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Abstracts: 581,085
Full Text Papers: 481,802
Authors: 269,080
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63,416

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Last 12 months: 10,266,896
Last 30 days: 948,565

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SSRN eLibrary Search Results
JEL Code: C00
283,225 Total downloads
Showing Papers 21 - 70 of 613
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Incl. Electronic Paper Path-Dependent Multicurrency Interest Rate Derivatives
Meifang Chu
Imperial College London
Date Posted: December 09, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Ants, Traders, and Fat Tails: An Application of the Kirman (1993) Model
Kazuo Sano
Fukui Prefectural University
Date Posted: December 08, 2014
Last Revised: December 16, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Valuation of Barrier Options Using Sequential Monte Carlo
Pavel V. Shevchenko and Pierre Del Moral
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and INRIA Bordeaux-Sud Ouest
Date Posted: November 24, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper A 'Toy' Model for Operational Risk Quantification Using Credibility Theory
The Journal of Operational Risk 2(1), pp. 3-19, 2007
Hans BuŸhlmann , Pavel V. Shevchenko and Mario V. Wuthrich
ETH Zurich - Department of Mathmatics , Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and RiskLab, ETH Zurich
Date Posted: November 24, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Quantification of Operational Risk Using Internal Data, Relevant External Data and Expert Opinion
The Journal of Operational Risk 2(3), pp.3-27, 2007.
Dominik D Lambrigger , Pavel V. Shevchenko and Mario V. Wuthrich
ETH Zurich , Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and RiskLab, ETH Zurich
Date Posted: November 24, 2014
Accepted Paper Series
6 downloads

Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models
ASTIN Bulletin 39(1), pp.1-33, 2009
Gareth William Peters , Pavel V. Shevchenko and Mario V. Wuthrich
University College London - Department of Statistical Science , Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and RiskLab, ETH Zurich
Date Posted: November 23, 2014
Accepted Paper Series

Incl. Electronic Paper Dynamic Operational Risk: Modeling Dependence and Combining Different Sources of Information
The Journal of Operational Risk 4(2), pp. 69-104, 2009
Gareth William Peters , Pavel V. Shevchenko and Mario V. Wuthrich
University College London - Department of Statistical Science , Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and RiskLab, ETH Zurich
Date Posted: November 23, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Optimal Maintenance Scheduling of Local Public Purpose Buildings
NHH Dept. of Business and Management Science Discussion Paper No. 2014/36
Arnt Hopland and Sturla Kvamsdal
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH)
Date Posted: November 20, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Becoming Applied: The Transformation of Economics after 1970
The Center for the History of Political Economy Working Paper Series No. 2014-15
Roger Backhouse and Beatrice Cherrier
University of Birmingham - Department of Economics and Centre de Recherche en Économie et Management (CREM)
Date Posted: November 19, 2014
Working Paper Series
58 downloads

Incl. Electronic Paper Do Audits Matter?: A Speculative Theory of the Relation between Tax Enforcement and Underreporting
J. T. Manhire
Treasury Executive Institute - U.S. Department of the Treasury
Date Posted: November 19, 2014
Last Revised: December 17, 2014
Working Paper Series
74 downloads

Incl. Electronic Paper A Case Study of Using Refined Epidemic SIR Model to Analyse Bad Takeover and the Distributions of Well-Performed, Bad-Performed and Bankrupt Companies
Zhenhuan Ren
University of Leicester
Date Posted: October 24, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Research and Development Expenditures, Stock Returns and Sales Growth of Biopharmaceutical Firms (Затраты на Научно-Исследовательскую Деятельность, Доходность Акций и Рост Продаж Биофармацевтических Компаний)
Financial Analytics: Science and Experience 33 (219)
Evgeny Ilyukhin
Ulyanovsk State Technical University - The Institute of Aviation Technology and Management
Date Posted: October 21, 2014
Accepted Paper Series
12 downloads

Incl. Electronic Paper Speculative Dynamical Systems: How Technical Trading Rules Determine Price Dynamics
Li-Xin Wang
Xian Jiaotong University, Department of Automation Science and Technology
Date Posted: October 13, 2014
Working Paper Series
78 downloads

Incl. Electronic Paper A Statistical Diagnosis of Customer Risk-Ratings in Anti-Money Laundering Surveillance
Statistics and Public Policy, Forthcoming
Bhojnarine R. Rambharat and Andrew John Tschirhart
Office of the Comptroller of the Currency and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Date Posted: October 09, 2014
Accepted Paper Series
24 downloads

Incl. Electronic Paper The Emergence of Hyper-Altruistic Behaviour in Conflictual Situations
Valerio Capraro
University of Southampton
Date Posted: October 07, 2014
Last Revised: November 20, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper Short-Term Risk and Adapting Covariance Models to Current Market Conditions
Anish R. Shah
Independent
Date Posted: September 26, 2014
Last Revised: November 04, 2014
Working Paper Series
126 downloads

Incl. Electronic Paper A Note on Portfolio Compression for Plain Vanilla Interest Rate Swaps
Monika Marquart
Microstep AG
Date Posted: September 21, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Correlation, Where are You? Where are We? Update on Correlation Modeling
Christian Kamtchueng
Barclays Capital
Date Posted: September 13, 2014
Working Paper Series
39 downloads

Assessing the Asymmetric Effects on Branch Rivalry of Spanish Financial Sector Restructuring
Advances in Data Analysis and Classification - DOI: 10.1007/s11634-014-0186-2 (Forthcoming)
Martí Sagarra , Frank M.T.A. Busing , Cecilio Mar Molinero and Josep Rialp
Autonomous University of Barcelona - Department of Business Economics , Leiden University , University of Kent, Canterbury and Autonomous University of Barcelona - Department of Business Administration
Date Posted: September 12, 2014
Last Revised: October 19, 2014
Accepted Paper Series

A Note on Almost Stochastic Dominance and Generalized Almost Stochastic Dominance
Xu Guo , Wing-Keung Wong and Lixing Zhu
Hong Kong Baptist University (HKBU) - Department of Mathematics , Hong Kong Baptist University (HKBU) and Hong Kong Baptist University (HKBU) - Department of Mathematics
Date Posted: September 11, 2014
Last Revised: December 16, 2014
Working Paper Series

Incl. Electronic Paper Front Matter for: Ekonometria. Econometrics
Dziechciarz J. [2011] ed. Ekonometria. Econometrics; vol. 31; UE Wrocław,
Jozef Zbigniew Dziechciarz
Wroclaw University of Economics, Department of Econometrics
Date Posted: September 10, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Front Matter for: Ekonometria. Econometrics
Dziechciarz J. [2011] ed. Ekonometria. Econometrics; vol. 32; UE Wrocław,
Jozef Zbigniew Dziechciarz
Wroclaw University of Economics, Department of Econometrics
Date Posted: September 10, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Incomplete Market and Information Relevance Response to the No Believer on Self Finance Replication Strategy
Christian Kamtchueng
Barclays Capital
Date Posted: September 09, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper Rogue Trading or Directional Hedging? Information Relevance Theory
Christian Kamtchueng
Barclays Capital
Date Posted: September 09, 2014
Working Paper Series
45 downloads

Incl. Electronic Paper Using Dual Beta Distributions to Create 'Proper' ROC Curves Based on Rating Category Data
Douglas Mossman and Hongying Peng
University of Cincinnati College of Medicine and University of Cincinnati - College of Medicine
Date Posted: September 02, 2014
Last Revised: October 27, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Bitcoin Myths and Facts
Campbell R. Harvey
Duke University - Fuqua School of Business
Date Posted: August 16, 2014
Last Revised: November 02, 2014
Working Paper Series
542 downloads

Incl. Electronic Paper Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA
FEDS Working Paper 2014-54
Lisa R. Goldberg
University of California, Berkeley
Date Posted: August 13, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor
Mathieu Steve Dubois and Luitgard A. M. Veraart
London School of Economics & Political Science (LSE) and London School of Economics & Political Science (LSE)
Date Posted: August 06, 2014
Working Paper Series
50 downloads

Incl. Electronic Paper Option Pricing in a Discrete Time Model for the Limit Order Book
Clarence Simard and Bruno Remillard
University of Montreal - Department of Mathematics and Statistics and HEC Montreal
Date Posted: August 06, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Optimal Portfolio and Consumption in Anticipative Electricity Futures Markets
Markus Hess
Independent
Date Posted: August 05, 2014
Last Revised: September 07, 2014
Working Paper Series
35 downloads

Incl. Electronic Paper Further to Asset Price Trend Theory: Decision Making, Optimization, Fears and Aspirations, and Notions of Market Efficiency
Robert Dubois
Trend Modus Capital Management LLC
Date Posted: August 01, 2014
Last Revised: August 09, 2014
Working Paper Series
89 downloads

Incl. Electronic Paper Spectral Goodness of Fit for Network Models
Boston U. School of Management Research Paper No. 2471270
Jesse Shore and Benjamin Lubin
Boston University - Department of Information Systems and Boston University - School of Management
Date Posted: July 26, 2014
Working Paper Series
41 downloads

Incl. Electronic Paper Design-Based Estimators for Snowball Sampling
Termeh Shafie
University of Konstanz
Date Posted: July 25, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Zero Yield and Asset Swap Spreads
Peter Caspers
Independent
Date Posted: July 15, 2014
Working Paper Series
74 downloads

Incl. Electronic Paper FVA, The Fake Debate: Why Are They Still Debating?
Christian Kamtchueng
Barclays Capital
Date Posted: July 11, 2014
Last Revised: September 03, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Pitching Research
Robert W. Faff
University of Queensland
Date Posted: July 04, 2014
Last Revised: December 11, 2014
Working Paper Series
1971 downloads

Incl. Electronic Paper Momentum, Markowitz, and Smart Beta: A Tactical, Analytical and Practical Look at Modern Portfolio Theory
Wouter J. Keller
Flex Capital BV
Date Posted: June 14, 2014
Working Paper Series
467 downloads

Incl. Electronic Paper CVA for Pricing – Comparison of CEM, SA-CCR and Advanced Approach
Monika Marquart
Microstep AG
Date Posted: June 03, 2014
Last Revised: September 20, 2014
Working Paper Series
105 downloads

Incl. Electronic Paper Cryptofinance
Campbell R. Harvey
Duke University - Fuqua School of Business
Date Posted: May 19, 2014
Last Revised: November 02, 2014
Working Paper Series
567 downloads

Incl. Electronic Paper General Model for Limit Order Books and Market Orders
Clarence Simard
University of Montreal - Department of Mathematics and Statistics
Date Posted: May 11, 2014
Last Revised: August 05, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper Hybrid Equity-Interest Rate Model with Stochastic Interest Rate and Volatility
Moez Mrad and Racem Triki Sr.
Crédit Agricole Corporate and Investment Bank and Crédit Agricole Corporate and Investment Bank
Date Posted: May 10, 2014
Working Paper Series
35 downloads

Incl. Electronic Paper A Comparison of Six Overall Evaluation Rating Scales
Friedman, H. H. and Friedman, E. M. (1997). A comparison of six overall evaluation rating scales. Journal of International Marketing and Marketing Research, 22(3), 129-138.
Hershey H. Friedman and Esther M. Friedman
Brooklyn College - Department of Finance and Business Management and CUNY Brooklyn College
Date Posted: May 05, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper On the Evaluation of Finite-Time Ruin Probabilities in a Dependent Risk Model
Dimitrina S. Dimitrova , Vladimir K. Kaishev and Shouqi Zhao
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Date Posted: May 04, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Trade Maximization Principle: Market Processes, Supply and Demand Laws, and Equilibrium States
Anatoly Kondratenko
Independent
Date Posted: May 01, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper An Intermarket Approach to Tactical Risk Rotation: Using the Signaling Power of Treasuries to Generate Alpha and Enhance Asset Allocation
2014 Wagner Award, 3rd Place
Michael A. Gayed and Charles V. Bilello
Pension Partners, LLC and Pension Partners, LLC
Date Posted: May 01, 2014
Working Paper Series
3333 downloads

Incl. Electronic Paper Know Your System! – Turning Data Mining from Bias to Benefit Through System Parameter Permutation
2014 NAAIM Wagner Award Winner
Dave Walton
StatisTrade
Date Posted: April 30, 2014
Working Paper Series
463 downloads

Incl. Electronic Paper A Network Approach to Portfolio Selection
Gustavo Peralta and Abalfazl Zareei
CNMV and Universidad Carlos III de Madrid
Date Posted: April 29, 2014
Last Revised: December 06, 2014
Working Paper Series
78 downloads

Incl. Electronic Paper Modeling Time to Default on a Personal Loan Portfolio in Presence of Disproportionate Hazard Rates
Journal of Statistics Applications & Probability, An International Journal. J. Stat. Appl. Pro. 3, No. 3, 1-11 (2014)
Francisco Louzada , Vicente Garibay Cancho , Mauro R Oliveira and Yiqi Bao
University of Sao Paulo (USP) , University of Sao Paulo (USP) , Federal University of Sao Carlos and Universidade Federal de São Carlos (UFScar)
Date Posted: April 28, 2014
Last Revised: October 02, 2014
Accepted Paper Series
47 downloads

Incl. Electronic Paper Multiple Biases in Rating Scale Construction
Friedman, H. H. and Amoo, T. (1999). "Multiple Biases in Rating Scale Construction," Journal of International Marketing and Marketing Research, Vol. 24, October 1999, 115-126.
Hershey H. Friedman and Taiwo Amoo
Brooklyn College - Department of Finance and Business Management and City University of New York (CUNY) - Department of Finance and Business Management
Date Posted: April 28, 2014
Accepted Paper Series
15 downloads

Incl. Electronic Paper Label or Position: Which Has the Greater Impact on Subjects’ Responses to a Rating Scale?
Journal of International Marketing and Marketing Research, 28(2), 2003, 77-81
Hershey H. Friedman , Dvora Cohen and Taiwo Amoo
Brooklyn College - Department of Finance and Business Management , City University of New York (CUNY) - Brooklyn College and City University of New York (CUNY) - Department of Finance and Business Management
Date Posted: April 27, 2014
Accepted Paper Series
15 downloads


 

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