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SSRN eLibrary Statistics:

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Abstracts: 587,841
Full Text Papers: 488,128
Authors: 272,030
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63,251

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To date: 82,555,351
Last 12 months: 10,306,150
Last 30 days: 850,525

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94,545
Total Footnotes: 9,190,269


SSRN eLibrary Search Results
JEL Code: C63
362,105 Total downloads
Showing Papers 351 - 400 of 1,828
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Incl. Electronic Paper Better Investing Through Factors, Regimes and Sensitivity Analysis
Cristian Homescu
Independent
Date Posted: January 30, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Inequality and the Financial Accumulation Process: A Computational Economic Analysis of Income and Wealth Dynamics
Yuri Biondi and Simone Righi
French National Center for Scientific Research (CNRS) and MTA TK Lendület Research Center for Educational and Network Studies (RECENS), Hungarian Academy of Sciences
Date Posted: January 30, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity
Grey Gordon and Shi Qiu
Indiana University and Indiana University Bloomington - Department of Economics
Date Posted: January 29, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Simple, Fast and Flexible Pricing of Asian Options
Final version in: Journal of Computational Finance, 4 (3) 89-124 (2001)
Timothy Klassen
Getco LLC
Date Posted: January 25, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Cryptology Beyond Shannon's Information Theory: Preparing for When the ‘Enemy Knows the System’ with Technical Focus on Number Field Sieve Cryptanalysis Algorithms for Most Efficient Prime Factorization on Composites
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 24, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Sklar's Theorem Revisited: An Elaboration of the Rüschendorf Transform Approach
Frank Oertel
Deloitte, FSI Assurance - Quantitative Services & Valuation
Date Posted: January 23, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Fuzzy Sets on Shaky Ground: Parameter Sensitivity and Confirmation Bias in fsQCA
Political Analysis (2015) 23:21-41
Chris Krogslund , Donghyun Danny Choi and Mathias Poertner
University of California, Berkeley , University of California, Berkeley and University of California, Berkeley - Charles and Louise Travers Department of Political Science
Date Posted: January 23, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Larger-N, Fewer Variables Problem? The Counterintuitive Sensitivity of QCA
Qualitative & Multi-Method Research, Spring 2014, Vol. 12, No. 1
Chris Krogslund and Katherine Michel
University of California, Berkeley and University of California, Berkeley
Date Posted: January 23, 2015
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper The Margins of Global Sourcing: Theory and Evidence from U.S. Firms
CEPR Discussion Paper No. DP10310
Pol Antras , Teresa Fort and Felix Tintelnot
Harvard University - Department of Economics , Dartmouth College - Tuck School of Business and Penn State University
Date Posted: January 23, 2015
Working Paper Series

Incl. Electronic Paper Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection
CentER Discussion Paper Series No. 2015-004
Jianzhe Zhen and Dick den Hertog
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Date Posted: January 22, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Long-Term Price Overreactions: Are Markets Inefficient?
DIW Berlin Discussion Paper No. 1444
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: January 22, 2015
Working Paper Series
12 downloads

Incl. Fee Electronic Paper Calculating Welfare Costs of Inflation in a Search Model with Preference Heterogeneity: A Calibration Exercise
Bulletin of Economic Research, Vol. 67, Issue 1, pp. 14-29, 2015
Pedro de Araujo
Colorado College
Date Posted: January 22, 2015
Accepted Paper Series

Incl. Electronic Paper Monetary Policy and Dark Corners in a Stylized Agent-Based Model
Stanislao Gualdi , Marco Tarzia , Francesco Zamponi and Jean-Philippe Bouchaud
CentraleSupélec , Université Paris VI Pierre et Marie Curie , Ecole Normale Superiéure (ENS) and Capital Fund Management
Date Posted: January 22, 2015
Working Paper Series
1 downloads

Multilevel Dimension Reduction Monte-Carlo Simulation for High-Dimensional Stochastic Models in Finance
Duy-Minh Dang , Qifan Xu and Shangzhe Wu
School of Mathematics and Physics, University of Queensland , School of Mathematics, University of Queensland and School of Mathematics, University of Queensland
Date Posted: January 21, 2015
Working Paper Series

Dimension and Variance Reduction for Monte Carlo Methods for High-Dimensional Models in Finance
Duy-Minh Dang , Kenneth R. Jackson and Mohammadreza Mohammadi
School of Mathematics and Physics, University of Queensland , University of Toronto - Department of Computer Science and University of Toronto - Department of Statistics
Date Posted: January 21, 2015
Working Paper Series

Incl. Electronic Paper Taylor Expansion Based Methods to Measure Credit Risk
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Credit Risk in the Spanish Financial System a Saddlepoint Approach
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Importance Sampling and the Spanish Financial System
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Reason, Intuition, and Time
CESifo Working Paper Series No. 5134
Marco Sahm and Robert K. von Weizsäcker
Otto-Friedrich-Universität Bamberg and Technische Universität München (TUM) - Department of Economics
Date Posted: January 16, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper A Tradable Employment Quota
Metin Akyol , Michael Neugart and Stefan Pichler
Technical University of Darmstadt , Technical University of Darmstadt and KOF Swiss Economic Institute, ETH Zürich
Date Posted: January 14, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Testing the Lag Structure of Assets' Realized Volatility Dynamics
Francesco Audrino , Lorenzo Camponovo and Constantin Roth
University of St. Gallen , University of St. Gallen and University of St. Gallen
Date Posted: January 14, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper First Passage Times of Regime Switching Models
Statistics & Probability Letters, Vol. 92, pp. 148-157, 2014.
Peter Hieber
University of Ulm - Department of Mathematics and Economics
Date Posted: January 12, 2015
Accepted Paper Series
16 downloads

Incl. Electronic Paper High Performance American Option Pricing
Leif B. G. Andersen , Mark Lake and Dimitri Offengenden
Bank of America Merrill Lynch , Bank of America Merrill Lynch and Strategist
Date Posted: January 11, 2015
Working Paper Series
108 downloads

Incl. Electronic Paper The Fractal Nature of Bitcoin: Evidence from Wavelet Power Spectra
Rafael Delfin Vidal
University of the Americas, Puebla
Date Posted: January 11, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Fiscal Policy Tracking Design in the Time Frequency Domain Using Wavelet Analysis
Bank of Finland Research Discussion Paper No. 32/2014
Patrick M. Crowley and David Hudgins
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences and Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
Date Posted: January 07, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Applying the Explicit Aggregation Algorithm to Heterogeneous Firm Models: With an Application to Estimating the Aggregate Technology Shock Process
Takeki Sunakawa
Graduate School of Public Policy, The University of Tokyo
Date Posted: December 31, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Personal Income Tax Reforms: A Genetic Algorithm Approach
Center for Research on Pensions and Welfare Policies Working Paper No. 147/14
Matteo Morini and Simone Pellegrino
University of Turin - Department of Economics and Statistics and University of Turin - Department of Economics and Statistics
Date Posted: December 28, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Robust Barrier Option Pricing by Frame Projection Under Exponential Levy Dynamics
Justin Lars Kirkby
Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Date Posted: December 23, 2014
Working Paper Series
38 downloads

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
60 downloads

Incl. Electronic Paper Efficient XVA Management: Pricing, Hedging, and Allocation 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
Last Revised: December 23, 2014
Working Paper Series
46 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
7 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
13 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
31 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
13 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. 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
4 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
12 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
2 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
2 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
49 downloads

Incl. Electronic Paper 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 30, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Algorithmic Trading Model for Manifold Learning in FX
Zee Fernandez
Modus Operandi, Inc.
Date Posted: November 26, 2014
Working Paper Series
67 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
88 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
85 downloads

Incl. Electronic Paper The Stochastic Collocation Monte Carlo Sampler: Highly Efficient Sampling from 'Expensive' Distributions
Lech A. Grzelak , Jeroen Witteveen , Maria Suarez-Taboada and Cornelis W. Oosterlee
Delft University of Technology , Center for Mathematics and Computer Science (CWI) , University of Coruña and Center for Mathematics and Computer Science (CWI)
Date Posted: November 24, 2014
Last Revised: December 03, 2014
Working Paper Series
50 downloads

Incl. Electronic Paper Addressing the Bias in Monte Carlo Pricing of Multi-Asset Options with Multiple Barriers Through Discrete Sampling
The Journal of Computational Finance 6(3), pp.1-20, 2003.
Pavel V. Shevchenko
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Date Posted: November 23, 2014
Accepted Paper Series
9 downloads

Incl. Fee Electronic Paper Competitive Balance Measures in Sports Leagues: The Effects of Variation in Season Length
Economic Inquiry, Vol. 53, Issue 1, pp. 731-744, 2015
Dorian Owen and Nicholas King
University of Otago and University of Otago - School of Business - Department of Economics
Date Posted: November 21, 2014
Accepted Paper Series

Incl. Electronic Paper An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration Using Matlab
CNMV Working Paper No 58
Ricardo Crisóstomo
Comisión Nacional del Mercado de Valores (CNMV)
Date Posted: November 20, 2014
Last Revised: December 19, 2014
Accepted Paper Series
57 downloads


 

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