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JEL Code: C61
366,645 Total downloads
Showing Papers 1,951 - 2,000 of 2,265
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Inferring Policy Objectives from Economic Outcomes
FRB of San Francisco Working Paper No. 2003-05
Richard Dennis
Federal Reserve Bank of San Francisco
Date Posted: May 25, 2004
Working Paper Series
52 downloads
American Options: The EPV Pricing Model
Svetlana Boyarchenko and
Sergei Levendorskii
University of Texas at Austin - Department of Economics
and
University of Leicester - Department of Mathematics
Date Posted: May 19, 2004
Working Paper Series
245 downloads
An Application of Optimal Dynamic Hedging in International Asset Allocation
EFMA 2004 Basel Meetings Paper
Shohreh Valiani
University of Frankfurt
Date Posted: May 18, 2004
Working Paper Series
394 downloads
Drawdown Measure in Portfolio Optimization
Alexei Chekhlov ,
Stanislav P. Uryasev and
Michael Zabarankin
Columbia University - Department of Mathematics
,
University of Florida
and
Stevens Institute of Technology - Department of Mathematical Sciences
Date Posted: May 13, 2004
Working Paper Series
1137 downloads
Implied Binomial Trees in Excel without VBA
Tom Arnold ,
Timothy Falcon Crack and
Adam Schwartz
University of Richmond - E. Claiborne Robins School of Business
,
University of Otago - Department of Finance and Quantitative Analysis
and
Washington and Lee University - Department of Business Administration
Date Posted: May 08, 2004
Working Paper Series
3896 downloads
Information Diffusion, Transaction Costs, and the Performance of Technical Trading Rules in the Emerging Stock Markets of China
EFMA 2004 Basel Meetings Paper
Steven Shuye Wang and
Wei Li
Hong Kong Polytechnic University - School of Accounting and Finance
and
Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: May 07, 2004
Working Paper Series
416 downloads
A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital
Leonard J. Mirman ,
Olivier F. Morand
and
Kevin Reffett
University of Virginia (UVA) - Department of Economics
,
University of Connecticut - Department of Economics
and
Arizona State University - Department of Economics
Date Posted: May 06, 2004
Working Paper Series
71 downloads
Real Options and the Universal Bad News Principle
Svetlana Boyarchenko and
Sergei Levendorskii
University of Texas at Austin - Department of Economics
and
University of Leicester - Department of Mathematics
Date Posted: May 04, 2004
Working Paper Series
179 downloads
Neighborhood Complexes and Generating Functions for Affine Semigroups
Cowles Foundation Discussion Paper No. 1458
Herbert E. Scarf and
Kevin M. Woods
Yale University - Department of Economics, Cowles Foundation
and
Department of Mathematics - University of Michigan
Date Posted: April 30, 2004
Working Paper Series
37 downloads
Decomposition Patterns in Problem Solving
CEEL Working Paper No. 3-03
Massimo Egidi
Luiss Guido Carli University
Date Posted: April 28, 2004
Working Paper Series
149 downloads
Efficient Allocations with Moral Hazard and Hidden Borrowing and Lending
Duke Economics Working Paper No. 04-05
Árpád J. Ábrahám
European University Institute
Date Posted: April 19, 2004
Working Paper Series
104 downloads
Higher Order Asymptotic Optimal Policies for Partial Equilibrium Economies
Roberto G. Ferretti
and
Fabio Trojani
Università della Svizzera italiana - Institute of Finance
and
Swiss Finance Institute
Date Posted: April 12, 2004
Working Paper Series
69 downloads
Robustness and Ambiguity Aversion in General Equilibrium
Fabio Trojani
and
Paolo Vanini
Swiss Finance Institute
and
Zurich Cantonal Bank
Date Posted: April 05, 2004
Working Paper Series
393 downloads
Universal Bad News Principle and Pricing of Options on Dividend-Paying Assets
Svetlana Boyarchenko and
Sergei Levendorskii
University of Texas at Austin - Department of Economics
and
University of Leicester - Department of Mathematics
Date Posted: March 19, 2004
Working Paper Series
123 downloads
Biodiversity and Economic Growth: Stabilization versus Preservation of the Ecological Dynamics
FEEM Working Paper No. 18.2004
Angelo Antoci ,
Simone Borghesi and
Paolo Russu
University of Sassari
,
University of Siena - Dept. Government, Law and Economics
and
Università degli Studi di Sassari
Date Posted: March 12, 2004
Working Paper Series
144 downloads
Applying Operations Research Techniques to Planning of Train Shunting
ERIM Report Series Reference No. ERS-2003-094-LIS
R.M. Lentink ,
Pieter-Jan Fioole
,
L. G. Kroon and
Cor van's Woudt
Erasmus University Rotterdam (EUR) - Erasmus Center for Optimization in Public Transport (ECOPT)
,
NS Reizigers - Department of Logistics
,
Erasmus University Rotterdam (EUR) - Department of Decision and Information Sciences
and
NS Reizigers - Department of Logistics
Date Posted: March 09, 2004
Working Paper Series
227 downloads
Practical Guide to Real Options in Discrete Time
Svetlana Boyarchenko and
Sergei Levendorskii
University of Texas at Austin - Department of Economics
and
University of Leicester - Department of Mathematics
Date Posted: March 06, 2004
Working Paper Series
621 downloads
Perpetual Put-Like and Call-Like American Options under Levy Processes, and Incremental Capital Expansion
Svetlana Boyarchenko and
Sergei Levendorskii
University of Texas at Austin - Department of Economics
and
University of Leicester - Department of Mathematics
Date Posted: March 06, 2004
Working Paper Series
173 downloads
On the Aggregation of Firm-Wide Market and Credit Risks
ISMA Centre Discussion Paper No. DP2003-13
Carol Alexander and
Jacques Pezier
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: February 26, 2004
Working Paper Series
594 downloads
Accelerate Your Socio-economic Development: An Eccentric Bi-Circular Model and Solution
Monthly Journal of the Sharjah Chamber of Commerce & Industry, pp. 36-38, April 2000; pp. 44-48, May 2000; pp. 43-44, June 2000; pp. 42-44, July 2000
Viswanatha Sankara Rama Subramaniam
Intellectual Consultants
Date Posted: February 23, 2004
Accepted Paper Series
121 downloads
On the Recursive Saddle Point Method
IGIER Working Paper No. 255
Matthias Messner
Bocconi University - Department of Economics
Date Posted: February 22, 2004
Working Paper Series
97 downloads
Irreversible Investment Under Interest Rate Variability: New Results
Bank of Finland Discussion Paper No. 29/2003
Luis Hernan Radomiro Alvarez and
Erkki Koskela
Turku School of Economics
and
University of Helsinki - Department of Political and Economic Studies
Date Posted: February 19, 2004
Working Paper Series
118 downloads
A Life-Cycle Model of Outmigration and Economic Assimilation of Immigrants in Germany
IZA Discussion Paper No. 1012
Charles Bellemare
Laval University - Département d'Économique
Date Posted: February 17, 2004
Working Paper Series
42 downloads
The Liquidity Discount
Mathematical Finance, Vol. 11, No. 4, pp. 447-474, October 2001
Ajay Subramanian and
Robert A. Jarrow
Georgia State University
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: February 16, 2004
Last Revised: March 31, 2009
Accepted Paper Series
675 downloads
Implementing Optimal Control in Cointegrated I(1) Structural VAR Models
ECB Working Paper No. 288
Francesca V. Monti
European Central Bank
Date Posted: January 26, 2004
Working Paper Series
117 downloads
A General Multivariate Threshold GARCH Model for Dynamic Correlations
NCCR FINRISK Working Paper
Francesco Audrino
and
Fabio Trojani
University of St. Gallen
and
Swiss Finance Institute
Date Posted: January 21, 2004
Working Paper Series
539 downloads
Conditional Value at Risk Optimization of a Credit Bond Portfolio, A Practical Analysis
Albert Mentink
AEGON Group - AEGON Asset Management
Date Posted: January 20, 2004
Working Paper Series
928 downloads
Optimal Environmental Protection and Environmental Kuznets Curve
Vladimir Kühl Teles
and
Ronaldo Arraes
Sao Paulo School of Economics
and
Federal University of Ceara - Department of Applied Economics
Date Posted: January 20, 2004
Working Paper Series
157 downloads
Optimal Arbitrage Trading
Michael Boguslavsky
and
Elena Boguslavskaya
ABN-Amro Bank - Global Equity Derivatives
and
University of Amsterdam
Date Posted: January 13, 2004
Working Paper Series
1053 downloads
Analyzing the Production Changes or the Turkish Banking System
Ali Argun Karacabey and
Bader H. Arslan
Ankara University
and
Ankara University - Faculty of Political Sciences
Date Posted: January 13, 2004
Working Paper Series
123 downloads
Sovereign Debt Contract and Optimal Consumption-Investment Strategies
FAME Research Paper No. 104
Andriy Demchuk
International Center FAME
Date Posted: January 13, 2004
Working Paper Series
76 downloads
Environmental Policy Options in the Multi-regimes Framework
University of Siena Economics Working Paper No. 389
Salvatore Bimonte and
Lionello F. Punzo
University of Siena - Department of Economics
and
University of Siena - Department of Economics
Date Posted: January 09, 2004
Working Paper Series
71 downloads
Location of Multiple Server Common Service Centers or Public Facilities for Minimizing General Congestion and Travel Cost Functions
UPF Economics and Business Working Paper No. 658
Vladimir Marianov and
Daniel Serra
Pontificia Universidad Catolica de Chile
and
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: January 05, 2004
Working Paper Series
74 downloads
Portfolio Optimization with Concave Transaction Costs
FAME Working Paper No. 103
Andriy Demchuk
International Center FAME
Date Posted: December 28, 2003
Working Paper Series
266 downloads
Ultrametricity in Fund of Funds Diversification
Physica A, 2003
Gabriele Susinno and
Maria-Augusta Miceli
Unigestion SA
and
University of Rome "Sapienza"
Date Posted: December 20, 2003
Accepted Paper Series
An Empirical Model of Advertising Dynamics
Jean-Pierre H. Dube
,
Guenter J. Hitsch and
Puneet Manchanda
University of Chicago - Booth School of Business
,
University of Chicago - Booth School of Business
and
University of Michigan - Ross School of Business
Date Posted: December 18, 2003
Working Paper Series
841 downloads
Competitive Advertising Under Uncertainty: A Stochastic Differential Game Approach
Journal of Optimization Theory and Applications, Vol. 123, No. 1, pp. 163-185, October 2004
Ashutosh Prasad
and
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: December 09, 2003
Last Revised: May 13, 2009
Working Paper Series
357 downloads
Market Incompleteness and Super Value Additivity: Implications for Securitization
EFA 2004 Maastricht Meetings Paper No. 2714
Vishal Gaur
,
Sridhar Seshadri
and
Marti G. Subrahmanyam
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
University of Texas at Austin - Red McCombs School of Business
and
New York University - Stern School of Business
Date Posted: December 07, 2003
Working Paper Series
465 downloads
An Analysis of VaR-based Capital Requirements
AFA 2004 San Diego Meetings
Hong Liu and
Domenico Cuoco
Washington University in St. Louis - Olin Business School
and
University of Pennsylvania - Finance Department
Date Posted: December 02, 2003
Working Paper Series
414 downloads
Portfolio Selection with Return Predictability and Periodically Observable Predictive Variables
AFA 2004 San Diego Meetings
Hong Liu and
Lixin Huang
Washington University in St. Louis - Olin Business School
and
Georgia State University
Date Posted: November 29, 2003
Working Paper Series
212 downloads
What does Monetary Policy Reveal about a Central Bank's Preferences?
Economic Notes, Vol. 32, pp. 335-359, November 2003
Efrem Castelnuovo and
Paolo Surico
University of Padua - Department of Economics
and
London Business School - Department of Economics
Date Posted: November 26, 2003
Accepted Paper Series
22 downloads
Equilibrium Forward Contracts on Nonstorable Commodities in the Presence of Market Power
Hong Liu and
Lingxiu Dong
Washington University in St. Louis - Olin Business School
and
Washington University in Saint Louis - John M. Olin Business School
Date Posted: November 22, 2003
Working Paper Series
335 downloads
The Evolving Relationship between Gold and Silver 1978-2003: Evidence from Dynamic Cointegration Analysis
Brian M. Lucey and
Edel Tully
Trinity College, Dublin - School of Business
and
University of Dublin - School of Business Studies
Date Posted: November 20, 2003
Working Paper Series
513 downloads
The Global Characterization of the Optimal Dynamics in the Uzawa-Lucas Model
U of Cagliari, Economics Working Paper No. 23
Paolo Mattana
Universita di Cagliari - Department of Economics
Date Posted: November 19, 2003
Working Paper Series
79 downloads
A Recoverable Production Planning Model
UPF Economics and Business Working Paper No. 636
Helena Ramalhinho Dias Lourenço and
Juan P. Soto
Universitat Pompeu
and
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: November 13, 2003
Working Paper Series
276 downloads
Stochastic Optimal Control Modeling of Debt Crises
CESifo Working Paper Series No. 1043
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: November 10, 2003
Working Paper Series
373 downloads
The Distribution-Free Newsboy Problem with Resalable Returns
ERIM Report Series Reference No. ERS-2003-068-LIS
Julien Mostard
,
M. B. M. de Koster and
Ruud Teunter
Erasmus Research Institute of Management (ERIM)
,
Erasmus University Rotterdam (EUR) - Department of Management of Technology and Innovation
and
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: November 06, 2003
Working Paper Series
155 downloads
International Portfolio Formation, Skewness and the Role of Gold
Brian M. Lucey and
Edel Tully
Trinity College, Dublin - School of Business
and
University of Dublin - School of Business Studies
Date Posted: November 04, 2003
Working Paper Series
674 downloads
Global Supply Chain Networks and Risk Management
Anna Nagurney
,
José M. Cruz
and
June Dong
University of Massachusetts Amherst - Isenberg School of Management - Department of Finance & Operations Management
,
University of Massachusetts at Amherst
and
SUNY at Oswego - Management and Marketing
Date Posted: October 27, 2003
Working Paper Series
1328 downloads
Friction and the Multiplicity of Equilibria
Larry S. Karp and
Thierry Paul
University of California, Berkeley
and
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM)
Date Posted: October 22, 2003
Working Paper Series
31 downloads
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