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SSRN eLibrary Search Results
JEL Code: C61
544,744 Total downloads
Showing Papers 161 - 210 of 3,206
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1 2 3 4 ... 65 | Next >
   

Portfolio Enhancement Via Credit Default Swap Indices - Evidence from North America and Europe
Benjamin Hippert and Sascha Tobias Wengerek
University of Paderborn and University of Paderborn
Date Posted: September 21, 2016
Working Paper Series

Incl. Electronic Paper Multi-Period Super Efficiency DEA in Presence of Non-Positive and Undesirable Data
Pooja Bansal and Aparna Mehra
Indian Institute of Technology (IIT), Delhi and Department of Mathematics, Indian Institute of Technology Delhi
Date Posted: September 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Optimal Strategies for a Nonlinear Premium-Reserve Model in a Competitive Insurance Market
Annals of Actuarial Science, Forthcoming
Athanasios A. Pantelous and Eudokia Passalidou
University of Liverpool, Department of Mathematical Sciences and Institute for Risk and Uncertainty and University of Liverpool - Institute of Financial and Actuarial Mathematics
Date Posted: September 18, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Performance of Non-Survey Techniques for Constructing Sub-Territorial Input-Output Tables
Giuseppe Ricciardo Lamonica and Francesco Maria Chelli
Università Politecnica delle Marche - Department of Economics and Social Sciences and Università Politecnica delle Marche - Department of Economics and Social Sciences
Date Posted: September 17, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Online Marketplace Advertising
Hana Choi and Carl F. Mela
Duke University, Fuqua School of Business, Students and Duke University - Fuqua School of Business
Date Posted: September 16, 2016
Working Paper Series
23 downloads

Assessing Nexus Effects of Energy Use in Rural Areas: The Case of an Inter- and Intra-Household Model for Uttar Pradesh, India
Utkur Djanibekov and Varun Gaur
Institute for Food and Resource Economics and University of Bonn - Center for Development Research (ZEF)
Date Posted: September 16, 2016
Working Paper Series

Incl. Electronic Paper Monetary Policy in an Oil-Exporting Economy
Review, Vol. 98, Issue 3, pp. 239-61, 2016
Franz Hamann, Jesús Bejarano, Diego Rodríguez and Paulina Restrepo-Echavarria
Central Bank of Colombia, Central Bank of Columbia, Banco de la República, Colombia and Federal Reserve Bank of St. Louis
Date Posted: September 15, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper A Theory of Portfolio Choice and Partial Default
Kieran James Walsh
University of Virginia - Darden School of Business
Date Posted: September 15, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Bayesian Estimation of Finite-Horizon Discrete Choice Dynamic Programming Models
Masakazu Ishihara and Andrew Ching
New York University (NYU) - Leonard N. Stern School of Business and University of Toronto - Rotman School of Management
Date Posted: September 12, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions
CentER Discussion Paper Series No. 2016-037
Ron Triepels and Hennie Daniels
Tilburg University - Center for Economic Research (CentER) and Erasmus Research Institute of Management (ERIM)
Date Posted: September 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Robust Multi-Period Portfolio Selection with Asymmetrically Distributed Uncertainty Set and Return Predictability
Aifan Ling, Jie Sun and Meihua Wang
School of Finance,Jiangxi University of Finance & Economics, Curtin University - Department of Mathematics and Statistics and Xi'an Jiaotong University (XJTU) - School of Economics and Finance
Date Posted: September 06, 2016
Last Revised: September 20, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Robust and Pareto Optimality of Insurance Contract
Alexandru V. Asimit, Valeria Bignozzi, Ka Chun Cheung, Junlei Hu and Eun-Seok Kim
City University London - Sir John Cass Business School, University of Rome I - Department of Methods and Models for Economics, Territory and Finance (MEMOTEF), The University of Hong Kong, City University London - Cass Business School and Middlesex University
Date Posted: September 03, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Investing in Photovoltaics: Timing, Plant Sizing and Smart Grids Flexibility
FEEM Working Paper No. 60.2016
Marina Bertolini, Chiara D'Alpaos and Michele Moretto
University of Padova, University of Brescia - Department of Economics and University of Padua - Department of Economics
Date Posted: September 03, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Deforestation Rate in the Long-Run: The Case of Brazil
FEEM Working Paper No. 56.2016
Luca Di Corato, Michele Moretto and Sergio Vergalli
Swedish University of Agricultural Sciences - Department of Economics, University of Padua - Department of Economics and University of Brescia - Department of Economics
Date Posted: September 03, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Non-Existence of Optimal Programs in Continuous Time
Giorgio Fabbri, Silvia Faggian and Giuseppe Freni
Parthenope University - Dipartimento di Studi Economici, Ca Foscari University of Venice - Dipartimento di Economia and University Parthenope of Napoli
Date Posted: September 01, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper On the Market-Neutrality of Optimal Pairs-Trading Strategies
Bahman Angoshtari
University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: August 31, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper How to Consume and Invest for Retirement: Revisiting Friedman's Permanent Income Hypothesis
Seyoung Park
National University of Singapore (NUS) - Risk Management Institute
Date Posted: August 30, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Non-Parametric Integral Estimation Using Data Clustering in Stochastic Dynamic Programming: An Introduction Using Lifetime Financial Modelling
Gaurav Khemka and Adam Butt
Australian National University (ANU) and Australian National University - Research School of Finance, Actuarial Studies & Statistics
Date Posted: August 28, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Optimal Credit Investment with Borrowing Costs
Forthcoming in Mathematics of Operations Research
Lijun Bo and Agostino Capponi
University of Science and Technology of China (USTC) and Columbia University
Date Posted: August 26, 2016
Accepted Paper Series
13 downloads

Incl. Electronic Paper Occasionally Binding Liquidity Constraints and Macroeconomic Dynamics
Maximilian Werner
University of Zurich
Date Posted: August 25, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Portfolio Optimization Based on Stochastic Dominance and Empirical Likelihood
Thierry Post and Selcuk Karabati
Koc University - Graduate School of Business and Koc University - College of Administrative Sciences and Economics
Date Posted: August 24, 2016
Last Revised: September 17, 2016
Working Paper Series
111 downloads

Incl. Electronic Paper Marginal Propensity to Consume with a Negative Wealth Constraint
Seyoung Park and Jong Mun Yoon
National University of Singapore (NUS) - Risk Management Institute and The Credit Finance Association of Korea (CREFIA)
Date Posted: August 21, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Measuring Inefficiency for Specific Inputs Using Data Envelopment Analysis: Evidence from Construction Industry in Spain and Portugal
Magdalena Kapelko
Wroclaw University of Economics, Institute of Applied Mathematics, Department of Logistics
Date Posted: August 21, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Advances in Factor Replication
MIT Sloan Research Paper No. 5174-16
Megan Czasonis, Mark Kritzman and David Turkington
State Street Corporation, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: August 14, 2016
Last Revised: August 19, 2016
Working Paper Series
146 downloads

Incl. Electronic Paper U.S. Multinationals and Cash Holdings
Journal of Financial Economics (JFE), Forthcoming
Tiantian Gu
D’Amore-McKim School of Business, Northeastern University
Date Posted: August 13, 2016
Last Revised: September 17, 2016
Accepted Paper Series
116 downloads

Incl. Electronic Paper Single- and Multi-Period Portfolio Optimization with Cone Constraints and Discrete Decisions
Ümit Sağlam and Hande Yurttan Benson
East Tennessee State University - Department of Management and Marketing and Drexel University
Date Posted: August 13, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper СТАТИСТИЧЕСКИЕ И ТЕОРЕТИЧЕСКИЕ МОДЕЛИ ЗАВИСИМОСТИ СТОИМОСТИ МАШИН ОТ ВОЗРАСТА (Statistical and Theoretical Models of the Effect of Age on the Market Value of Machinery and Equipment Items)
S. A. Smolyak
Russian Academy of Sciences (RAS) - Central Economics and Mathematics Institute
Date Posted: August 12, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Integrated Multiproduct Batch Production and Truck Shipment Scheduling under Different Shipping Policies
Ümit Sağlam and Avijit Banerjee
East Tennessee State University - Department of Management and Marketing and Drexel University - Department of Decision Sciences
Date Posted: August 11, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper МОДЕЛИ ДЛЯ ОЦЕНКИ СТОИМОСТИ ПОЛУВАГОНОВ (Models of Gondolas Depreciation Assessment)
S. A. Smolyak
Russian Academy of Sciences (RAS) - Central Economics and Mathematics Institute
Date Posted: August 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Portfolio Diversification in the Sovereign Credit Swap Markets
Andrea Consiglio, Somayyeh Lotfi and Stavros A. Zenios
University of Palermo, University of Guilan and University of Cyprus
Date Posted: August 08, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Revealed Preferences for Portfolio Selection - Does Skewness Matter?
Merrill W. Liechty and Ümit Sağlam
Drexel University - Department of Decision Sciences and East Tennessee State University - Department of Management and Marketing
Date Posted: August 07, 2016
Working Paper Series
44 downloads

Incl. Electronic Paper On the Use of Agricultural System Models for Exploring Technological Innovations Across Scales in Africa: A Critical Review
ZEF-Discussion Paper No. 223
Reimund Rötter, Fanou Sehomi, Jukka Höhn, Jarkko Niemi and Marrit Van den Berg
University of Göttingen, Wageningen UR, Natural Resources Institute Finland (Luke), Natural Resources Institute Finland (Luke) and Wageningen University - Development Economics
Date Posted: August 05, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Unifying Gaussian Dynamic Term Structure Models from an HJM Perspective
Claremont McKenna College Robert Day School of Economics and Finance Research Paper No. 2817599
Haitao Li, Xiaoxia Ye and Fan Yu
Cheung Kong Graduate School of Business, University of Bradford - School of Management and Claremont McKenna College - Robert Day School of Economics and Finance
Date Posted: August 04, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Measuring Input-Specific Productivity Change Based on the Principle of Least Action
Juan Aparicio, Magdalena Kapelko, Bernhard Mahlberg and Jose L. Sainz-Pardo
University Miguel Hernandez - Center of Operations Research, Wroclaw University of Economics, Institute of Applied Mathematics, Department of Logistics, Institute for Industrial Research (IWI) and Vienna University of Economics and Business
Date Posted: August 04, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Estimating Option-Implied Distributions in Illiquid Markets and Implementing the Ross Recovery Theorem
Emlyn James Flint and Eben Mare
Peregrine Securities and Independent
Date Posted: August 04, 2016
Working Paper Series
66 downloads

Incl. Electronic Paper Dividend Growth Predictability and Stock Price Movement
Min Zhu, Rui Chen and Ke Du
Queensland University of Technology - QUT Business School, Central University of Finance and Economics (CUFE) and Institute of Financial Studies (IFS), Southwestern University of Finance and Economics (SWUFE)
Date Posted: August 04, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Tax Compliance with Uncertain Income: A Stochastic Control Model
Gaetano Tarcisio Spartà and Gabriele Stabile
University of Rome I - Department of Methods and Models for Economics, Territory and Finance (MEMOTEF) and University of Rome I - Department of Methods and Models for Economics, Territory and Finance (MEMOTEF)
Date Posted: August 02, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper XVA at the Exercise Boundary
Andrew David Green and Chris Kenyon
Scotiabank and Lloyds Banking Group
Date Posted: July 27, 2016
Last Revised: August 08, 2016
Working Paper Series
46 downloads

Incl. Electronic Paper Option-Based Pricing of Wrong Way Risk for CVA
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Scotiabank
Date Posted: July 27, 2016
Last Revised: September 24, 2016
Working Paper Series
47 downloads

Incl. Electronic Paper Pricing Sovereign Contingent Convertible Debt
The Wharton Financial Institutions Center WP 16-05
Andrea Consiglio, Michele Tumminello and Stavros A. Zenios
University of Palermo, University of Palermo and University of Cyprus
Date Posted: July 25, 2016
Working Paper Series
34 downloads

Portfolio Valuation Under Liquidity and Expected Shortfall Constraints
Hwayoung Lee, Nick Constantinou and John G O'Hara
University of Essex - Centre for Computational Finance and Economic Agents, University of Essex - Essex Business School and University of Essex - Centre for Computational Finance and Economic Agents
Date Posted: July 24, 2016
Working Paper Series

Incl. Electronic Paper Double Limit Analysis of Optimal Personal Income Taxation
Michael Sattinger
University at Albany, SUNY - Department of Economics
Date Posted: July 19, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Empirical Models of Learning Dynamics: A Survey of Recent Developments
Rotman School of Management Working Paper No. 2810950
Andrew Ching, Tulin Erdem and Michael P. Keane
University of Toronto - Rotman School of Management, New York University (NYU) - Leonard N. Stern School of Business and University of New South Wales
Date Posted: July 18, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Endogenous Trading in Credit Default Swaps
Marc Chesney, Delia Coculescu and Selim Gökay
University of Zurich - Swiss Banking Institute (ISB), University of Zurich - Department of Banking and Finance and Technische Universität Berlin (TU Berlin)
Date Posted: July 14, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Fighting Uncertainty with Uncertainty: Inventory Management Example
Ravi Kashyap
Gain Knowledge Group
Date Posted: July 13, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Model Uncertainty, Ambiguity Premium and Optimal Asset Allocation
Yuhong Xu
Shandong University
Date Posted: July 11, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper The Impact of Corruption on Economic Development: Case Study Romania
Luminita Ionescu and Florentin Caloian
Spiru Haret University and Bucharest Academy of Economic Studies
Date Posted: July 08, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper On Optimal Joint Reflective and Refractive Dividend Strategies in Spectrally Positive Lévy Processes
UNSW Business School Research Paper No. 2016ACTL05
Benjamin Avanzi, José-Luis Pérez, Bernard Wong and Kazutoshi Yamazaki
UNSW Australia Business School, School of Risk and Actuarial Studies, Centro de Investigacion en Matematicas (CIMAT) - Department of Probability and Statistics, University of New South Wales (UNSW) - School of Actuarial Studies and Kansai University - Department of Mathematics
Date Posted: July 07, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Optimal Dynamic Risk Taking
Mathematics of Operations Research, Forthcoming
Ajay Subramanian and Baozhong Yang
Georgia State University and Georgia State University - Robinson College of Business
Date Posted: July 03, 2016
Last Revised: September 21, 2016
Accepted Paper Series
37 downloads

Incl. Electronic Paper Optimal Asset Allocation Strategies
Razvan Stefanescu
North Carolina State University
Date Posted: June 28, 2016
Last Revised: July 15, 2016
Working Paper Series
166 downloads


 

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