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228,766
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JEL Code: C6
847,928 Total downloads
Showing Papers 1,751 - 1,800 of 5,194
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Variance Swap for Local Lévy Based Stochastic Volatility with Delay
Anatoliy V. Swishchuk
University of Calgary
Date Posted: July 17, 2010
Working Paper Series
40 downloads
WIATEC: A World Integrated Assessment Model of Global Trade Environment and Climate Change
DIW Berlin Discussion Paper No. 1021
Truong P. Truong
and
Claudia Kemfert
affiliation not provided to SSRN
and
German Institute for Economic Research (DIW Berlin)
Date Posted: July 17, 2010
Working Paper Series
30 downloads
Uncertain Long-Run Emissions Targets, CO2 Price and Global Energy Transition:
A General Equilibrium Approach
Energy Policy, Vol. 38, No. 9, pp. 5108-5122, 2010
Olivier Durand-Lasserve
,
Yves Smeers
and
Axel Pierru
Catholic University of Louvain (UCL)
,
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
and
KAPSARC
Date Posted: July 16, 2010
Accepted Paper Series
The Uncertain Mortality Intensity Framework: Pricing and Hedging Unit-Linked Life Insurance Contracts
Jing Li and
Alexander Szimayer
Institute for Finanancial Economics and Statistics
and
University of Hamburg - Faculty of Economics and Business Administration
Date Posted: July 14, 2010
Last Revised: June 13, 2011
Working Paper Series
57 downloads
The Benefits of Regional Infrastructure Investment in Asia: A Quantitative Exploration
ADBI Working Paper No. 223
Fan Zhai
China Investment Corporation
Date Posted: July 12, 2010
Working Paper Series
57 downloads
Optimal Monetary Policy When Agents are Learning
Norges Bank Working Paper No. 2010/08
Kristina Molnar
and
Sergio Santoro
Norwegian School of Economics (NHH)
and
Universitat Pompeu Fabra
Date Posted: July 09, 2010
Working Paper Series
14 downloads
Conic Coconuts: The Pricing of Contingent Capital Notes Using Conic Finance
Robert H. Smith School Research Paper No. RHS 06-135
Dilip B. Madan and
Wim Schoutens
University of Maryland - Robert H. Smith School of Business
and
KU Leuven - Department of Mathematics
Date Posted: July 08, 2010
Last Revised: November 23, 2010
Working Paper Series
270 downloads
Development, Growth and Volatility
Banco de Espana Working Paper No. 1023
Alessio Moro
University of Cagliari
Date Posted: July 08, 2010
Working Paper Series
28 downloads
The All-Pay Auction with Non-Monotonic Payoff
ESRC Centre for Competition Policy Working Paper No. 10-6
Subhasish M. Chowdhury
University of East Anglia - School of Economics, Center for Competition Policy, and Center for Experimental and Behavioral Social Science
Date Posted: July 08, 2010
Working Paper Series
31 downloads
Using the Leontief Matrix to Estimate the Impact of Investments Upon the Global Output
Romanian Journal of Economic Forecasting, Vol. 13, No. 2, pp. 176-187, 2010
Emilian Dobrescu
,
Viorel Gaftea
and
Cornelia Scutaru
National Institute of Economic Research
,
Edata SRL
and
affiliation not provided to SSRN
Date Posted: July 08, 2010
Accepted Paper Series
59 downloads
Domain L-Majorization and Equilibrium Existence in Discontinuous Games
Pavlo Prokopovych
Kyiv School of Economics
Date Posted: July 06, 2010
Last Revised: June 03, 2011
Working Paper Series
30 downloads
On the Meaning of Internal Rates of Return and Why an Internal Rate of Return is Not an Investment Criterion
Michael Osborne
University of Sussex
Date Posted: July 06, 2010
Last Revised: November 27, 2011
Working Paper Series
246 downloads
Risk Capital Allocation for RORAC Optimization
Journal of Banking and Finance, Vol. 35, pp. 3001-3009, 2011
Arne Buch
,
Gregor Dorfleitner and
Maximilian Wimmer
affiliation not provided to SSRN
,
Universität Regensburg
and
University of Regensburg
Date Posted: July 06, 2010
Last Revised: August 31, 2011
Accepted Paper Series
241 downloads
Portfolio Optimization: How Jumps Modify the Standard Merton Message?
Nicolas Gaussel and
Grégoire Deyirmendjian
Lyxor Asset Management
and
affiliation not provided to SSRN
Date Posted: July 05, 2010
Working Paper Series
65 downloads
Malmquist Indices of R&D Productivity Growth in Taiwanese IC-Design Industry
Global Journal of Business Research, Vol. 4, No. 1, pp. 105-114, 2010
Wen-Cheng Lu
and
Ting-Kun Liu
Ming Chuan University
and
Chaoyang University of Technology
Date Posted: July 01, 2010
Accepted Paper Series
69 downloads
An Implied Income Inequality Index Using L1 Norm Estimation of Lorenz Curve
Global Journal of Business Research, Vol. 4, No. 1, pp. 29-45, 2010
Hamid Shahrestani
and
Bijan Bidabad
Ohio University Chillicothe
and
affiliation not provided to SSRN
Date Posted: July 01, 2010
Accepted Paper Series
27 downloads
Application of Queuing Theory to Dynamic Vehicle Routing Problem
Global Journal of Business Research, Vol. 3, No. 2, pp. 85-91, 2009
Wei-Ning Chen
Kainan University - Department of International Business
Date Posted: July 01, 2010
Last Revised: June 30, 2011
Accepted Paper Series
125 downloads
Work Effort, Consumption, and Portfolio Selection: When the Occupational Choice Matters
Sascha Desmettre and
Alexander Szimayer
Fraunhofer ITWM - Department of Finance
and
University of Hamburg - Faculty of Economics and Business Administration
Date Posted: July 01, 2010
Last Revised: July 05, 2010
Working Paper Series
51 downloads
Convexity Correction by a Finite Replication Portfolio
Manuel Wittke
Deloitte & Touche - Financial Risk Solutions
Date Posted: June 30, 2010
Working Paper Series
140 downloads
Selective Reductions in Labor Taxation: Labor Market Adjustments and Macroeconomic Performance
IZA Discussion Paper No. 5013
Anna Batyra
and
Henri R. Sneessens
Catholic University of Louvain (UCL)
and
Catholic University of Louvain (UCL) - Institut de Recherches Economiques et Sociales (IRES)
Date Posted: June 29, 2010
Working Paper Series
11 downloads
Use and Abuse of Copyright Rules by Commercial Photostat Centers
INTELLECTUAL PROPERTY RIGHTS SOME ISSUES, pp. 81-86, K. Das and D. Bhattacharya, eds., Department of Commerce, 2004
Debasis Kar
and
Dibyojyoti Bhattacharjee
affiliation not provided to SSRN
and
Assam University
Date Posted: June 26, 2010
Accepted Paper Series
20 downloads
The Value of (Bounded) Memory in a Changing World
Daniel Monte
Sao Paulo School of Economics - FGV
Date Posted: June 23, 2010
Last Revised: May 05, 2013
Working Paper Series
49 downloads
Fast Valuation and Calibration of Credit Default Swaps Under Levy Dynamics
Fang Fang ,
Henrik Jönsson
,
Cornelis W. Oosterlee and
Wim Schoutens
Delft University of Technology
,
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM)
,
Center for Mathematics and Computer Science (CWI)
and
KU Leuven - Department of Mathematics
Date Posted: June 22, 2010
Working Paper Series
85 downloads
Pricing Constant Maturity Credit Default Swaps Under Jump Dynamics
Journal of Credit Risk Vol. 5, No. 1, pp. 1-21, 2009
Henrik Jönsson
and
Wim Schoutens
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM)
and
KU Leuven - Department of Mathematics
Date Posted: June 22, 2010
Accepted Paper Series
52 downloads
Variance and Volatility Swaps in Energy Markets
Anatoliy V. Swishchuk
University of Calgary
Date Posted: June 21, 2010
Working Paper Series
93 downloads
Broadband Openness Rules are Fully Justified by Economic Research
NET Institute Working Paper No. 10-02, NYU Law and Economics Research Paper No. 10-31
Nicholas Economides
New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: June 20, 2010
Last Revised: July 12, 2010
Working Paper Series
176 downloads
Why Imposing New Tolls on Third-Party Content and Applications Threatens Innovation and will not Improve Broadband Providers’ Investment
NET Institute Working Paper No. 10-01, NYU Law and Economics Research Paper No. 10-32
Nicholas Economides
New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: June 20, 2010
Last Revised: July 15, 2011
Working Paper Series
102 downloads
Abilities, Mobilities, And The Beta Wealth Distribution
Murray Brown and
Shin-Hwan Chiang
SUNY at Buffalo, College of Arts & Sciences, Department of Economics
and
York University - Department of Economics
Date Posted: June 17, 2010
Last Revised: March 07, 2012
Working Paper Series
38 downloads
Pension Reform with Variable Retirement Age - A Simulation Analysis for Germany
Netspar Discussion Paper No. 02/2010-013
Hans Fehr ,
Manuel Kallweit
and
Fabian Kindermann
University of Würzburg - Institute of Economics and Social Sciences
,
affiliation not provided to SSRN
and
University of Würzburg - Institute of Economics and Social Sciences
Date Posted: June 17, 2010
Working Paper Series
68 downloads
The Research of Investor Protection Under the Common Law Framework
Gu Zhihui
Nankai University - Business School
Date Posted: June 17, 2010
Working Paper Series
25 downloads
A Direct Proof of the Existence of Pure Strategy Equilibria in Large Generalized Games with Atomic Players
Documento CEDE No. 2010-13
Alvaro Riascos
and
Juan Pablo Torres-Martinez
Universidad de los Andes, Colombia - Department of Economics
and
University of Chile - Department of Economics
Date Posted: June 16, 2010
Working Paper Series
18 downloads
The Optimal Investment Policy for the Pension Benefit Guaranty Corporation
Katarzyna Romaniuk
Université de Paris 1 Panthéon-Sorbonne
Date Posted: June 16, 2010
Last Revised: March 14, 2011
Working Paper Series
57 downloads
Optimal Premium Principles and Capital Allocation Principles - The General Case
Yaniv Zaks
Bar-Ilan University
Date Posted: June 15, 2010
Last Revised: November 04, 2010
Working Paper Series
54 downloads
Optimal Tax Progressivity in Unionised Labour Markets: Simulation Results for Germany
ZEW - Centre for European Economic Research Discussion Paper No. 10-035
Stefan Boeters
CPB Netherlands Bureau of Economic Policy Analysis
Date Posted: June 15, 2010
Working Paper Series
11 downloads
Forecast and Rolling Horizons Under Demand Substitution and Production Changeovers: Analysis and Insights
Johnson School Research Paper Series No. 23-2011
Amit Bardhan
,
Milind Dawande
,
Srinagesh Gavirneni
,
Yinping Mu
and
Suresh Sethi
University of Delhi
,
University of Texas at Dallas - Department of Information Systems & Operations Management
,
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
University of Science and Technology of China (USTC)
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: June 14, 2010
Last Revised: March 27, 2011
Working Paper Series
59 downloads
Replicating Hedge Fund Indices with Optimization Heuristics
Swiss Finance Institute Research Paper No. 10-22
Manfred Gilli ,
Enrico Schumann
,
Gerda Cabej
and
Jonela Lula
University of Geneva - Department of Economics
,
VIP Value Investment Professionals AG
,
University of Geneva
and
University of Geneva
Date Posted: June 13, 2010
Working Paper Series
249 downloads
The Term Structure of Implied Volatility in Symmetric Models with Applications to Heston
Stefano De Marco
and
Claude Martini
Université Paris Est - CERMICS
and
Zeliade Systems
Date Posted: June 13, 2010
Last Revised: November 20, 2010
Working Paper Series
227 downloads
Optimal Stratification of Sampling Frames in a Multivariate and Multidomain Sample Design
Marco Ballin
and
Giulio Barcaroli
affiliation not provided to SSRN
and
Government of the Italian Republic (Italy) - National Institute of Statistics (Istat)
Date Posted: June 12, 2010
Working Paper Series
44 downloads
Dynamic Lot-Sizing in Sequential Online Retail Auctions
Xi Chen
,
Archis Ghate
and
Arvind Tripathi
affiliation not provided to SSRN
,
University of Washington
and
affiliation not provided to SSRN
Date Posted: June 11, 2010
Working Paper Series
Optimal Monetary Policy When Agents are Learning
CESifo Working Paper Series No. 3072
Krisztina Molnar
and
Sergio Santoro
affiliation not provided to SSRN
and
Universitat Pompeu Fabra
Date Posted: June 10, 2010
Working Paper Series
47 downloads
A Quasi-Analytical Interpolation Method for Pricing American Options Under General Multi-Dimensional Diffusion Processes
Review of Derivatives Research, Vol. 13, No. 2, pp. 177-217, 2010
Minqiang Li
Bloomberg LP
Date Posted: June 09, 2010
Accepted Paper Series
Decay Factor Optimisation in Time Weighted Simulation - Evaluating VAR Performance
Sasa Zikovic
and
Bora Aktan
University of Rijeka - Faculty of Economics
and
Yasar University
Date Posted: June 09, 2010
Working Paper Series
127 downloads
Downside Risk Optimization in Securitized Real Estate Markets
ZEW - Centre for European Economic Research Discussion Paper No. 10-034
Tim-Alexander Kroencke
and
Felix Schindler
Centre for European Economic Research (ZEW)
and
Steinbeis University Berlin
Date Posted: June 09, 2010
Working Paper Series
169 downloads
Recovery Rates in Investment-Grade Pools of Credit Assets: A Large Deviations Analysis
Konstantinos Spiliopoulos
and
Richard Sowers
Brown University - Division of Applied Mathematics
and
University of Illinois at Urbana-Champaign - Department of Mathematics
Date Posted: June 09, 2010
Working Paper Series
27 downloads
Uncertainty About the Persistence of Inflation
BGPE Discussion Paper No. 91
Nicolas Pinkwart
Deutsche Bundesbank
Date Posted: June 08, 2010
Working Paper Series
26 downloads
Approximate Dynamic Programming for Capacity Allocation in the Service Industry
European Journal of Operational Research, Vol. 218 (1), 239-250.
Hans-Jörg Schütz
and
Rainer Kolisch
Technische Universität München - TUM School of Management
and
Technische Universität München (TUM) - TUM School of Management
Date Posted: June 06, 2010
Last Revised: August 15, 2012
Accepted Paper Series
98 downloads
Quantitative Breuer-Major Theorems
CREATES Research Paper No. 2010-22
Mark Podolskij
University of Heidelberg - Institute of Applied Mathematics
Date Posted: June 06, 2010
Working Paper Series
13 downloads
Patent-Investment Games Under Asymmetric Information
Chi Man Leung
and
Yue Kuen Kwok
Hong Kong University of Science & Technology - Department of Mathematics
and
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: June 05, 2010
Working Paper Series
48 downloads
Variety Gains of Trade Integration in a Heterogeneous Firm Model
LICOS Centre for Institutions and Economic Performance Discussion Paper No. 258/2010
d'Artis Kancs
Catholic University of Leuven (KUL) - Faculty of Economics and Business - LICOS Centre for Institutions and Economic Performance
Date Posted: June 05, 2010
Working Paper Series
34 downloads
Does Model Fit Matter for Hedging? Evidence from FTSE 100 Options
Henley University ICMA Centre Discussion Paper in Finance No. DP2010-05
Carol Alexander and
Andreas Kaeck
University of Reading - ICMA Centre
and
ICMA Centre, Henley Business School, University of Reading, UK
Date Posted: June 04, 2010
Working Paper Series
149 downloads
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