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Abstracts: 679,830
Full Text Papers: 570,033
Authors: 313,276
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  Last 12 months:
68,101

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Last 12 months: 12,888,095
Last 30 days: 946,818

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306,272
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SSRN eLibrary Search Results
JEL Code: C61
531,303 Total downloads
Showing Papers 1,901 - 1,950 of 3,159
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1 2 3 4 ... 64 | Next >
   

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

Incl. Electronic Paper Optimal Consumption, Investment and Housing with Means-Tested Public Pension in Retirement
Johan G. Andreasson , Pavel V. Shevchenko and Alex Novikov
University of Technology Sydney (UTS) , CSIRO Australia and University of Technology Sydney (UTS)
Date Posted: June 28, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper The Market Resources Method for Solving Dynamic Optimization Problems
Globalization and Monetary Policy Institute Working Paper No. 274
Enrique Martínez-García and Ayse Kabukcuoglu
Federal Reserve Bank of Dallas - Research Department and Koc University
Date Posted: June 28, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Factorisable Sparse Tail Event Curves with Expectiles
SFB 649 Discussion Paper 2016-018, Economic Risk, Berlin
Wolfgang K. Härdle , Chen Huang and Shih-Kang Chao
Humboldt University of Berlin - Institute for Statistics and Econometrics , Humboldt-Universitat zu Berlin and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
Date Posted: June 27, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Multi-Objective Portfolio Optimization by Mixed Integer Programming
Bartosz Sawik
AGH University of Science and Technology
Date Posted: June 24, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Ellipsoidal Methods for Adaptive Choice-Based Conjoint Analysis
Denis Saure and Juan Pablo Vielma
University of Chile - Industrial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 24, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Dynamic Job Assignment: A Column Generation Approach with an Application to Surgery Allocation
University of Southern Denmark Discussion Papers on Business and Economics No. 4/2016
Troels Martin Range , Niels Christian Petersen and Dawid Kozlowski
University of Southern Denmark - Department of Business and Economics , SDU and Dept of Business and Economics
Date Posted: June 24, 2016
Working Paper Series
3 downloads

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: June 23, 2016
Working Paper Series

Incl. Electronic Paper Biofuel Mandating and the Green Paradox
CentER Discussion Paper Series No. 2016-024
Samuel Jovan Okullo , Frederic Reynes and Marjan W. Hofkes
Tilburg School of Economics and Managemet , VU University Amsterdam - Institute for Environmental Studies (IVM) and VU University Amsterdam - Department of Economics
Date Posted: June 23, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Energy Technology R&D Portfolio Management: Modeling Uncertain Returns and Market Diffusion
John E. Bistline
Electric Power Research Institute
Date Posted: June 22, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Updating the Option Implied Probability of Default Methodology
Bundesbank Discussion Paper No. 43/2014
Johannes Vilsmeier
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Cash Management and Payment Choices: A Simulation Model with International Comparisons
Bundesbank Discussion Paper No. 04/2014
Carlos A. Arango , Yassine Bouhdaoui , David Bounie , Martina Eschelbach and Lola Hernández
Government of Canada - Bank of Canada , Vrije Universiteit Brussel , Telecom ParisTech , Deutsche Bundesbank and De Nederlandsche Bank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Numerical Optimisation for Actuarial Applications
Alexandru V. Asimit , Tao Gao , Junlei Hu and Eun-Seok Kim
Cass Business School , University College London , Cass Business School, City University London and Middlesex University
Date Posted: June 20, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Bank Capital Structure and the Credit Channel of Central Bank Asset Purchases
ECB Working Paper No. 1916
Matthieu Darracq Paries , Grzegorz Halaj and Christoffer Kok
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: June 19, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Insurance-Induced Moral Hazard: A Dynamic Model of Within-Year Medical Care Decision Making Under Uncertainty
Christopher J. Cronin
University of Notre Dame, Department of Economics
Date Posted: June 18, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Interconnectedness Risk and Active Portfolio Management
Eduard Baitinger and Jochen Papenbrock
FERI Trust GmbH and Firamis
Date Posted: June 16, 2016
Last Revised: June 17, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Solving Backward Stochastic Differential Equations by Connecting the Short-Term Expansions
Masaaki Fujii and Akihiko Takahashi
University of Tokyo - Faculty of Economics and University of Tokyo - Faculty of Economics
Date Posted: June 16, 2016
Last Revised: June 29, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Assessing the Effectiveness of Local and Global Quadratic Hedging Under GARCH Models
Maciej Augustyniak , Frédéric Godin and Clarence Simard
University of Montreal - Department of Mathematics and Statistics , Laval University and UQAM
Date Posted: June 16, 2016
Last Revised: June 17, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Stochastic Weighted Graphs: Flexible Model Specification and Simulation
James David Wilson , Matthew James Denny , Shankar Bhamidi , Skyler J. Cranmer and Bruce A. Desmarais
University of San Francisco , Pennsylvania State University , University of North Carolina (UNC) at Charlotte , Ohio State University (OSU) - Department of Political Science and Pennsylvania State University
Date Posted: June 15, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Exact Smooth Term Structure Estimation
Swiss Finance Institute Research Paper No. 16-38
Damir Filipović and Sander Willems
Ecole Polytechnique Fédérale de Lausanne and Ecole Polytechnique Fédérale de Lausanne
Date Posted: June 14, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Biofuel Mandating and the Green Paradox
Samuel Jovan Okullo , Frederic Reynes and Marjan W. Hofkes
Tilburg School of Economics and Managemet , VU University Amsterdam - Institute for Environmental Studies (IVM) and VU University Amsterdam - Department of Economics
Date Posted: June 13, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Optimal Fishing Mortalities with Age-Structured Bioeconomic Model - A Case of NEA Mackerel
NHH Dept. of Business and Management Science Discussion Paper No. 2016/9
Yuanming Ni and Stein Ivar Steinshamn
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: June 13, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Do Capital Buffers Mitigate Volatility of Bank Lending? A Simulation Study
Bundesbank Series 2 Discussion Paper No. 2011,03
Frank Heid and Ulrich Krüger
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Coin Migration within the Euro Area
Bundesbank Series 1 Discussion Paper No. 2009,27
Franz Seitz , Dietrich Stoyan and Karl-Heinz Todter
Technical University of Applied Sciences Weiden , Freiberg University of Mining and Technology and Deutsche Bundesbank - Research Department
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Dynamic Mean-VaR Portfolio Selection in Continuous Time
Ke Zhou , Jianjun Gao , Duan Li and Xiangyu Cui
Hunan University - Business School , Shanghai University of Finance and Economics , Chinese University of Hong Kong and Shanghai University of Finance and Economics - School of Statistics and Management
Date Posted: June 07, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Unspanned Stochastic Volatility Term Structure Model Applied in Negative Interest Rate Environment
Jan Sedlak
Ecole Polytechnique Fédérale de Lausanne
Date Posted: June 04, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Managing Inventory with Proportional Transaction Costs
Florent Gallien , Serge Kassibrakis , Semyon Malamud and Filippo Passerini
Swissquote Bank , Swissquote Bank , Ecole Polytechnique Federale de Lausanne and Swissquote Bank
Date Posted: June 03, 2016
Working Paper Series
32 downloads

Incl. Fee Electronic Paper Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations
CEPR Discussion Paper No. DP11300
Victor Aguirregabiria and Arvind Magesan
University of Toronto - Department of Economics and University of Calgary
Date Posted: June 01, 2016
Working Paper Series

Incl. Electronic Paper Variable Selection in Seemingly Unrelated Regressions with Random Predictors
David Puelz , P. Richard Hahn and Carlos Carvalho
University of Texas at Austin - Red McCombs School of Business , University of Chicago - Booth School of Business and University of Texas at Austin - Red McCombs School of Business
Date Posted: May 29, 2016
Last Revised: June 06, 2016
Working Paper Series
49 downloads

Incl. Electronic Paper Correspondence between Lifetime Minimum Wealth and Utility of Consumption
Finance Stochastics, Vol. 11, 2007
Erhan Bayraktar and V.R. Young
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: May 28, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Proving Regularity of the Minimal Probability of Ruin Via a Game of Stopping and Control
Finance Stochastics, Vol. 15, No. 4, 2011
Erhan Bayraktar and V.R. Young
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: May 28, 2016
Accepted Paper Series
7 downloads

Incl. Electronic Paper Optimality, Equilibrium, and Curb Sets in Decision Problems Without Commitment
Maastricht University, School of Business and Economics, RM/16/021
P. Jean-Jacques Herings , Andrey Meshalkin and Arkadi Predtetchinski
Maastricht University , Maastricht University - Department of Economics and Maastricht University
Date Posted: May 28, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Optimal Payments to Connected Depositors in Turbulent Times - A Markov Chain Approach
Dávid Csercsik and Hubert Janos Kiss
Peter Pazmany Catholic University and Eötvös Loránd University
Date Posted: May 27, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Risk Optimisation: Finding the Signal in the Noise
Benedict Burnett , Simon C O'Callaghan and Tom Hulme
Barclays Investment Bank , Barclays Investment Bank and Barclays Investment Bank
Date Posted: May 26, 2016
Last Revised: May 28, 2016
Working Paper Series
104 downloads

Incl. Electronic Paper Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy
Mei Choi Chiu , Chi Seng Pun and Hoi Ying Wong
Hong Kong University of Science & Technology (HKUST) - Department of Mathematics , Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Date Posted: May 26, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Resolution of Degeneracy in Merton's Portfolio Problem
Chi Seng Pun and Hoi Ying Wong
Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Date Posted: May 26, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Empirical Recovery: Hansen-Scheinkman Factorization and Ross Recovery from High Frequency Option Prices
Fabio Massacci , Julian M. Williams and Yang Zhang
DISI - University of Trento , Durham Business School and Durham Business School
Date Posted: May 25, 2016
Last Revised: June 03, 2016
Working Paper Series
59 downloads

Incl. Electronic Paper Rational Inattention and Dynamics of Consumption and Wealth in General Equilibrium
Federal Reserve Bank of Kansas City Working Paper No. 14-14
Yulei Luo , Jun Nie , Gaowang Wang and Eric R. Young
University of Hong Kong , Federal Reserve Bank of Kansas City , Shandong University and University of Virginia
Date Posted: May 23, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Pollution-Generating Technologies and Disposability Assumptions
Arnaud Abad and Walter Briec
University of Perpignan and University of Perpignan
Date Posted: May 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Electrification of a City Bus Network: An Optimization Model for Cost-Effective Placing of Charging Infrastructure and Battery Sizing of Fast Charging Electric Bus Systems
DIW Berlin Discussion Paper No. 1577
Alexander Kunith , Roman Mendelevitch and Dietmar Goehlich
Technische Universität Berlin (TU Berlin) , Technische Universität Berlin (TU Berlin) and Technische Universität Berlin (TU Berlin)
Date Posted: May 21, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Minimizing the Probability of Lifetime Drawdown Under Constant Consumption
Insurance: Mathematics and Economics, Forthcoming
Bahman Angoshtari , Erhan Bayraktar and V.R. Young
University of Michigan at Ann Arbor - Department of Mathematics , University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: May 21, 2016
Accepted Paper Series
14 downloads

Incl. Electronic Paper Mitigating Environmental and Public-Safety Risks of United States Crude-by-Rail Transport
DIW Berlin Discussion Paper No. 1575
Olufolajimi Oke , Daniel Huppmann , Max Marshall , Ricky Poulton and Sauleh Siddiqui
Johns Hopkins University , International Institute for Applied Systems Analysis (IIASA) , Johns Hopkins University , Johns Hopkins University and Johns Hopkins University
Date Posted: May 21, 2016
Working Paper Series
3 downloads

Managing Complexity – Effective Decision Rules for Trading Renewable Energy
Michael Hassler
University of Augsburg
Date Posted: May 15, 2016
Working Paper Series

Incl. Electronic Paper An Improvement of the Global Minimum Variance Portfolio Using a Black-Litterman Approach
Maximilian Adelmann
University of Zurich, Students
Date Posted: May 15, 2016
Working Paper Series
73 downloads

Incl. Electronic Paper Numerical Versus Analytic Calculation of Optima and Equilibria in Fish Wars Model with Finite Time Horizon
Agnieszka Wiszniewska-Matyszkiel and Rajani Singh
University of Warsaw - Institute of Applied Mathematics and University of Warsaw - Institute of Applied Mathematics
Date Posted: May 12, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Energy Crops vs. Forest Biomass for Meeting the Renewable Fuel Standard: Implications for Land Use and GHG Emissions
Weiwei Wang
University of Illinois at Urbana-Champaign
Date Posted: May 09, 2016
Working Paper Series
10 downloads

A Short Run Solution to the Power Crisis of Pakistan
Energy Policy, Volume 87, December 2015, Pages 382–391 ,
Muhammad Imran
Shahid Javed Burki Institute of Public Policy at NetSol
Date Posted: May 01, 2016
Accepted Paper Series

Incl. Electronic Paper Pricing Forest Carbon: Implications of Asymmetry in Climate Policy
CERE Working Paper, 2016:6
Mathilda Eriksson , Runar Brännlund and Tommy Lundgren
University of Umea - Centre for Environmental and Resource Economics , University of Umea - Centre for Environmental and Resource Economics and Centre for Environmental and Resource Economics
Date Posted: April 28, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Dynamic Balance Sheet Model with Liquidity Risk
ECB Working Paper No. 1896
Grzegorz Halaj
European Central Bank (ECB)
Date Posted: April 27, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper The Information Hidden in Derivatives Markets
Peregrine Securities, 2016
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 25, 2016
Last Revised: May 10, 2016
Working Paper Series
112 downloads


 

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