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SSRN eLibrary Statistics:

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Abstracts: 608,663
Full Text Papers: 506,008
Authors: 281,483
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To date: 86,782,901
Last 12 months: 11,234,304
Last 30 days: 1,009,939

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SSRN eLibrary Search Results
JEL Code: C61
471,436 Total downloads
Showing Papers 161 - 210 of 2,859
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Incl. Electronic Paper The Most Dangerous Model: A Natural Benchmark for Assessing Model Risk
Society of Actuaries Monograph: Enterprise Risk Management Symposium, 2015
John A Major , Ruodu Wang and Micah G Woolstenhulme
Guy Carpenter & Company, LLC , University of Waterloo - Department of Statistics and Actuarial Science and Guy Carpenter & Company, LLC
Date Posted: May 30, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper A Ricardian Model of Forestry
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 12/WP/2015
Silvia Faggian and Giuseppe Freni
Ca Foscari University of Venice - Department of Economics and University of Naples
Date Posted: May 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Fast and Accurate Exercise Policies for Bermudan Swaptions in Libor Market Model
Patrik Karlsson , Shashi Jain and Cornelis W. Oosterlee
Lund University , Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: May 27, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper The Firm-Value Risk Model
John A Major
Guy Carpenter & Company, LLC
Date Posted: May 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Disentangling Capacity Control from Price Optimization
Stefan Poelt , Jonas Rauch and Karl Isler
Lufthansa , Lufthansa and Swiss International Air Lines Ltd
Date Posted: May 26, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper On a Connection between Froot-Stein and the De Finetti Optimal Dividends Models
NBER Insurance Workshop, 2008
John A Major
Guy Carpenter & Company, LLC
Date Posted: May 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Worst-Case Approach to Strategic Optimal Portfolio Selection Under Transaction Costs and Trading Limits
Higher School of Economics Research Paper No. WP BRP 45/FE/2015
Nikolay A Andreev
National Research University Higher School of Economics
Date Posted: May 20, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Stochastic Volatility for Utility Maximisers - A Risk to Be Hedged?
Simon Ellersgaard Nielsen and Martin Jönsson
University of Copenhagen - Department of Mathematical Sciences and University of Copenhagen, Students
Date Posted: May 19, 2015
Working Paper Series
46 downloads

Incl. Electronic Paper Proper Adjustments
Lixin Wu
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: May 15, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Optimal Three-Part Tariff Plans
Gadi Fibich , Roy Klein , Oded Koenigsberg and Eitan Muller
Tel Aviv University - School of Mathematical Sciences , Tel Aviv University - School of Mathematical Sciences , London Business School - Department of Marketing and New York University (NYU) - Department of Marketing
Date Posted: May 11, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Ambiguity and Financial Uncertainty in a Real Business Cycle Model
Hening Liu and Yuzhao Zhang
University of Manchester and Rutgers, The State University of New Jersey - Department of Finance
Date Posted: May 10, 2015
Last Revised: May 27, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper An Exact Solution Method for Binary Equilibrium Problems with Compensation and the Power Market Uplift Problem
DIW Berlin Discussion Paper No. 1475
Daniel Huppmann and Sauleh Siddiqui
German Institute for Economic Research (DIW Berlin) and Johns Hopkins University
Date Posted: May 08, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Decomposition of Power Flow Used for Optimizing Zonal Configurations of Energy Market
Proceedings of the IEEE, Forthcoming
Michal Klos , Karol Wawrzyniak and Marcin Jakubek
Narodowe Centrum Badań Jądrowych (NCBJ) - Świerk Computing Centre , Narodowe Centrum Badań Jądrowych (NCBJ) - Świerk Computing Centre and Narodowe Centrum Badań Jądrowych (NCBJ)
Date Posted: May 06, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Are Locational Marginal Prices a Good Heuristic to Divide Energy Market into Bidding Zones?
Proceedings of the IEEE, Forthcoming
Marcin Jakubek , Karol Wawrzyniak , Michal Klos and Marcin Blachnik
Narodowe Centrum Badań Jądrowych (NCBJ) , Narodowe Centrum Badań Jądrowych (NCBJ) - Świerk Computing Centre , Narodowe Centrum Badań Jądrowych (NCBJ) - Świerk Computing Centre and Narodowe Centrum Badań Jądrowych (NCBJ)
Date Posted: May 05, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper On-Line Dynamic Dashboards in Audit Activities
Financial Audit, XIII, No. 5(125)/2015, pp.91-100, ISSN: 1583-5812; ISSN on-line: 1844-8801 - revista.cafr.ro/revista.php?id=142&p=articol&aid=926
Daniel Homocianu and Dinu Airinei
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: May 05, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper On Peacocks and Lyrebirds: Australian Options, Brownian Bridges and the Average of Sub-Martingales
Christian-Oliver Ewald and Marc Yor
University of Glasgow and Université Paris VI Pierre et Marie Curie
Date Posted: May 03, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper System Dynamics Modeling of Chinese Urban Housing Markets for Pedagogical and Policy Analysis Purposes
Xin Zhang , David Geltner and Richard de Neufville
MIT Engineering Systems Division , Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Center for Real Estate
Date Posted: May 03, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Optimal Contracting Under Mean-Volatility Ambiguity Uncertainties
Jaeyoung Sung
Ajou University
Date Posted: May 02, 2015
Last Revised: May 05, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Productividad, Eficiencia Y Sus Factores Explicativos En El Sector De La Construcción En Colombia 2005-2010 (Productivity, Efficiency and the Explanatory Factors in the Construction Sector in Colombia 2005-2010)
Cuadernos de Economía, Vol. 33, No. 63, pp. 569-588, 2014 ,
Justo de Jorge , Ovidio López Robayo and Javier Siaz Castro
University of Alcala , Corporación Universitaria de Colombia IDEAS and Universidad Cooperativa de Colombia
Date Posted: April 29, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper A Critical Story About Sample Size, Outliers, and Normality Criteria in Structural Equation Modelling
Hashem Salarzadeh Jenatabadi
University of Malaya, Malaysia, Department of Science and Technology Studies, Faculty of Science
Date Posted: April 27, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Option Pricing and Hedging for Regime-Switching Geometric Brownian Motion Models
Bruno Remillard and Sylvain Rubenthaler
HEC Montreal and Université de Nice Sophia Antipolis
Date Posted: April 27, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Market Power Rents and Climate Change Mitigation: A Rationale for Coal Taxes?
DIW Berlin Discussion Paper No. 1471
Philipp M. Richter , Roman Mendelevitch and Frank Jotzo
German Institute for Economic Research (DIW Berlin) , Technische Universität Berlin (TU Berlin) and Australian National University (ANU) - Crawford School of Public Policy
Date Posted: April 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Immunization and Hedging of Longevity Risk
UNSW Business School Research Paper No. 2015ACTL12
Changyu Estelle Liu and Michael Sherris
School of Risk & Actuarial Studies and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: April 23, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper A Benders Decomposition-Based Matheuristic for the Cardinality Constrained Shift Design Problem
Discussion Papers on Business and Economics, University of Southern Denmark, 9/2015
Richard Lusby , Troels Martin Range and Jesper Larsen
Technical University of Denmark - Management Engineering, Management Science , University of Southern Denmark - Department of Business and Economics and Technical University of Denmark - Management Engineering, Management Science
Date Posted: April 21, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Multivariate Lévy Models by Linear Combination: Estimation
Angela Loregian , Laura Ballotta and Gianluca Fusai
SYMMYS , City University London - Sir John Cass Business School and Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa
Date Posted: April 21, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Entrepreneurial Business Plan Under Undiversifiable Idiosyncratic Risk
Bong-Gyu Jang , Hyun-Tak Lee and Seyoung Park
Pohang University of Science and Technology (POSTECH) , Pohang University of Science and Technology (POSTECH) and The Credit Finance Association of Korea (CREFIA) - The Credit Finance Research Institute
Date Posted: April 20, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Dimension-Wise Decompositions and Their Efficient Parallelization
Electronic version of an article published in Recent Developments in Computational Finance, Interdisciplinary Mathematical Sciences, Volume 14, 2013, chapter 13, pages 445-472, DOI: 0.1142/9789814436434 0013(c) World Scientific Publishing Company
Philipp Schröder , Peter Schober and Gabriel Wittum
Goethe Center for Scientific Computing , Goethe University Frankfurt - Department of Finance and Goethe Center for Scientific Computing
Date Posted: April 19, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Measuring Risk When Expected Losses are Unbounded
Risks 2014, 2(4), 411-424
Alejandro Balbás , Iván Blanco and José Garrido
Universidad Carlos III de Madrid - Department of Business Administration , Universidad Carlos III de Madrid and Concordia University, Quebec - Department of Mathematics & Statistics
Date Posted: April 19, 2015
Accepted Paper Series
75 downloads

Incl. Electronic Paper Smart Beta: Managing Diversification of Minimum Variance Portfolios
Jean-Charles Richard and Thierry Roncalli
Lyxor Asset Management and Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Date Posted: April 18, 2015
Last Revised: April 20, 2015
Working Paper Series
207 downloads

Incl. Electronic Paper Identification and Estimation of Forward-Looking Behavior: The Case of Consumer Stockpiling
Rotman School of Management Working Paper No. 2594032
Andrew Ching and Matthew Osborne
University of Toronto - Rotman School of Management and University of Toronto at Mississauga - Department of Management
Date Posted: April 15, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Microeconomic Optimization of a Retail Outlet: Combinatorial and Probability Theory Methods
Savva Shanaev and Mikhail Vasenin
Government of the Russian Federation - Financial University (Moscow Branch) and Government of the Russian Federation - Financial University (Moscow Branch)
Date Posted: April 13, 2015
Working Paper Series
59 downloads

Incl. Electronic Paper Optimal Portfolio for Terminal Wealth Under Inflation
Gajah Mada International Conference on Economic and Business by University of Gajah Mada Indonesia, December 2014
Ashri Putri Rahadi and Budhi Arta Surya
Bandung Institute of Technology - School of Business and Management and Bandung Institute of Technology - School of Business and Management
Date Posted: April 12, 2015
Last Revised: April 20, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Dynamic Matching in a Two-Sided Market
Rotman School of Management Working Paper No. 2592622
Ming Hu and Yun Zhou
University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Date Posted: April 11, 2015
Working Paper Series
75 downloads

Incl. Electronic Paper Shapley-Based Stackelberg Leadership Formation in Networks
NHH Dept. of Business and Management Science Discussion Paper No. 2015/16
Ivan Belik and Kurt Jornsten
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: April 11, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Datos Abiertos, Representación Política Y Redistritación En México (Open Data, Political Representation and Redistricting in Mexico)
Alejandro Trelles , Micah Altman , Eric Magar and Michael P. McDonald
University of Pittsburgh , MIT Libraries , Instituto Tecnológico Autónomo de México (ITAM) - Political Science Department and University of Florida
Date Posted: April 10, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Stochastic Impulse Control with Regime-Switching Dynamics
Ralf Korn , Yaroslav Melnyk and Frank Thomas Seifried
University of Kaiserslautern - Department of Mathematics , University of Kaiserslautern and University of Kaiserslautern
Date Posted: April 08, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper The Triumph of Mediocrity: A Case Study of 'Naïve Beta'
Journal of Portfolio Management, Forthcoming
Edward E. Qian , Nicholas Alonso and Mark A. Barnes
PanAgora Asset Management , PanAgora Asset Management and PanAgora Asset Management, Inc.
Date Posted: April 07, 2015
Accepted Paper Series
322 downloads

Incl. Electronic Paper On Lagrangian Duality in Vector Optimization: Applications to the Linear Case
Optim Lett (2012) 6:901-914, DOI 10.1007/s11590-011-0316-0
Elisa Pagani
University of Verona - Department of Economics
Date Posted: April 07, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Search Personalization Using Machine Learning
Hema Yoganarasimhan
Foster School of Business, University of Washington
Date Posted: April 06, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Dynamic Agency and Endogenous Risk-Taking
Tak-Yuen Wong
Shanghai University of Finance and Economics - Department of Finance
Date Posted: April 04, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Intertemporal Information Acquisition and Investment Dynamics
Christian C. Opp
University of Pennsylvania - The Wharton School
Date Posted: April 02, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper On the Interface between Optimal Periodic and Continuous Dividend Strategies in the Presence of Transaction Costs
UNSW Business School Research Paper No. 2015ACTL10
Benjamin Avanzi , Vincent Tu and Bernard Wong
UNSW Australia Business School, School of Risk and Actuarial Studies , UNSW Australia Business School, School of Risk & Actuarial Studies and University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: April 01, 2015
Last Revised: May 19, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Pricing JSE Exotic Can-Do Options: Monte Carlo Simulation
Antonie Kotze and Rudolf Oosthuizen
Financial Chaos Theory and JSE Securities Exchange
Date Posted: April 01, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper JSE Local Volatility Finite Difference Model
Rudolf Oosthuizen and Antonie Kotze
JSE Securities Exchange and Financial Chaos Theory
Date Posted: April 01, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Local Volatility Modeling of JSE Exotic Can-Do Options
Antonie Kotze , Rudolf Oosthuizen and Edson Pindza
Financial Chaos Theory , JSE Securities Exchange and University of Pretoria
Date Posted: April 01, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Life Cycle Goal Achievement or Portfolio Volatility Reduction?
M. A. H. Dempster , Dwayne Kloppers , Igor Osmolovskiy , Elena Medova and Philipp Ustinov
University of Cambridge - Centre for Financial Research , Alexander Forbes Financial Services (Pty) Ltd , Cambridge Systems Associates Limited , University of Cambridge - Centre for Financial Research and Cambridge Systems Associates Limited
Date Posted: March 29, 2015
Last Revised: April 01, 2015
Working Paper Series
90 downloads

Incl. Electronic Paper Forecasting Moscow Ambulance Trips
Higher School of Economics Research Paper No. WP BRP 36/STI/2015
Filipp Bykov and Vladimir A. Gordin
Hydrometeorological Center of Russia and National Research University Higher School of Economics
Date Posted: March 29, 2015
Last Revised: April 05, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Paradox of Grading Systems
Steven J. Brams and Richard Potthoff
New York University (NYU) - Wilf Family Department of Politics and Duke University - Department of Political Science
Date Posted: March 28, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Optimal Bounded Investment Behaviour
Tsvetomir Tsachev and Dimitar Vasilev
Bulgarian Academy of Sciences - Institute of Mathematics and Informatics and Agency for Economic Analysis and Forecasting
Date Posted: March 28, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Optimal Position Management for a Market Maker with Stochastic Price Impacts
Masaaki Fujii
University of Tokyo - Faculty of Economics
Date Posted: March 24, 2015
Working Paper Series
14 downloads


 

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