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SSRN eLibrary Statistics:

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Abstracts: 489,050
Full Text Papers: 397,938
Authors: 228,554
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  Last 12 months: 		69,482

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To date: 66,677,453
Last 12 months: 11,211,022
Last 30 days: 825,416

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Total References: 8,539,827
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Papers with
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  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C6
847,609 Total downloads
Showing Papers 241 - 290 of 5,189
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Incl. Electronic Paper Credit Risk Contributions Under the Vasicek One-Factor Model: A Fast Wavelet Expansion Approximation
Journal of Computational Finance, 2011
Luis Ortiz-Gracia and Josep J. Masdemont
Centre de Recerca Matemàtica and Universitat Politècnica de Catalunya
Date Posted: January 24, 2013
Accepted Paper Series
34 downloads

Incl. Electronic Paper Generalized Risk-Based Investing
 Emmanuel Jurczenko , Thierry Michel and Jerome Teiletche
ESCP Europe , Lombard Odier & Cie and Lombard Odier Investment Managers
Date Posted: January 24, 2013
Last Revised: April 20, 2013
Working Paper Series
938 downloads

Incl. Electronic Paper Robust Pricing of European Options with Wavelets and the Characteristic Function
 Luis Ortiz-Gracia and Cornelis W. Oosterlee
Centre de Recerca Matemàtica and Center for Mathematics and Computer Science (CWI)
Date Posted: January 24, 2013
Working Paper Series
47 downloads

Incl. Electronic Paper Identification in Models with Discrete Variables
NHH Dept. of Economics Discussion Paper No. 01/2013
 Lukas Laffers
Norwegian School of Economics (NHH) - Department of Economics
Date Posted: January 23, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper DVA for Assets
Risk, February 2013
 Chris Kenyon and Richard David Kenyon
Lloyds Banking Group - Wholesale Banking & Markets and University of Northampton
Date Posted: January 23, 2013
Accepted Paper Series
63 downloads

Incl. Electronic Paper Accounting and the Formation of Share Market Prices Over Time: A Mathematical Institutional Economic Analysis Through Simulation and Experiment
Eastern Economic Association (EEA), 39th Annual Conference, NYC Computational Economics and Complexity Workshop, New York, 9-11 May 2013, 8th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents (WEHIA 2013), June 20-22, 2013, Reykjavik University, Iceland
 Yuri Biondi
French National Center for Scientific Research (CNRS)
Date Posted: January 23, 2013
Last Revised: May 09, 2013
Working Paper Series
97 downloads

Incl. Electronic Paper Transforming Volatility - Multi Curve Cap and Swaption Volatilities
 Joerg Kienitz
Deutsche Postbank AG
Date Posted: January 22, 2013
Last Revised: March 27, 2013
Working Paper Series
254 downloads

Incl. Electronic Paper Walrasian Tatônnement by Sequential Pairwise Trading: Convergence and Welfare Implications
Working Papers No. 161, Department of Economics and Law, University of Rome La Sapienza
 Maria-Augusta Miceli , Federico Cecconi and Giovanni Cerulli
University of Rome "Sapienza" , ISTC-CNR and Ceris-CNR
Date Posted: January 20, 2013
Last Revised: March 22, 2013
Accepted Paper Series
82 downloads

Incl. Electronic Paper Unemployment Risks and Optimal Retirement in an Incomplete Market
 Alain Bensoussan , Bong-Gyu Jang and Seyoung Park
University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA) , POSTECH and POSTECH
Date Posted: January 20, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper A Lifetime of Asset Allocation: Realizing a Real Retirement
 Arnout Gerard Tilgenkamp
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: January 20, 2013
Working Paper Series
55 downloads

Incl. Electronic Paper Illustration of Performance Measurement from a Multiple-Stakeholder Perspective Using a Preliminary Survey Across Australia, China and Japan
 Necmi Avkiran and Mitsuru Mizuno
University of Queensland - Business School and Nihon University - Graduate School of Business
Date Posted: January 19, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Asset Allocation Under the Basel Accord Risk Measures
 Zaiwen Wen , Xianhua Peng , Xin Liu , Xiaodi Bai and Xiaoling Sun
Shanghai Jiao Tong University (SJTU) - Department of Mathematics , Hong Kong University of Science & Technology - Department of Mathematics , Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences , Fudan University - Department of Management Science and Fudan University - Department of Management Science
Date Posted: January 18, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper VaR/CVaR Estimation Under Stochastic Volatility Models
2013 Financial Markets & Corporate Governance Conference
 Chuan-Hsiang Han , Wei-Han Liu and Tzu-Ying Chen
National Tsing Hua University - Department of Quantitative Finance , La Trobe University, Department of Economics and Finance, Faculty of Business and National Taiwan University
Date Posted: January 17, 2013
Working Paper Series
84 downloads

Incl. Electronic Paper Quantifying Sustainability: A New Approach and World Ranking
FEEM Working Paper No. 94.2012
 Carlo Carraro , Lorenza Campagnolo , Fabio Eboli , Elisa Lanzi , Ramiro Parrado and Elisa Portale
Fondazione Eni Enrico Mattei (FEEM) , Fondazione Eni Enrico Mattei , Fondazione Eni Enrico Mattei (FEEM) , Fondazione ENI Enrico Mattei (FEEM) , Fondazione Eni Enrico Mattei (FEEM) and Università degli Studi di Milano-Bicocca
Date Posted: January 16, 2013
Working Paper Series
114 downloads

Incl. Electronic Paper The Determinants of Labour Market Dynamics: A Canadian Cross-Provincial Application
 Laurence Allaire
CIRANO
Date Posted: January 15, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Behavioral Learning Equilibria
Tinbergen Institute Discussion Paper 13-014/II
 C. H. Hommes and Mei Zhu
University of Amsterdam and Shanghai University of Finance and Economics
Date Posted: January 15, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper Options as a Marketing Tool: Pricing a Promotional Scheme for a Product with a Secondary Market
 Zvika Afik , Oded Lowengart and Rami Yosef
Ben Gurion University , Ben Gurion University and Ben Gurion University
Date Posted: January 12, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper Generalized Multinomial Lattice Method for One-Factor Models
 Julius Taehoon Kim
Independent
Date Posted: January 12, 2013
Last Revised: May 15, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Broadband Openness Rules are Fully Justified by Economic Research
Communications & Strategies, No. 84, 4th Quarter 2011, pp. 127-151
 Nicholas Economides
New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: January 12, 2013
Accepted Paper Series
11 downloads

Incl. Electronic Paper Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors
Tinbergen Institute Discussion Paper 13-001/III
 Simon A. Broda
University of Amsterdam - Amsterdam School of Economics (ASE)
Date Posted: January 11, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper The New South-African Volatility Index: New SAVI
 Antonie Kotze , Angelo Joseph and Rudolf Oosthuizen
Financial Chaos Theory , University of South Africa - School of Business Leadership and JSE Securities Exchange
Date Posted: January 10, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper Constructing a South African Index Volatility Surface from Exchange Traded Data
 Antonie Kotze and Angelo Joseph
Financial Chaos Theory and University of South Africa - School of Business Leadership
Date Posted: January 10, 2013
Working Paper Series
65 downloads

Arbitrage-Free Implied Volatility Surfaces for Options on Single Stock Futures
North American Journal of Economics and Finance, Forthcoming
 Antonie Kotze , Coenraad Labuschagne , Merrell Nair and Nadine Padayachi
Financial Chaos Theory , University of the Witwatersrand , ABSA Capital Bank and University of the Witwatersrand
Date Posted: January 10, 2013
Accepted Paper Series

Incl. Electronic Paper External Sector Rebalancing and Endogenous Trade Imbalance Models
Contemporary Economics, Vol. 6, No. 4, pp. 20-26, 2012
 John Whalley
University of Western Ontario - Department of Economics
Date Posted: January 10, 2013
Accepted Paper Series
20 downloads

Incl. Electronic Paper Understanding the Drivers of Economic Growth: Grounding Endogenous Economic Growth Models in Resource-Advantage Theory
Contemporary Economics, Vol. 6, No. 4, pp. 4-8, 2012
Shelby D. Hunt
Texas Tech University
Date Posted: January 10, 2013
Accepted Paper Series
28 downloads

Incl. Electronic Paper FVA, Modelling and Netting Arbitrage - Introduction
 Christian Kamtchueng
Barclays Capital
Date Posted: January 09, 2013
Last Revised: April 08, 2013
Working Paper Series
56 downloads

Incl. Electronic Paper Modeling the Electricity Sector: A Summary of Recent Analyses of New EPA Regulations
Resources for the Future Discussion Paper No. 12-52
 Blair Beasley and Daniel F. Morris
Resources for the Future and Resources for the Future
Date Posted: January 09, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Economic Opportunity and Evolution: Beyond Bounded Rationality and Phase Space
 Teppo Felin , Stuart Kauffman , Roger Koppl and Giuseppe Longo
Brigham Young University - J. Willard and Alice S. Marriott School of Management , Computational Systems Biology Group, Tampere University of Technology , Whitman School of Management and CNRS - Ecole Normale Superieure
Date Posted: January 08, 2013
Last Revised: April 02, 2013
Working Paper Series
260 downloads

Incl. Electronic Paper Strategic Asset Allocation for Central Bank's Management of Foreign Reserves: A New Approach
 Zhichao Zhang , Frankie Chau and Li Xie
Durham University - Durham Business School , Durham University - Durham Business School and Durham University - Durham Business School
Date Posted: January 08, 2013
Working Paper Series
53 downloads

Incl. Electronic Paper Stock Price Informativeness, Analyst Coverage and Economic Growth: Evidence from Emerging Markets
 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: January 08, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Optimal Replication of Random Claims by Ordinary Integrals with Applications in Finance
 Nikolai Dokuchaev
Curtin University of Technology
Date Posted: January 07, 2013
Working Paper Series
19 downloads

Macroeconomic Impact of Breaker & Shell Egg Production in Pennsylvania During 2011: A Final Report to the Advisory Committee for the Pennsylvania Egg Check-Off Research Program
 Rose M. Baker , David Passmore and Paul Patterson
Penn State University - Penn State Outreach , Penn State Institute for Research in Training & Development and Pennsylvania State University - Department of Animal Science
Date Posted: January 05, 2013
Working Paper Series

Incl. Electronic Paper Analysis of Numerical Errors
FRB of St. Louis Working Paper No. 2012-062A
 Adrian Peralta-Alva and Manuel Santos
Federal Reserve Bank of St. Louis and University of Miami - School of Business Administration - Department of Economics
Date Posted: January 05, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper A Longitudinal Analysis of Asset Return, Volatility and Corporate News Network
Howe School Research Paper No. 2013-4
 Germán Creamer , Yong Ren and Jeffrey V. Nickerson
Stevens Institute of Technology - Wesley J. Howe School of Technology Management , Stevens Institute of Technology - Wesley J. Howe School of Technology Management and Stevens Institute of Technology - Wesley J. Howe School of Technology Management
Date Posted: January 05, 2013
Last Revised: June 13, 2013
Working Paper Series
50 downloads

Incl. Electronic Paper Stock-Flow Consistent Modeling Through the Ages
Levy Economics Institute of Bard College Working Paper No. 745
 Eugenio Caverzasi and Antoine Godin
University of Pavia and University of Pavia
Date Posted: January 04, 2013
Last Revised: January 08, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Markov's Moment Problem and the Range of Option Prices
 Jose Luis Farah
ITAM
Date Posted: January 04, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper Redes Neuronales Artificiales en las Ciencias Económicas (Artificial Neural Networks in the Economics Sciences)
Econografos Escuela de Economía N° 20 - Facultad de Ciencias Económicas de la Universidad Nacional de Colombia, Marzo 2012 ,
Viviana M. Oquendo
National University of Colombia
Date Posted: January 02, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper The Effect of Objective Functions on Investment and Contribution Decisions for Defined Benefit Pension Schemes
 Adam Butt and Huan Zhang
Australian National University (ANU) and Australian National University (ANU)
Date Posted: January 02, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper A Memory-Based Account of the Spatial Prisoner's Dilemma
in L. Carlson, C. Holscher, & T. Shipley (Eds.), Proceedings of the 33rd Annual Conference of the Cognitive Science Society (p. 342-347 ). Austin, TX: Cognitive Science Society, 2011
 Chenna Reddy Cotla
George Mason University - Department of Computational Social Science
Date Posted: January 01, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper Envelope Condition Method versus Endogenous Grid Method for Solving Dynamic Programming Problems
 Lilia Maliar and Serguei Maliar
Stanford University and Stanford University
Date Posted: January 01, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Análisis del Modelo de Expectativas Parametrizadas: evidencia empírica (Analysis of Parameterized Expectations Model: Empirical Evidence)
Econografos Escuela de Economía N° 27 - Facultad de Ciencias Económicas de la Universidad Nacional de Colombia ,
José A Ordóñez
National University of Colombia
Date Posted: December 30, 2012
Working Paper Series
5 downloads

Incl. Electronic Paper Optimal Control of Global Warming
 Gary Erickson
University of Washington - Michael G. Foster School of Business
Date Posted: December 26, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper Assessment of Mutual Economic Relations the Countries of the World on the Basis of Input-Output Table
 Yadulla Hasanli and Jeyhun Abbasov
Azerbaijan National Academy of Sciences - Institute of Cybernetics and Central Bank of the Republic of Azerbaijan
Date Posted: December 26, 2012
Last Revised: December 28, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Payoff Equivalence Theorem with Rich Type Spaces
 Hiroshi Tateishi
Nagoya University - Graduate School of Economics
Date Posted: December 26, 2012
Last Revised: January 30, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper A Unified Approach to Pricing and Risk Management of Equity and Credit Risk
Journal of Computational and Applied Mathematics, Forthcoming
 Claudio Fontana and Juan Miguel Montes
INRIA Paris - Rocquencourt and Ludwig Maximilians University Munich, Institute of Mathematics
Date Posted: December 22, 2012
Last Revised: May 19, 2013
Accepted Paper Series
65 downloads

Incl. Electronic Paper Bioenergy and CO2 Sequestration: Climate Policies Beyond Technological Constraints
FEEM Working Paper No. 88.2012
 Ruben Bibas and Aurélie Méjean
CIRED, International Research Center on Environment & Development, France and CIRED – International Research Center on Environment and Development
Date Posted: December 22, 2012
Working Paper Series
14 downloads

Incl. Electronic Paper Equal Weights Coauthorship Sharing and Shapley Value are Equivalent
Higher School of Economics Research Paper No. WP BRP 03/STI/2012
 Alexander Karpov
National Research University Higher School of Economics
Date Posted: December 22, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Prospect Theory: An Application to European Option Pricing
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 34/WP/2012
 Martina Nardon and Paolo Pianca
Ca Foscari University of Venice - Department of Economics and Ca Foscari University of Venice - Department of Economics
Date Posted: December 22, 2012
Working Paper Series
76 downloads

Incl. Electronic Paper Reinforcement Learning for Automatic Financial Trading: Introduction and Some Applications
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 33/WP/2012
 Francesco Bertoluzzo and Marco Corazza
Ca' Foscari University of Venice and Ca Foscari University of Venice - Department of Economics
Date Posted: December 21, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper The Lexicographic Method in Preference Theory
 Michael Mandler
University of London, Royal Holloway College - Department of Economics
Date Posted: December 21, 2012
Working Paper Series
54 downloads


 

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