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Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
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Last 12 months: 11,179,664
Last 30 days: 1,087,336

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SSRN eLibrary Search Results
JEL Code: C1
1,880,050 Total downloads
Showing Papers 2,161 - 2,210 of 8,577
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Incl. Electronic Paper Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models
CERGE-EI Working Paper No. 189
Pavel Cizek
Humboldt University of Berlin - School of Business and Economics
Date Posted: July 22, 2002
Working Paper Series
134 downloads

Incl. Electronic Paper Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models
CERGE-EI Working Paper Series No. 189
Pavel Cizek
Berlin and Charles University - Center for Economic Research and Graduate Education
Date Posted: November 09, 2009
Working Paper Series
17 downloads

Incl. Electronic Paper Robust Estimation and Forecasting of the Capital Asset Pricing Model
Guorui Bian , Michael McAleer and Wing-Keung Wong
East China Normal University (ECNU) , Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Hong Kong Baptist University (HKBU)
Date Posted: August 11, 2010
Last Revised: November 17, 2010
Working Paper Series
145 downloads

Incl. Electronic Paper Robust Efficient Method of Moments
Fabio Trojani and Claudio Ortelli
Swiss Finance Institute and University of Lugano
Date Posted: October 16, 2002
Working Paper Series
368 downloads

Incl. Electronic Paper Robust Economic Implications of Nonlinear Pricing Kernels
AFA 2009 San Francisco Meetings Paper
Caio Almeida and René Garcia
Getulio Vargas Foundation and EDHEC Business School
Date Posted: March 25, 2008
Last Revised: January 21, 2011
Working Paper Series
284 downloads

Incl. Electronic Paper Robust Data-Driven Inference for Density-Weighted Average Derivatives
Matias D. Cattaneo , Richard K. Crump and Michael Jansson
University of Michigan at Ann Arbor - Department of Economics , Federal Reserve Banks - Federal Reserve Bank of New York and University of California, Berkeley - Department of Economics
Date Posted: October 02, 2009
Working Paper Series
5 downloads

Incl. Electronic Paper Robust Conditional Variance Estimation and Value-at-Risk
Richard D. F. Harris and Cherif Guermat
University of Exeter - Business School and Bristol Business School
Date Posted: February 01, 2001
Working Paper Series
730 downloads

Incl. Electronic Paper Robust Bayesian Allocation
Attilio Meucci
SYMMYS
Date Posted: April 03, 2005
Last Revised: May 14, 2011
Working Paper Series
2317 downloads

Incl. Electronic Paper Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models
CentER Discussion Paper Series No. 2007-12
Pavel Cizek
Tilburg University - Department of Econometrics & Operations Research
Date Posted: May 03, 2007
Working Paper Series
54 downloads

Incl. Electronic Paper ROA on Gold Mines in ZA
Indian Journal of Finance, 6 (3), Mar. 2012: 22-30
Tumellano Sebehela
Sebehela Inc
Date Posted: October 08, 2012
Accepted Paper Series
16 downloads

Incl. Electronic Paper Rivalry and Learning among Clustered and Isolated Firms
Cristina Boari , Guido Fioretti and Vincenza Odorici
University of Bologna - Department of Management , University of Bologna and University of Bologna - Department of Economics
Date Posted: June 16, 2008
Last Revised: May 10, 2011
Working Paper Series
121 downloads

Incl. Electronic Paper Rival Strategies of Validation: Tools for Evaluating Measures of Democracy
Comparative Political Studies 47 No. 2, January 2014, Forthcoming
Jason Seawright and David Collier
Northwestern University - Department of Political Science and University of California, Berkeley - Department of Political Science
Date Posted: July 28, 2012
Accepted Paper Series
49 downloads

Incl. Electronic Paper Risky Loss Distributions and Modeling the Loss Reserve Payout Tail

J. David Cummins , James McDonald and Craig B. Merrill
Temple University , Brigham Young University - Department of Economics and Brigham Young University - J. Willard and Alice S. Marriott School of Management
Date Posted: November 01, 2004
Working Paper Series
219 downloads

Incl. Electronic Paper Risk-Return Trade-Off in Dhaka Stock Exchange, Bangladesh: An Emerging Market Evidence
A. T. Mollik and Md. Khokan Bepari
Faculty of Business & Government, UC and Central Queensland University, School of Commerce and Law
Date Posted: August 26, 2011
Working Paper Series
52 downloads

Risk-Return Relationship and Effect of Diversification on Non-Market Risk: Application of Market Index Model in Indian Stock Market
Journal of Financial Management and Analysis, Vol. 19, No. 2, July-December 2006
Raj Dhankar and Rakesh Kumar
affiliation not provided to SSRN and University of Delhi
Date Posted: April 05, 2007
Accepted Paper Series

Incl. Electronic Paper Risk-Factor Portfolios and Financial Stability

Date Posted: November 11, 2009
Last Revised: March 12, 2010
Working Paper Series
222 downloads

Incl. Electronic Paper Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events
Alejandro Garcia-Canizares and Ramazan Gencay
Office of the Superintendent of Financial Institutions (OSFI) and Simon Fraser University
Date Posted: May 31, 2006
Working Paper Series
160 downloads

Incl. Electronic Paper Risk-Based Classification of Financial Instruments in the Finnish Statutory Pension Scheme TyEL
Bank of Finland Research Discussion Paper No. 9/2010
Antti J. Tanskanen , Petri Niininen and Kari Vatanen
Varma Mutual Pension Insurance Company , Varma Mutual Pension Insurance Company and Varma Mutual Pension Insurance Company
Date Posted: May 06, 2010
Working Paper Series
29 downloads

Incl. Electronic Paper Risk-Based Assessment of Deposit Insurance Fund Adequacy
Sergey N. Smirnov and Vladimir V. Zdorovenin
National Research University Higher School of Economics and University of Reading - ICMA Centre
Date Posted: July 01, 2012
Working Paper Series
51 downloads

Incl. Electronic Paper Risk-Adjusted Performance of Real Estate Stocks: Evidence from Developing Markets
Journal of Real Estate Research Vol. 26, No. 4, 2004
Joseph T. L. Ooi and Kim Hiang Liow
National University of Singapore - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate
Date Posted: December 28, 2006
Accepted Paper Series
213 downloads

Incl. Electronic Paper Risk, Uncertainty, and Expected Returns
Sixth Singapore International Conference on Finance 2012 Paper
Turan G. Bali and Hao Zhou
Georgetown University - Robert Emmett McDonough School of Business and PBC School of Finance, Tsinghua University
Date Posted: July 30, 2011
Last Revised: January 11, 2013
Working Paper Series
409 downloads

Incl. Electronic Paper Risk, Uncertainty, and Expected Returns
AFA 2013 San Diego Meetings Paper
Turan G. Bali and Hao Zhou
Georgetown University - Robert Emmett McDonough School of Business and PBC School of Finance, Tsinghua University
Date Posted: November 24, 2012
Last Revised: January 11, 2013
Working Paper Series
412 downloads

Incl. Electronic Paper Risk, Jumps, and Diversification
CREATES Research Paper 2007-19
Tim Bollerslev , Tzuo Hann Law and George Tauchen
Duke University - Finance , affiliation not provided to SSRN and Duke University - Economics Group
Date Posted: June 23, 2008
Working Paper Series
131 downloads

Incl. Electronic Paper Risk Tolerance and its Relation to Important Life Events
Bidisha Mandal and Brian E. Roe
Washington State University - School of Economic Sciences and Ohio State University (OSU) - Department of Agricultural, Environmental & Development Economics
Date Posted: May 11, 2007
Working Paper Series
189 downloads

Incl. Electronic Paper Risk Spillovers in International Equity Portfolios
Matteo Bonato , Massimiliano Caporin and Angelo Ranaldo
UBS AG , University of Padova - Department of Economics and Management "Marco Fanno" and University of St. Gallen
Date Posted: July 17, 2011
Last Revised: March 11, 2012
Working Paper Series
73 downloads

Incl. Electronic Paper Risk Premium Estimation with Multicollinear and Invariant Betas by the Two-Pass Cross-Sectional Regressions
Seung C. Ahn , Christopher Gadarowski and Marcos Fabricio Perez
Arizona State University (ASU) - Economics Department , Rowan University - Accounting & Finance and Wilfrid Laurier University - School of Business & Economics
Date Posted: March 19, 2010
Last Revised: April 17, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper Risk Premium Effects on Implied Volatility Regressions
Journal of Financial Research, Forthcoming
Leonidas Rompolis and Elias Tzavalis
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Economics
Date Posted: March 03, 2008
Last Revised: January 13, 2009
Working Paper Series
251 downloads

Incl. Electronic Paper Risk Premia: Exact Solutions vs. Log-Linear Approximations
Midwest Finance Association 2013 Annual Meeting Paper
Frederik Lundtofte and Anders Wilhelmsson
Lund University - Department of Economics and Lund University - Department of Economics
Date Posted: June 28, 2012
Last Revised: October 27, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper Risk Premia Harvesting Through Dual Momentum
Gary Antonacci
Portfolio Management Consultants
Date Posted: April 19, 2012
Last Revised: May 09, 2013
Working Paper Series
4531 downloads

Incl. Electronic Paper Risk Preferences and Demand Drivers of Extended Warranties
Pranav Jindal
Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Date Posted: January 03, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Risk Prediction and Reduction in Passenger Transport Service Delivery
Enyi Patrick Enyi
Babcock University
Date Posted: November 06, 2006
Working Paper Series
139 downloads

Incl. Electronic Paper Risk Neutral Forecasting
Spyros Skouras
Athens University of Economics and Business - Department of International and European Economic Studies
Date Posted: January 23, 2001
Working Paper Series
760 downloads

Incl. Electronic Paper Risk Management of Hedge Funds using Fuzzy Neural- and Genetic Algorithms

Clemens Glaffig
Panathea Capital Partners
Date Posted: August 24, 2004
Working Paper Series
1016 downloads

Incl. Electronic Paper Risk Management in an Asset Management Company: A Practical Case
Dario Brandolini , Massimiliano Pallotta and Raffaele Zenti
Ras Asset Management SGR SpA , Ras Asset Management SGR SpA - Risk Management and Ras Asset Management SGR SpA
Date Posted: February 06, 2001
Case and Teaching Paper Series
3999 downloads

Incl. Electronic Paper Risk Management and Portfolio Budgeting Based on ARMA-GARCH Non-Gaussian Multivariate Model
Nima Nooshi , Young Shin Kim , Svetlozar Rachev and Frank J. Fabozzi
Karlsruhe Institute of Technology , University of Karlsruhe , University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie and EDHEC Business School
Date Posted: March 18, 2012
Working Paper Series
133 downloads

Incl. Electronic Paper Risk Limit Systems and Capital Allocation in Financial Institutions
Banks and Bank Systems, Vol. 1, No. 4, pp. 22-37, 2006
Mario Strassberger
Zittau Goerlitz University of Applied Sciences
Date Posted: July 04, 2006
Accepted Paper Series
641 downloads

Incl. Electronic Paper Risk Horizon and Expected Market Returns
Georges Hubner and Thomas Lejeune
HEC Management School - University of Liège and University of Liege
Date Posted: October 18, 2012
Last Revised: May 17, 2013
Working Paper Series
45 downloads

Risk Function of Zellner's Extended Melo Estimators and Some Monte Carlo Results
Journal of Quantitative Economics, Vol. 16, No. 2, July 2001, 1-18
Sukesh K. Ghosh and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Incl. Electronic Paper Risk Contributions from Generic User-Defined Factors
The Risk Magazine, pp. 84-88, June 2007
Attilio Meucci
SYMMYS
Date Posted: September 22, 2008
Last Revised: August 26, 2010
Accepted Paper Series
1280 downloads

Risk Aversion, the Demand for Risky Assets, and Recoveries on Defaulted Corporate Debt Securities
Lewis Gaul , Pinar Uysal and Michael Jacobs Jr.
Office of the Comptroller of the Currency , EPFL- Chair of International Finance and OCC/Risk Analysis Division/Credit Risk Modeling
Date Posted: February 12, 2010
Working Paper Series

Incl. Electronic Paper Risk Aversion and Skewness Preference: A Comment
ERIM Report Series Reference No. ERS-2003-009-F&A, Journal of Banking and Finance, Vol. 32, No. 7, pp. 1178-1187, 2008
Thierry Post , Pim van Vliet and Haim Levy
Koc University - Graduate School of Business , Robeco Asset Management - Quantitative Strategies and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: February 23, 2006
Working Paper Series
795 downloads

Incl. Electronic Paper Risk Aversion and Institutional Information Disclosure on the European Carbon Market: A Case-Study of the 2006 Compliance Event
Energy Policy, Forthcoming
Julien Chevallier , Florian Ielpo and Ludovic Mercier
University of Paris 8 Vincennes-Saint Denis , University of Paris 1 Pantheon-Sorbonne - CERMSEM and affiliation not provided to SSRN
Date Posted: April 08, 2008
Last Revised: December 03, 2008
Working Paper Series
247 downloads

Incl. Electronic Paper Risk Aversion and Herd Behavior in Financial Markets
J. P. Decamps and Stefano Lovo
University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ) and HEC Paris (Groupe HEC) - Finance Department
Date Posted: March 10, 2002
Working Paper Series
513 downloads

Incl. Electronic Paper Risk Assessment for Banking Systems
14th Annual Utah Winter Finance Conference Paper; EFA 2003 Annual Conference Paper No. 437
Helmut Elsinger , Alfred Lehar and Martin Summer
Austrian National Bank - Economic Studies Division , University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Date Posted: August 25, 2004
Working Paper Series
2780 downloads

Risk and Return in Trading Closed-End Country Funds: Can Trading Beat Holding Foreign Stocks?
QUARTERLY REVIEW OF ECONOMICS AND FINANCE, Vol. 36 No. 2, Summer 1996
Marcelle Arak and Dean Taylor
University of Colorado at Denver - Department of Finance and University of Colorado at Denver - Business School
Date Posted: October 10, 1996
Accepted Paper Series

Incl. Electronic Paper Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial Companies
Review of Financial Studies, Forthcoming, AFA 2009 San Francisco Meetings Paper
Arthur G. Korteweg and Morten Sorensen
Stanford Graduate School of Business and Columbia Business School
Date Posted: March 25, 2008
Last Revised: August 29, 2011
Working Paper Series
687 downloads

Incl. Electronic Paper Risk and Dependence Analysis of Australian Stock Market - The Case of Extreme Value Theory
25th Australasian Finance and Banking Conference 2012
Abhay Kumar Singh , David E. Allen and Robert J. Powell
Edith Cowan University , Edith Cowan University - School of Finance and Business Economics and Edith Cowan University - School of Accounting, Finance and Economics
Date Posted: August 26, 2012
Working Paper Series
7 downloads

Incl. Electronic Paper Risk and Beta Anatomy in the Hedge Fund Industry
EMFI Working Paper No. 1 - 2009, The European Journal of Finance, Forthcoming, DOI:10.1080/1351847X.2011.649216
Roberto Savona
University of Brescia
Date Posted: April 02, 2010
Working Paper Series
124 downloads

Incl. Electronic Paper Risk and Beta Anatomy in the Hedge Fund Industry
The European Journal of Finance, Forthcoming, DOI:10.1080/1351847X.2011.649216
Roberto Savona
University of Brescia
Date Posted: October 31, 2008
Last Revised: April 27, 2012
Accepted Paper Series
253 downloads

Incl. Electronic Paper Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets
The International Journal of Business and Finance Research, v. 7 (2) p. 1-15
Hongtao Guo , Miranda S. Lam , Guojun Wu and Zhijie Xiao
Winston-Salem State University , Winston-Salem State University , University of Houston and Boston College - Department of Finance and Department of Economics
Date Posted: January 29, 2013
Accepted Paper Series
86 downloads


 

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