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JEL Code: C61
371,868 Total downloads
Showing Papers 301 - 350 of 2,283
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Approximating the Pareto Set of Multiobjective Linear Programs Via Robust Optimization CentER Discussion Paper Series No. 2012-031
Bram Gorissen
and
Dick den Hertog
Date Posted: April 13, 201214 downloads
Perturbative Expansion Technique for Non-Linear FBSDEs With Interacting Particle Method
Masaaki Fujii
and
Akihiko Takahashi
Date Posted: April 13, 2012Last Revised: April 23, 201250 downloads
Optimal Portfolios in Commodity Futures Markets
Fred Espen Benth
and
Jukka Lempa
Date Posted: April 12, 201253 downloads
A Comparative Study of Trends in Globalization Using Different Synthetic Indicators
Sudhanshu K. Mishra
Date Posted: April 11, 201226 downloads
The Effect of Salvage Market on Strategic Technology Choice and Capacity Investment Decision of Firm Under Demand Uncertainty
Mohammad Ali Kashefi
Date Posted: April 11, 201221 downloads
The Effect of Vertical Knowledge Spillovers Via the Supply Chain on Location Decision of Firms
Mohammad Ali Kashefi
Date Posted: April 11, 201218 downloads
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
Date Posted: April 10, 2012Last Revised: October 01, 20124 downloads
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
Date Posted: April 10, 2012Last Revised: October 01, 20124 downloads
Approximation Errors of Perturbation Methods in Solving a Class of Dynamic Stochastic General Equilibrium Models Computational Economics, Vol. 38(2), 107-128.
Xuan Liu
and
Zhiwei Cui
Date Posted: April 10, 2012Last Revised: March 28, 2013
Advertising Exposures for a Seasonal Good in a Segmented Market Department of Management, Università Ca' Foscari Venezia Working Paper No. 11/2011,
Daniela Favaretto
,
Grosset Luca
and
Bruno Viscolani
affiliation not provided to SSRN
and
University of Padua - Department of Pure and Applied Mathematics
Date Posted: April 09, 201222 downloads
Capital Requirements and Optimal Investment with Solvency Probability Constraints
Vali Alexandru Asimit
,
Alex Badescu
,
Tak-Kuen Siu
and
Yuriy Zinchenko
Date Posted: April 09, 2012Last Revised: December 19, 201259 downloads
Debt, Deficits, and Finite Horizons: The Continuous Time Stochastic Case
Christian-Oliver Ewald
,
Aihua Zhang
and
Charles Nolan
Date Posted: April 05, 2012Last Revised: October 07, 201246 downloads
Life Cycles and Mortality
Aihua Zhang
,
Christian-Oliver Ewald
and
Charles Nolan
Date Posted: April 05, 2012Last Revised: October 07, 201239 downloads
Pricing American Options Written on Two Underlying Assets
Jonathan Ziveyi and
Carl Chiarella
Date Posted: April 05, 201252 downloads
On a Poisson Subordinated Distribution for Precise Statistical Measurement of Leptokurtic Financial Data
Stephen H.T. Lihn
affiliation not provided to SSRN
Date Posted: April 03, 2012Last Revised: April 17, 201266 downloads
A Maximum Entropy Perspective of Pena’s Synthetic Indicators
Sudhanshu K. Mishra
Date Posted: April 02, 2012Last Revised: April 03, 201217 downloads
An Efficient Numerical PDE Approach for Pricing Foreign Exchange Interest Rate Hybrid Derivatives
Duy Minh Dang ,
Christina Christara
,
Kenneth R. Jackson
and
Asif Lakhany
Date Posted: March 26, 2012Last Revised: May 05, 2013337 downloads
Balance-Sheet Shocks and Recapitalizations IMF Working Paper No. NO.12/68
Fabian V. Valencia
and
Damiano Sandri
Date Posted: March 25, 201231 downloads
A Note on Construction of Heuristically Optimal Pena’s Synthetic Indicators by the Particle Swarm Method of Global Optimization
Sudhanshu K. Mishra
Date Posted: March 25, 201214 downloads
Robust Portfolio Selection Involving Options Under a 'Marginal Joint' Ellipsoidal Uncertainty Set
Ai-fan Ling and
Chen-xian Xu
Date Posted: March 23, 2012
Consumption, Investment and Life Insurance Strategies with Heterogeneous Discounting
Albert de Paz
,
Jesús Marín Solano
,
Jorge Navas
and
Oriol Roch
Date Posted: March 21, 201232 downloads
American Options with Multiple Priors in Continuous Time Institute of Mathematical Economics Working Paper No. 448
Joerg Vorbrink
affiliation not provided to SSRN
Date Posted: March 20, 2012
Imperfect Cartelization in OPEC
Samuel Jovan Okullo
and
Frederic Reynes
Date Posted: March 20, 2012Last Revised: March 28, 201225 downloads
Modeling Peak Oil and the Geological Constraints on Oil Production
Samuel Jovan Okullo
,
Frederic Reynes
and
Marjan W. Hofkes
Date Posted: March 20, 2012Last Revised: March 28, 201228 downloads
Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information
Dandan Song
and
Zhaojun Yang
affiliation not provided to SSRN
and
Hunan University - School of Finance and Statistics
Date Posted: March 19, 2012108 downloads
Risk Management and Portfolio Budgeting Based on ARMA-GARCH Non-Gaussian Multivariate Model
Nima Nooshi
,
Young Shin Kim
,
Svetlozar Rachev
and
Frank J. Fabozzi
Date Posted: March 18, 2012139 downloads
Two-Stage Portfolio Optimization with Higher-Order Conditional Measures of Risk
Sitki Gulten
and
Andrzej Ruszczynski
Date Posted: March 17, 2012Last Revised: May 05, 2013102 downloads
Empirical Policy Functions as Benchmarks for Evaluation of Dynamic Capital Structure Models
Santiago Bazdresch
Date Posted: March 17, 201227 downloads
Stackelberg Equilibria in a Multiperiod Vertical Contracting Model with Uncertain and Price-Dependent Demand NHH Dept. of Finance & Management Science Discussion Paper No. 2012/2
Leif Kristoffer Sandal and
Jan Uboe
Date Posted: March 16, 201225 downloads
Executive Compensation in a Changing Environment: Cautious Investors and Sticky Contracts
Thomas F. Cosimano ,
Adam L. Speight
and
Hayong Yun
Date Posted: March 15, 201234 downloads
Managing Sponsor Risk in Pension Plans: Dynamic Strategies vs Pension Assurance
Samuel J. Sender
Date Posted: March 15, 2012Last Revised: October 23, 201247 downloads
Optimal Bank’s Liquidity Supply by the Central Bank: A Microeconomic Approach
Jules Tinang Nzesseu
Date Posted: March 15, 2012Last Revised: October 22, 201234 downloads
Derivative-Free Replication of a Bond Benchmark with a Fraction of the Portfolio
Iliya Markov ,
Rodrigue Oeuvray and
Nils Tuchschmid
Date Posted: March 14, 2012112 downloads
Portfolio Selection for Insurance Linked Securities: An Application of Multiple Criteria Decision Making UNSW Australian School of Business Research Paper No. AIPAR 2012/4
Michael Sherris
and
Dominic TP Ho Quang
Date Posted: March 12, 2012123 downloads
Method of Lines Approach for Pricing American Spread Options
Carl Chiarella
and
Jonathan Ziveyi
Date Posted: March 11, 201255 downloads
Two Stochastic Volatility Processes - American Option Pricing University of Technology Sydney Quantitative Finance Research Centre Working Paper No. 292
Carl Chiarella
and
Jonathan Ziveyi
Date Posted: March 11, 201241 downloads
Option Pricing Models with HF Data: An Application of the Black Model to the WIG20 Index Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 5, Issue 1, pp. 70-90, 2012
Ryszard Kokoszczynski
,
Pawel Sakowski and
Robert Slepaczuk
Date Posted: March 10, 2012Last Revised: October 31, 201263 downloads
Dynamic Pairs Trading Using the Stochastic Control Approach Journal of Economic Dynamics and Control, 2013
Agnes Tourin
and
Raphael Yan
Date Posted: March 09, 2012Last Revised: June 13, 2013402 downloads
Balance-Sheet Shocks and Recapitalizations IMF Working Paper No. 12/68
Damiano Sandri and
Fabian V. Valencia
Date Posted: March 08, 201210 downloads
Dynamic Price Competition with Switching Costs CEPR Discussion Paper No. DP8849
Natalia Fabra
and
Alfredo García
affiliation not provided to SSRN
Date Posted: March 01, 20125 downloads
Ambiguity Aversion and Asset Prices in Production Economies
Mohammad R. Jahan-Parvar
and
Hening Liu
Date Posted: February 29, 2012Last Revised: October 14, 201277 downloads
Rare Events Analysis of High-Frequency Equity Data Wilmott Journal, pp. 74-81, 2011
Dragos Bozdog ,
Ionut Florescu
,
Khaldoun Khashanah
and
Jim Wang
Date Posted: February 29, 2012Last Revised: March 02, 2012132 downloads
Risk Metrics and Fine Tuning of High Frequency Trading Strategies Forthcoming, Mathematical Finance
Álvaro Cartea and
Sebastian Jaimungal
Date Posted: February 26, 2012Last Revised: October 05, 2012882 downloads
Enhanced Optimal Portfolios - A Controlled Integration of Quantitative Predictors 25th Australasian Finance and Banking Conference 2012
Lars Kaiser
,
Aron Veress
and
Marco Josef Menichetti
affiliation not provided to SSRN
Date Posted: February 25, 2012Last Revised: November 18, 2012161 downloads
Agricultural Commodities and their Financialization
Lucas Bernard ,
Alfred Greiner and
Willi Semmler Sr.
Date Posted: February 23, 2012Last Revised: December 30, 2012106 downloads
An Inventory Model with Lot Size Dependent Carrying/Holding Cost Journal of Science & Technology, Vol. 7, No. 2, pp. 133-136, 2011
Sumit Saha
,
Karabi Dutta Choudhury
and
Mantu Das
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 23, 201247 downloads
International Emission Strategies Under the Threat of a Sudden Jump in Damages CREATE Working Paper 2011-1
Bruno Nkuiya
Date Posted: February 20, 201212 downloads
An Inventory Control Model with Price-Demand Relationship in a Fuzzy Environment
Jafar Rezaei
Date Posted: February 18, 201257 downloads
Ambiguous Aggregation of Expert Opinions: The Case of Optimal R&D Investment FEEM Working Paper No. 4.2012
Stergios Athanassoglou
,
Valentina Bosetti and
Gauthier de Maere d'Aertrycke
Date Posted: February 16, 2012Last Revised: June 22, 201213 downloads
Data Envelopment Analysis (DEA) Integrated Risk Assessment Technique on Hedge Funds Investment: Theory and Practical Application Zhang Z.Y., ed., Risk Assessment and Management. Wyoming, U.S.A: Academy Publish, pp. 73
John D. Lamb and
Kai-Hong Tee
Date Posted: February 16, 2012Last Revised: December 26, 201284 downloads
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