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Abstracts: 623,898
Full Text Papers: 519,969
Authors: 287,903
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  Last 12 months:
62,656

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Last 12 months: 11,716,999
Last 30 days: 827,930

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  Footnotes:
94,282
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SSRN eLibrary Search Results
JEL Code: C61
486,777 Total downloads
Showing Papers 1,601 - 1,650 of 2,932
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Incl. Electronic Paper Robust Solutions for Systems of Uncertain Linear Equations
CentER Discussion Paper Series No. 2015-044
Jianzhe Zhen and Dick den Hertog
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Date Posted: August 27, 2015
Working Paper Series

Incl. Electronic Paper Minimizing the Expected Lifetime Spent in Drawdown Under Proportional Consumption
Finance Research Letters, Forthcoming
Bahman Angoshtari , Erhan Bayraktar and V.R. Young
University of Michigan at Ann Arbor - Department of Mathematics , University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: August 25, 2015
Last Revised: August 26, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Poisson Bandits of Evolving Shade of Gray
Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: August 24, 2015
Working Paper Series
2 downloads

A Novel Initialization of PSO for Costly Portfolio Selection Problems
Department of Management, Università Ca' Foscari Venezia Working Paper No. 2015 / 04,
Marco Corazza , Giacomo di Tollo , Giovanni Fasano and Raffaele Pesenti
Ca Foscari University of Venice - Department of Economics , Independent , Ca Foscari University of Venice - Department of Management and Ca Foscari University of Venice - Department of Management
Date Posted: August 23, 2015
Working Paper Series

Incl. Electronic Paper Utilizarea Metodelor Iterative În Rezolvarea Sistemelor Economice (Iterative Methods Used to Solve Economic Systems)
Impactul transformărilor socio-economice și tehnologice la nivel national, european si mondial; Nr. 3/2015, Vol. 3,
Paul Calanter
Romanian Academy - Institute for World Economy
Date Posted: August 21, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper On the Optimality of Hedge Fund Investment Strategies: A Bayesian Skew T Distribution Model
African Journal of Business Management Vol. 6(x), 2012
John Weirstrastrass Muteba Mwamba
University of Johannesburg
Date Posted: August 20, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Euro Area Monetary and Fiscal Policy Tracking Design in the Time-Frequency Domain
Bank of Finland Research Discussion Paper No. 12/2015
Patrick M. Crowley and David Hudgins
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences and Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
Date Posted: August 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Mutual Fund Objective Misclassification: Causes and Consequences
Dennis Bams , Rogér Otten and Ehsan Ramezanifar
Maastricht University - Department of Finance , Maastricht University - Department of Finance and Maastricht University - Department of Finance
Date Posted: August 20, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Sovereign Collateral as a Trojan Horse: Why Do We Need an LCR
Christian Friedrich Carl Buschmann and Christian Schmaltz
Frankfurt School of Finance & Management gemeinnützige GmbH and University of Aarhus
Date Posted: August 20, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Mean-Risk Hedging Strategies in Electricity Markets with Limited Liquidity
ZEW - Centre for European Economic Research Discussion Paper No. 15-056
Oliver Woll
University of Duisburg-Essen
Date Posted: August 19, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Time-Inconsistent Preferences, Borrowing Costs, and Social Security
Netspar Discussion Paper No. 08/2014-095
T. Scott Findley and Frank Caliendo
Utah State University and Utah State University
Date Posted: August 18, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Concavifying the Quasi-Concave
Christopher Connell and Eric Bennett Rasmusen
Indiana University Bloomington - Department of Mathematics and Indiana University - Kelley School of Business - Department of Business Economics & Public Policy
Date Posted: August 18, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Stock Price Informativeness and Output Growth: Some Evidence from Emerging Economies
Fang Chin Cheng and Ferdinand A. Gul
University of New South Wales and Monash University
Date Posted: August 17, 2015
Last Revised: August 26, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Optimal Adaptation Process of EMS Systems in a Changing and Uncertain Environment
Dirk Degel
Ruhr Universität Bochum
Date Posted: August 12, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper (Almost) Model-Free Recovery
Paul Schneider and Fabio Trojani
University of Lugano - Institute of Finance and Swiss Finance Institute
Date Posted: August 10, 2015
Last Revised: August 12, 2015
Working Paper Series
58 downloads

Incl. Electronic Paper Nominal Targeting in an Economy with Government Debt
Yuting Bai , Tatiana Kirsanova and Campbell Leith
Lancaster University - Department of Economics , University of Glasgow and University of Glasgow - Department of Economics
Date Posted: August 09, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Redefining and Constructing Basic Term Structures of Interest Rates and Analyzing Price Errors of Indonesian Government Bonds and the US Treasuries
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: August 04, 2015
Last Revised: August 18, 2015
Working Paper Series
12 downloads

A New Paradigm and New Strategies for Shariah-Compliant Portfolio Optimization – Management and System-Oriented Approach
Journal of Banking and Finance, Vol. 33, No. 6, 2009
Shehab Marzban
Independent
Date Posted: August 04, 2015
Accepted Paper Series

Incl. Electronic Paper A Generalization of Yaari's Result on Annuitization with Optimal Retirement
Seyoung Park
The Credit Finance Association of Korea (CREFIA) - The Credit Finance Research Institute
Date Posted: August 02, 2015
Last Revised: August 05, 2015
Working Paper Series
9 downloads

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
Last Revised: August 20, 2015
Working Paper Series
345 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
6 downloads

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

Incl. Electronic Paper Strategic Grading in the Product Acquisition Process of a Reverse Supply Chain
Moritz Fleischmann
University of Mannheim, Business School
Date Posted: July 28, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Modifying Hybrid Optimization Algorithms to Construct Spot Term Structure of Interest Rates and Standardizing Two Criterions of An Assessment
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 27, 2015
Last Revised: August 18, 2015
Working Paper Series
27 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
19 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
45 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
16 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
31 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: August 19, 2015
Working Paper Series
39 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
2 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
45 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
24 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
13 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
22 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
10 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
12 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
11 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
77 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
8 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
7 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
27 downloads

Incl. Electronic Paper Optimal Equity Glidepaths in Retirement
Christopher J. Rook
Stevens Institute of Technology
Date Posted: June 30, 2015
Working Paper Series
74 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
43 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


 

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