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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,343
Full Text Papers: 393,706
Authors: 226,701
Papers Received in
  Last 12 months:
68,955

Paper Downloads:
To date: 65,930,607
Last 12 months: 11,186,469
Last 30 days: 1,057,644

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Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,987,190 Total downloads
Showing Papers 21,951 - 22,000 of 36,690
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper Optimal Financial Investments for Non-Concave Utility Functions
Marc Oliver Rieger
University of Trier
Date Posted: August 17, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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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