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JEL Code: C61
371,826 Total downloads
Showing Papers 161 - 210 of 2,282
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Super-Replication of Financial Derivatives Via Convex Programming
Nabil Kahalé
Date Posted: November 11, 201285 downloads
Applications of Bayesian Networks
Ron S. Kenett
Date Posted: November 09, 201294 downloads
Why Might Climate Change Not Cause Conflict? An Agent-Based Computational Response
Behrooz Hassani-Mahmooei and
Brett Parris
affiliation not provided to SSRN
Date Posted: November 09, 2012Last Revised: November 11, 201229 downloads
Dynamics of Productivity in Higher Education: Cross-European Evidence Based on Bootstrapped Malmquist Indices Journal of Productivity Analysis, 2012, DOI: 10.1007/s11123-012-0320-0
Aleksandra Parteka and
Joanna Wolszczak‐Derlacz
Date Posted: November 08, 20126 downloads
Integrated Electricity Generation Expansion and Transmission Capacity Planning: An Application to the Central European Region DIW Berlin Discussion Paper No. 1250
Andreas Schröder
and
Maximilian Bracke
affiliation not provided to SSRN
Date Posted: November 08, 201227 downloads
Better Portfolios with Options
Gerda Cabej
,
Manfred Gilli and
Enrico Schumann
Date Posted: November 08, 2012Last Revised: November 12, 2012203 downloads
An Application of Fault Tree Analysis to the Identification and Management of Risks in Government Funded Human Service Delivery In Singh, K., Singh, B., et al. (Eds.), Proceedings of the 2nd International Conference on Public Policy and Social Sciences held in Kuching, October 31, 2011
Peter Lacey
Date Posted: November 06, 201223 downloads
How Did the Financial Crisis Impact Retirees’ Safe Withdrawal Rate? A Markets-Based Answer Journal of Investing, Forthcoming
Michael W. Crook
Date Posted: November 04, 2012Last Revised: January 25, 2013
Advertising, Economic Development, and Global Warming
Gary Erickson
Date Posted: November 02, 201212 downloads
Constructing Optimal Sparse Portfolios Using Regularization Methods
Bjoern Fastrich
,
Sandra Paterlini
and
Peter Winker
Date Posted: November 02, 2012Last Revised: January 07, 2013125 downloads
On the Extrapolation with the Denton Proportional Benchmarking Method IMF Working Paper No. 12/169
Tommaso Di Fonzo
and
Marco Marini
affiliation not provided to SSRN
and
International Monetary Fund (IMF) - Statistics Department
Date Posted: November 01, 20123 downloads
Modeling, Simulation and Analysis of a Securities Settlement System: The Case of Central Securities Depository of Mexico Journal of Economics, Finance & Administrative Science, Vol. 17, No. 33, 2012
David Munoz
,
Miguel F. de Lascurain
and
Arturo Palacios
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
INDEVAL
Date Posted: October 26, 2012Last Revised: October 27, 201227 downloads
An Empirical Comparison of Alternative Credit Default Swap Pricing Models Bank of Italy Temi di Discussione (Working Paper) No. 882
Michele Leonardo Bianchi
Date Posted: October 23, 201251 downloads
What Problem Banks Reveal About Future Financial Distress: Evidence from the Late 2000s Financial Crisis 29th International Conference of the French Finance Association (AFFI) 2012
Charles M. Kahn and
Nikolaos I. Papanikolaou
Date Posted: October 23, 2012Last Revised: June 02, 2013
A Stochastic Volatility Model and Optimal Portfolio Selection
Xudong Zeng and
Michael I. Taksar
Date Posted: October 23, 201272 downloads
Particle Filters for Markov Switching Stochastic Volatility Models Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
Yun Bao
,
Carl Chiarella
and
Boda Kang
affiliation not provided to SSRN
,
University of Technology, Sydney - UTS Business School, Finance Discipline Group
and
University of Technology, Sydney (UTS)
Date Posted: October 23, 201241 downloads
Numerical Algorithms for Deterministic Impulse Control Models with Applications CentER Discussion Paper Series No. 2012-081
Dieter Grass
and
Mohammed Chahim
affiliation not provided to SSRN
and
Tilburg University - Department of Econometrics & Operations Research
Date Posted: October 20, 20128 downloads
Bubbles, Crashes and Efficiency with Double Auction Mechanisms
Jinpeng Ma
and
Qiongling Li
affiliation not provided to SSRN
Date Posted: October 18, 201214 downloads
Optimal Agglomerations in Dynamic Economics FEEM Working Paper No. 64.2012
William A. Brock ,
Anastasios Xepapadeas and
Athanasios Yannacopoulos
Date Posted: October 16, 201214 downloads
On a Periodic Dividend Barrier Strategy in the Dual Model with Continuous Monitoring of Solvency Insurance: Mathematics and Economics, Forthcoming
Benjamin Avanzi
,
Eric C.K. Cheung
,
Bernard Wong
and
Jae-Kyung Woo
Date Posted: October 16, 201220 downloads
Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets Centre for Economic and Financial Studies, University of Glasgow, August 2012
Rifqi Ardliansyah
Date Posted: October 15, 201253 downloads
Lasso-Type and Heuristic Strategies in Model Selection and Forecasting Jena Economic Research Papers 2012-055
Ivan Savin
and
Peter Winker
Date Posted: October 15, 201216 downloads
Fórmula Para Matriz de Correlación y de Covarianza en Excel (Formula for Correlation and Covariance Matrix in Excel)
Pedro Fabián Castilla Ávila
Date Posted: October 15, 2012179 downloads
A Measure for Integration and Its Application to Sensor Networks Nickerson, J. V. and Olariu, S., A Measure for Integration and its Application to Sensor Networks, Workshop on Information Technologies and Systems (WITS), 2005
Jeffrey V. Nickerson
and
Stephan Olariu
Date Posted: October 14, 2012
Finitely Precise Dynamic Programming and Portfolio Choice
Dale O. Stahl
Date Posted: October 13, 201219 downloads
Disentangling the Stern/Nordhaus Controversy: Beyond the Discounting Clash FEEM Working Paper No. 61.2012
Espagne Etienne
,
Baptiste Perrissin Fabert
,
Antonin Pottier
,
Franck Nadaud and
Patrice Dumas
Date Posted: October 13, 201262 downloads
The 'Doomsday' Effect in Climate Policies: Why is the Present Decade so Crucial to Tackling the Climate Challenge? FEEM Working Paper No. 62.2012
Baptiste Perrissin Fabert
,
Espagne Etienne
,
Antonin Pottier
and
Patrice Dumas
Date Posted: October 13, 201225 downloads
Response to Paul a Samuelson Letters and Papers on the Kelly Capital Growth Investment Strategy
William T. Ziemba
Date Posted: October 13, 201282 downloads
An Asset Allocation Model with Inequalities Constraints and Coherent Risk Measure: An Application to Brazilian Equities
Betina Dodsworth Fernandes
Date Posted: October 10, 2012Last Revised: October 17, 201266 downloads
Call-Option Compensation and the Manager's Intertemporal Risk-Taking Behavior
Katarzyna Romaniuk
Date Posted: October 09, 201221 downloads
Does Surplus Sharing Increase Risk-Taking in a Corporate Defined Benefit Pension Plan?
Katarzyna Romaniuk
Date Posted: October 09, 201214 downloads
Optimal Corporate Pension Policy for Defined Benefit Plans in the Presence of PBGC Insurance
Katarzyna Romaniuk
Date Posted: October 09, 201250 downloads
Adjusting the Currency Composition of China’s Foreign Exchange Reserve International Journal of Economics and Finance, Vol. 4, No. 10, 2012
Kai Shi
and
Li Nie
Date Posted: October 07, 2012Last Revised: November 21, 201239 downloads
Bounded Experimentation in a Calibrated Model of Advertising
Francisco Alvarez
and
Alfredo García-Hiernaux
Date Posted: October 07, 201212 downloads
Does it Pay for Women to Volunteer? IZA Discussion Paper No. 6784
Robert M. Sauer
Date Posted: October 06, 20122 downloads
Estimating Dynamic Discrete-Choice Games of Incomplete Information
Michael Egesdal
,
Zhenyu Lai
and
Che-Lin Su
Date Posted: October 06, 2012Last Revised: June 05, 2013130 downloads
A Model-Independent Replicating Approach for Variance Swaps
Ludovic Dubrana
Date Posted: October 04, 2012126 downloads
Rating Mutual Funds Through an Integrated DEA-Based Multicriteria Performance Model: Design and Information Content Technical University of Crete, Financial Engineering Laboratory, Working Paper 2012.06
Vassilios Babalos
,
Michael Doumpos ,
Nikolaos Philippas
and
C. Zopounidis
Date Posted: October 04, 201249 downloads
A Unified Heath-Jarrow-Morton Approach to Gaussian Dynamic Term Structure Models
Haitao Li and
Xiaoxia Ye
Date Posted: October 02, 201236 downloads
Efficiency Change over Time in a Multisectoral Economic System
Bernhard Mahlberg
and
Mikuláš Luptáčik
Date Posted: September 26, 201225 downloads
Portfolio Performance Maximization with Generalized Kappa Ratio 29th International Conference of the French Finance Association (AFFI) 2012
Rania Hentati
and
Jean-Luc Prigent
Date Posted: September 26, 201261 downloads
Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games
Alain Bensoussan
,
Suresh Sethi
and
Shaokuan Chen
Date Posted: September 25, 2012Last Revised: February 13, 201350 downloads
What Matters in International Equity Diversification? Journal of Investment Consulting, Vol. 13, No. 1, 15-24, 2012
Chun-Hung Chen
and
Wenling Lin
Date Posted: September 25, 2012
Financial Applications of Random Matrix Theory – Covariance Matrix Filtering Techniques (Chapter 4) Quantitative Finance Papers, Forthcoming
Malgorzata Snarska
affiliation not provided to SSRN
Date Posted: September 24, 201243 downloads
Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs ECB Working Paper No. 1470
Stefano Corradin
,
Jose L. Fillat
and
Carles Vergara-Alert
Date Posted: September 24, 201218 downloads
Automatic Trading Agent; RMT Based Portfolio Selection – Theoretical Aspects Quantitative Finance Papers, January 2006
Malgorzata Snarska
affiliation not provided to SSRN
Date Posted: September 23, 201246 downloads
Financial Applications of Random Matrix Theory – Dynamics of the Covariance Matrix Ogólnopolskie Seminarium Naukowe, 4–6 wrzeœnia 2007 w Toruniu Katedra Ekonometrii i Statystyki, Uniwersytet Miko³aja Kopernika w Toruniu,
Malgorzata Snarska
affiliation not provided to SSRN
Date Posted: September 23, 201271 downloads
Managing Risks in a Risk-On/Risk-Off Environment
Marcos Lopez de Prado
Date Posted: September 23, 2012Last Revised: April 22, 2013801 downloads
Supply Chain Configuration Under Information Sharing
Mohammad Ali Kashefi
Date Posted: September 22, 201226 downloads
Competing with Bandit Supply Chains
Meng Li
,
Suresh Sethi
and
Jun Zhang
Date Posted: September 21, 201240 downloads
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