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12,981,449 Total downloads
Showing Papers 2,821 - 2,870 of 36,690
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An N-Dimensional Markov-Functional Interest Rate Model
Linus Kaisajuntti and
Joanne Kennedy
Stockholm School of Economics - Department of Finance
and
University of Warwick - Department of Statistics
Date Posted: January 09, 2008
Last Revised: July 19, 2011
Working Paper Series
752 downloads
An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization
Algorithms, 6(1), pp.169-196, 2013
David H. Bailey
and
Marcos Lopez de Prado
Lawrence Berkeley National Laboratory
and
Hess Energy Trading Company
Date Posted: January 08, 2013
Last Revised: March 25, 2013
Accepted Paper Series
825 downloads
An Opportunity Cost Model to Value a Deferral Option
Gyutai Kim and
Luke.T. Miller
Chosun University - Department of Industrial Engineering
and
Fort Lewis College
Date Posted: August 01, 2012
Working Paper Series
23 downloads
An Optimal Execution Problem in Geometric Ornstein Uhlenbeck Price Process
Takashi Kato
Osaka University
Date Posted: January 29, 2013
Working Paper Series
10 downloads
An Optimal Hedge Ratio Discussion - One Size Does Not Fit All
C. Shane Schurter
Ennis, Knupp & Associates, Inc.
Date Posted: January 07, 2010
Last Revised: February 09, 2010
Working Paper Series
132 downloads
An Optimal Multiple Stopping Approach to Infrastructure Investment Decisions
Eric Dahlgren
and
Tim Leung
Columbia University
and
Columbia University
Date Posted: February 13, 2013
Working Paper Series
32 downloads
An Optimal Orthogonal Variance Decomposition
Woon K. Wong
IMRU, Cardiff Business School
Date Posted: April 16, 2008
Last Revised: November 10, 2008
Working Paper Series
43 downloads
An Optimal Personal Bankruptcy Procedure and Proposed Reforms
University of Michigan, Department of Economics, Working Paper No. 98-07
Hung-Jen Wang and
Michelle J. White
Academia Sinica - Institute of Economics
and
University of California, San Diego (UCSD) - Department of Economics
Date Posted: December 28, 1998
Working Paper Series
225 downloads
An Optimal Personal Bankruptcy Procedure and Proposed Reforms
Journal of Legal Studies, Vol. 29, No. 1, Part 1, January 2000
Hung-Jen Wang and
Michelle J. White
Academia Sinica - Institute of Economics
and
University of California, San Diego (UCSD) - Department of Economics
Date Posted: October 02, 1999
Accepted Paper Series
An Optimization Strategy for Enhancing the Performance of Fund of Funds Portfolios
Midwest Finance Association 2012 Annual Meetings Paper
Glen A. Larsen Jr.
and
Bruce G. Resnick
Indiana University - Kelley School of Business
and
Wake Forest University - Schools of Business
Date Posted: September 07, 2011
Last Revised: November 28, 2011
Working Paper Series
123 downloads
An Optimizing Framework for the Glide Paths of Lifecyle Asset Allocation Funds
Applied Economics Letters, Forthcoming
Wade Pfau
The American College
Date Posted: October 19, 2009
Last Revised: October 28, 2010
Working Paper Series
101 downloads
An Option Pricing Formula for the GARCH Diffusion Model
EFMA 2004 Basel Meetings Paper
Giovanni Barone-Adesi ,
Henrik Rasmussen
and
Claudia Ravanelli
Swiss Finance Institute at the University of Lugano
,
J.P. Morgan and Co.
and
Swiss Finance Institute at EPFL (Ecole Polytechnique Fédérale de Lausanne)
Date Posted: May 13, 2004
Working Paper Series
979 downloads
An Option Value Problem from Seinfeld
Economic Inquiry, Vol. 50, Issue 2, pp. 563-565, 2012
Avinash Dixit
Princeton University - Department of Economics
Date Posted: April 19, 2012
Accepted Paper Series
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets
IMF Working Paper No. 04/33
Jorge A. Chan-Lau ,
Arnaud Jobert
and
Qingying Janet Kong
International Monetary Fund (IMF) - International Capital Markets Department
,
University of Cambridge - Finance
and
International Monetary Fund (IMF)
Date Posted: April 12, 2004
Working Paper Series
230 downloads
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets
IMF Working Paper No. 04/33
Arnaud Jobert
,
Janet Kong and
Jorge A. Chan-Lau
University of Cambridge - Finance
,
affiliation not provided to SSRN
and
International Monetary Fund (IMF) - International Capital Markets Department
Date Posted: March 19, 2007
Working Paper Series
102 downloads
An Option-Based Approach to Determining the Optimal Reinsurance Stop-Loss Premium
ADVANCES IN FUTURES AND OPTIONS RESEARCH, Vol 7, 1994
Jorge L. Urrutia and
Chandrasekhar Mishra
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: October 25, 1999
Accepted Paper Series
An Option-Pricing Approach to the Costs of Export Credit Insurance
THE GENEVA PAPERS ON RISK AND INSURANCE THEORY, Vol. 22, No. 1, June 1997
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Date Posted: February 21, 1997
Accepted Paper Series
An Option-Theoretic Model of Catastrophes Applied to Mortgage Insurance
J. OF RISK AND INSURANCE, Vol. 63 No. 4, December 1996
James B. Kau and
Donald C. Keenan
University of Georgia - Department of Insurance, Legal Studies, Real Estate
and
University of Cergy-Pontoise
Date Posted: March 13, 1997
Accepted Paper Series
An Options Pricing Formula with Volume as a Variable
Neil A Chriss
Hutchin Hill Capital
Date Posted: July 23, 1999
Working Paper Series
An Options Pricing Theoretical Relation Between Earnings and Stock Market Returns
Zane L. Swanson
University of Central Oklahoma
Date Posted: December 20, 1996
Working Paper Series
An Overreaction Implementation of the Coherent Market Hypothesis and Option Pricing
University of Tuebingen Discussion Paper No. 306
Rainer Schoebel
and
Jochen Veith
University of Tuebingen - Faculty of Economics and Social Sciences
and
University of Tuebingen - Faculty of Economics and Business Administration
Date Posted: June 01, 2006
Working Paper Series
231 downloads
An Overview of Equity Real Estate Investment Trusts (REITs): 1993-2009
Journal of Real Estate Literature, Vol. 19, No. 2, pp. 307-343, 2011
Zhilan Feng
,
S. McKay Price and
C. F. Sirmans
Union College
,
Lehigh University - Perella Department of Finance
and
Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Date Posted: January 19, 2011
Last Revised: November 08, 2011
Accepted Paper Series
578 downloads
An Overview of the Goodness-of-Fit Test Problem for Copulas
Jean-David Fermanian
CREST
Date Posted: November 19, 2012
Working Paper Series
26 downloads
An Overview of the Issues Surrounding Stock Market Volatility
STOCK MARKET VOLATILITY, G.N. Gregoriou, ed., Chapman Hall-CRC/Taylor and Francis, 2009
Elena Kalotychou
and
Sotiris K. Staikouras
City University London - Cass Business School
and
City University - Cass Business School
Date Posted: November 26, 2008
Last Revised: July 07, 2009
Accepted Paper Series
An Overview of the Secondary Market for U.S. Treasury Securities in London and Tokyo
Brian F. Madigan and
Jeff Stehm
Government of the United States of America - Division of Monetary Affairs
and
Government of the United States of America - Division of Reserve Bank Operations and Payment Systems
Date Posted: July 23, 1999
Working Paper Series
An Uncertain Volatility Explanation for Delayed Calls of Convertible Bonds
ISMA Centre Discussion Papers in Finance Paper No. 2004-08
Ali Bora Yigitbasioglu and
Carol Alexander
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: June 22, 2004
Working Paper Series
236 downloads
An Unfortunate ‘Tail’: Reconsidering Risk Management Incentives after the Financial Crisis of 2007-2009
University of Colorado Law Review, Vol. 81, No. 1, 2010
Douglas O. Edwards
University of Colorado Law Review
Date Posted: March 28, 2010
Accepted Paper Series
251 downloads
An Unintended Consequence of Book-Tax Conformity: A Loss of Earnings Informativeness
Journal of Accounting & Economics (JAE), Forthcoming
Michelle Hanlon ,
Edward L. Maydew and
Terry J. Shevlin
Massachusetts Institute of Technology (MIT) - Sloan School of Management
,
University of North Carolina at Chapel Hill - Accounting Area
and
University of California-Irvine
Date Posted: October 08, 2008
Accepted Paper Series
An Update of 'Loosening Your Collar: Alternative Implementations of QQQ Collars': Credit Crisis and Out-of-Sample Performance
Edward Szado and
Thomas Schneeweis
University of Massachusetts at Amherst - Isenberg School of Management
and
University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: November 18, 2009
Last Revised: March 09, 2011
Working Paper Series
387 downloads
An Upper Bound for the Firm's Cost of Employee Stock Options
FINANCIAL MANAGEMENT, Winter 1995
Haim A. Mozes
Fordham University Schools of Business
Date Posted: October 25, 1999
Accepted Paper Series
Análisis del trabajo de los analistas y de los gestores de fondos (Analysts and Fund Managers)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: July 25, 2004
Last Revised: May 07, 2013
Working Paper Series
1811 downloads
Analysing and Combining Multiple Credit Assessments of Financial Institutions
ECB Working Paper No. 123
Evangelos Tabakis
and
Anna Vinci
European Central Bank (ECB)
and
affiliation not provided to SSRN
Date Posted: January 14, 2003
Working Paper Series
273 downloads
Analysing Contagion and Bailout Effects with Copulae: Evidence from the Subprime and Japanese Banking Crises
Journal of Economics and Finance, Forthcoming
Gregor N. F. Weiss
TU Dortmund University
Date Posted: August 18, 2008
Last Revised: August 03, 2009
Accepted Paper Series
Analysing High Frequency Data Using ARCH and GARCH Methods
Rohit Krishnan
Singapore Management University
Date Posted: May 21, 2010
Last Revised: July 23, 2010
Working Paper Series
341 downloads
Analysis and Comparison of Leveraged ETFs and CPPI-Type Leveraged Strategy
Philippe Bertrand and
Jean-Luc Prigent
IAE Aix-en-Provence, Aix Marseille University, CERGAM
and
University of Cergy-Pontoise - ThEMA
Date Posted: June 08, 2011
Working Paper Series
178 downloads
Analysis and Critique of the Average Strike Put Option Marketability Discount Model
Stillian Ghaidarov
Capstone Advisory Group, LLC
Date Posted: September 24, 2009
Last Revised: October 07, 2009
Working Paper Series
621 downloads
Analysis and Perspectives of Colombian Stock Market on 1998 - 2000 Period
Javeriana Management Working Paper No. 01-JRC
Jorge Santiago Rosillo Corchuelo
Pontifical University Javeriana Inicio - Department of Management
Date Posted: December 27, 2001
Working Paper Series
116 downloads
Analysis of a Merger from a Governance Perspective: The Case of Abitibi-Consolidated and Donohue
Paul André ,
Michel Magnan and
Sylvie St-Onge
ESSEC Business School and ESSEC-KPMG Financial Reporting Center
,
Concordia University - Department of Accountancy
and
HEC Montreal
Date Posted: July 27, 2008
Working Paper Series
112 downloads
Analysis of Behavior of Mutual Fund Returns - With Special Reference to Equity Schemes
S. Vimala
and
Dr. C. Dhanalakshmi
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 13, 2011
Working Paper Series
72 downloads
Analysis of Business Week Hot-Growth Stocks: Momentum and Fundamental Investment Approaches
Journal of Asset Management, 2009
Susana Yu and
Sang-Hoon Kim
Montclair State University
and
affiliation not provided to SSRN
Date Posted: December 29, 2008
Last Revised: January 11, 2011
Accepted Paper Series
Analysis of Components of Investment Performance - An Empirical Study of Mutual Funds in India
10th Indian Institute of Capital Markets Conference
S. Anand
and
V. Murugaiah
Goa Institute of Management
and
Kuvempu University
Date Posted: February 11, 2007
Working Paper Series
1517 downloads
Analysis of Contagion in Emerging Markets
Juliana de Paula
,
Luiz Koodi Hotta and
Mauricio Zevallos
Universidade Estadual de Campinas (UNICAMP)
,
Universidade Estadual de Campinas (UNICAMP) - Department of Statistics
and
Universidade Estadual de Campinas (UNICAMP)
Date Posted: March 13, 2007
Working Paper Series
195 downloads
Analysis of Emerging Markets Sovereign Credit Spreads
IPEA Discussion Paper No. 1093
Marco S. Matsumura
Institute of Applied Economic Research (IPEA)
Date Posted: July 28, 2005
Working Paper Series
223 downloads
Analysis of Financial Time-Series Using Fourier and Wavelet Methods
Philippe Masset
Ecole hôtelière de Lausanne
Date Posted: October 27, 2008
Working Paper Series
836 downloads
Analysis of Foreign Currency Exposure of the New Zealand Stock Market
Investment Management and Financial Innovations, 2006, Volume 3, Issue 1, 132-141.
Robin H. Luo
and
Puspakaran Kesayan
Wuhan University - School of Economics and Management
and
Universiti Utara Malaysia (UUM)
Date Posted: January 23, 2013
Accepted Paper Series
Analysis of HF Data on the WSE in the Context of EMH
Pawel Strawinski and
Robert Slepaczuk
University of Warsaw, Department of Economics
and
Warsaw University, Department of Economics
Date Posted: July 12, 2008
Working Paper Series
76 downloads
Analysis of Impact of Cash Out-Flow from the Banking Sector on the Sudanese Economy
Banking and Financial Institutions Journal, Vol. 3, No. 39, March 7, 2011
Issam A.W. Mohamed
Al-Neelain University - Department of Economics
Date Posted: February 24, 2011
Last Revised: May 28, 2011
Accepted Paper Series
60 downloads
Analysis of Improved Bids in the Scope of a Risk Arbitrage Strategy
Stephane Dieudonne
,
Fabienne Cretin
and
Slimane Bouacha
OFI Asset Management
,
OFI Asset Management
and
OFI Asset Management
Date Posted: October 25, 2011
Working Paper Series
120 downloads
Analysis of Institutional Investors’ Reaction to the Issuance of SEC's Comment Letters to European IFRS Registrants Versus US GAAP Registrants
Journal of Business Finance & Accounting, Forthcoming
Miles B. Gietzmann and
Helena Isidro
City University London - Sir John Cass Business School
and
ISCTE IUL Business School
Date Posted: February 21, 2013
Accepted Paper Series
Analysis of Islamic Mutual Funds Operations in Pakistan
Journal of Islamic Banking & Finance, Vol. 29, No. 3, 2012
Salman Ahmed Shaikh
Institute of Business Administration
Date Posted: November 08, 2012
Accepted Paper Series
52 downloads
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