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JEL Code: C61
366,987 Total downloads
Showing Papers 21 - 70 of 2,266
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Time-Cost Project Management with Solver
Contemporary Issues in Business, Management and Education, 2012
Helena Gaspars-Wieloch
Poznan University of Economics
Date Posted: April 28, 2013
Accepted Paper Series
3 downloads
Software Upgrades Under Monopoly
CERGE-EI Working Paper Series No. 478
Jiri Strelicky
and
Kresimir Zigic
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
and
Center For Econ Research & Grad Education, and Econ Institute, Prague (CERGE-EI)
Date Posted: April 28, 2013
Working Paper Series
4 downloads
Measuring Bank Branch Performance Using Data Envelopment Analysis (DEA): The Case of Turkish Bank Branches
African Journal of Business Management, 5(3), 889–901. DOI: 10.5897/AJBM10.584 ,
Mehmet Hasan Eken
and
Süleyman Kale
Istanbul Commerce University
and
Ziraat Bank
Date Posted: April 26, 2013
Accepted Paper Series
20 downloads
Monte Carlo Pricing with Local Volatility Grids
Damian Abasto
,
Bernhard Hientzsch
and
Mark P. Kust
Independent
,
Independent
and
Independent
Date Posted: April 18, 2013
Last Revised: April 28, 2013
Working Paper Series
37 downloads
Estimation of Beauty Contest Auctions
Hema Yoganarasimhan
University of California, Davis - Graduate School of Management
Date Posted: April 14, 2013
Working Paper Series
9 downloads
Close-Out Risk Evaluation (CORE): A New Risk Management Approach for Central Counterparties
Marco Avellaneda and
Rama Cont
New York University (NYU) - Courant Institute of Mathematical Sciences
and
Imperial College London
Date Posted: April 11, 2013
Last Revised: May 13, 2013
Working Paper Series
Optimal Dividend Policy with Random Interest Rates
Swiss Finance Institute Research Paper No. 13-14
Erdinc Akyildirim
,
Ethem Güney
,
Jean-Charles Rochet and
Halil Mete Soner
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
,
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
,
University of Toulouse I - Institut d'Economie Industrielle (IDEI)
and
ETH Zürich
Date Posted: April 09, 2013
Working Paper Series
78 downloads
A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations
Cody Blaine Hyndman
and
Polynice Oyono Ngou
Concordia University, Quebec - Department of Mathematics and Statistics
and
Concordia University, Quebec - Department of Mathematics & Statistics
Date Posted: April 09, 2013
Working Paper Series
15 downloads
An Efficient Decomposition of the Expectation of the Maximum with Normally Distributed Errors
Jonathan Eggleston
University of Virginia (UVA) - Department of Economics
Date Posted: April 07, 2013
Working Paper Series
4 downloads
Single Crossing Property
Maria-Augusta Miceli
University of Rome "Sapienza"
Date Posted: April 06, 2013
Last Revised: April 09, 2013
Working Paper Series
44 downloads
Optimizing the Conditional Value-at-Risk in Revenue Management
Jochen Goensch
and
Michael Hassler
University of Augsburg - Department of Analytics & Optimization
and
University of Augsburg
Date Posted: April 06, 2013
Working Paper Series
22 downloads
Cooperative Economic Growth
Economic Modelling, 33, 407–415,
Darong Dai
Nanjing University - Department of Economics
Date Posted: April 06, 2013
Last Revised: May 19, 2013
Accepted Paper Series
27 downloads
Cap-and-Trade Climate Policy, Free Allowances, and Price-Regulated Firms
CER-ETH – Center of Economic Research at ETH Zurich Working Paper No. 13/178,
Bruno Lanz
and
Sebastian Rausch
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
and
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich
Date Posted: April 06, 2013
Working Paper Series
14 downloads
Dividend Optimization for a Regime-Switching Diffusion Model with Restricted Dividend Rates
Jinxia Zhu
Risk and Actuarial Studies, Australian School of Business, The Univeristy of New South Wales
Date Posted: April 04, 2013
Working Paper Series
9 downloads
Dividend Optimization under Reserve Constraints for the Cramér-Lundberg Model Compounded by Force of Interest
Jinxia Zhu
and
Feng Chen
Risk and Actuarial Studies, Australian School of Business, The Univeristy of New South Wales
and
University of New South Wales (UNSW) - The University of New South Wales
Date Posted: April 04, 2013
Working Paper Series
9 downloads
Singular Optimal Dividend Control for the Regime-Switching Cramér-Lundberg Model with Credit and Debit Interest
Jinxia Zhu
Risk and Actuarial Studies, Australian School of Business, The Univeristy of New South Wales
Date Posted: April 03, 2013
Working Paper Series
6 downloads
Continuous Time Mean-Variance Optimal Portfolio Allocation Under Jump Diffusion: An Numerical Impulse Control Approach
Duy Minh Dang and
Peter A. Forsyth
University of Waterloo, David R. Cheriton School of Computer Science
and
University of Waterloo - Cheriton School of Computer Science
Date Posted: April 03, 2013
Working Paper Series
33 downloads
Dividend Optimization for Regime Switching General Diffusions
Jinxia Zhu
and
Feng Chen
Risk and Actuarial Studies, Australian School of Business, The Univeristy of New South Wales
and
University of New South Wales (UNSW)
Date Posted: April 03, 2013
Working Paper Series
8 downloads
Economic Reforms and Total Factor Productivity Growth of Indian Manufacturing: An Inter-State Analysis
Arnab K. Deb
and
Subhash C. Ray
International Management Institute (IMI)
and
University of Connecticut - Department of Economics
Date Posted: April 03, 2013
Working Paper Series
Using Nonlinear Model Predictive Control for Dynamic Decision Problems In Economics
Lars Grüne ,
Willi Semmler Sr. and
Marleen Stieler
University of Bayreuth - Mathematical Institute
,
The New School - Department of Economics
and
University of Bayreuth - Mathematical Institute
Date Posted: April 03, 2013
Working Paper Series
42 downloads
Stock Price Informativeness and Output Growth: Some Evidence from Emerging Economies
Fang-Chin Cheng ,
Ferdinand A. Gul and
Bin Srinidhi
University of New South Wales
,
Monash University
and
University of Texas at Arlington - Department of Accounting
Date Posted: April 02, 2013
Working Paper Series
23 downloads
Worst-Case Copulas, Mass Transportation and Wrong-Way Risk in Counterparty Credit Risk Management
Amir Memartoluie
,
David Saunders
and
Tony S. Wirjanto
Independent
,
Independent
and
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Working Paper Series
Reset Options on South African Equities
Antonie Kotze
Financial Chaos Theory
Date Posted: March 29, 2013
Last Revised: April 16, 2013
Working Paper Series
5 downloads
Comparing Futures and Forwards for Managing Currency Exposures in a South African Context
Antonie Kotze
Financial Chaos Theory
Date Posted: March 29, 2013
Working Paper Series
6 downloads
Calibration of a Nonlinear Feedback Option Pricing Model
Quantitative Finance, Vol. 7(1), 2007, pp. 95-110
Simona Sanfelici
University of Parma - Facoltà di Economia
Date Posted: March 29, 2013
Last Revised: April 02, 2013
Accepted Paper Series
3 downloads
Functional of the Diffusion Path of a Two-State Markov-Chain Model for Option Pricing
James Redekop
and
Tony S. Wirjanto
Independent
and
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 27, 2013
Working Paper Series
9 downloads
The Role of Natural Gas in a Low-Carbon Europe: Infrastructure and Regional Supply Security in the Global Gas Model
DIW Berlin Discussion Paper No. 1273
Franziska Holz
,
Philipp M. Richter
and
Ruud Egging
German Institute for Economic Research (DIW Berlin)
,
German Institute for Economic Research (DIW Berlin)
and
SINTEF Technology and Society
Date Posted: March 27, 2013
Working Paper Series
8 downloads
Inventory and Shipment Policies for the Online Movie DVD Rental Industry
Kyung Sung Jung
,
Casey Chung
,
Shun Chen Niu
and
Chelliah Sriskandarajah
University of Texas at Dallas - Naveen Jindal School of Management
,
Independent
,
University of Texas at Dallas - Department of Information Systems & Operations Management
and
Texas A&M University
Date Posted: March 27, 2013
Working Paper Series
Adjustable Robust Parameter Design with Unknown Distributions
CentER Discussion Paper Series No. 2013-022
Ihsan Yanikoglu
,
Dick den Hertog and
Jack P. C. Kleijnen
Tilburg University - Department of Econometrics & Operations Research
,
Tilburg University - Department of Econometrics & Operations Research
and
Tilburg University, CentER
Date Posted: March 26, 2013
Working Paper Series
7 downloads
Application of Genetic Algorithms to Quantitative Asset Allocation Models
Andrew Phillip
,
Nader Naeimi
and
John R. Evans
AMP Capital
,
AMP Capital
and
Australian School of Business at UNSW
Date Posted: March 26, 2013
Last Revised: March 28, 2013
Working Paper Series
139 downloads
A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives
Duy Minh Dang ,
Christina Christara
and
Kenneth R. Jackson
University of Waterloo, David R. Cheriton School of Computer Science
,
University of Toronto - Department of Computer Science
and
University of Toronto - Department of Computer Science
Date Posted: March 23, 2013
Last Revised: April 28, 2013
Working Paper Series
35 downloads
Evaluating the Efficiency of Turkish Banks: A Risk and Profitability Approach
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 6, Issue 1, pp. 53-68, 2013
Mehmet Hasan Eken
and
Süleyman Kale
Istanbul Commerce University
and
Ziraat Bankasi
Date Posted: March 21, 2013
Last Revised: April 03, 2013
Accepted Paper Series
18 downloads
The Ifo Investment Database
CESifo Working Paper Series No. 4154
Thomas Strobel
,
Stefan Sauer Sr.
and
Klaus Wohlrabe
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research
,
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research
and
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research
Date Posted: March 20, 2013
Working Paper Series
20 downloads
Modeling and Analysis of Renewable Energy Obligations and Technology Bandings in the UK Electricity Market
CentER Discussion Paper Series No. 2013-016
Gul Gurkan
and
Romeo Langestraat
Tilburg University - Center for Economic Research (CentER)
and
CentER, Tilburg University
Date Posted: March 20, 2013
Working Paper Series
8 downloads
Introducing CO2 Allowances, Higher Prices for All Consumers; Higher Revenues for Whom?
CentER Discussion Paper Series No. 2013-015
Gül Gürkan
,
Romeo Langestraat
and
Ozge Ozdemir
CentER, Tilburg University
,
CentER, Tilburg University
and
Energy Research Centre of the Netherlands (ECN)
Date Posted: March 19, 2013
Working Paper Series
5 downloads
Risk Adjustments of Option Prices under Time-Changed Dynamics
Elisa Nicolato
and
David Sloth
University of Aarhus - Business and Social Sciences
and
Graduate School of Business, Aarhus University
Date Posted: March 11, 2013
Last Revised: May 11, 2013
Working Paper Series
40 downloads
The Impact of an Increase in the Legal Retirement Age on the Effective Retirement Age
KU Leuven Center for Economic Studies Discussion Paper No. DPS13.03
Noelia Bernal
and
Frederic Vermeulen
CentER, Tilburg University
and
Tilburg University - CentER
Date Posted: March 11, 2013
Working Paper Series
9 downloads
Measurement of Environmentally Sensitive Productivity Growth in Korean Industries
IZA Discussion Paper No. 7235
Yeimin Chung and
Almas Heshmati
Korea University
and
Sogang University
Date Posted: March 09, 2013
Working Paper Series
1 downloads
A Limit Theorem for Markov Decision Processes
Institute of Mathematical Economics Working Paper No. 475
Mathias Staudigl
University of Bielefeld - Institute of Mathematical Economics (IMW)
Date Posted: March 08, 2013
Working Paper Series
5 downloads
Sticky Information Diffusion and the Inertial Behavior of Durable Consumption
Federal Reserve Bank of Kansas City Working Paper No. RWP 12-11
Yulei Luo ,
Jun Nie and
Eric R. Young
University of Hong Kong
,
Federal Reserve Bank of Kansas City
and
University of Virginia
Date Posted: March 08, 2013
Working Paper Series
13 downloads
Estimating GVAR Weight Matrices
ECB Working Paper No. 1523
Marco Gross
European Central Bank (ECB)
Date Posted: March 07, 2013
Working Paper Series
28 downloads
Optimal Oil Production and the World Supply of Oil
IMF Working Paper No. 12/294
Nikolay A. Aleksandrov
,
lajos Gyurko and
Raphael A. Espinoza
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
International Monetary Fund (IMF)
Date Posted: February 28, 2013
Working Paper Series
18 downloads
Optimal Initiation of a GLWB in a Variable Annuity: No Arbitrage Approach
Moshe A. Milevsky ,
Huang Huaxiong
and
Tom S. Salisbury
York University - Schulich School of Business
,
York University
and
York University
Date Posted: February 26, 2013
Working Paper Series
204 downloads
Impact Investing for Small, Place-Based Fiduciaries: The Research Study Initiated by the United Way of the Bay Area
Federal Reserve Bank of San Francisco Working Paper No. 2012-05
Lauryn Agnew
Seal Cove Financial
Date Posted: February 25, 2013
Working Paper Series
17 downloads
Optimizing Product Launches in the Presence of Strategic Consumers
Ilan Lobel
,
Jigar Patel
,
Gustavo Vulcano
and
Jiawei Zhang
New York University (NYU)
,
New York University (NYU) - Stern School of Business
,
New York University (NYU) - Department of Information, Operations, and Management Sciences
and
New York University (NYU) - Department of Information, Operations, and Management Sciences
Date Posted: February 23, 2013
Working Paper Series
13 downloads
Optimizing Environmental, Social and Governance Factors in Portfolio Construction: Analysis of Three ESG-Tilted Strategies
Zoltán Nagy
,
Douglas George Cogan
and
Dan Sinnreich
MSCI Inc.
,
MSCI Inc.
and
MSCI Inc.
Date Posted: February 21, 2013
Working Paper Series
48 downloads
A Spatial Competitive Analysis: The Carbon Leakage Effect on the Cement Industry Under the European Emissions Trading Scheme
Bank of Italy Temi di Discussione (Working Paper) No. 899
Elisabetta Allevi
,
Giorgia Oggioni
,
Rossana Riccardi
and
Marco Rocco
University of Brescia
,
University of Brescia
,
University of Brescia
and
Bank of Italy
Date Posted: February 21, 2013
Working Paper Series
15 downloads
An Easy Way to Teach First-Order Linear Differential and Difference Equations with a Constant Term and a Constant Coefficient
Tamara Peneva Todorova
American University in Bulgaria - Business and Economics Department
Date Posted: February 14, 2013
Working Paper Series
23 downloads
Forecasting of Stock Market Indices Using Artificial Neural Network
Shri Chimanbhai Patel Institutes, Ahmedabad Working Paper No. CPI/MBA/2013/0003
Jay Desai ,
Arti Trivedi and
Nisarg A. Joshi
Shri Chimanbhai Patel Institute of Management & Research
,
Shri Chimanbhai Patel Institute of Management & Research
and
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: February 10, 2013
Accepted Paper Series
104 downloads
Determinants of Precautionary Savings: Elasticity of Intertemporal Substitution vs. Risk Aversion
Arif Oduncu
Central Bank of Turkey
Date Posted: February 10, 2013
Working Paper Series
5 downloads
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