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JEL Code: G13
1,867,593 Total downloads
Showing Papers 2,951 - 3,000 of 4,952
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Hedging Exposure to Electricity Price Risk in a Value at Risk Framework
ERIM Report Series Reference No. ERS-2007-013-F&A
Ronald Huisman ,
Ronald Mahieu and
F. Schlichter
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
Tilburg University - Center for Economic Research, Econometrics and Finance Group
and
affiliation not provided to SSRN
Date Posted: March 07, 2007
Working Paper Series
319 downloads
Hedging Emerging Market Bonds and the Rise of the Credit Default Swap
International Review of Financial Analysis, Vol. 16, No. 5, 2007
Frank S. Skinner and
Julinda Nuri
Brunel University
and
Surrey Business School
Date Posted: August 08, 2012
Accepted Paper Series
24 downloads
Hedging Effectiveness with Physical Delivery and Cash Settlement at Indian Commodity Futures Market: An Empirical Comparison Analysis
National Workshop on Commodity Research: India International Centre, New Delhi, October 10, 2007
B. Prasanna Kumar and
M. V. Supriya
Xavier Institute of Management & Entrepreneurship
and
Anna University, Chennai.
Date Posted: November 03, 2008
Last Revised: November 25, 2012
Working Paper Series
103 downloads
Hedging Effectiveness of Constant and Time Varying Hedge Ratio of the Copper in the London Metal Exchange
Souha Boutouria
and
Fathi Abid
University of Sfax - Higher School of Business Administration
and
University of Sfax - Faculty of Economics and Management (FSEGS)
Date Posted: May 20, 2011
Working Paper Series
102 downloads
Hedging Dynamics with Gold Futures
Pantnagar Journal of Research, Vol. 10, pp. 71-77, 2012
Saurabh Singh and
Swati Saharawat
G. B. Pant University of Agriculture and Technology - College of Agribusiness Management
and
affiliation not provided to SSRN
Date Posted: September 21, 2012
Accepted Paper Series
71 downloads
Hedging Dependence Risk with Spread Options via the Power Frank and Power Student t Copulas
Bertrand Tavin
Université Paris 1 - Panthéon Sorbonne
Date Posted: December 22, 2012
Last Revised: May 28, 2013
Working Paper Series
9 downloads
Hedging Demand for Bequest Motives
Sami Attaoui
and
Pierre Six
Rouen Business School
and
Rouen Business School
Date Posted: February 15, 2012
Working Paper Series
30 downloads
Hedging Contingent Claims with Constrained Portfolios and Nonlinear Wealth Dynamics
Dirk Ebmeyer
Commerzbank AG
Date Posted: April 17, 2007
Working Paper Series
91 downloads
Hedging Canadian Corporate Debt: A Comparative Study of the Hedging Effectiveness of Canadian and U.S. Bond Futures
Journal of Futures Markets, Vol. 9, No. 1, pp. 29-40, 1989
Louis Gagnon ,
Sam Mensah and
Edward Blinder
Queen's University (Canada) - School of Business
,
University of Michigan at Flint - School of Management
and
Ryerson University - Ted Rogers School of Management
Date Posted: September 19, 2004
Accepted Paper Series
Hedging by Sequential Regressions Revisited
Cass Business School Research Paper
Ales Cerny and
Jan Kallsen
Cass Business School
and
Munich University of Technology
Date Posted: March 20, 2008
Working Paper Series
461 downloads
Hedging and Vertical Integration in Electricity Markets
CEPR Discussion Paper No. DP8313
René Aïd ,
Gilles Chemla ,
Arnaud Porchet
and
Nizar Touzi
Electricite de France
,
Imperial College Business School
,
Citibank, N.A.
and
Ecole Polytechnique, Paris
Date Posted: April 18, 2011
Working Paper Series
3 downloads
Hedging and Vertical Integration in Electricity Markets
EFA 2009 Bergen Meetings Paper
René Aïd ,
Gilles Chemla ,
Arnaud Porchet
and
Nizar Touzi
Electricite de France
,
Imperial College Business School
,
Citibank, N.A.
and
Ecole Polytechnique, Paris
Date Posted: February 19, 2009
Last Revised: February 02, 2011
Working Paper Series
353 downloads
Hedging and Pricing with Tax Law Uncertainty: Managing Under an Arkansas Best Doctrine
Moshe A. Milevsky and
Eliezer Z. Prisman
York University - Schulich School of Business
and
York University - Schulich School of Business
Date Posted: February 08, 1995
Working Paper Series
Hedging and Pricing with Tax Law Uncertainty: Managing Under an Arkansas Best Doctrine
The Quarterly Review Of Economics and Finance
Moshe A. Milevsky and
Eliezer Z. Prisman
York University - Schulich School of Business
and
York University - Schulich School of Business
Date Posted: December 18, 1997
Accepted Paper Series
Hedging and Liquidation under Transaction Costs in Currency Markets
Finance and Stochastics, Vol. 3, Issue 2, 1999
Youri Kabanov
Universite de Franche-Comte
Date Posted: February 25, 1999
Accepted Paper Series
Hedging American Contingent Claims with Constrained Portfolios
Finance and Stochastics, Vol. 2, No. 3 (1998)
Ioannis Karatzas and
Steven G. Kou
Columbia University - Department of Statistics
and
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: June 09, 1998
Accepted Paper Series
Hedge Ratio Estimation and Hedging Effectiveness: The Case of the S&P 500 Stock Index Futures Contract
International Journal of Risk Assessment and Management, Vol. 9, Nos. 1/2, pp. 121-134, 2008
Dimitris Kenourgios
,
Aristeidis Samitas
and
Panagiotis Drosos
University of Athens - Faculty of Economics
,
University of the Aegean
and
University of Sheffield - Department of Economics
Date Posted: January 13, 2006
Last Revised: June 12, 2008
Accepted Paper Series
1197 downloads
Hedge Portfolios in Markets with Price Discontinuities
University of Technology Sydney Research Paper No. 218
Gerald H. L. Cheang and
Carl Chiarella
Nanyang Technological University - Business School
and
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Date Posted: May 12, 2008
Working Paper Series
76 downloads
Hedge Funds: Strategy, Risk and Performance Evaluation
Efthymios Roumpis
and
Theodore Syriopoulos
University of the Aegean
and
University of the Aegean - Department of Shipping, Trade and Transport
Date Posted: February 07, 2009
Working Paper Series
137 downloads
Hedge Fund Systemic Risk Signals
CAREFIN Research Paper No. 19/2010
Roberto Savona
University of Brescia
Date Posted: April 02, 2011
Working Paper Series
145 downloads
Hedge Fund Risk Dynamics: Implications for Performance Appraisal
AFA 2008 New Orleans Meetings Paper
Nicolas P. B. Bollen and
Robert E. Whaley
Vanderbilt University - Finance
and
Vanderbilt University - Finance
Date Posted: March 04, 2007
Working Paper Series
1116 downloads
Hedge Fund Replication: Putting the Pieces Together
Vincent Weber
and
Florian Peres
Prime Capital AG
and
Prime Capital AG
Date Posted: January 18, 2013
Last Revised: March 19, 2013
Working Paper Series
234 downloads
Hedge Fund Replication Beyond Alphas and Betas
Ernst Eberlein and
Dilip B. Madan
University of Freiburg
and
University of Maryland - Robert H. Smith School of Business
Date Posted: January 13, 2007
Working Paper Series
391 downloads
Heath, Jarrow and Morton Implied Volatility Functions and Conditional Heteroskedasticity Models: Information in Eurodollar Futures Options
Kaushik I. Amin and
Victor K. Ng
Lehman Brothers
and
International Monetary Fund (IMF) - Research Department
Date Posted: August 25, 1998
Working Paper Series
Heat Kernel Methods in Finance: The SABR Model
Carmelo Vaccaro
affiliation not provided to SSRN
Date Posted: January 08, 2012
Last Revised: January 19, 2012
Working Paper Series
144 downloads
Heat Kernel Expansion for a Family of Stochastic Volatility Models: Delta-Geometry
Paul Bourgade
and
Olivier Croissant
IXIS-CIB
and
IXIS-CIB
Date Posted: November 14, 2005
Working Paper Series
783 downloads
Harbouring Alpha: A Computational Framework for Residual Return Insurance and Hedging Demands Measurement for Active Investors
Ashraf El-Ansary
J.P. Morgan Fleming Asset Management
Date Posted: October 11, 2007
Last Revised: May 08, 2008
Working Paper Series
Hang Seng Index Futures Open Interest and its Relationship with the Cash Market
Hongyi Chen
,
Laurence Fung
and
Jim Wong
affiliation not provided to SSRN
,
Hong Kong Monetary Authority
and
Hong Kong Monetary Authority
Date Posted: January 23, 2009
Working Paper Series
193 downloads
Guaranteed Minimum Withdrawal Benefit in Variable Annuities
Min Dai
,
Yue Kuen Kwok
and
Jianping Zong
National University of Singapore (NUS) - Department of Mathematics
,
Hong Kong University of Science & Technology - Department of Mathematics
and
National University of Singapore (NUS) - Department of Mathematics
Date Posted: February 22, 2007
Working Paper Series
522 downloads
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing
Date Posted: March 30, 2005
Working Paper Series
114 downloads
Growth Outlook and the Cross-section of Stock Returns
Amy Chan and
Gurdip Bakshi
University of Maryland
and
University of Maryland - Robert H. Smith School of Business
Date Posted: February 16, 2001
Working Paper Series
Growth Opportunities and Assets in Place: Implications for Equity Betas
Boston College Working Paper
Eric Jacquier ,
Atakan Yalcin
and
Sheridan Titman
MIT Sloan
,
Ozyegin University
and
University of Texas at Austin - Department of Finance
Date Posted: April 07, 2003
Working Paper Series
544 downloads
Ground Rental Rates and Ratchet Clauses
Accounting and Finance, Vol. 44, No. 2, pp. 187-202, July 2004
Martin Lally and
John Randal
Victoria University of Wellington
and
Victoria University of Wellington - School of Economics & Finance
Date Posted: July 06, 2004
Accepted Paper Series
30 downloads
Green Expectations: Current Effects of Anticipated Carbon Pricing
Derek Lemoine
University of Arizona - Department of Economics
Date Posted: April 10, 2013
Last Revised: April 19, 2013
Working Paper Series
57 downloads
Graphical Asian Options
Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies
Date Posted: September 16, 2009
Last Revised: October 31, 2009
Working Paper Series
933 downloads
Granularity of Corporate Debt
Jaewon Choi
,
Dirk Hackbarth
and
Josef Zechner
University of Illinois at Urbana-Champaign - Department of Finance
,
University of Illinois at Urbana-Champaign - College of Business
and
Vienna University of Economics and Business
Date Posted: November 30, 2011
Last Revised: May 18, 2013
Working Paper Series
304 downloads
Granting and Hedging Employee Stock Options: A Tax Motivation and Empirical Tests
Haim A. Mozes and
Steven B. Raymar
Fordham University Schools of Business
and
Fordham University - Finance Area
Date Posted: November 16, 2000
Working Paper Series
510 downloads
Gram-Charlier Densities (Revised version)
Banque de France Working Paper No. 56
Eric Jondeau and
Michael Rockinger
University of Lausanne
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: January 05, 2011
Working Paper Series
124 downloads
GPU Pricing of Exotic Cross-Currency Interest Rate Derivatives with a Foreign Exchange Volatility Skew Model
Duy Minh Dang ,
Christina Christara
and
Kenneth R. Jackson
University of Waterloo, David R. Cheriton School of Computer Science
,
University of Toronto - Department of Computer Science
and
University of Toronto - Department of Computer Science
Date Posted: February 08, 2010
Last Revised: February 26, 2011
Working Paper Series
597 downloads
Good Timing? How One Bank Cut Its Link to a $1.2 Billion Ponzi Scheme
Journal of Legal Economics, Vol. 18, No. 1, pp. 1-26, 2011
Lou Davis and
Linus Wilson
University of Louisiana at Lafayette - College of Business Administration
and
University of Louisiana at Lafayette - College of Business Administration
Date Posted: April 12, 2010
Last Revised: March 29, 2012
Working Paper Series
212 downloads
Gold-Mining
EFA 2005 Moscow Meetings Paper
Bruce D. Grundy and
Johannes Raaballe
University of Melbourne
and
University of Aarhus - Department of Management
Date Posted: February 26, 2005
Working Paper Series
350 downloads
Going for Broke: Optimizing Investments in Distressed Debt
Sanjiv Ranjan Das and
Seoyoung Kim
Santa Clara University - Leavey School of Business
and
Santa Clara University
Date Posted: July 17, 2012
Last Revised: August 14, 2012
Working Paper Series
45 downloads
Gigi Model: A Simple Stochastic Volatility Approach for Multifactor Interest Rates
Roberto Baviera
Politecnico di Milano - Department of Mathematics
Date Posted: April 01, 2007
Working Paper Series
229 downloads
Getting Real Forecasts, State Price Densities and Risk Premium from Euribor Options
Vesela Ivanova
and
Josep Maria Puigvert Gutierrez
Goethe University Frankfurt - House of Finance
and
European Central Bank
Date Posted: November 22, 2012
Last Revised: April 27, 2013
Working Paper Series
Geometric Arbitrage Theory and Market Dynamics
Simone Farinelli
Core Dynamics GmbH
Date Posted: March 27, 2008
Last Revised: May 21, 2012
Working Paper Series
297 downloads
Genetically Derived Approximations for Determining the Implied Volatility
OR Spektrum, Vol. 21, Issue 1-2, 1999
Christian Keber
University of Vienna - Institute of Business Administration
Date Posted: June 30, 1999
Accepted Paper Series
Generic Market Models
ERIM Report Series Reference No. ERS-2005-010-F&A
Raoul Pietersz
and
Marcel Van Regenmortel
Erasmus Research Institute of Management (ERIM)
and
ABN-Amro Bank, The Netherlands
Date Posted: October 16, 2004
Working Paper Series
548 downloads
Generic Levy One-Factor Models for the Joint Modelling of Prepayment and Default: Modelling LCDX
Péter Dobránszky
and
Wim Schoutens
BNP Paribas, Risk - Investment & Markets
and
KU Leuven - Department of Mathematics
Date Posted: July 31, 2008
Working Paper Series
164 downloads
Generic Computing Alternatives for Better Greeks
Cristian Homescu
affiliation not provided to SSRN
Date Posted: September 03, 2011
Last Revised: September 12, 2011
Working Paper Series
548 downloads
Generalizing the Affine Framework to HJM and Random Field Models
Pierre Collin-Dufresne and
Robert S. Goldstein
Columbia Business School - Finance and Economics
and
University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: June 23, 2003
Working Paper Series
611 downloads
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