Approach to Mean‐Variance Optimization
Financial Review, Vol. 50, Issue 3, pp. 301-330, 2015
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Date Posted: July 17, 2015
Accepted Paper Series

Incl. Electronic Paper Dynamic Balance Sheet Model with Liquidity Risk
Grzegorz Halaj
European Central Bank (ECB)
Date Posted: July 14, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Use of Evolutionary Algorithm in the Investment Project Evaluation
Frontiers in Finance and Economics, Vol. 12, No. 1, 32-50, 2013
Hasan Durucasu and Elif Acar
Anadolu University and Anadolu University
Date Posted: July 12, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Impact of Physics on Pricing in Energy Networks
Lars Schewe and Martin Schmidt
Friedrich-Alexander-University of Erlangen-Nuremberg and Friedrich-Alexander-University of Erlangen-Nuremberg
Date Posted: July 09, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Integrated Assessment of Climate Catastrophes with Endogenous Uncertainty: Does the Risk of Ice Sheet Collapse Justify Precautionary Mitigation?
FEEM Working Paper No. 064.2015
Delavane B. Diaz
Stanford University
Date Posted: July 09, 2015
Working Paper Series
12 downloads

Incl. Fee Electronic Paper Paradigm Shift: A Mean Field Game Approach
Bulletin of Economic Research, Vol. 67, Issue 3, pp. 289-302, 2015
Damien Besancenot and Habib Dogguy
Université Paris II Pantheon-Assas and University of Paris 13 Nord - Department of Economics and Management
Date Posted: July 09, 2015
Accepted Paper Series

Incl. Electronic Paper Estimating Global Damages from Sea Level Rise with the Coastal Impact and Adaptation Model (CIAM)
FEEM Working Paper No. 063.2015
Delavane B. Diaz
Stanford University
Date Posted: July 08, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper The Role of Financial Instruments in Integrated Catastrophic Flood Management
Multinational Finance Journal, Vol. 7, No. 3/4, p. 207-230, 2003
Tatiana Ermolieva , Yuri Ermoliev , Günther Fischer and Istvan Galambos
International Institute for Applied Systems Analysis (IIASA) , International Institute for Applied Systems Analysis (IIASA) , International Institute for Applied Systems Analysis (IIASA) and VITUKI Consult
Date Posted: July 07, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Going Offshore: Investments in German Wind Energy Under Uncertainty
CESifo Working Paper Series No. 5408
Yu-Fu Chen and Michael Funke
University of Dundee - Department of Economic Studies and University of Hamburg - Department of Economics
Date Posted: July 06, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Exponential-Affine Approximations of Macro-Finance Models with Nonlinear Habits
Pierlauro Lopez , David Lopez-Salido and Francisco Vazquez-Grande
Banque de France , Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: July 05, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Hedging with Small Uncertainty Aversion
Swiss Finance Institute Research Paper No. 15-19
Sebastian Herrmann , Johannes Muhle-Karbe and Frank Thomas Seifried
ETH Zurich , ETH Zürich and University of Trier
Date Posted: July 03, 2015
Last Revised: July 09, 2015
Working Paper Series
52 downloads

Incl. Electronic Paper Optimal Contracts Under Adverse Selection, Moral Hazard and Type-Dependent Reservation Utilities
Natalie Packham
Frankfurt School of Finance & Management gemeinnützige GmbH
Date Posted: July 02, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Foreign Capital Inflow and Financial Crisis in a Dynamic Model
Gopal K. Basak , Pranab Kumar Das and Allena Rohit
Indian Statistical Institute, Kolkata , Centre for Studies in Social Sciences, Calcutta and Indian Statistical Institute, Kolkata
Date Posted: June 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Portfolios in the Ibex 35 Index: Alternative Methods to the Traditional Framework, a Comparative with the Naive Diversification in a Pre- and Post- Crisis Context
Victor M. Adame-Garcia , Fernando Fernández Rodríguez and Simón Sosvilla Rivero
Universidad Complutense de Madrid (UCM) , University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense University of Madrid
Date Posted: June 30, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Optimal Equity Glidepaths in Retirement
Christopher J. Rook
Stevens Institute of Technology
Date Posted: June 30, 2015
Working Paper Series
68 downloads

Incl. Electronic Paper Metaheuristic Construction of Long-Only Risk Budgeted Futures Portfolio with Maximal Diversification Index
Vijayalakshmi G A Pai and Thierry Michel
PSG College of Technology and Lombard Odier & Cie
Date Posted: June 26, 2015
Last Revised: June 29, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Some Important Issues Involving Real Options: An Overview
Multinational Finance Journal, Vol. 14, No. 1/2, p. 73-123, 2010
Gordon Sick and Andrea Gamba
University of Calgary - Haskayne School of Business and University of Warwick - Finance Group
Date Posted: June 26, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper Corporate Finance and the (In)efficient Exercise of Real Options
Multinational Finance Journal, Vol. 14, No. 3/4, p. 189-217, 2010
Bart M. Lambrecht and Grzegorz Pawlina
University of Cambridge - Judge Business School and Lancaster University - Department of Accounting and Finance
Date Posted: June 26, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper 2CASE - Cloud Computing Based Audit Staff Evaluation by Using the GPS4GEF On-Line Prototype
Financial Audit, XIII, No.7(127)/2015, 16-28 & 94-106, ISSN: 1583-5812, on-line ISSN: 1844-8801, revista.cafr.ro/uploads/AF-7-2015---Site-0454.pdf
Daniel Homocianu , Dinu Airinei and Florin Dumitriu
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration , Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and "Al. I. Cuza" University of Iasi
Date Posted: June 25, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Un Procedimiento De Selección De Sub-Muestras De Gran Tamaño De Una Muestra Aleatoria Simple Representativas De La Población De Estudio (A Selection Procedure of High Size Sub-Samples from a Simple Random Sample Representative of the Population)
Juan Manuel Pérez Salamero González , Marta Regúlez-Castillo and Carlos Vidal-Meliá
University of Valencia - Department of Financial Economics , University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics) and University of Valencia - Department of Financial Economics
Date Posted: June 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Can the Dark Side of Flexibility Be Overcome Through Covenants?
Stanford University Graduate School of Business Research Paper No. 15-39
Dan Andrei Iancu , Nikolaos Trichakis and Gerry Tsoukalas
Stanford Graduate School of Business , Harvard Business School and University of Pennsylvania - The Wharton School
Date Posted: June 22, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Reformulation of Nash Equilibrium with an Application to Interchangeability
Yosuke Yasuda
Osaka University - Graduate School of Economics
Date Posted: June 21, 2015
Last Revised: July 25, 2015
Working Paper Series
597 downloads

Incl. Electronic Paper Linear Optimization Techniques for Product-Mix of Paints Production in Nigeria
Ismail Oladimeji Soile ACTA UNIVERSITATIS DANUBIUS Vol 10, no 1, 2014, pp. 181-190 (with Sulaimon Adebiyi and Bilqis Amole)
Sulaimon O Adebiyi , Amole B Bilqis and Ismail Soile
Abeokuta Federal University of Agriculture (UNAAB) , University of Lagos and University of Dundee - Centre for Energy, Petroleum and Mineral Law & Policy (CEPMLP)
Date Posted: June 20, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Derechos Colectivos En Pesca Artesanal Y Los Intercambios En La Política Pesquera: Un Análisis De Las Políticas Distributivas (Collective Rights in Artisanal Fisheries and the Trade-Offs in Fisheries Policies: An Analysis of Distributive Policies)
Estudios de Economia. Vol. 42 - N 1, Junio 2015, pp. 53-78
Miguel Jara , Jorge David Dresdner Cid and Walter Gómez
Universidad de Concepción , Universidad de Concepción and Universidad de la Frontera
Date Posted: June 20, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper A Competitive Idea-Based Growth Model with Shrinking Workers’ Income Share
Carla Marchese and Fabio Privileggi
Università del Piemonte Orientale "Amedeo Avogadro", Institute POLIS-DiGSPES and University of Turin - Department of Economics and Statistics
Date Posted: June 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Q-Learning and SARSA: A Comparison between Two Intelligent Stochastic Control Approaches for Financial Trading
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. No. 15/WP/2015
Marco Corazza and Andrea Sangalli
Ca Foscari University of Venice - Department of Economics and Independent
Date Posted: June 17, 2015
Working Paper Series
41 downloads

Incl. Electronic Paper Globalized Robust Optimization for Nonlinear Uncertain Inequalities
CentER Discussion Paper Series No. 2015-031
Aharon Ben-Tal , R.C.M. Brekelmans , Dick den Hertog and Jean-Philippe Vial
Technion-Israel Institute of Technology , Tilburg University - Center and Faculty of Economics and Business Administration , Tilburg University - Department of Econometrics & Operations Research and University of Geneva
Date Posted: June 16, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Lifetime Ruin Under Uncertain Hazard Rate
V.R. Young and Yuchong Zhang
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor
Date Posted: June 13, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Quick or Persistent? Strategic Investment Demanding Versatility
Center for Mathematical Economics Working Paper No. 541
Jan-Henrik Steg and Jacco Thijssen
Bielefeld University - Center for Mathematical Economics and University of York - Department of Mathematics
Date Posted: June 12, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Optimal Execution in Hong Kong Given a Market-on-Close Benchmark
Christoph Frei and Nicholas Westray
University of Alberta and Imperial College London
Date Posted: June 12, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Identification of Dynamic Models of Rewards Program
Andrew Ching and Masakazu Ishihara
University of Toronto - Rotman School of Management and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: June 09, 2015
Last Revised: June 18, 2015
Working Paper Series
15 downloads

Incl. Fee Electronic Paper Risk Metrics and Fine Tuning of High Frequency Trading Strategies
Mathematical Finance, Vol. 25, Issue 3, pp. 576-611, 2015
Álvaro Cartea and Sebastian Jaimungal
University College London and University of Toronto - Department of Statistics
Date Posted: June 09, 2015
Accepted Paper Series

Incl. Electronic Paper Value Functions for Prospect Theory Investors: An Empirical Evaluation for US Style Portfolios
Spyros I. Spyrou and Evanthia Zervoudi
Athens University of Economics & Business and Athens University of Economics and Business - Department of International and European Economic Studies
Date Posted: June 08, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper CVaR Bounds with Partial Dependence Information
Alexandru V. Asimit and Yuriy Zinchenko
Cass Business School and University of Calgary - Department of Mathematics and Statistics
Date Posted: June 08, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information
CentER Discussion Paper Series No. 2015-030
Krzysztof Postek , Aharon Ben-Tal , Dick den Hertog and Bertrand Melenberg
Tilburg University - Center for Economic Research (CentER) , Technion-Israel Institute of Technology , Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Center for Economic Research (CentER)
Date Posted: June 07, 2015
Last Revised: June 18, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Incentives and Equilibrium in Agency with Adverse Selection
Peter S. Faynzilberg
The Aleph Group, LLC
Date Posted: June 06, 2015
Working Paper Series
2 downloads


 

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