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Abstracts: 581,293
Full Text Papers: 481,997
Authors: 269,170
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  Last 12 months:
63,436

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Last 12 months: 10,266,314
Last 30 days: 936,916

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277,189
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SSRN eLibrary Search Results
JEL Code: C6
1,019,376 Total downloads
Showing Papers 3,151 - 3,200 of 6,292
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1 2 3 4 ... 126 | Next >
   


Incl. Electronic Paper Efficient Estimation of Sensitivities for Counterparty Credit Risk with the Finite Difference Monte-Carlo Method
Cornelis S.L. de Graaf , Drona Kandhai and Peter M.A. Sloot
University of Amsterdam , University of Amsterdam and University of Amsterdam
Date Posted: December 19, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Shortfall Deviation Risk
Marcelo Brutti Righi and Paulo Sergio Ceretta
Federal University of Santa Maria and Universidade Federal de Santa Maria
Date Posted: December 19, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Forecasting of the Convexity Adjustment and the Short Rate Based on the Inference from the CIR Model
Lin-Yee Hin and Nikolai Dokuchaev
Department of Mathematics & Statistics, Curtin University and Curtin University of Technology - Department of Mathematics and Statistics
Date Posted: December 18, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Efficient XVA Management: Computation, Hedging, and Attribution Using Trade-Level Regression and Global Conditioning
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: December 18, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Modeling and Kinetics Study of Conventional and Assisted Batch Solvent Extraction
Chan, C.-H., Yusoff, R., & Ngoh, G.-C. (2014). Modeling and kinetics study of conventional and assisted batch solvent extraction. Chemical Engineering Research and Design, 92(6), 1169-1186. doi: 10.1016/j.cherd.2013.10.001
Chung-Hung Chan , Rozita Yusoff and Gek-Cheng Ngoh
University of Malaya (UM) - Department of Chemical Engineering , University of Malaya (UM) - Department of Chemistry and University of Malaya (UM) - Department of Chemistry
Date Posted: December 18, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Optimization of Microwave-Assisted Extraction Based on Absorbed Microwave Power and Energy
Chan, C.-H., Yusoff, R., & Ngoh, G.-C. (2014). Optimization of microwave-assisted extraction based on absorbed microwave power and energy. Chemical Engineering Science, 111, 41-47. doi: 10.1016/j.ces.2014.02.011
Chung-Hung Chan , Rozita Yusoff and Gek-Cheng Ngoh
University of Malaya (UM) - Department of Chemical Engineering , University of Malaya (UM) - Department of Chemistry and University of Malaya (UM) - Department of Chemistry
Date Posted: December 18, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Quantitative Modeling of Trust and Trust Management Protocols in Next Generation Social Networks Based Wireless Mobile Ad Hoc Networks
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: December 18, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper European Option Pricing with Constant Relative Sensitivity Probability Weighting Function
University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 25/WP/2014
Martina Nardon and Paolo Pianca
Ca Foscari University of Venice - Department of Economics and Ca Foscari University of Venice - Department of Economics
Date Posted: December 18, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Numerical Simulation Approach to Study Systemic Risk in Banking Systems
Esteban Chavarria , Arturo Cifuentes and Francisco Javier Hawas
Central Bank of Costa Rica , University of Chile - School of Economics and Business and State University of New York (SUNY) - Department of Applied Mathematics and Statistics
Date Posted: December 18, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Fuzzy Opinion Networks: A Mathematical Framework for the Propagation of Opinions and Their Uncertainties Across Social Networks
Li-Xin Wang and Jerry M Mendel
Xian Jiaotong University, Department of Automation Science and Technology and University of Southern California - School of Engineering
Date Posted: December 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Counterparty Credit Exposures for Interest Rate Derivatives Using the Stochastic Grid Bundling Method
Patrik Karlsson , Shashi Jain and Cornelis W. Oosterlee
Lund University , Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: December 14, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Dynamics of Assets, Liquidity, and Inequality in Economies with Decentralized Markets
Maurizio Iacopetta
OFCE (Centre de recherche en Economie de Sciences Po)
Date Posted: December 13, 2014
Last Revised: December 14, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Portfolio Selection Under Uncertainty of Power Generation (Selección Bajo Incertidumbre De Portafolios De Generación Eléctrica)
Revista Internacional Administración & Finanzas, v. 8 (1) p. 69-78,
Roberto José Taboada González , Gerardo Gabriel Alfaro Calderon and Federico González Santoyo
Universidad Michoacana de San Nicolás de Hidalgo , Universidad Michoacana de San Nicolás de Hidalgo and Universidad Michoacana de San Nicolás de Hidalgo
Date Posted: December 12, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Operational Risk Analysis of Industrial Small and Medium Enterprises
Global Journal of Business Research, v. 8 (2) p. 65-80, 2014
Jorge A. Restrepo , Jairo Angel Díaz and Juan Esteban Ocampo
Universidad Autónoma Latinoamericana , Universidad Autónoma Latinoamericana and Universidad Autónoma de las Américas
Date Posted: December 11, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Spillover Effects of Tourism Policy Changes on Hospitality Industries
Global Journal of Business Research, v. 8 (2) p. 111-124, 2014
Chun-Ming Chien , Cheng-Yih Hong and Jian-Fa Li
Tainan University of Technology , Chaoyang University of Technology and Chaoyang University of Technology
Date Posted: December 11, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Unexpected Shortfalls of Expected Shortfall: Credit for Diversification versus Regulatory Objectives
Pablo Koch-Medina and Cosimo Munari
University of Zurich - Department of Banking and Finance and Swiss Federal Institute of Technology Zurich - Department of Mathematics
Date Posted: December 11, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Nonparametric Option Pricing with Generalized Entropic Estimators
Caio Almeida and Rafael Azevedo Sr.
Getulio Vargas Foundation and Getulio Vargas Foundation (FGV)
Date Posted: December 10, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Stochastic Goals in Household Financial Planning
Radoslaw Andrzej Pietrzyk and Pawel A. Rokita
Uniwersytet Ekonomiczny we Wrocławiu and Uniwersytet Ekonomiczny we Wrocławiu
Date Posted: December 09, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Understanding the Dynamics of Violent Political Revolutions in an Agent-Based Framework
Ca' Foscari University of Venice Department of Economics Working Paper No. 21/WP/2014
Alessandro Moro
Ca Foscari University of Venice - Department of Economics
Date Posted: December 09, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Replication & XVA: The Unique Counting Approach
Alexandre Antonov and Andy McClelland
Numerix and Numerix
Date Posted: December 08, 2014
Working Paper Series
37 downloads

Incl. Electronic Paper Optimal Casino Betting: Why Lucky Coin and Good Memory are Important
Xue Dong He , Sang Hu , Jan Obłój and Xun Yu Zhou
Columbia University - Department of Industrial Engineering and Operations Research , National University of Singapore (NUS) - Risk Management Institute , University of Oxford - Mathematical Institute and University of Oxford - Nomura Centre for Mathematical Finance
Date Posted: December 08, 2014
Working Paper Series
19 downloads

Incl. Fee Electronic Paper Government Debt Management: The Long and the Short of it
CEPR Discussion Paper No. DP10281
Elisa Faraglia , Albert Marcet , Rigas Oikonomou and Andrew Scott
London Business School , Universitat Autònoma de Barcelona - Institut d'Anàlisi Economica CSIC , Catholic University of Louvain (UCL) and London Business School - Department of Economics
Date Posted: December 08, 2014
Working Paper Series

Incl. Electronic Paper Circuits of Iterated Foata Maps
Department of Management, Università Ca' Foscari Venezia Working Paper No. 25/2014,
Francesco Mason and Andrea Borghesan
Ca Foscari University of Venice - Department of Management and Ca Foscari University of Venice
Date Posted: December 08, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Negative Real Interest Rates
Jing Chen , Diandian Ma , Xiaojing Song and Mark J. Tippett
University of Wales System - Swansea University , Lecturer in Accounting , Lecturer of Accounting & Finance and Loughborough University - Business School
Date Posted: December 07, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Transition to Clean Technology
PIER Working Paper No. 14-044
Daron Acemoglu , Ufuk Akcigit , Douglas Hanley and William R. Kerr
Massachusetts Institute of Technology (MIT) - Department of Economics , University of Pennsylvania - Department of Economics , University of Pittsburgh and Harvard University - Entrepreneurial Management Unit
Date Posted: December 07, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Food Security Constrained-Optimization Modeling: Informing Policymakers on Choice Variables
David G. Raboy , Patrick Linke and Mohammad Najdawi
George Mason University - School of Policy, Government, and International Affairs , Texas A&M University (TAMU), Qatar and Qatar University
Date Posted: December 06, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Transition to Clean Technology
Harvard Business School Entrepreneurial Management Working Paper No. 15-045
Daron Acemoglu , Ufuk Akcigit , Douglas Hanley and William R. Kerr
Massachusetts Institute of Technology (MIT) - Department of Economics , University of Pennsylvania - Department of Economics , University of Pittsburgh and Harvard University - Entrepreneurial Management Unit
Date Posted: December 06, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Computing Difficulties for Deriving Poverty Indices from Some Functional Forms of Lorenz Curves
Louis de Mesnard
IAE Dijon and CREGO (EA 7317), University of Burgundy
Date Posted: December 05, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper An Options Pricing Approach to Ramping Rate Restrictions at Hydro Power Plants
Shilei Niu and Margaret C. Insley
University of Waterloo - Department of Economics and University of Waterloo - Department of Economics
Date Posted: December 05, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Closed Form Pricing for Commodity Spread Options with High Correlation
Wen Cheng
Pennsylvania State University - Department of Mathematics
Date Posted: December 04, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Adequacy of Lagrange Multiplier Test
European Economics Letters, Volume 3, Number 2, page 32-35, 2014
Mei-Yu Lee
Yuanpei University
Date Posted: December 04, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Model of the United States Economy with Learning MUSEL
ECB Working Paper No. 1745
Ursel Baumann , Alistair Dieppe , Alberto GonzÁlez Pandiella and Alpo Willman
European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) and University of Kent, Canterbury
Date Posted: December 03, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper On International Fisheries Agreements, Entry Deterrence and Ecological Uncertainty
Discussion Papers on Business and Economics, University of Southern Denmark, 18/2014
Hans Ellefsen , Lone Grønbæk Kronbak and Lars Ravn-Jonsen
University of Faroe Islands , University of Southern Denmark - Department of Business and Economics and University of Southern Denmark
Date Posted: December 03, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Weak Convergence to Stochastic Integrals for Econometric Applications
Cowles Foundation Discussion Paper No. 1971
Hanying Liang , Peter C. B. Phillips , Hanchao Wang and Qiying Wang
Tongji University - School of Economics and Management , Yale University - Cowles Foundation , Zhejiang University - College of Economics and University of Sydney
Date Posted: December 03, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Does Firm Heterogeneity Impact the Effectiveness of Carbon Taxes? Experiments in Argentina and Mexico
IDB Working Paper No. IDB-WP-524
Omar Chisari and Sebastian Miller
Universidad Argentina de la Empresa (UADE) and Inter-American Development Bank (IDB)
Date Posted: December 03, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Dynamic Hedging of Longevity Risk: The Effect of Trading Frequency
Hong Li
Tilburg University - Center for Economic Research (CentER)
Date Posted: December 02, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Vertical Fiscal Externalities and the Environment
CESifo Working Paper Series No. 5076
Christoph Böhringer , Nicholas Rivers and Hidemichi Yonezawa
University of Oldenburg - Economic Policy , University of Ottawa - Graduate School of Public and International Affairs and University of Ottawa
Date Posted: December 02, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Short-Term Price Overreactions: Identification, Testing, Exploitation
CESifo Working Paper Series No. 5066
Guglielmo Maria Caporale , Luis A. Gil-Alana and Alex Plastun
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Date Posted: December 02, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper Decision Making in Incomplete Markets with Ambiguity -- A Case Study of a Gas Field Acquisition
Tinbergen Institute Discussion Paper 14-149/VI
Lin Zhao and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Date Posted: December 02, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper What We Don't Know Doesn't Hurt Us: Rational Inattention and the Permanent Income Hypothesis in General Equilibrium
Federal Reserve Bank of Kansas City Working Paper No. 14-14
Jun Nie , Yulei Luo , Gaowang Wang and Eric R. Young
Federal Reserve Bank of Kansas City , University of Hong Kong , Shandong University and University of Virginia
Date Posted: November 28, 2014
Working Paper Series
3 downloads

Leveraging a Call-Put Ratio as a Trading Signal
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology - Wesley J. Howe School of Technology Management
Date Posted: November 27, 2014
Last Revised: December 02, 2014
Working Paper Series

Poverty Reduction and Economic Structure: Comparative Path Analysis for Mozambique and Vietnam
UNU-WIDER working paper 2010/122. WP /122
Channing Arndt , Finn Tarp and James Thurlow
United Nations - World Institute for Development Economics Research (UNU/WIDER) , University of Copenhagen - Department of Economics and UNU-WIDER
Date Posted: November 26, 2014
Working Paper Series

Poverty Reduction and Economic Structure: Comparative Path Analysis for Mozambique and Vietnam
UNU-WIDER working paper 11/2010; 2010/122
Channing Arndt , Finn Tarp and James Thurlow
United Nations - World Institute for Development Economics Research (UNU/WIDER) , University of Copenhagen - Department of Economics and UNU-WIDER
Date Posted: November 26, 2014
Working Paper Series

Incl. Electronic Paper Algorithmic Trading Model for Manifold Learning in FX
Zee Fernandez
Modus Operandi, Inc.
Date Posted: November 26, 2014
Working Paper Series
36 downloads

Incl. Electronic Paper Incomplete Markets with Endogenous Portfolio Constraints and Redundant Assets
Seoul Journal of Economics 27 (No. 4 2014): 469-488
Guangsug Hahn
POSTECH
Date Posted: November 26, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Robust Option Pricing with Characteristic Functions and the B-Spline Order of Density Projection
Justin Lars Kirkby
Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Date Posted: November 25, 2014
Last Revised: December 16, 2014
Working Paper Series
59 downloads

Incl. Electronic Paper An Analytical Justification for Asset Allocation
Woo Chang Kim and Yongjae Lee
Korea Advanced Institute of Science and Technology (KAIST) and Korea Advanced Institute of Science and Technology (KAIST)
Date Posted: November 25, 2014
Working Paper Series
51 downloads

Incl. Electronic Paper Is 1/n Really Better than Optimal Mean-Variance Portfolio?
Woo Chang Kim , Yongjae Lee and William T. Ziemba
Korea Advanced Institute of Science and Technology (KAIST) , Korea Advanced Institute of Science and Technology (KAIST) and University of British Columbia (UBC) - Sauder School of Business
Date Posted: November 25, 2014
Working Paper Series
71 downloads

Incl. Electronic Paper Counterparty Risk Reduction by the Optimal Netting of OTC Derivatives
Dominic O'Kane
EDHEC Risk Institute
Date Posted: November 25, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper An Arbitrage-Free Hagan Implied Density via the Stochastic Collocation Method
Lech A. Grzelak and Cornelis W. Oosterlee
Delft University of Technology and Center for Mathematics and Computer Science (CWI)
Date Posted: November 24, 2014
Last Revised: December 02, 2014
Working Paper Series
76 downloads


 

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