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SSRN eLibrary Statistics:

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Abstracts: 489,370
Full Text Papers: 398,250
Authors: 228,711
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  Last 12 months:
69,655

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To date: 66,729,620
Last 12 months: 11,224,008
Last 30 days: 834,562

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


SSRN eLibrary Search Results
JEL Code: G13
1,867,593 Total downloads
Showing Papers 2,951 - 3,000 of 4,952
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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