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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
Papers Received in
  Last 12 months:
69,626

Paper Downloads:
To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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Papers with
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  References:
239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
  Links:
5,733,423
Papers with
  Resolved
  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C00
204,878 Total downloads
Showing Papers 351 - 400 of 494
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Incl. Electronic Paper Dynamische Meerdimensionele Schaling: Statistiek Op De Kaart
ERIM Report Series Reference No. EIA-2003-15-MKT
Patrick J. F. Groenen
Erasmus University Rotterdam (EUR)
Date Posted: February 28, 2008
Working Paper Series
51 downloads

Dynamic Pricing of General Insurance in a Competitive Market
ASTIN Bulletin, Vol. 37, No. 1, 2007
Paul Emms
University of London - King's College London
Date Posted: February 14, 2007
Accepted Paper Series

Incl. Electronic Paper Dynamic Credit Portfolio Management: Linking Credit Risk Systems, Securitization and Standardised Credit Indices
Joao Garcia , Serge Goossens and Jeroen Lamoot
Fitch Solutions , affiliation not provided to SSRN and Banking, Finance and Insurance Commission (CBFA)
Date Posted: September 29, 2008
Working Paper Series
541 downloads

Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices
The Journal of Business, Vol. 73, No. 3, July 2000
Dennis Yang and Qiang Zhang
Clearview Trading LLC and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: September 19, 2000
Accepted Paper Series

Incl. Electronic Paper Doing Quantitative Field Research in Management Accounting
Shannon W. Anderson and Sally K. Widener
University of California, Davis and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: November 02, 2005
Working Paper Series
1066 downloads

Incl. Electronic Paper Does Set-Relational Causation Fit into a Potential Outcomes Framework? An Assessment of Gerring’s Proposal
Newsletter of the APSA Section on Qualitative Methods and Multi-Methods Research, Spring 2012
Carsten Q. Schneider and Ingo Rohlfing
Central European University (CEU) and University of Cologne
Date Posted: July 06, 2012
Accepted Paper Series
41 downloads

Discussion of 'Are Executive Stock Options Associated with Future Earnings?'
Journal of Accounting & Economics, Vol. 36, Nos. 1-3, pp. 91-103, December 2003
David F. Larcker
Stanford University - Graduate School of Business
Date Posted: December 01, 2003
Accepted Paper Series

Discrete-Time Portfolio Optimization with Transaction Costs
Feiran Tao and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: May 13, 2013
Working Paper Series

Incl. Electronic Paper Deviation Measures in Risk Analysis and Optimization
University of Florida, Department of Industrial & Systems Engineering Working Paper No. 2002-7
R. Tyrrell Rockafellar , Stanislav P. Uryasev and Michael Zabarankin
University of Washington - Department of Mathmatics , University of Florida and Stevens Institute of Technology - Department of Mathematical Sciences
Date Posted: January 22, 2003
Working Paper Series
864 downloads

Incl. Electronic Paper Deterrence versus Brutalization: Capital Punishment's Differing Impacts Among States
Michigan Law Review, Forthcoming, Emory Law and Economics Research Paper No. 05-16
Joanna Shepherd
Emory University School of Law
Date Posted: August 11, 2005
Accepted Paper Series
709 downloads

Incl. Electronic Paper Determinants of Tourist Expenditure: A Review of Microeconometric Models
Juan Gabriel Brida and Raffaele Scuderi
Free University of Bolzano and Free University of Bozen-Bolzano - School of Economics
Date Posted: April 30, 2012
Working Paper Series
46 downloads

Incl. Electronic Paper Destabilizing Properties of a VaR or Probability-of-Ruin Constraint when Variances May Be Infinite
Larry Eisenberg
New Jersey Institute of Technology
Date Posted: November 01, 2007
Last Revised: July 10, 2009
Working Paper Series
251 downloads

Incl. Electronic Paper Designing Longevity Risk Transfers: The Point of View of the Cedant
Annamaria Olivieri
University of Parma - Facoltà di Economia
Date Posted: June 14, 2005
Working Paper Series
346 downloads

Incl. Electronic Paper Deriving Derivatives
Andrei N. Soklakov
Independent
Date Posted: May 10, 2013
Working Paper Series
52 downloads

Incl. Electronic Paper Dating NBER Recessions with Philadelphia Fed U.S. Coincident Economic Indices (Harmonized GDP Approach)
Dwaine van Vuuren
PowerStocks Equity Research
Date Posted: November 09, 2011
Last Revised: November 10, 2011
Working Paper Series
57 downloads

Data Science and Prediction
Vasant Dhar III
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: June 25, 2012
Working Paper Series

Incl. Electronic Paper CVA Implied Vol and Netting Arbitrage
Christian Kamtchueng
Barclays Capital
Date Posted: October 10, 2011
Last Revised: November 12, 2012
Working Paper Series
155 downloads

Incl. Electronic Paper Current Account and Comsumption-Smoothing in Ecuador Through Co-Integration Relations (In Spanish)
Luis A. Velastegui-Martinez Sr.
Catholic University of Santiago de Guayaquil
Date Posted: October 21, 2010
Working Paper Series
46 downloads

Incl. Electronic Paper CreditRisk+ by Fast Fourier Transform
YieldCurve, August 2004
Mario R. Melchiori
Universidad Nacional del Litoral
Date Posted: April 23, 2008
Last Revised: December 19, 2008
Working Paper Series
1310 downloads

Incl. Electronic Paper Credit-Informed Tactical Asset Allocation
David Klein
Capital Context
Date Posted: June 26, 2011
Working Paper Series
1899 downloads

Incl. Electronic Paper Credit Value Adjustment for Credit Default Swaps via the Structural Default Model
The Journal of Credit Risk, Vol. 5, No. 2, pp. 127-150, 2009
Alex Lipton and Artur Sepp
Bank of America Merrill Lynch and Merrill Lynch & Co.
Date Posted: September 22, 2012
Last Revised: June 03, 2013
Accepted Paper Series
72 downloads

Incl. Electronic Paper Credit Risk Modeling Through the Use of an Extended and Numerically Stable Version of CreditRisk and a Merton Model
Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 24, 2011
Working Paper Series
177 downloads

Incl. Electronic Paper Credit Derivatives Market - Counterparty Risk, Collateral Management and CVA - Regulatory Requirements on Counterparty Credit Risk
Samuel Migus
Université Paris VI Pierre et Marie Curie
Date Posted: February 19, 2013
Working Paper Series
47 downloads

Incl. Electronic Paper Counterparty Risk Valuation: A Marked Branching Diffusion Approach
Pierre Henry-Labordere
Société Générale - Paris, France
Date Posted: February 18, 2012
Working Paper Series
215 downloads

Incl. Electronic Paper Correlation Under Stress in Normal Variance Mixture Models
Michael Kalkbrener and Natalie Packham
Deutsche Bank AG - Risk Management and Frankfurt School of Finance & Management gemeinnützige GmbH
Date Posted: January 26, 2010
Last Revised: October 12, 2012
Working Paper Series
188 downloads

Incl. Electronic Paper Correlation Mapping Under Levy and Gaussian Base Correlation
Joao Garcia and Serge Goossens
Fitch Solutions and affiliation not provided to SSRN
Date Posted: September 29, 2008
Working Paper Series
219 downloads

Incl. Electronic Paper Corrections to Classical Procedures for Estimating Thurstone's Case V Model for Ranking Data
Instituto de Empresa Business School Working Paper No. WP06-25
Alberto Maydeu Olivares
Fundación Instituto de Empresa, S.L.
Date Posted: August 01, 2007
Working Paper Series
83 downloads

Corporate Prediction Markets: Pitfalls and Barriers
FORESIGHT: The International Journal of Applied Forecasting, Forthcoming
Robert Rieg
Aalen University
Date Posted: May 23, 2011
Accepted Paper Series

Incl. Electronic Paper Core-Periphery Structure in Networks
Michaela Puck Rombach , Mason Alexander Porter , James H. Fowler and Peter J. Mucha
University of Oxford , University of Oxford , UC San Diego Division of Social Sciences and University of North Carolina (UNC) at Chapel Hill
Date Posted: February 12, 2012
Last Revised: April 03, 2013
Working Paper Series
34 downloads

Incl. Electronic Paper Copula Based Martingale Processes and Financial Prices Dynamics
Umberto Cherubini , Sabrina Mulinacci and Silvia Romagnoli
University of Bologna - Department of Mathematical Economics , Università Cattolica del Sacro Cuore di Milano and University of Bologna - Department of Mathematics for Economic and Social Sciences
Date Posted: July 17, 2008
Working Paper Series
205 downloads

Coordination of Coupled Black Box Simulations in the Construction of Metamodels
CentER Discussion Paper No. 2003-02
Edwin van Dam , Dick den Hertog , Peter Stehouwer , Bart Husslage and Erwin Stinstra
Tilburg University - Department of Econometrics & Operations Research , Tilburg University - Department of Econometrics & Operations Research , Centre for Quantitative Methods , Tilburg University - Department of Econometrics & Operations Research and Centre for Quantitative Methods
Date Posted: April 29, 2004
Working Paper Series

Convergence
READER'S GUIDE TO THE SOCIAL SCIENCES, Jonathan Michie, ed., Fitzroy Dearborn Publishers, pp. 290-291, 2001
Morris Altman
Victoria University of Wellington - School of Economics & Finance
Date Posted: January 22, 2010
Accepted Paper Series

Incl. Electronic Paper Continuous Beliefs Dynamics
Tinbergen Institute Discussion Paper No. 2003-007/1
Cees G. H. Diks and Roy van der Weide
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Amsterdam - Faculty of Economics and Business (FEB)
Date Posted: April 02, 2003
Working Paper Series
79 downloads

Construction of a Single Factor Heath-Jarrow-Morton Term Structure Model
Andrew Jeffrey
Yale School of Management
Date Posted: March 16, 1995
Working Paper Series

Incl. Electronic Paper Connecting Balance Sheet Plugs: A New Integrated Presentation of Pro Forma Analysis
Tom Arnold
University of Richmond - E. Claiborne Robins School of Business
Date Posted: September 07, 2011
Working Paper Series
127 downloads

Incl. Electronic Paper Conditional Moments and Independence
PIER Working Paper No. 08-010
Aureo de Paula
University of Pennsylvania - Department of Economics
Date Posted: March 10, 2008
Working Paper Series
62 downloads

Incl. Electronic Paper Conceptualizing and Characterizing Accuracy in Assessments of Competence to Stand Trial
Journal of the American Academy of Psychiatry and the Law, Vol. 36, p. 340, 2008, U of Cincinnati Public Law Research Paper No. 09-20
Douglas Mossman
University of Cincinnati College of Medicine
Date Posted: November 08, 2008
Last Revised: September 10, 2009
Accepted Paper Series
47 downloads

Incl. Electronic Paper Completing the Pensions Task: Infrastructure for Nationally Coordinated Private Schemes
Journal of Economic and Social Policy, Vol. 13, No. 1, 2009, Monash University Faculty of Law Legal Studies Research Paper No. 2010/10
John Duns and Roger Gay
Monash University - Faculty of Law and Monash University
Date Posted: October 06, 2010
Accepted Paper Series
16 downloads

Incl. Electronic Paper Compiling the National Accounts Demystified
Statistics Netherlands, National Accounts Occasional Paper No. NA-095, 2007
Frits Bos
CPB Netherlands Bureau of Economic Policy Analysis
Date Posted: July 12, 2007
Last Revised: January 26, 2009
Accepted Paper Series
64 downloads

Incl. Electronic Paper Commutative Prospect Theory and Confident Behaviour Under Risk and Uncertainty in Psychological Space

Date Posted: February 03, 2012
Last Revised: March 25, 2012
Working Paper Series
93 downloads

Incl. Electronic Paper Communication Strategies in Model-Based Consulting Projects: A Description of Current Practices
Christopher Ryan Hughes
University of Bergen
Date Posted: December 21, 2011
Last Revised: March 05, 2012
Working Paper Series
51 downloads

Commentary on Forecast Error vs. Forecast Accuracy
FORESIGHT: The International Journal of Applied Forecasting, Forthcoming
Mark Little
affiliation not provided to SSRN
Date Posted: May 23, 2011
Accepted Paper Series

Incl. Electronic Paper Co-op Advertising in Dynamic Retail Oligopolies
Decision Sciences, Vol. 42, No. 4, Forthcoming
Xiuli He , Anand Krishnamoorthy , Ashutosh Prasad and Suresh Sethi
University of North Carolina at Charlotte , 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: December 14, 2009
Last Revised: April 30, 2011
Accepted Paper Series
97 downloads

Cluster Analysis of Imputed Financial Data Using an Augmentation-Based Algorithm
STATISTICAL DATA MINING AND KNOWLEDGE DISCOVERY, Bensmail, Halima and Romon P. DeGennaro, eds., CRC Press, pp. 513-528, 2003
Ramon P. DeGennaro and Halima Bensmail
University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville
Date Posted: August 04, 2005
Accepted Paper Series

Incl. Electronic Paper Citation Patterns of the German Federal Supreme Court and the Court of Appeal of England and Wales
King's Law Journal, Vol. 21, pp. 152-171, 2010
Mathias M. Siems
Durham University - Durham Law School
Date Posted: November 24, 2008
Last Revised: May 30, 2010
Accepted Paper Series
216 downloads

Incl. Electronic Paper Can We Incorporate Higher Moments in Factor Models?
Qi Zeng and Jing Xu
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: December 08, 2010
Working Paper Series
36 downloads

Incl. Electronic Paper Calibration of a Nonlinear Feedback Option Pricing Model
Quantitative Finance, Vol. 7(1), 2007, pp. 95-110
Simona Sanfelici
University of Parma - Facoltà di Economia
Date Posted: March 29, 2013
Last Revised: April 02, 2013
Accepted Paper Series
3 downloads

Incl. Electronic Paper Bringing Investor Confidence Back to Alternative Investments: How Enterprise Risk Management is the Answer
Jan Olszewski
affiliation not provided to SSRN
Date Posted: March 05, 2010
Working Paper Series
119 downloads

Bounds To Memory Loss
Theory & Decision, Vol. 46, Pp. 1-21, 1999
Hans K. Hvide
University of Bergen - Department of Economics
Date Posted: March 24, 2000
Accepted Paper Series

Incl. Electronic Paper Black Scholes on One Slide
Peter Caspers
Independent
Date Posted: March 11, 2012
Working Paper Series
216 downloads


 

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