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Abstracts: 614,595
Full Text Papers: 511,352
Authors: 283,838
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Last 12 months: 11,474,967
Last 30 days: 867,520

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SSRN eLibrary Search Results
JEL Code: C6
1,100,893 Total downloads
Showing Papers 3,501 - 3,550 of 6,658
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1 2 3 4 ... 134 | Next >
   


Incl. Electronic Paper Exponential-Affine Approximations of Macro-Finance Models with Nonlinear Habits
Pierlauro Lopez , David Lopez-Salido and Francisco Vazquez-Grande
Banque de France , Board of Governors of the Federal Reserve System (FRB) and Board of Governors of the Federal Reserve System (FRB)
Date Posted: July 05, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Hedging with Small Uncertainty Aversion
Sebastian Herrmann , Johannes Muhle-Karbe and Frank Thomas Seifried
ETH Zurich , ETH Zürich and University of Trier
Date Posted: July 03, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Optimal Contracts Under Adverse Selection, Moral Hazard and Type-Dependent Reservation Utilities
Natalie Packham
Frankfurt School of Finance & Management gemeinnützige GmbH
Date Posted: July 02, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Small DSGE Model with Financial Frictions
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 20/WP/2015
Melesse Wondemhunegn Ezezew
Ca Foscari University of Venice - Department of Economics
Date Posted: July 02, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Quantum Finance Models
Hongbing Su
Independent
Date Posted: July 01, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation
Jakub Rojcek and Alexandre Ziegler
Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: July 01, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
Multinational Finance Journal, Vol. 10, No. 3/4, p. 153-177, 2006
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: June 30, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Itchy Feet vs Cool Heads: Flow of Funds in an Agent-Based Financial Market
Jan Palczewski , Klaus Reiner Schenk-Hoppé and Tongya Wang
University of Leeds - School of Mathematics , University of Manchester - Department of Economics and University of Leeds - Centre for Advanced Studies in Finance
Date Posted: June 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Major Defects of the Market Economy
Egmont Kakarot-Handtke
University of Stuttgart - Institute of Economics and Law
Date Posted: June 30, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Combination of Equilibrium Models and Hybrid Life Cycle – Input-Output Analysis to Predict the Environmental Impacts of Energy Policy Scenarios
FEEM Working Paper No. 062.2015
Elorri Igos , Benedetto Rugani , Sameer Rege , Enrico Benetto , Laurent Drouet and Dan Zachary
Luxembourg Institute of Science and Technology (LIST) , Luxembourg Institute of Science and Technology (LIST) - Environmental Research & Innovation (ERIN) , Luxembourg Institute of Science and Technology (LIST) , Luxembourg Institute of Science and Technology (LIST) , Fondazione Eni Enrico Mattei (FEEM) and Luxembourg Institute of Science and Technology (LIST)
Date Posted: June 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Decomposing Bivariate Dominance for Social Welfare Comparisons
Discussion Papers on Business and Economics, University of Southern Denmark, 12/2015
Tina Gottschalk , Troels Martin Range , Peter Sudhölter and Lars Peter Østerdal
University of Southern Denmark , University of Southern Denmark - Department of Business and Economics , University of Southern Denmark - Department of Business and Economics and Department of Business and Economics, University of Southern Denmark
Date Posted: June 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Foreign Capital Inflow and Financial Crisis in a Dynamic Model
Gopal K. Basak , Pranab Kumar Das and Allena Rohit
Indian Statistical Institute, Kolkata , Centre for Studies in Social Sciences, Calcutta and Indian Statistical Institute, Kolkata
Date Posted: June 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Portfolios in the Ibex 35 Index: Alternative Methods to the Traditional Framework, a Comparative with the Naive Diversification in a Pre- and Post- Crisis Context
Victor M. Adame-Garcia , Fernando Fernández Rodríguez and Simón Sosvilla Rivero
Universidad Complutense de Madrid (UCM) , University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense University of Madrid
Date Posted: June 30, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Optimal Equity Glidepaths in Retirement
Christopher J. Rook
Stevens Institute of Technology
Date Posted: June 30, 2015
Working Paper Series
45 downloads

Incl. Electronic Paper Accurate & Efficient Pricing of Arithmetic Average Asian Options within the Hull-White Method
Pratik Ramprasad
Department of Statistics, Rutgers University
Date Posted: June 30, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper On Magnitude, Asymptotics and Duration of Drawdowns for Levy Models
Bernoulli, Forthcoming
David Landriault , Bin Li and Hongzhong Zhang
University of Waterloo , University of Waterloo - Department of Statistics and Actuarial Science and Columbia University - Department of Statistics
Date Posted: June 29, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Risk Adjusted Growth Portfolio in a Finite Investment Horizon
Marcos Lopez de Prado , Ralph Vince and Qiji Jim Zhu
Guggenheim Partners, LLC , LSP Partners, LLC and Western Michigan University
Date Posted: June 29, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Agglomeration, Urban Growth and Infrastructure in Global Climate Policy: A Dynamic CGE Approach
FEEM Working Paper No. 061.2015
Fabio Grazi and Henri Waisman
Centre International de Recherche sur l'Environnement et le Développement and Centre International de Recherche sur l’ l'Environnement et le Développement
Date Posted: June 27, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Metaheuristic Construction of Long-Only Risk Budgeted Futures Portfolio with Maximal Diversification Index
Vijayalakshmi G A Pai and Thierry Michel
PSG College of Technology and Lombard Odier & Cie
Date Posted: June 26, 2015
Last Revised: June 29, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Some Important Issues Involving Real Options: An Overview
Multinational Finance Journal, Vol. 14, No. 1/2, p. 73-123, 2010
Gordon Sick and Andrea Gamba
University of Calgary - Haskayne School of Business and University of Warwick - Finance Group
Date Posted: June 26, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Corporate Finance and the (In)efficient Exercise of Real Options
Multinational Finance Journal, Vol. 14, No. 3/4, p. 189-217, 2010
Bart M. Lambrecht and Grzegorz Pawlina
University of Cambridge - Judge Business School and Lancaster University - Department of Accounting and Finance
Date Posted: June 26, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Heterogeneous Basket Options Pricing Using Analytical Approximations
Multinational Finance Journal, Vol. 15, No. 1/2, p. 47-85, 2011
Georges Dionne , Geneviève Gauthier , Nadia Ouertani and Nabil Tahani
HEC Montreal - Department of Finance , HEC Montreal - Department of Management Sciences , IESEG School of Management and York University - Atkinson School of Administrative Studies
Date Posted: June 25, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper 2CASE - Cloud Computing Based Audit Staff Evaluation by Using the GPS4GEF On-Line Prototype
Financial Audit, XIII, No.7(127)/2015, 16-28 & 94-106, ISSN: 1583-5812, on-line ISSN: 1844-8801, revista.cafr.ro/uploads/AF-7-2015---Site-0454.pdf
Daniel Homocianu , Dinu Airinei and Florin Dumitriu
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration , Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and "Al. I. Cuza" University of Iasi
Date Posted: June 25, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Un Procedimiento De Selección De Sub-Muestras De Gran Tamaño De Una Muestra Aleatoria Simple Representativas De La Población De Estudio (A Selection Procedure of High Size Sub-Samples from a Simple Random Sample Representative of the Population)
Juan Manuel Pérez Salamero González , Marta Regúlez-Castillo and Carlos Vidal-Meliá
University of Valencia - Department of Financial Economics , University of the Basque Country - Departamento de Economia Aplicada III (Econometria y Estadistica) and University of Valencia - Department of Financial Economics
Date Posted: June 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Efficient Numerical Fourier Methods for Coupled Forward-Backward SDEs
Thomas P. Huijskens , Marjon Ruijter and Cornelis W. Oosterlee
University of Oxford , Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: June 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Risk or Regulatory Capital? Bringing Distributions Back in the Foreground
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 18/WP/2015
Dominique Guegan and Bertrand Hassani
Universite Paris 1 Pantheon-Sorbonne and Université Paris I Panthéon-Sorbonne
Date Posted: June 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper The Spectral Stress VaR (SSVaR)
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 17/WP/2015
Dominique Guegan , Bertrand Hassani and Kehan Li
Universite Paris 1 Pantheon-Sorbonne , Université Paris I Panthéon-Sorbonne and Université Paris 1 Panthéon-Sorbonne
Date Posted: June 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Shifting Taxes from Labor to Consumption: More Employment and More Inequality
ZEW - Centre for European Economic Research Discussion Paper No. 15-042
Nico Pestel and Eric Sommer
Institute for the Study of Labor (IZA) and University of Cologne
Date Posted: June 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Complexity of Coordination
Vipin P. Veetil and Davoud Taghawi-Nejad
George Mason University - Department of Economics and University of Sao Paulo (USP)
Date Posted: June 25, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Advancing the Universality of Quadrature Methods to Any Underlying Process for Option Pricing
Journal of Financial Economics (JFE), Vol. 114, No. 3, 2014
Ding Chen , Hannu Hannu Härkönen and David Newton
Nottingham University Business School , Nottingham University Business School and Nottingham University Business School (NUBS)
Date Posted: June 24, 2015
Accepted Paper Series
11 downloads

Incl. Fee Electronic Paper Stochastic Volatility Models for the Brent Oil Futures Market: Forecasting and Extracting Conditional Moments
OPEC Energy Review, Vol. 39, Issue 2, pp. 184-221, 2015
Per Bjarte Solibakke
Høgskolen i Molde
Date Posted: June 24, 2015
Accepted Paper Series

Incl. Electronic Paper It's a Small World after All: Using Social Network Analysis to Investigate Systemic Risk in the Australian Superannuation Sector
Centre for Law, Markets and Regulation (CLMR) Research Paper Working Paper No. 1541
Rob Nicholls , M. Scott Donald and Kevin Liu
Swinburne University of Technology , University of New South Wales (UNSW) and University of New South Wales (UNSW), Australian School of Business - School of Risk & Actuarial Studies,
Date Posted: June 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Can the Dark Side of Flexibility Be Overcome Through Covenants?
Dan Andrei Iancu , Nikolaos Trichakis and Gerry Tsoukalas
Stanford Graduate School of Business , Harvard Business School and University of Pennsylvania - The Wharton School
Date Posted: June 22, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper A Quantum Finance Model
Hongbing Su
Independent
Date Posted: June 21, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Computing the Cross-Sectional Distribution to Approximate Stationary Markov Equilibria with Heterogeneous Agents and Incomplete Markets
Elisabeth Pröhl
University of Geneva and Swiss Finance Institute
Date Posted: June 21, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Reformulation of Nash Equilibrium with an Application to Interchangeability
Yosuke Yasuda
Osaka University - Graduate School of Economics
Date Posted: June 21, 2015
Last Revised: June 29, 2015
Working Paper Series
386 downloads

Incl. Electronic Paper Linear Optimization Techniques for Product-Mix of Paints Production in Nigeria
Ismail Oladimeji Soile ACTA UNIVERSITATIS DANUBIUS Vol 10, no 1, 2014, pp. 181-190 (with Sulaimon Adebiyi and Bilqis Amole)
Sulaimon O Adebiyi , Amole B Bilqis and Ismail Soile
Abeokuta Federal University of Agriculture (UNAAB) , University of Lagos and University of Dundee - Centre for Energy, Petroleum and Mineral Law & Policy (CEPMLP)
Date Posted: June 20, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Seasonal Stochastic Volatility and Correlation Together with the Samuelson Effect in Commodity Futures Markets
Lorenz Schneider and Bertrand Tavin
EMLYON Business School and EMLYON Business School
Date Posted: June 20, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Derechos Colectivos En Pesca Artesanal Y Los Intercambios En La Política Pesquera: Un Análisis De Las Políticas Distributivas (Collective Rights in Artisanal Fisheries and the Trade-Offs in Fisheries Policies: An Analysis of Distributive Policies)
Estudios de Economia. Vol. 42 - N 1, Junio 2015, pp. 53-78
Miguel Jara , Jorge David Dresdner Cid and Walter Gómez
Universidad de Concepción , Universidad de Concepción and Universidad de la Frontera
Date Posted: June 20, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Stabilization Policies and Long Term Growth: Policy Implications from an Agent-Based Macroeconomic Model
Bielefeld Working Papers in Economics and Management No. 06-2015
Philipp Harting
Faculty of Business Administration and Economics
Date Posted: June 19, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper A Competitive Idea-Based Growth Model with Shrinking Workers’ Income Share
Carla Marchese and Fabio Privileggi
Università del Piemonte Orientale "Amedeo Avogadro", Institute POLIS-DiGSPES and University of Turin - Department of Economics and Statistics
Date Posted: June 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Fractal Measures in Market Microstructure Research
Multinational Finance Journal, Vol. 16, No. 1/2, p. 137-154, 2012
Rossitsa M. Yalamova
University of Lethbridge
Date Posted: June 19, 2015
Accepted Paper Series
23 downloads

Incl. Electronic Paper Q-Learning and SARSA: A Comparison between Two Intelligent Stochastic Control Approaches for Financial Trading
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. No. 15/WP/2015
Marco Corazza and Andrea Sangalli
Ca Foscari University of Venice - Department of Economics and Independent
Date Posted: June 17, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Globalized Robust Optimization for Nonlinear Uncertain Inequalities
CentER Discussion Paper Series No. 2015-031
Aharon Ben-Tal , R.C.M. Brekelmans , Dick den Hertog and Jean-Philippe Vial
Technion-Israel Institute of Technology , Tilburg University - Center and Faculty of Economics and Business Administration , Tilburg University - Department of Econometrics & Operations Research and University of Geneva
Date Posted: June 16, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Fundamento y Límite de la Estática Comparativa en el Análisis Económico (Background and Limit of Comparative Statics in the Economic Analysis)
Revista de Economía San Marcos, 1 (1), pp. 62-84, 2014,
Eloy Ávalos
Universidad Nacional Mayor de San Marcos
Date Posted: June 13, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Lifetime Ruin Under Uncertain Hazard Rate
V.R. Young and Yuchong Zhang
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor
Date Posted: June 13, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Quick or Persistent? Strategic Investment Demanding Versatility
Center for Mathematical Economics Working Paper No. 541
Jan-Henrik Steg and Jacco Thijssen
Bielefeld University - Center for Mathematical Economics and University of York - Department of Mathematics
Date Posted: June 12, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Analytical Formula for the Distribution Function of the Variance Gamma Process and its Application to Option Pricing
Roman V. Ivanov
Russian Academy of Sciences (RAS)
Date Posted: June 12, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Optimal Execution in Hong Kong Given a Market-on-Close Benchmark
Christoph Frei and Nicholas Westray
University of Alberta and Imperial College London
Date Posted: June 12, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Defuse the Bomb: Rewiring Interbank Networks
LEM Papers Series 2015/16
Matteo Chinazzi , Stefano Pegoraro and Giorgio Fagiolo
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) , University of Chicago and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Date Posted: June 11, 2015
Working Paper Series
10 downloads


 

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