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484,343
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226,701
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12,987,190 Total downloads
Showing Papers 21,951 - 22,000 of 36,690
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Optimal Decentralized Investment Management
EFA 2006 Zurich Meetings, AFA 2007 Chicago Meetings Paper
Jules H. van Binsbergen
,
Michael W. Brandt and
Ralph S. J. Koijen
Stanford University - Graduate School of Business
,
Duke University - Fuqua School of Business
and
University of Chicago - Booth School of Business
Date Posted: March 02, 2006
Working Paper Series
1138 downloads
Optimal Decision-Making with Time Diversification
Paolo Vanini and
Luigi Vignola
Zurich Cantonal Bank
and
Deutsche Bank, Zurich Branch
Date Posted: January 18, 2002
Working Paper Series
489 downloads
Optimal Decision-Making with Time Diversification
European Finance Review, 2002
Paolo Vanini and
Luigi Vignola
Zurich Cantonal Bank
and
Deutsche Bank, Zurich Branch
Date Posted: March 04, 2002
Accepted Paper Series
Optimal Delegated Portfolio Management with Background Risk
Journal of Banking and Finance, Vol. 32, No. 6, 2008
Alexandre M. Baptista
George Washington University - School of Business
Date Posted: July 29, 2008
Accepted Paper Series
Optimal Design and Governance of Asset-Backed Securities
J. OF FINANCIAL INTERMEDIATION, Vol. 6 No. 2
Timothy J. Riddiough
University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics
Date Posted: June 09, 1997
Accepted Paper Series
Optimal Design of Rating-Trigger Step-Up Bonds: Agency Conflicts versus Asymmetric Information
EFA 2009 Bergen Meetings Paper
Christian Koziol
and
Jochen Lawrenz
University of Mannheim - Department of Business Administration and Finance
and
University of Innsbruck
Date Posted: February 07, 2009
Working Paper Series
151 downloads
Optimal Dipslay of Iceberg Orders
Ulrich Horst
and
Gökhan Cebiroglu
Humboldt University of Berlin
and
Humboldt University of Berlin
Date Posted: February 02, 2012
Working Paper Series
57 downloads
Optimal Disclosure of Supervisory Information in the Banking Sector
Wolfgang Gick and
Thilo Pausch
Harvard University - Center for European Studies
and
Deutsche Bundesbank
Date Posted: February 18, 2012
Working Paper Series
85 downloads
Optimal Discount Rates for Government Projects
Sangkyun Park
affiliation not provided to SSRN
Date Posted: December 26, 2008
Last Revised: December 01, 2010
Working Paper Series
81 downloads
Optimal Discrete Ratchet Consumption
John G. Watson and
Jason S. Scott
Financial Engines, Inc.
and
Financial Engines, Inc.
Date Posted: October 29, 2011
Last Revised: March 15, 2012
Working Paper Series
70 downloads
Optimal Diversification within Mixed-Asset Portfolios using a Conditional Heteroskedasticity Approach: Evidence from the U.S. and the U.K.
Journal of Real Estate Portfolio Management, Vol. 5, No. 1, April 1999
Michael Giliberto ,
Foort Hamelink ,
Martin Hoesli and
Bryan MacGregor
JPMorgan Asset Management
,
Lombard Odier & Cie
,
University of Geneva - Graduate School of Business (HEC-Geneva)
and
University of Aberdeen - Centre for Property Research
Date Posted: April 16, 1999
Accepted Paper Series
Optimal Division of Effort between Working and Learning Information About the Financial Market
Guannan Luo
Northwestern University
Date Posted: June 17, 2011
Working Paper Series
24 downloads
Optimal Dynamic Consumption and Portfolio Choice for Pooled Annuity Funds
Michael Z. Stamos
Allianz Global Investors
Date Posted: March 22, 2007
Working Paper Series
38 downloads
Optimal Dynamic Consumption and Portfolio Choice for Pooled Annuity Funds
Insurance: Mathematics and Economics, Forthcoming
Michael Z. Stamos
Allianz Global Investors
Date Posted: October 25, 2007
Accepted Paper Series
Optimal Dynamic Hedging in Commodity Futures Markets with a Stochastic Convenience Yield
Constantin Mellios
and
Pierre Six
Université Paris I Panthéon-Sorbonne
and
Rouen Business School
Date Posted: March 05, 2008
Last Revised: May 11, 2010
Working Paper Series
366 downloads
Optimal Dynamic Hedging in Commodity Futures Markets with a Stochastic Convenience Yield
21st Australasian Finance and Banking Conference 2008 Paper
Constantin Mellios
and
Pierre Six
Université Paris I Panthéon-Sorbonne
and
Rouen Business School
Date Posted: August 25, 2008
Last Revised: May 12, 2010
Working Paper Series
Optimal Dynamic Hedging in Incomplete Futures Markets
THE GENEVA PAPERS ON RISK AND INSURANCE THEORY, Vol. 21 No. 1, June 1996
Abraham Lioui ,
Pascal Nguyen Duc Trong and
Patrice Poncet
EDHEC Business School
,
ESSEC Business School
and
ESSEC Business School
Date Posted: December 23, 1999
Accepted Paper Series
Optimal Dynamic Hedging of Equity Options: Residual-Risks, Transaction-Costs, & Conditioning
Andrea Petrelli ,
Ram Balachandran
,
Olivia Siu
,
Rupak Chatterjee
,
Zhang Jun
and
Vivek Kapoor
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 01, 2010
Last Revised: April 13, 2010
Working Paper Series
601 downloads
Optimal Dynamic Hedging of Multi-Asset Options
Andrea Petrelli ,
Ram Balachandran
,
Jun Zhang
,
Olivia Siu
,
Rupak Chatterjee
and
Vivek Kapoor
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: March 13, 2009
Working Paper Series
466 downloads
Optimal Dynamic Hedging via Copula-Threshold-GARCH Models
YiHao Lai
,
Cathy W. S. Chen
and
Richard H. Gerlach
Department of Finance, Da-Yeh University
,
Feng Chia University - Department of Statistics
and
University of Sydney
Date Posted: May 27, 2009
Working Paper Series
166 downloads
Optimal Dynamic Order Submission Strategies In Some Stylized Trading Problems
Lawrence Harris
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Date Posted: September 10, 1999
Working Paper Series
Optimal Dynamic Tax Evasion: A Portfolio Approach
Rosella Levaggi and
Francesco Menoncin
University of Brescia - Department of Economics and Management
and
University of Brescia - Department of Economics
Date Posted: June 30, 2011
Working Paper Series
39 downloads
Optimal Dynamic Trading Strategies
Economic Notes, Vol. 33, No. 1, pp. 55-81, February 2004
Douglas Breeden
Duke University - Center for the Advancement of Social Entrepreneurship (CASE)
Date Posted: July 03, 2004
Accepted Paper Series
40 downloads
Optimal Dynamic Trading Strategies with Risk Limits
Operations Research, Vol. 56, pp. 358-368, 2008
Domenico Cuoco ,
Hua He and
Sergey Isaenko
University of Pennsylvania - Finance Department
,
Yale University - School of Management
and
Concordia University, Quebec - Department of Finance
Date Posted: July 14, 2004
Last Revised: December 05, 2011
Accepted Paper Series
961 downloads
Optimal Electoral Timing: Exercise Wisely and You May Live Longer
Cowles Foundation Discussion Paper No. 1565
Jussi Keppo ,
Lones Smith and
Dmitry Davydov
NUS Business School, National University of Singapore
,
University of Wisconsin at Madison - Department of Economics
and
Goldman Sachs Group, Inc. - Equities Risk Management
Date Posted: May 10, 2006
Last Revised: October 05, 2007
Working Paper Series
112 downloads
Optimal Enough?
Journal of Heuristics, Vol. 17, No. 4, pp. 373-387, 2011
Manfred Gilli and
Enrico Schumann
University of Geneva - Department of Economics
and
VIP Value Investment Professionals AG
Date Posted: June 17, 2009
Last Revised: July 23, 2011
Accepted Paper Series
154 downloads
Optimal Equity Valuation Using Multiples: The Number of Comparable Firms
Ian A. Cooper and
Leonardo Cordeiro
London Business School
and
London Business School
Date Posted: September 23, 2008
Working Paper Series
700 downloads
Optimal Exchange Rates: A Market Microstructure Approach
Journal of the European Economic Association, Vol. 2, No. 6, pp. 1242-1274, 2004
Alexander Guembel and
Oren Sussman
University of Toulouse 1 - Toulouse School of Economics (TSE)
and
University of Oxford - Said Business School
Date Posted: July 16, 2001
Last Revised: March 28, 2010
Accepted Paper Series
502 downloads
Optimal Execution Comparison Across Risks and Dynamics, with Solutions for Displaced Diffusions
Damiano Brigo and
Giuseppe Di Graziano
Department of Mathematics, Imperial College, London
and
Deutsche Bank AG
Date Posted: April 11, 2013
Working Paper Series
37 downloads
Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function
Kensuke Ishitani
and
Takashi Kato
Tokyo Metropolitan University
and
Osaka University
Date Posted: January 31, 2013
Last Revised: February 20, 2013
Working Paper Series
17 downloads
Optimal Execution Horizon
Mathematical Finance, 2013
David Easley ,
Marcos Lopez de Prado and
Maureen O'Hara
Cornell University - Department of Economics
,
Hess Energy Trading Company
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: April 12, 2012
Last Revised: February 21, 2013
Accepted Paper Series
1252 downloads
Optimal Execution in Presence of Short-Term Trading
Adriana M. Criscuolo
and
Henri Waelbroeck
Portware LLC
and
Portware LLC
Date Posted: March 03, 2013
Last Revised: March 24, 2013
Working Paper Series
37 downloads
Optimal Execution Strategies in Limit Order Books with General Shape Functions
Aurélien Alfonsi
,
Antje Fruth
and
Alexander Schied
Université Paris Est - CERMICS
,
Technical University Berlin
and
University of Mannheim
Date Posted: November 20, 2009
Working Paper Series
430 downloads
Optimal Execution Strategy of Liquidation
Yue Kuen Kwok
and
Ka Wo Lau
Hong Kong University of Science & Technology - Department of Mathematics
and
Citigroup, Inc. - Hong Kong
Date Posted: May 09, 2005
Working Paper Series
282 downloads
Optimal Execution Under Stochastic Volatility and Liquidity
Patrick Cheridito
and
Tardu Sepin
Princeton University
and
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Date Posted: March 16, 2013
Working Paper Series
55 downloads
Optimal Exercise Boundary in a Binomial Option Pricing Model
J of Financial Engineering, Vol. 3, No. 2, June 1994.
In Joon Kim and
Suk Joon Byoon
Yonsei University - School of Business
and
affiliation not provided to SSRN
Date Posted: November 03, 2000
Accepted Paper Series
Optimal Exercise Prices For Executive Stock Options
Harvard NOM Working Paper No. 99-01
Brian J. Hall and
Kevin J. Murphy
NOM Unit Head, Harvard Business School
and
University of Southern California - Marshall School of Business
Date Posted: June 16, 2000
Working Paper Series
911 downloads
Optimal Exercise Prices For Executive Stock Options
American Economic Review, May 2000
Brian J. Hall and
Kevin J. Murphy
NOM Unit Head, Harvard Business School
and
University of Southern California - Marshall School of Business
Date Posted: June 26, 2001
Accepted Paper Series
Optimal Expectation
CEPR Discussion Paper No. 4656
Jonathan A. Parker and
Markus K. Brunnermeier
Kellogg School of Management
and
Princeton University - Department of Economics
Date Posted: December 03, 2004
Working Paper Series
29 downloads
Optimal External Debt and Default
CEPR Discussion Paper No. 6035
Bernardo Guimarães
London School of Economics & Political Science (LSE) - Department of Economics
Date Posted: June 27, 2007
Working Paper Series
2 downloads
Optimal Extraction of Nonrenewable Resources When Costs Cumulate
Flexibility, Natural Resources, & Strategic Options (Oxford University Press), Winter 1999
Joseph Cherian ,
Jayendu Patel and
Ilya Khripko
NUS Business School
,
Harvard University
and
affiliation not provided to SSRN
Date Posted: March 26, 1998
Accepted Paper Series
Optimal Extraction of Nonrenewable Resources When Prices are Uncertain and Costs Cumulate
Joseph Cherian ,
Jayendu Patel and
Ilya Khripko
NUS Business School
,
Harvard University
and
affiliation not provided to SSRN
Date Posted: March 26, 1998
Working Paper Series
517 downloads
Optimal Financial Integration and Security Design
Stern School of Business Working Paper No. S-00-12
Viral V. Acharya and
Alberto Bisin
New York University - Leonard N. Stern School of Business
and
New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: March 17, 2000
Working Paper Series
266 downloads
Optimal Financial Integration and Security Design
CEPR Discussion Paper No. 3852
Viral V. Acharya and
Alberto Bisin
New York University - Leonard N. Stern School of Business
and
New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: May 30, 2003
Working Paper Series
23 downloads
Optimal Financial Investments for Non-Concave Utility Functions
Marc Oliver Rieger
University of Trier
Date Posted: August 17, 2011
Working Paper Series
68 downloads
Optimal Financial Portfolios
Applied Mathematical Finance, Vol. 14, No. 5, 2007
Stoyan V. Stoyanov ,
Svetlozar Rachev
and
Frank J. Fabozzi
EDHEC Business School
,
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie
and
EDHEC Business School
Date Posted: December 22, 2010
Accepted Paper Series
140 downloads
Optimal Financial Reporting and Equity Returns: Evidence from Commercial Banks
Undated
Craig E. Lefanowicz and
Malcolm McLelland
University of Virginia (UVA) - McIntire School of Commerce
and
Equilibrio Capital | Brasil
Date Posted: November 30, 2001
Working Paper Series
266 downloads
Optimal Financial Reporting and Equity Returns: Evidence from Commercial Banks
Review of Accounting & Finance, Forthcoming
Craig E. Lefanowicz and
Malcolm McLelland
University of Virginia (UVA) - McIntire School of Commerce
and
Equilibrio Capital | Brasil
Date Posted: December 11, 2001
Accepted Paper Series
Optimal Financial-Market Integration and Security Design
Journal of Business, Forthcoming
Viral V. Acharya and
Alberto Bisin
New York University - Leonard N. Stern School of Business
and
New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: May 27, 2004
Accepted Paper Series
Optimal Fines in the Era of Whistleblowers
CEPR Discussion Paper No. 5465
Giancarlo Spagnolo and
Paolo Buccirossi
Stockholm School of Economics (SITE)
and
Laboratory of Economics, Antitrust, Regulation (LEAR)
Date Posted: May 03, 2006
Working Paper Series
31 downloads
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