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Full Text Papers: 493,121
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SSRN eLibrary Search Results
JEL Code: C61
455,967 Total downloads
Showing Papers 161 - 210 of 2,800
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Incl. Electronic Paper Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model
Swiss Finance Institute Research Paper No. 15-08
Markus Leippold and Nikola Vasiljevic
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: March 03, 2015
Working Paper Series
3 downloads

A Novel Multi-Level Monte Carlo Approach for One-Way Coupled Multi-Dimensional Models in Finance
Duy-Minh Dang
University of Queensland - School of Mathematics and Physics
Date Posted: March 01, 2015
Working Paper Series

Incl. Electronic Paper Optimization-Based Guidelines to Retirement Planning and Pension Product Design
Ph.D. thesis, DTU Management Engineering
Agnieszka K. Konicz
Independent
Date Posted: February 26, 2015
Last Revised: March 01, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Contour Map of Estimation Error for Expected Shortfall
Imre Kondor , Fabio Caccioli , Gabor Papp and Matteo Marsili
Parmenides Foundation , University College London - Financial Computing and Analytics Group, Department of Computer Science , Eötvös Loránd University and Abdus Salam International Centre Theoretical Physics (ICTP)
Date Posted: February 23, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Optimal Non-Life Reinsurance under Solvency II Regime
Alexandru V. Asimit , Yichun Chi and Junlei Hu
Cass Business School , China Institute for Actuarial Science, Central University of Finance and Economics and Cass Business School, City University London
Date Posted: February 23, 2015
Last Revised: February 24, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Non-Metric Data: A Note on a Neglected Problem in DEA Studies
European Journal of Law and Economics, Vol. 37:489-494, 2014
Norbert Hirschauer and Oliver Musshoff
Martin-Luther-Universität Halle-Wittenberg, Institut Agrar- und Ernährungswissenschaften and Humboldt University of Berlin - Department of Agricultural Economics and Social Sciences
Date Posted: February 20, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Optimal Advertising and Pricing in a Class of General New-Product Adoption Models
European Journal of Operational Research, 229 (2013), 433-443
Kurt Helmes , Rainer Schlosser and Martin Weber
Humboldt University of Berlin , Humboldt University of Berlin and Humboldt University of Berlin
Date Posted: February 20, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Dynamic Advertising and Pricing with Constant Demand Elasticities
Journal of Economic Dynamics and Control, Vol. 37, No. 12, 2013
Kurt Helmes and Rainer Schlosser
Humboldt University of Berlin and Humboldt University of Berlin
Date Posted: February 20, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Integrated Environmental Assessment of Future Energy Scenarios Based on Economic Equilibrium Models
FEEM Working Paper No. 9.2015
Elorri Igos , Benedetto Rugani , Sameer Rege , Enrico Benetto , Laurent Drouet , Dan Zachary and Tom Haas
Centre de Recherche Public (CRP) Henri Tudor , Centre de Recherche Public (CRP) Henri Tudor , Centre de Recherche Public (CRP) Henri Tudor , Centre de Recherche Public (CRP) Henri Tudor , Fondazione Eni Enrico Mattei (FEEM) , Centre de Recherche Public (CRP) Henri Tudor and STATEC
Date Posted: February 18, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Dynamic Redemption, Default Risk and Evaluation of an LBO - A Crossing Boundary Approach
Alexander D.F. Lahmann , Maximilian Schreiter and Bernhard Schwetzler
HHL Leipzig Graduate School of Management , HHL Leipzig Graduate School of Management and HHL Leipzig Graduate School of Management - Department of Finance
Date Posted: February 15, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Liquidation Shocks and Transaction Costs
Bong-Gyu Jang , Hyeng Keun Koo and Seungkyu Lee
Pohang University of Science and Technology (POSTECH) , Ajou University - Department of Business Administration and Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Date Posted: February 14, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Robust Long-Term Interest Rate Risk Hedging in Incomplete Bond Markets
Netspar Discussion Paper No. 08/2014-063
Sally Shen , Antoon Pelsser and Peter C. Schotman
Maastricht University , Maastricht University and Maastricht University
Date Posted: February 14, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper A Multi-Fuel Structural Model for the Electricity Market applied to CHP Generation
Thomas Wottka
RWE Group - RWE Supply & Trading GmbH
Date Posted: February 14, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Long-Run Market Configurations in a Dynamic Quality-Ladder Model with Heterogeneity
CIRPEE Working Paper 15-03
Mario Samano and Marc Santugini
HEC Montreal and HEC Montreal, Institute of Applied Economics
Date Posted: February 12, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Option Pricing Under Dividend Barrier Strategies
Zhengjun Jiang
Beijing Normal University-Hong Kong Baptist University United International College
Date Posted: February 12, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Designing Guarantee Options in Defined Contribution Pension Plans
The Wharton Financial Institutions Center, Working Paper 15-03
Andrea Consiglio , Michele Tumminello and Stavros A. Zenios
University of Palermo , Carnegie Mellon University - Department of Social and Decision Sciences and University of Cyprus
Date Posted: February 12, 2015
Last Revised: February 13, 2015
Working Paper Series
42 downloads

Incl. Electronic Paper Ramsey Equilibrium in a Model with Liberal Borrowing
Robert A. Becker , Kirill Borissov and Ram Sewak Dubey
Indiana University Bloomington - Department of Economics , European University at Saint Petersburg (EUSP) and Montclair State University - School of Business, Department of Economics and Finance
Date Posted: February 11, 2015
Working Paper Series
8 downloads

Incl. Fee Electronic Paper The Economics of Emergency Meetings
Economic Inquiry, Vol. 53, Issue 2, pp. 1019-1037, 2015
David Aadland and Frederic Sterbenz
University of Wyoming and University of Wyoming - College of Business - Department of Economics and Finance
Date Posted: February 07, 2015
Accepted Paper Series

Analyzing the Efficiency of European Banks a Dea-Based Risk and Profitability Approach
In H. Dinçer, & Ü. Hacioğlu (Eds.) Global Strategies in Banking and Finance (pp. 28-55). Hershey, PA: Business Science Reference. doi:10.4018/978-1-4666-4635-3.ch003,
Mehmet Hasan Eken , Süleyman Kale and Hüseyin Selimler
Istanbul Commerce University , Ziraat Bank and Ziraat Bank
Date Posted: February 05, 2015
Accepted Paper Series

Bank Branch Efficiency with DEA
In Osman, I., Anouze, A. L., & Emrouznejad, A. (Eds.). Handbook of Research on Strategic Performance Management and Measurement Using Data Envelopment Analysis (pp. 1-359). Hershey, PA: IGI Global. doi:10.4018/978-1-4666-4474-8.ch022.
Mehmet Hasan Eken and Süleyman Kale
Istanbul Commerce University and Ziraat Bank
Date Posted: February 05, 2015
Accepted Paper Series

Incl. Electronic Paper Exit Dynamics of Start-Up Firms: Does Profit Matter?
CESifo Working Paper Series No. 5172
Rolf Golombek and Arvid Raknerud
University of Oslo - Frisch Centre and Statistics Norway - Research Department
Date Posted: February 04, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper The Big Data Newsvendor: Practical Insights from Machine Learning
Cynthia Rudin and Gah‐Yi Vahn
Massachusetts Institute of Technology (MIT) - Management Science (MS) and London Business School
Date Posted: February 03, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Two State Stochastic Control Models with Fix Costs
Santiago Caicedo
University of Chicago, Department of Economics, Students
Date Posted: February 01, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Optimality Criteria of Economic Growth as Examples of Optimal Resource Allocation Over Time
Mohamed Ali El-Hodiri
University of Kansas
Date Posted: January 31, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity
Grey Gordon and Shi Qiu
Indiana University and Indiana University Bloomington, Department of Economics, Students
Date Posted: January 29, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Security Design with Status Concerns
Dmitry Makarov , Alex Shapiro and Marti G. Subrahmanyam
New Economic School , New York University (NYU) - Department of Finance and New York University - Stern School of Business
Date Posted: January 29, 2015
Last Revised: February 11, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Creating More Stable and Diversified Socially Responsible Investment Portfolios
ICMA Centre Discussion Paper Series: ICM-2015-03
Ioannis Oikonomou , Emmanouil Platanakis and Charles Sutcliffe
University of Reading - ICMA Centre , University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: January 27, 2015
Working Paper Series
196 downloads

Incl. Electronic Paper Now or Never -- End-Game Effects in Time Limited Real R&D Option Investment
Sebastian Rötzer
Vienna University of Technology
Date Posted: January 27, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Cryptology Beyond Shannon's Information Theory: Preparing for When the ‘Enemy Knows the System’ with Technical Focus on Number Field Sieve Cryptanalysis Algorithms for Most Efficient Prime Factorization on Composites
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 24, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Chaos of a Dynamical System in an Infinite Dimensional Space
Hiroshi Tateishi
Nagoya University - Graduate School of Economics
Date Posted: January 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection
CentER Discussion Paper Series No. 2015-004
Jianzhe Zhen and Dick den Hertog
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Date Posted: January 22, 2015
Working Paper Series
11 downloads

Multilevel Dimension Reduction Monte-Carlo Simulation for High-Dimensional Stochastic Models in Finance
Duy-Minh Dang , Qifan Xu and Shangzhe Wu
University of Queensland - School of Mathematics and Physics , School of Mathematics, University of Queensland and School of Mathematics, University of Queensland
Date Posted: January 21, 2015
Working Paper Series

Dimension and Variance Reduction for Monte Carlo Methods for High-Dimensional Models in Finance
Duy-Minh Dang , Kenneth R. Jackson and Mohammadreza Mohammadi
University of Queensland - School of Mathematics and Physics , University of Toronto - Department of Computer Science and University of Toronto - Department of Statistics
Date Posted: January 21, 2015
Working Paper Series

Incl. Electronic Paper Catastrophic Risk, Precautionary Abatement, and Adaptation Transfers
FEEM Working Paper No. 108.2014, CMCC Research Paper No. RP0227
Francesco Bosello , Enrica De Cian and Licia Ferranna
Fondazione Eni Enrico Mattei (FEEM) , Fondazione Eni Enrico Mattei (FEEM) and Centro Euro-Mediterraneo per i Cambiamenti Climatici (CMCC)
Date Posted: January 17, 2015
Last Revised: January 31, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Ambiguity in a Real Option Game
Tobias Hellmann and Jacco Thijssen
Bielefeld University - Center for Mathematical Economics and University of York - Department of Mathematics
Date Posted: January 16, 2015
Last Revised: January 17, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Wind Farm Siting Using a Spatial Analytic Hierarchy Process Approach: A Case Study of the Städteregion Aachen
FCN Working Paper No. 16/2014
Tim Moritz Höfer , Yasin Sunak , Hafiz Siddique and Reinhard Madlener
RWTH Aachen University , RWTH Aachen University - Institute for Future Energy Consumer Needs and Behavior (FCN) , RWTH Aachen University - Institute for Power Generation and Storage Systems (PGS) and RWTH Aachen University
Date Posted: January 13, 2015
Working Paper Series
12 downloads

Performance Trends in the Construction Industry Worldwide: An Overview of the Turn of the Century
Journal of Productivity Analysis (Impact Factor: 0.87). 01/2013; 39(1):89-99
Isabel Maria Horta , A. S. Camanho , Jill Johnes and Geraint Johnes
Universidade do Porto , Universidade do Porto , University of Huddersfield and Lancaster University - Management School
Date Posted: January 10, 2015
Accepted Paper Series

Incl. Electronic Paper Earnings Quality and Performance in the Banking Industry: A Profit Frontier Approach.
Emili Tortosa-Ausina
Jaume I University - Department of Economics
Date Posted: January 09, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper Hedging Under Generalized Good-Deal Bounds and Model Uncertainty
Dirk Becherer and Klebert Kentia
Humboldt University of Berlin - Faculty of Mathematics and Natural Sciences and Humboldt University of Berlin - Department of Mathematics
Date Posted: January 08, 2015
Last Revised: January 11, 2015
Working Paper Series
42 downloads

Incl. Electronic Paper Stabilizing Implementable Decisions in Dynamic Stochastic Programming
M. A. H. Dempster , Elena Medova and Yee Sook
University of Cambridge - Centre for Financial Research , University of Cambridge - Centre for Financial Research and Credit Suisse AG, Singapore
Date Posted: January 08, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Fiscal Policy Tracking Design in the Time Frequency Domain Using Wavelet Analysis
Bank of Finland Research Discussion Paper No. 32/2014
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: January 07, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Application of the Auction Principles in Oligopolistic Models
Igor Konnov
Kazan Federal University
Date Posted: January 06, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Comparison of Sampling Methods for Dynamic Stochastic Programming
M. A. H. Dempster , Elena Medova and Yee Sook
University of Cambridge - Centre for Financial Research , University of Cambridge - Centre for Financial Research and Credit Suisse AG, Singapore
Date Posted: December 31, 2014
Last Revised: January 03, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper How Risk Managers Should Fix TEV and VaR Constraints in Asset Management
Luca Riccetti
Sapienza Università di Roma
Date Posted: December 26, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Optimal Switching for Pairs Trading Rule: A Viscosity Solutions Approach
Minh-Man Ngo and Huyên Pham
Independent and Université Paris VII Denis Diderot
Date Posted: December 24, 2014
Working Paper Series
38 downloads

Incl. Electronic Paper A Closed-Form Execution Strategy to Target VWAP
Álvaro Cartea and Sebastian Jaimungal
University College London and University of Toronto - Department of Statistics
Date Posted: December 24, 2014
Last Revised: January 27, 2015
Working Paper Series
89 downloads

Incl. Electronic Paper Microwave-Assisted Extractions of Active Ingredients from Plants
Journal of Chromatography A, 1218(37), 6213-6225, 2011, DOI: 10.1016/j.chroma.2011.07.040
Chung-Hung Chan , Rozita Yusoff , Gek-Cheng Ngoh and Fabian Wai-Lee Kung
University of Malaya (UM) - Department of Chemical Engineering , University of Malaya (UM) - Department of Chemistry , University of Malaya (UM) - Department of Chemistry and Multimedia University (MMU)
Date Posted: December 23, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper On the Timing of Political Regime Changes: Theory and Application to the Arab Spring
FEEM Working Paper No. 104.2014
Raouf Boucekkine , Fabien Prieur and Klarizze Puzon
Universite Catholique de Louvain , INRA-LAMETA, Université Montpellier I and Université Montpellier I
Date Posted: December 23, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Interior Optima and the Inada Conditions
Charalambos D. Aliprantis , Gabriele Camera and Francesco Ruscitti
Purdue University - Krannert School of Management , Chapman University - Economic Science Institute and John Cabot University, Department of Economics and Social Sciences
Date Posted: December 23, 2014
Working Paper Series
2 downloads


 

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