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Abstracts: 689,032
Full Text Papers: 578,597
Authors: 317,166
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Last 12 months: 13,036,287
Last 30 days: 922,305

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SSRN eLibrary Search Results
JEL Code: C61
540,202 Total downloads
Showing Papers 251 - 300 of 3,188
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Incl. Electronic Paper 'Extraordinary Stability of Noise-Filtered Correlation Matrices': Paper 4 in a Series 'Uncovering Hidden Dependencies'
REVOLUTION IN UNCOVERING HIDDEN DEPENDENCIES, Forthcoming
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Date Posted: January 16, 2014
Last Revised: January 18, 2014
Accepted Paper Series
55 downloads

Incl. Electronic Paper 'Filtering Noise from Volatility': Paper 5 in a Series 'Uncovering Hidden Dependencies'
REVOLUTION IN UNCOVERING HIDDEN DEPENDENCIES, Forthcoming
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Date Posted: January 16, 2014
Last Revised: January 18, 2014
Accepted Paper Series
73 downloads

Incl. Electronic Paper 'Ito's Lemma' and the Bellman Equation for Poisson Processes: An Applied View
CESifo Working Paper Series No. 1684
Ken Sennewald and Klaus Wälde
Ifo Institute for Economic Research and University of Mainz
Date Posted: March 31, 2006
Working Paper Series
574 downloads

Incl. Electronic Paper 'Managing an Accumulative Inorganic Pollutant' An Optimal Tax Prescription for the Social Planner
International Journal of Economics, Commerce and Management, Vol. III, Issue 8, August 2015
Chukwuemeka Onyebuchi Onyimadu
Michael Okpara University of Agriculture Umudike
Date Posted: November 02, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper 'Robustness of a Noise Filtering Procedure for Correlation Matrices: A. Filtering of Deliberately Introduced Noise from Empirical Correlation Matrices'; Paper 8 in a Series 'Uncovering Hidden Dependencies'
REVOLUTION IN UNCOVERING HIDDEN DEPENDENCIES, Forthcoming
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Date Posted: January 16, 2014
Last Revised: January 21, 2014
Accepted Paper Series
46 downloads

Incl. Electronic Paper 'Robustness of a Noise Filtering Procedure for Correlation Matrices: B. Filtering of Deliberately Introduced Noise from 'True' Correlation Matrices'; Paper 9 in a Series 'Uncovering Hidden Dependencies'
REVOLUTION IN UNCOVERING HIDDEN DEPENDENCIES, Forthcoming
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Date Posted: January 16, 2014
Last Revised: January 24, 2014
Accepted Paper Series
41 downloads

Incl. Electronic Paper 'Search and Matching' in Natural Resource Management: The Environmental Coconut Model
Giovanni Bella
Universita di Cagliari - Department of Economics
Date Posted: January 02, 2007
Working Paper Series
48 downloads

Incl. Electronic Paper 'Wait and See' Monetary Policy
Xiaowen Lei and Michael C Tseng
Simon Fraser University (SFU) and Simon Fraser University (SFU) - Department of Economics
Date Posted: October 18, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper 'Wet' or 'Impatient'? New Perspective on Discretionary Monetary Policymaking
Andrew P. Blake and Tatiana Kirsanova
Bank of England - CCBS and University of Glasgow
Date Posted: March 25, 2008
Working Paper Series
35 downloads

Incl. Electronic Paper (Almost) Model-Free Recovery
Paul Schneider and Fabio Trojani
University of Lugano - Institute of Finance and University of Geneva
Date Posted: August 10, 2015
Last Revised: June 06, 2016
Working Paper Series
291 downloads

Incl. Electronic Paper (Un)Anticipated Technological Change in an Endogenous Growth Model
National Centre of Competence in Research Financial Valuation and Risk Management Working Paper No. 461
Bruce A. Conway, Rina Rosenblatt-Wisch and Klaus Reiner Schenk-Hoppé
affiliation not provided to SSRN, Swiss National Bank and University of Manchester - Department of Economics
Date Posted: May 07, 2008
Working Paper Series
54 downloads

Incl. Electronic Paper 2CASE - Cloud Computing Based Audit Staff Evaluation by Using the GPS4GEF On-Line Prototype
Financial Audit, XIII, No.7(127)/2015, 16-28 & 94-106, ISSN: 1583-5812, on-line ISSN: 1844-8801, revista.cafr.ro/uploads/AF-7-2015---Site-0454.pdf
Daniel Homocianu, Dinu Airinei and Florin Dumitriu
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration, Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and "Al. I. Cuza" University of Iasi
Date Posted: June 25, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper A 'Genetically Modified' Liability Insurance Contract
University of Houston Law Center No. 2007-W-01
Seth J. Chandler
University of Houston Law Center
Date Posted: January 12, 2007
Working Paper Series
176 downloads

Incl. Electronic Paper A Benchmarking Approach to Optimal Asset Allocation for Insurers and Pension Funds
Australian School of Business Research Paper No. 2009ACTL07
Bernard Wong and Andrew Lim
University of New South Wales (UNSW) - School of Actuarial Studies and National University of Singapore (NUS) - Department of Decision Sciences
Date Posted: August 14, 2009
Last Revised: April 07, 2010
Working Paper Series
473 downloads

Incl. Electronic Paper A Benders Decomposition-Based Matheuristic for the Cardinality Constrained Shift Design Problem
Discussion Papers on Business and Economics, University of Southern Denmark, 9/2015
Richard Lusby, Troels Martin Range and Jesper Larsen
Technical University of Denmark - Management Engineering, Management Science, University of Southern Denmark - Department of Business and Economics and Technical University of Denmark - Management Engineering, Management Science
Date Posted: April 21, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper A Bi-Criteria Measure to Assess Supply Chain Network Performance for Critical Needs Under Capacity and Demand Disruptions
Transportation Research, 2010
Qiang Qiang and Anna Nagurney
Pennsylvania State University - Great Valley School of Graduate Professional Studies and University of Massachusetts Amherst - Isenberg School of Management - Department of Operations and Information Management
Date Posted: December 28, 2010
Last Revised: December 29, 2010
Working Paper Series
65 downloads

Incl. Electronic Paper A Blueprint for Optimal Intertemporal Consumption Under Environmental Constraints: The Modified Green Golden Rule
Giovanni Bella
Universita di Cagliari - Department of Economics
Date Posted: October 12, 2006
Working Paper Series
76 downloads

Incl. Electronic Paper A Brief Review on Anti Diabetic Plants: Global Distribution, Active Ingredients, Extraction Techniques and Acting Mechanisms
Pharmacognosy Reviews, 6(11), 22-28, 2012, DOI: 10.4103/0973-7847.95854
Chung-Hung Chan, Gek-Cheng Ngoh and Rozita Yusoff
University of Malaya (UM) - Department of Chemical Engineering, University of Malaya (UM) - Department of Chemistry and University of Malaya (UM) - Department of Chemistry
Date Posted: December 22, 2014
Accepted Paper Series
105 downloads

Incl. Electronic Paper A Bug's Life: Competition Among Species Towards the Environment
FEEM Working Paper No. 18.2007
Giovanni Bella
Universita di Cagliari - Department of Economics
Date Posted: March 29, 2006
Working Paper Series
62 downloads

Incl. Electronic Paper A Characterization of C^(k,1) Functions
UNIMI Department of Economics Working Paper No. 10.2002
Davide La Torre and Matteo Rocca
University of Milan - Department of Business Policy and Economics and University of Insubria - Faculty of Economics
Date Posted: November 21, 2004
Working Paper Series
23 downloads

Incl. Electronic Paper A Characterization of Ramsey Equilibrium in a Model with Limited Borrowing
Journal of Mathematical Economics, 56 (2015), pp. 67-78
Kirill Borissov and Ram Sewak Dubey
European University at St. Petersburg (EUSP) and Montclair State University - The Feliciano School of Business, Department of Economics
Date Posted: September 18, 2013
Last Revised: January 17, 2015
Accepted Paper Series
44 downloads

A Characterization of the SSD-Efficient Frontier of Portfolio Weights by Means of a Set of Mixed-Integer Linear Constraints
Management Science, Forthcoming
I.R. Longarela
Stockholm University - Stockholm Business School
Date Posted: November 22, 2015
Accepted Paper Series

Incl. Electronic Paper A Characterization of the SSD-Efficient Frontier of Portfolio Weights with an Application to SSD-Spanning
I.R. Longarela
Stockholm University - Stockholm Business School
Date Posted: November 22, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper A Class of Preconditioners for Large Indefinite Linear Systems, as By-Product of Krylov Subspace Methods: Part I
Department of Management, Università Ca' Foscari Venezia Working Paper No. 4/2011,
Giovanni Fasano and Massimo Roma
Ca Foscari University of Venice - Department of Management and University of Rome I - Department of Computer and Systems Science
Date Posted: April 10, 2012
Last Revised: October 01, 2012
Working Paper Series
6 downloads

Incl. Electronic Paper A Class of Preconditioners for Large Indefinite Linear Systems, as By-Product of Krylov Subspace Methods: Part II
Department of Management, Università Ca' Foscari Venezia Working Paper No. 5/2011,
Giovanni Fasano and Massimo Roma
Ca Foscari University of Venice - Department of Management and University of Rome I - Department of Computer and Systems Science
Date Posted: April 10, 2012
Last Revised: October 01, 2012
Working Paper Series
6 downloads

Incl. Electronic Paper A Closed-Form Execution Strategy to Target VWAP
Álvaro Cartea and Sebastian Jaimungal
University of Oxford and University of Toronto - Department of Statistics
Date Posted: December 24, 2014
Last Revised: January 27, 2015
Working Paper Series
409 downloads

A Closed-Form Solution to the Continuous-Time Consumption Model with Endogenous Labor Income
OPTIMAL CONSUMPTION-PORTFOLIO CHOICES AND RETIREMENT PLANNING, PP. 1115-1148, Bodie, Z., Detemple, J.B., Otruba, S., Walter, S., EDS., J. Econ. Dyn. Control 28, 2004 , LABOR SUPPLY FLESIBILITY AND PORTFOLIO CHOICE IN A LIFE CYCLE MODEL, p. 427, Bodie, Z., Merton, R.C., Samuelson, W.F., eds., J. Econ. Dyn. Control 16
Aihua Zhang
University of Leicester - Department of Mathematics
Date Posted: August 07, 2007
Last Revised: February 08, 2011
Accepted Paper Series

Incl. Electronic Paper A Column-Generation Approach for a Short-Term Production Planning Problem in Closed-Loop Supply Chains
BuR Business Research Journal, Vol. 6, No. 1, May 2013
Florian Sahling
Leibniz Universität Hannover
Date Posted: May 18, 2013
Accepted Paper Series
39 downloads

Incl. Electronic Paper A Combined Stochastic Programming and Optimal Control Approach to Personal Finance and Pensions
2015, OR Spectrum: 37(3):583-616
Agnieszka K. Konicz Bell, David Pisinger, Kourosh Marjani Rasmussen and Mogens Steffensen
Independent, Technical University of Denmark - Management Engineering, Management Science, Technical University of Denmark and University of Copenhagen
Date Posted: May 06, 2014
Last Revised: June 26, 2015
Accepted Paper Series
89 downloads

Incl. Electronic Paper A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA.
Zhaojun Yang, Christian-Oliver Ewald and Wen-Kai Wang
South University of Science and Technology of China - Department of Finance, University of Glasgow and National University of Kaohsiung - Department of Finance
Date Posted: August 07, 2007
Last Revised: May 11, 2010
Working Paper Series
121 downloads

A Comparative Application of Alternative DEA Models in Selecting Efficient Large Cap Market Securities in India
International Journal of Management Perspectives, Vol. 1, No. 2, Pages: 62-75, 2008
Biresh Sahoo and Easwaramurthy Meera
Xavier Institute of Management and Amrita School of Business
Date Posted: November 18, 2012
Accepted Paper Series

A Comparative Application of Data Envelopment Analysis and Frontier Translog Production Function for Estimating Returns to Scale and Efficiencies
International Journal of Systems Science, Vol. 30, No. 4, Pages: 379-394, 1999
Biresh Sahoo, Pratap K. J. Mohapatra and Muna L. Trivedi
Xavier Institute of Management, Indian Institute of Technology Kharagpur and affiliation not provided to SSRN
Date Posted: November 18, 2012
Accepted Paper Series

Incl. Electronic Paper A Comparative Study of Trends in Globalization Using Different Synthetic Indicators
Sudhanshu K. Mishra
Independent
Date Posted: April 11, 2012
Working Paper Series
52 downloads

Incl. Electronic Paper A Comparative Study of Various Inclusive Indices and the Index Constructed By the Principal Components Analysis
Sudhanshu K. Mishra
Independent
Date Posted: June 03, 2007
Working Paper Series
199 downloads

Incl. Electronic Paper A Comparison of Algorithms for the Multivariate L1-Median
CentER Discussion Paper Series No. 2010-106
Christophe Croux, Peter Filzmoser and Heinrich Fritz
KU Leuven - Faculty of Business and Economics (FEB), Vienna University of Technology and affiliation not provided to SSRN
Date Posted: October 13, 2010
Working Paper Series
98 downloads

Incl. Electronic Paper A Comparison of Cross Entropy Approaches for the Classical Vehicle Routing Problem
Marta Cabo Nodar and Edgar Possani
ITAM - Department of Mathematics and Instituto Tecnológico Autónomo de México (ITAM)
Date Posted: August 09, 2012
Last Revised: November 18, 2012
Working Paper Series
63 downloads

Incl. Electronic Paper A Comparison of Reduced-Form Permit Price Models and Their Empirical Performances
MIT CEEPR Working Paper Series, WP-2009-018
Georg Gruell and Luca Taschini
University of Duisburg-Essen and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Date Posted: December 23, 2009
Last Revised: December 05, 2010
Accepted Paper Series
130 downloads

Incl. Electronic Paper A Competitive Idea-Based Growth Model with Shrinking Workers’ Income Share
Carla Marchese and Fabio Privileggi
Università del Piemonte Orientale "Amedeo Avogadro", Institute POLIS-DiGSPES and University of Turin - Department of Economics and Statistics
Date Posted: June 19, 2015
Last Revised: February 28, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper A Computational Method for Stochastic Impulse Control Problems
McCombs Research Paper Series No. IROM-04-10
Haolin Feng and Kumar Muthuraman
Lingnan (University) College, Sun Yat-sen University and University of Texas at Austin - McCombs School of Business
Date Posted: September 26, 2010
Last Revised: October 02, 2010
Working Paper Series
254 downloads

Incl. Electronic Paper A Computational Model for Optimization on International Telecommunication Networks
Francesco Bellini, Antonio Annibali and Colantonio Daniele
Department of Management - Sapienza University of Rome, University of Rome I and affiliation not provided to SSRN
Date Posted: February 01, 2011
Working Paper Series
20 downloads

Incl. Electronic Paper A Conceptual Foundation for Management Accounting Information to Support Sustainability Strategies
Advances in Accounting, Vol. 31, No. 1, 2016
Saurav K. Dutta, Raef A. Lawson and David Marcinko
State University of New York (SUNY) at Albany, Institute of Management Accountants and Skidmore College
Date Posted: March 17, 2016
Accepted Paper Series
114 downloads

Incl. Electronic Paper A Concise Guide to Dynamic Optimization
Winston W. Chang
State University of New York at Buffalo - Department of Economics
Date Posted: October 16, 2011
Last Revised: October 24, 2015
Working Paper Series
349 downloads

Incl. Electronic Paper A Continuous Time Structural Model for Insolvency, Recovery, and Rollover Risks
Gechun Liang, Eva Lütkebohmert and Wei Wei
King's College London - Department of Mathematics, University of Freiburg and affiliation not provided to SSRN
Date Posted: September 16, 2012
Last Revised: November 11, 2012
Working Paper Series
69 downloads

Incl. Electronic Paper A Conversation with Arnold Zellner
History of Economics Review, 51, Winter 2010, pp. 72-81
Ernst Juerg Weber, Michael McLure and Darrell Turkington
University of Western Australia - UWA Business School, University of Western Australia and affiliation not provided to SSRN
Date Posted: May 12, 2012
Accepted Paper Series
11 downloads

Incl. Electronic Paper A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations
Forthcoming, Methodology and Computing in Applied Probability (2015)
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
Last Revised: June 24, 2015
Accepted Paper Series
55 downloads

Incl. Electronic Paper A Counterexample Concerning the Variance-Optimal Martingale Measure
Cass Business School Research Paper
Aleš Černý and Jan Kallsen
Cass Business School and Munich University of Technology
Date Posted: July 03, 2006
Working Paper Series
304 downloads

Incl. Electronic Paper A Critical Story About Sample Size, Outliers, and Normality Criteria in Structural Equation Modelling
Hashem Salarzadeh Jenatabadi
University of Malaya, Malaysia, Department of Science and Technology Studies, Faculty of Science
Date Posted: April 27, 2015
Working Paper Series
35 downloads

A Critique of Alan Greenspan’s Retrospective on the Crisis
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: July 29, 2010
Working Paper Series

Incl. Electronic Paper A Critique of the Literature on the US Financial Debt Crisis
CESifo Working Paper Series No. 2924
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: February 01, 2010
Working Paper Series
312 downloads

Incl. Electronic Paper A Critique of the Literature on the US Financial Debt Crisis
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: January 16, 2010
Working Paper Series
194 downloads


 

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