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Full Text Papers: 398,298
Authors: 228,729
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SSRN eLibrary Search Results
JEL Code: C6
848,071 Total downloads
Showing Papers 3,101 - 3,150 of 5,190
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Incl. Electronic Paper Filtering for Discrete-Time Markov Processes and Applications to Inventory Control with Incomplete Information
THE OXFORD HANDBOOK OF NONLINEAR FILTERING, D. Crisan and B. Rozovsky, eds., Chapter 18, pp. 500-525, Oxford University Press, 2011
Alain Bensoussan , Metin Cakanyildirim and Suresh Sethi
University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA) , University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 30, 2008
Last Revised: April 25, 2012
Accepted Paper Series
142 downloads

Incl. Electronic Paper Generic and Brand Advertising Strategies in a Dynamic Duopoly
Marketing Science, Vol. 24 , No. 4, pp. 556-568, Fall 2005
Frank M. Bass (deceased) , Anand Krishnamoorthy , Ashutosh Prasad and Suresh Sethi
Deceased , University of Central Florida , University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 30, 2008
Last Revised: October 23, 2009
Accepted Paper Series
120 downloads

Incl. Electronic Paper On the Economics of Rational Self-Medication
FEEM Working Paper No. 5.2008
Wisdom Akpalu
University of Pretoria
Date Posted: January 30, 2008
Working Paper Series
102 downloads

Incl. Electronic Paper On the Optimal Control of Partially Observed Inventory Systems
Comptes Rendus de l'AcademiƩ des Sciences, Ser. Paris, Ser. I 341, pp. 419-426, 2005,
Alain Bensoussan , Metin Cakanyildirim and Suresh Sethi
University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA) , University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 30, 2008
Last Revised: November 07, 2008
Working Paper Series
76 downloads

Incl. Electronic Paper Optimal Allocation of Effort to Software Maintenance: A Queuing Theory Approach
Production and Operations Management, Vol. 18, No. 5, pp. 506-515, 2009
V. G. Kulkarni , Subodha Kumar , Vijay Mookerjee and Suresh Sethi
University of North Carolina (UNC) at Chapel Hill , Mays Business School, Texas A&M University , University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 30, 2008
Last Revised: October 18, 2011
Accepted Paper Series
178 downloads

Optimal Control of the Vidale-Wolfe Advertising Model
Operations Research, Vol. 21, No. 4, pp. 998-1013, 1973
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 30, 2008
Last Revised: May 11, 2011
Accepted Paper Series
50 downloads

Incl. Electronic Paper Optimal Production Control of a Failure-Prone Machine
Annals of Operations Research, Forthcoming
E. Khmelnitsky , Ernst Presman and Suresh Sethi
affiliation not provided to SSRN , Russian Academy of Sciences (RAS) and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 30, 2008
Last Revised: May 28, 2009
Accepted Paper Series
40 downloads

Incl. Electronic Paper Partially Observed Inventory Systems: The Case of Rain Checks
SIAM Journal on Control and Optimization, Forthcoming
Alain Bensoussan , Metin Cakanyildirim , J. Adolfo Minjarez-Sosa , Suresh Sethi and Ruixia (Sandy) Shi
University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA) , University of Texas at Dallas - Naveen Jindal School of Management , University of Sonora - Department of Mathematics , University of Texas at Dallas - Naveen Jindal School of Management and University of Richmond - Robins School of Business, Management Department
Date Posted: January 30, 2008
Last Revised: May 14, 2008
Working Paper Series
73 downloads

Incl. Electronic Paper An Analytical Introduction to Dynamic Optimization: The Robinson Crusoe Economy
Dirk Bethmann
Korea University - Department of Economics
Date Posted: January 29, 2008
Working Paper Series
205 downloads

Incl. Electronic Paper Distributed Services with Foreseen and Unforeseen Tasks: The Mobile Re-Allocation Problem
ERIM Report Series Reference No. ERS-2007-087-LIS
Jose Antonio Larco , Rommert Dekker and U. Kaymak
Erasmus University Rotterdam (EUR) - Department of Management of Technology and Innovation , Erasmus University, Rotterdam (EUR) - Erasmus School of Economics and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Date Posted: January 29, 2008
Working Paper Series
55 downloads

Incl. Electronic Paper Inflation Conservatism and Monetary-Fiscal Policy Interactions
Andrew P. Blake and Tatiana Kirsanova
Bank of England - CCBS and University of Glasgow
Date Posted: January 29, 2008
Last Revised: April 28, 2010
Working Paper Series
149 downloads

Incl. Electronic Paper An Efficiency Measure for Dynamic Networks Modeled as Evolutionary Variational Inequalities with Application to the Internet and Vulnerability Analysis
Netnomics, Forthcoming
Anna Nagurney and Qiang Qiang
University of Massachusetts Amherst - Isenberg School of Management - Department of Finance & Operations Management and Pennsylvania State University - Great Valley School of Graduate Professional Studies
Date Posted: January 28, 2008
Accepted Paper Series
43 downloads

Incl. Electronic Paper Bayesian Inference on Dynamic Models with Latent Factors
University Ca' Foscari of Venice, Department of Economics Research Paper No. 34/07
Monica Billio , Roberto Casarin and Domenico Sartore
Ca Foscari University of Venice - Department of Economics , University of Brescia - Department of Economics and Ca Foscari University of Venice - Department of Economics
Date Posted: January 28, 2008
Working Paper Series
97 downloads

Financial Leverage Strategy with Transaction Costs
Applied Mathematical Finance, Vol. 3, pp. 191-208, 1996
Charles Bagley and Uzi Yaari
University of Massachusetts at Amherst - Department of Finance & Operations Management and Rutgers University
Date Posted: January 28, 2008
Last Revised: April 21, 2009
Accepted Paper Series

Pecking Order as a Dynamic Leverage Theory
European Journal of Finance, Vol. 4, pp. 157-183, June 1998
Charles Bagley , Dilip K. Ghosh and Uzi Yaari
University of Massachusetts at Amherst - Department of Finance & Operations Management , Rutgers, The State University of New Jersey - Management Science & Information Systems and Rutgers University
Date Posted: January 28, 2008
Last Revised: April 21, 2009
Accepted Paper Series

Incl. Electronic Paper Optimal Advertising and Pricing in a New-Product Adoption Model
Journal of Optimization Theory & Applications, Vol. 139, No. 2, pp. 351-360, 2008
Suresh Sethi , Ashutosh Prasad and Xiuli He
University of Texas at Dallas - Naveen Jindal School of Management , University of Texas at Dallas - Naveen Jindal School of Management and University of North Carolina at Charlotte
Date Posted: January 26, 2008
Last Revised: February 16, 2009
Accepted Paper Series
288 downloads

Incl. Electronic Paper Continuous Time Partnerships with Discrete Events
Vitali Kalesnik
Research Affiliates LLC
Date Posted: January 25, 2008
Working Paper Series
38 downloads

Incl. Electronic Paper Impact of a Lower Oil Subsidy on Indonesian Macroeconomic Performance, Agricultural Sector and Poverty Incidences: A Recursive Dynamic Computable General Equilibrium Analysis
MPIA Working Paper No. 2007-28
Rina Oktaviani , Dedi B. Hakim , Sahara Sahara and Hermanto Siregar
affiliation not provided to SSRN , affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: January 25, 2008
Working Paper Series
312 downloads

Incl. Electronic Paper The Machine Maintenance and Sale Age Model of Kamien and Schwartz Revisited
Management Science, Vol. 53, No. 12, pp. 1964-1976, December 2007
Alain Bensoussan and Suresh Sethi
University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA) and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 25, 2008
Last Revised: January 23, 2009
Accepted Paper Series
52 downloads

Incl. Electronic Paper The Optimal Auditing Timing in the Repeated Principal Agent Model
Vitali Kalesnik
Research Affiliates LLC
Date Posted: January 25, 2008
Working Paper Series
108 downloads

Consumer Search with Costly Recall
Tinbergen Institute Discussion Paper No. 08-002/1
Maarten Janssen and Alexei Parakhonyak
University of Vienna and Erasmus University
Date Posted: January 24, 2008
Working Paper Series

Nearest Feasible Paths in Optimal Control Problems: Theory, Examples, and Counterexamples
Journal of Optimization Theory and Applications, Vol. 23, No. 4, pp. 563-579, December 1977
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 24, 2008
Accepted Paper Series

Incl. Electronic Paper On the Qualitative Effect of Volatility and Duration on Prices of Asian Options
Peter Carr , Christian-Oliver Ewald and Yajun Xiao
New York University (NYU) - Courant Institute of Mathematical Sciences , University of Glasgow and University of Freiburg - Department of Economics
Date Posted: January 24, 2008
Working Paper Series
246 downloads

The Moulin-Shenker Rule
Social Choice and Welfare, Vol. 29, No. 2, pp. 271-293, 2007
Maurice Koster
Amsterdam School of Economics, University of Amsterdam
Date Posted: January 23, 2008
Accepted Paper Series

Explicit Solution of a General Consumption/Investment Problem
Mathematics of Operations Research, Vol. 11, No. 2, pp. 261-294, May 1986
Ioannis Karatzas , John P. Lehoczky , Steven E. Shreve and Suresh Sethi
Columbia University - Department of Statistics , Carnegie Mellon University , Carnegie Mellon University - Department of Mathematical Sciences and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 22, 2008
Accepted Paper Series

Incl. Electronic Paper On the Non-Equilibrium Density of Geometric Mean Reversion
Zhaojun Yang and Christian-Oliver Ewald
Hunan University - School of Finance and Statistics and University of Glasgow
Date Posted: January 21, 2008
Last Revised: April 14, 2008
Working Paper Series
186 downloads

Incl. Electronic Paper Of Yahoos and Houyhnhnms: Modelling the Dynamics of Web 1.0 as an Iterated Strategy Contest
Matthijs L. den Besten
GSCM-Montpellier Business School
Date Posted: January 20, 2008
Working Paper Series
43 downloads

Incl. Electronic Paper Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy
Mathematics of Operations Research, Vol. 8, No. 4, pp. 613-636, November 1983
John P. Lehoczky , Suresh Sethi and Steven E. Shreve
Carnegie Mellon University , University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University - Department of Mathematical Sciences
Date Posted: January 20, 2008
Last Revised: March 24, 2011
Accepted Paper Series
10 downloads

Incl. Electronic Paper Contracting and Coordination Under Asymmetric Production Cost Information
Production and Operations Management, 21(2)345-260
Metin Cakanyildirim , Qi Feng , Xianghua Gan and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management , Purdue University - Krannert School of Management , Hong Kong Polytechnic University - Department of Logistics and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 17, 2008
Last Revised: November 12, 2012
Accepted Paper Series
291 downloads

Incl. Electronic Paper A Note on 'The Censored Newsvendor and the Optimal Acquisition of Information'
Operations Research, Vol. 57, No. 3, pp. 791-794, May-June 2009
Alain Bensoussan , Metin Cakanyildirim and Suresh Sethi
University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA) , University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 17, 2008
Last Revised: July 18, 2009
Accepted Paper Series
77 downloads

Incl. Electronic Paper A Note on Merton's 'Optimum Consumption and Portfolio Rules in a Continuous-Time Model'
Journal of Economic Theory, Vol. 46, No. 2, pp. 395-401, 1988
Michael I. Taksar and Suresh Sethi
University of Missouri at Columbia - Department of Mathematics and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 17, 2008
Last Revised: January 12, 2009
Accepted Paper Series
228 downloads

Incl. Electronic Paper Capturing the Environment: A Metafrontier Approach to the Drinking Water Sector
Kristof De Witte and Rui Cunha Marques
KU Leuven - Faculty of Business and Economics (FBE) and Technical University of Lisbon (UTL) - Centre for Management Studies (CEG-IST)
Date Posted: January 17, 2008
Working Paper Series
71 downloads

Incl. Electronic Paper Designing Incentives in Local Public Utilities: An International Comparison of the Drinking Water Sector
Kristof De Witte and Rui Cunha Marques
KU Leuven - Faculty of Business and Economics (FBE) and Technical University of Lisbon (UTL) - Centre for Management Studies (CEG-IST)
Date Posted: January 17, 2008
Working Paper Series
128 downloads

Deterministic and Stochastic Optimization of a Dynamic Advertising Model
Optimal Control Applications and Methods, Vol. 4, No. 2 , pp. 179-184, 1983
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 17, 2008
Last Revised: January 23, 2008
Accepted Paper Series

Incl. Electronic Paper Retail Competition and the Dynamics of Consumer Demand for Tied Goods
Wesley R. Hartmann and Harikesh Nair
Stanford University - Graduate School of Business and Stanford University - Graduate School of Business
Date Posted: January 17, 2008
Last Revised: May 01, 2012
Working Paper Series
188 downloads

A New Method for the Calibration of Stochastic Volatility Models: The Malliavin Gradient Method
Quantitative Finance, Vol. 6, No. 2, pp. 147-158, April 2006
Christian-Oliver Ewald and Aihua Zhang
University of Glasgow and University of Munich (LMU)
Date Posted: January 16, 2008
Accepted Paper Series

Incl. Electronic Paper An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates
Bank of Canada Working Paper No. 2004-48
David Jamieson Bolder , Grahame Johnson and Adam Metzler
Bank of Canada , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: January 16, 2008
Working Paper Series
168 downloads

Incl. Electronic Paper Stochastic Reaction Strategies in the Barro-Gordon Framework: Support for a Low Inflation Equilibrium
Christian-Oliver Ewald and Johannes Geissler
University of Glasgow and University of Saint Andrews - School of Economics and Finance
Date Posted: January 16, 2008
Last Revised: February 01, 2010
Working Paper Series
129 downloads

The Malliavin Calculus and Stochastic Differential Games with Information Asymmetry
PROCEEDINGS OF THE SECOND CONFERENCE ON GAME THEORY AND APPLICATIONS, Hongwei Gao, Leon A. Petrosyan, eds., pp. 26-30, World Academic Union Ltd, September 2007
Christian-Oliver Ewald
University of Glasgow
Date Posted: January 16, 2008
Accepted Paper Series

Explicit Solution of a General Consumption/Portfolio Problem with Subsistence Consumption and Bankruptcy
Journal of Economic Dynamics and Control, Vol. 16, No. 3-4, pp. 747-768, 2002
Michael I. Taksar , Suresh Sethi and Ernst Presman
University of Missouri at Columbia - Department of Mathematics , University of Texas at Dallas - Naveen Jindal School of Management and Russian Academy of Sciences (RAS)
Date Posted: January 15, 2008
Last Revised: January 23, 2008
Accepted Paper Series

Incl. Electronic Paper Natural Selection in Financial Markets: Does it Work?
Yale ICF Working Paper No. 08-01
Hongjun Yan
Yale University - International Center for Finance
Date Posted: January 15, 2008
Working Paper Series
682 downloads

Incl. Electronic Paper Optimal Investment for a Pension Fund Under Inflation Risk
Aihua Zhang
University of Munich (LMU)
Date Posted: January 15, 2008
Last Revised: April 14, 2008
Working Paper Series
335 downloads

Incl. Electronic Paper Optimal Savings and the Value of Population
Proceedings of The National Academy of Sciences, Vol. 104, No. 47, pp.18421-18426, November 20, 2007
Kenneth J. Arrow , Alain Bensoussan , Qi Feng and Suresh Sethi
Stanford University - Department of Economics , University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA) , Purdue University - Krannert School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 15, 2008
Last Revised: February 12, 2008
Accepted Paper Series
88 downloads

Risk-Aversion Behavior in Consumption/Investment Problems
Mathematical Finance, Vol. 1, No. 1, pp. 100-124, January 1991
Ernst Presman and Suresh Sethi
Russian Academy of Sciences (RAS) and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 15, 2008
Last Revised: January 23, 2008
Accepted Paper Series

Incl. Electronic Paper Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective
Bank of Canada Working Paper No. 2007-49
David Jamieson Bolder and Shudan Liu
Bank of Canada and affiliation not provided to SSRN
Date Posted: January 14, 2008
Working Paper Series
174 downloads

Incl. Electronic Paper Numerical Solution of Optimal Control Problems with Constant Control Delays
Computational Economics, Vol. 31, pp. 181-206, 2008
Ullrich Brandt-Pollmann , Ralph Winkler , Sebastian Sager , Ulf Moslener and Johannes Schloeder
University of Heidelberg - Interdisciplinary Institute for Environmental Economics , University of Bern - Department of Economics , University of Heidelberg - Interdisciplinary Center for Scientific Computing , Center for European Economic Research (ZEW) and Interdisciplinary Center for Scientific Computing
Date Posted: January 14, 2008
Last Revised: August 23, 2008
Accepted Paper Series
159 downloads

Incl. Electronic Paper The Terminal Real Wealth Optimization Problem with Index Bond: Equivalence of Real and Nominal Portfolio Choices for CRRA utility
Aihua Zhang
University of Munich (LMU)
Date Posted: January 14, 2008
Last Revised: July 22, 2008
Working Paper Series
81 downloads

Incl. Electronic Paper Yield Curve Modelling at the Bank of Canada
Bank of Canada Technical Report No. 84
David Jamieson Bolder and David Streliski
Bank of Canada and affiliation not provided to SSRN
Date Posted: January 14, 2008
Working Paper Series
806 downloads

Incl. Electronic Paper Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada
Bank of Canada Working Paper No. 2002-29
David Jamieson Bolder and Scott Gusba
Bank of Canada and affiliation not provided to SSRN
Date Posted: January 13, 2008
Working Paper Series
365 downloads

Incl. Electronic Paper Intertemporal Efficiency and Equity Under Hyperbolic Preferences. Ex Ante Versus Ex Post Procrastination
University of Heidelberg Department of Economics Discussion Paper No. 402
Ralph Winkler
University of Bern - Department of Economics
Date Posted: January 13, 2008
Working Paper Series
65 downloads


 

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