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Abstracts: 688,588
Full Text Papers: 578,157
Authors: 316,925
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Last 12 months: 13,029,013
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SSRN eLibrary Search Results
JEL Code: C6
1,261,057 Total downloads
Showing Papers 3,501 - 3,550 of 7,435
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1 2 3 4 ... 149 | Next >
   

Incl. Electronic Paper The Basis Goes Stochastic: A Jump-Diffusion Model for Financial Risk Applications
Minqiang Li and Fabio Mercurio
Bloomberg LP and Bloomberg L.P.
Date Posted: August 24, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Cyberbullying: A Study of Causes, Implications and Mitigation
John Joseph Donovan II and Ananya Vohra
MIT, Massachusetts Institute of Technology and Dhirubhai Ambani International School
Date Posted: August 24, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Portfolio Optimization Based on Stochastic Dominance and Empirical Likelihood
Thierry Post and Selcuk Karabati
Koc University - Graduate School of Business and Koc University - College of Administrative Sciences and Economics
Date Posted: August 24, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Efficient 'Black-Scholes' Approximations of the Heston and Multi-Factor Heston Option Prices for a Correct Spot Price
Maria Cristina Recchioni, Michelle Ouellette and Gabriele Tedeschi
Università Politecnica delle Marche - Department of Management, Independent and Università Politecnica delle Marche - Faculty of Economics
Date Posted: August 24, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Double Spiral Method, Gamma Transform and Pricing Arithmetic Asian Options
Sergei Levendorskii
Calico Science Consulting
Date Posted: August 23, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Obtaining Informationally Consistent Decisions When Computing Costs with Limited Information
Production and Operations Management, Forthcoming
Vic Anand, Ramji Balakrishnan and Eva Labro
Emory University - Goizueta Business School, University of Iowa - Department of Accounting and University of North Carolina Kenan-Flagler Business School
Date Posted: August 23, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Integral Representation of Vega for American Put Options
Yanchu Liu, Zhenyu Cui and Ning Zhang
Lingnan (University) College, Sun Yat-sen University, Guangzhou, China., Stevens Institute of Technology and Jiangxi University of Finance and Economics
Date Posted: August 23, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Endogenous Dynamics of Multi-Agent Firms
Robert L. Axtell
George Mason University - Department of Computational Social Science
Date Posted: August 23, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Marginal Propensity to Consume with a Negative Wealth Constraint
Seyoung Park and Jong Mun Yoon
National University of Singapore (NUS) - Risk Management Institute and The Credit Finance Association of Korea (CREFIA)
Date Posted: August 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Measuring Inefficiency for Specific Inputs Using Data Envelopment Analysis: Evidence from Construction Industry in Spain and Portugal
Magdalena Kapelko
Wroclaw University of Economics, Institute of Applied Mathematics, Department of Logistics
Date Posted: August 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Optimal Monetary Policy Regime Switches
Federal Reserve Bank of Kansas City Working Paper No. 16-07
Jason Choi and Andrew T. Foerster
Federal Reserve Bank of Kansas City and Federal Reserve Bank of Kansas City
Date Posted: August 19, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds
Alessandro Gnoatto, Martino Grasselli and Eckhard Platen
Independent, University of Padova - Department of Mathematics and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: August 18, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper (In)Equality and (In)Justice
IZA Discussion Paper No. 10125
Guillermina Jasso
New York University (NYU) - Department of Sociology
Date Posted: August 16, 2016
Working Paper Series

Incl. Electronic Paper Trends and Cycles in Small Open Economies: Making the Case for a General Equilibrium Approach
Globalization and Monetary Policy Institute Working Paper No. 279
Mario J. Crucini
Vanderbilt University - College of Arts and Science - Department of Economics
Date Posted: August 15, 2016
Working Paper Series

Incl. Electronic Paper Advances in Factor Replication
MIT Sloan Research Paper No. 5174-16
Megan Czasonis, Mark Kritzman and David Turkington
State Street Corporation, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: August 14, 2016
Last Revised: August 19, 2016
Working Paper Series
101 downloads

Incl. Electronic Paper U.S. Multinationals and Cash Holdings
Journal of Financial Economics (JFE), Forthcoming
Tiantian Gu
D’Amore-McKim School of Business, Northeastern University
Date Posted: August 13, 2016
Accepted Paper Series
41 downloads

Incl. Electronic Paper Single- and Multi-Period Portfolio Optimization with Cone Constraints and Discrete Decisions
Ümit Sağlam and Hande Yurttan Benson
East Tennessee State University - Department of Management and Marketing and Drexel University
Date Posted: August 13, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper СТАТИСТИЧЕСКИЕ И ТЕОРЕТИЧЕСКИЕ МОДЕЛИ ЗАВИСИМОСТИ СТОИМОСТИ МАШИН ОТ ВОЗРАСТА (Statistical and Theoretical Models of the Effect of Age on the Market Value of Machinery and Equipment Items)
S. A. Smolyak
Russian Academy of Sciences (RAS) - Central Economics and Mathematics Institute
Date Posted: August 12, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Rom Simulation with Exact Means, Covariances, and Multivariate Skewness
Michael Hanke, Spiridon Penev, Wolfgang Schief and Alex Weissensteiner
University of Liechtenstein, University of New South Wales (UNSW) - School of Mathematics, University of New South Wales (UNSW) - School of Mathematics and Statistics and Free University of Bolzano/Bozen
Date Posted: August 11, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Integrated Multiproduct Batch Production and Truck Shipment Scheduling under Different Shipping Policies
Ümit Sağlam and Avijit Banerjee
East Tennessee State University - Department of Management and Marketing and Drexel University - Department of Decision Sciences
Date Posted: August 11, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Exploring the Community Structure of Complex Networks
Carlo Drago
University of Rome "Niccolò Cusano"
Date Posted: August 10, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Finance, Risk and Economic Space
ACRN Oxford Journal of Finance and Risk Perspectives, 5(1). March 2016, p.209-221.
Victor Olkhov
TVEL Fuel Company
Date Posted: August 09, 2016
Last Revised: August 14, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper Schumpeterian Competition and Consumer Networks: An Exploration of the Internet Access Market
Marcelo C Pereira
University of Campinas
Date Posted: August 08, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper МОДЕЛИ ДЛЯ ОЦЕНКИ СТОИМОСТИ ПОЛУВАГОНОВ (Models of Gondolas Depreciation Assessment)
S. A. Smolyak
Russian Academy of Sciences (RAS) - Central Economics and Mathematics Institute
Date Posted: August 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Portfolio Diversification in the Sovereign Credit Swap Markets
Andrea Consiglio, Somayyeh Lotfi and Stavros A. Zenios
University of Palermo, University of Guilan and University of Cyprus
Date Posted: August 08, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Developing Theory Through Formal Models
Douglas Hannah, Kathleen M. Eisenhardt and Ron Tidhar
University of Texas at Austin - Red McCombs School of Business, Stanford University - Management Science & Engineering and Stanford University - Management Science & Engineering
Date Posted: August 08, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Revealed Preferences for Portfolio Selection - Does Skewness Matter?
Merrill W. Liechty and Ümit Sağlam
Drexel University - Department of Decision Sciences and East Tennessee State University - Department of Management and Marketing
Date Posted: August 07, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Spectral Theory of PDE for Mathematical Finance
Silke Prohl
Princeton University
Date Posted: August 06, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper On the Use of Agricultural System Models for Exploring Technological Innovations Across Scales in Africa: A Critical Review
ZEF-Discussion Paper No. 223
Reimund Rötter, Fanou Sehomi, Jukka Höhn, Jarkko Niemi and Marrit Van den Berg
University of Göttingen, Wageningen UR, Natural Resources Institute Finland (Luke), Natural Resources Institute Finland (Luke) and Wageningen University - Development Economics
Date Posted: August 05, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper The Changing Energy Intensity in Indian Economy: A Sector-Level Analysis Based on Input-Output Model
International Journal of Energy, Economics and Policy, 2016, 6(3), 449-462
Anjali Tandon and Shahid Ahmed
National Council of Applied Economic Research and Central University - Jamia Millia Islamia (JMI), New Delhi - Department of Economics
Date Posted: August 05, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Unifying Gaussian Dynamic Term Structure Models from an HJM Perspective
Haitao Li, Xiaoxia Ye and Fan Yu
Cheung Kong Graduate School of Business, University of Bradford - School of Management and Claremont McKenna College - Robert Day School of Economics and Finance
Date Posted: August 04, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Measuring Input-Specific Productivity Change Based on the Principle of Least Action
Juan Aparicio, Magdalena Kapelko, Bernhard Mahlberg and Jose L. Sainz-Pardo
University Miguel Hernandez - Center of Operations Research, Wroclaw University of Economics, Institute of Applied Mathematics, Department of Logistics, Institute for Industrial Research (IWI) and Vienna University of Economics and Business
Date Posted: August 04, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Estimating Option-Implied Distributions in Illiquid Markets and Implementing the Ross Recovery Theorem
Emlyn James Flint and Eben Mare
Peregrine Securities and Independent
Date Posted: August 04, 2016
Working Paper Series
50 downloads

Incl. Electronic Paper Dividend Growth Predictability and Stock Price Movement
Min Zhu, Rui Chen and Ke Du
Queensland University of Technology - QUT Business School, Central University of Finance and Economics (CUFE) and Institute of Financial Studies (IFS), Southwestern University of Finance and Economics (SWUFE)
Date Posted: August 04, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper On Economic Space Notion
International Review of Financial Analysis, 22 January 2016, DOI-10.1016/j.irfa.2016.01.001
Victor Olkhov
TVEL Fuel Company
Date Posted: August 02, 2016
Accepted Paper Series
20 downloads

Incl. Electronic Paper Tax Compliance with Uncertain Income: A Stochastic Control Model
Gaetano Tarcisio Spartà and Gabriele Stabile
University of Rome I - Department of Methods and Models for Economics, Territory and Finance (MEMOTEF) and University of Rome I - Department of Methods and Models for Economics, Territory and Finance (MEMOTEF)
Date Posted: August 02, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper A Gentle Introduction to Default Risk and Counterparty Credit Modelling
Laura Ballotta, Gianluca Fusai and Marina Marena
City University London - Sir John Cass Business School, Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa and University of Eastern Piedmont
Date Posted: August 01, 2016
Working Paper Series
434 downloads

Incl. Electronic Paper Comment on 'Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks' by J. Miao
Patrick Cheridito and Juan Sagredo
ETH Zurich and Princeton University
Date Posted: August 01, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Efficient Pricing of Discrete Arithmetic Asian Options Under Mean Reversion and Jumps Based on Fourier-Cosine Expansions
Forthcoming in Journal of Computational and Applied Mathematics
Chun-Sung Huang, John G O'Hara and Sure Mataramvura
University of Cape Town (UCT) - Department of Finance and Tax, University of Essex - Centre for Computational Finance and Economic Agents and University of Cape Town (UCT)
Date Posted: July 30, 2016
Accepted Paper Series
19 downloads

Incl. Electronic Paper ENID Loading - We Finally Cracked it! (Presentation Slides)
Jerome Kirk and Yuriy Krvavych
PricewaterhouseCoopers LLP, UK and PricewaterhouseCoopers LLP
Date Posted: July 30, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Accuracy and Speed of Different Fourier Implementations: An Analysis of the Bates and Asymmetric Variance Gamma Models
Ricardo Crisóstomo
Comisión Nacional del Mercado de Valores (CNMV)
Date Posted: July 28, 2016
Last Revised: July 29, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper XVA at the Exercise Boundary
Andrew David Green and Chris Kenyon
Scotiabank and Lloyds Banking Group
Date Posted: July 27, 2016
Last Revised: August 08, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Option-Based Pricing of Wrong Way Risk for CVA
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Scotiabank
Date Posted: July 27, 2016
Last Revised: August 25, 2016
Working Paper Series
38 downloads

Long-Term Petroleum Product Supply Analysis Through a Robust Modelling Approach
LoyolaEcon Working Paper 3/2016
Umed Temurshoev and Frederic Lantz
Loyola Andalucia University and Institut Francais du Petrole (IFP)
Date Posted: July 26, 2016
Last Revised: July 27, 2016
Working Paper Series

Incl. Electronic Paper Choosing a Good Toolkit, II: Simulations and Conclusions
Stanford University Graduate School of Business Research Paper No. 16-39
Alejandro Francetich and David M. Kreps
UW Bothell School of Business and Stanford Graduate School of Business
Date Posted: July 25, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Choosing a Good Toolkit, I: Formulation, Heuristics, and Asymptotic Properties
Stanford University Graduate School of Business Research Paper No. 16-38
Alejandro Francetich and David M. Kreps
UW Bothell School of Business and Stanford Graduate School of Business
Date Posted: July 25, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Pricing Sovereign Contingent Convertible Debt
The Wharton Financial Institutions Center WP 16-05
Andrea Consiglio, Michele Tumminello and Stavros A. Zenios
University of Palermo, University of Palermo and University of Cyprus
Date Posted: July 25, 2016
Working Paper Series
27 downloads

Portfolio Valuation Under Liquidity and Expected Shortfall Constraints
Hwayoung Lee, Nick Constantinou and John G O'Hara
University of Essex - Centre for Computational Finance and Economic Agents, University of Essex - Essex Business School and University of Essex - Centre for Computational Finance and Economic Agents
Date Posted: July 24, 2016
Working Paper Series

Incl. Electronic Paper Jumps and Stochastic Volatility in Crude Oil Prices and Advances in Average Option Pricing
Quantitative Finance (Forthcoming)
Ioannis Kyriakou, Panos K. Pouliasis and Nikos C. Papapostolou
City University London - Sir John Cass Business School, Sir John Cass Business School and Cass Business School, City University London
Date Posted: July 24, 2016
Accepted Paper Series
61 downloads

Incl. Electronic Paper Multivariate Concordance Measures and Copulas via Tensor Approximation of Generalized Correlated Diffusions
Antonio Dalessandro and Gareth William Peters
University College London and University College London - Department of Statistical Science
Date Posted: July 22, 2016
Last Revised: July 25, 2016
Working Paper Series
11 downloads


 

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