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Abstracts: 689,639
Full Text Papers: 579,157
Authors: 317,476
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  Last 12 months:
67,619

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To date: 102,404,430
Last 12 months: 13,054,345
Last 30 days: 925,471

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91,661
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SSRN eLibrary Search Results
JEL Code: C61
540,721 Total downloads
Showing Papers 361 - 410 of 3,190
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Incl. Electronic Paper How to Consume and Invest for Retirement: Revisiting Friedman's Permanent Income Hypothesis
Seyoung Park
National University of Singapore (NUS) - Risk Management Institute
Date Posted: August 30, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Non-Parametric Integral Estimation Using Data Clustering in Stochastic Dynamic Programming: An Introduction Using Lifetime Financial Modelling
Gaurav Khemka and Adam Butt
Australian National University (ANU) and Australian National University - Research School of Finance, Actuarial Studies & Statistics
Date Posted: August 28, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Optimal Credit Investment with Borrowing Costs
Forthcoming in Mathematics of Operations Research
Lijun Bo and Agostino Capponi
University of Science and Technology of China (USTC) and Columbia University
Date Posted: August 26, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Occasionally Binding Liquidity Constraints and Macroeconomic Dynamics
Maximilian Werner
University of Zurich
Date Posted: August 25, 2016
Working Paper Series
12 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
Last Revised: August 29, 2016
Working Paper Series
69 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
4 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
2 downloads

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
117 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
58 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
28 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 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
15 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
20 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
35 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
15 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
16 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
54 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
19 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 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
36 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
40 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
30 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 Double Limit Analysis of Optimal Personal Income Taxation
Michael Sattinger
University at Albany, SUNY - Department of Economics
Date Posted: July 19, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Empirical Models of Learning Dynamics: A Survey of Recent Developments
Andrew Ching, Tulin Erdem and Michael P. Keane
University of Toronto - Rotman School of Management, New York University (NYU) - Leonard N. Stern School of Business and University of New South Wales
Date Posted: July 18, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Endogenous Trading in Credit Default Swaps
Marc Chesney, Delia Coculescu and Selim Gökay
University of Zurich - Swiss Banking Institute (ISB), University of Zurich - Department of Banking and Finance and Technische Universität Berlin (TU Berlin)
Date Posted: July 14, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Fighting Uncertainty with Uncertainty: Inventory Management Example
Ravi Kashyap
Gain Knowledge Group
Date Posted: July 13, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Model Uncertainty, Ambiguity Premium and Optimal Asset Allocation
Yuhong Xu
Shandong University
Date Posted: July 11, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper The Impact of Corruption on Economic Development: Case Study Romania
Luminita Ionescu and Florentin Caloian
Spiru Haret University and Bucharest Academy of Economic Studies
Date Posted: July 08, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper On Optimal Joint Reflective and Refractive Dividend Strategies in Spectrally Positive Lévy Processes
UNSW Business School Research Paper No. 2016ACTL05
Benjamin Avanzi, José-Luis Pérez, Bernard Wong and Kazutoshi Yamazaki
UNSW Australia Business School, School of Risk and Actuarial Studies, Centro de Investigacion en Matematicas (CIMAT) - Department of Probability and Statistics, University of New South Wales (UNSW) - School of Actuarial Studies and Kansai University - Department of Mathematics
Date Posted: July 07, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Optimal Dynamic Risk Taking
Mathematics of Operations Research, Forthcoming
Ajay Subramanian and Baozhong Yang
Georgia State University and Georgia State University - Robinson College of Business
Date Posted: July 03, 2016
Accepted Paper Series
34 downloads

Incl. Electronic Paper Optimal Asset Allocation Strategies
Razvan Stefanescu
North Carolina State University
Date Posted: June 28, 2016
Last Revised: July 15, 2016
Working Paper Series
145 downloads

Incl. Electronic Paper Optimal Consumption, Investment and Housing with Means-Tested Public Pension in Retirement
Johan G. Andreasson, Pavel V. Shevchenko and Alex Novikov
University of Technology Sydney (UTS), CSIRO Australia and University of Technology Sydney (UTS)
Date Posted: June 28, 2016
Last Revised: July 12, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper The Market Resources Method for Solving Dynamic Optimization Problems
Globalization and Monetary Policy Institute Working Paper No. 274
Ayşe Kabukçuoğlu and Enrique Martínez-García
Koç University and Federal Reserve Bank of Dallas - Research Department
Date Posted: June 28, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Factorisable Sparse Tail Event Curves with Expectiles
SFB 649 Discussion Paper 2016-018, Economic Risk, Berlin
Wolfgang K. Härdle, Chen Huang and Shih-Kang Chao
Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt-Universitat zu Berlin and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
Date Posted: June 27, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Multi-Objective Portfolio Optimization by Mixed Integer Programming
Bartosz Sawik
AGH University of Science and Technology
Date Posted: June 24, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Ellipsoidal Methods for Adaptive Choice-Based Conjoint Analysis
Denis Saure and Juan Pablo Vielma
University of Chile - Industrial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 24, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Dynamic Job Assignment: A Column Generation Approach with an Application to Surgery Allocation
University of Southern Denmark Discussion Papers on Business and Economics No. 4/2016
Troels Martin Range, Niels Christian Petersen and Dawid Kozlowski
University of Southern Denmark - Department of Business and Economics, SDU and University of Southern Denmark - Department of Business and Economics
Date Posted: June 24, 2016
Working Paper Series
9 downloads

Endogenous Trading in Credit Default Swaps
Marc Chesney, Delia Coculescu and Selim Gökay
University of Zurich - Swiss Banking Institute (ISB), University of Zurich - Department of Banking and Finance and Technische Universität Berlin (TU Berlin)
Date Posted: June 23, 2016
Working Paper Series

Incl. Electronic Paper Biofuel Mandating and the Green Paradox
CentER Discussion Paper Series No. 2016-024
Samuel Jovan Okullo, Frederic Reynes and Marjan W. Hofkes
Tilburg School of Economics and Management, VU University Amsterdam - Institute for Environmental Studies (IVM) and VU University Amsterdam - Department of Economics
Date Posted: June 23, 2016
Last Revised: August 19, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Energy Technology R&D Portfolio Management: Modeling Uncertain Returns and Market Diffusion
John E. Bistline
Stanford University
Date Posted: June 22, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Updating the Option Implied Probability of Default Methodology
Bundesbank Discussion Paper No. 43/2014
Johannes Vilsmeier
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Cash Management and Payment Choices: A Simulation Model with International Comparisons
Bundesbank Discussion Paper No. 04/2014
Carlos A. Arango, Yassine Bouhdaoui, David Bounie, Martina Eschelbach and Lola Hernández
Government of Canada - Bank of Canada, Vrije Universiteit Brussel, Telecom ParisTech, Deutsche Bundesbank and De Nederlandsche Bank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Numerical Optimisation for Actuarial Applications
Alexandru V. Asimit, Tao Gao, Junlei Hu and Eun-Seok Kim
Cass Business School, University College London, Cass Business School, City University London and Middlesex University
Date Posted: June 20, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper Bank Capital Structure and the Credit Channel of Central Bank Asset Purchases
ECB Working Paper No. 1916
Matthieu Darracq Paries, Grzegorz Halaj and Christoffer Kok
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: June 19, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Insurance-Induced Moral Hazard: A Dynamic Model of Within-Year Medical Care Decision Making Under Uncertainty
Christopher J. Cronin
University of Notre Dame, Department of Economics
Date Posted: June 18, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Interconnectedness Risk and Active Portfolio Management
Eduard Baitinger and Jochen Papenbrock
FERI Trust GmbH and Firamis
Date Posted: June 16, 2016
Last Revised: August 04, 2016
Working Paper Series
77 downloads

Incl. Electronic Paper Solving Backward Stochastic Differential Equations by Connecting the Short-Term Expansions
Masaaki Fujii and Akihiko Takahashi
University of Tokyo - Faculty of Economics and University of Tokyo - Faculty of Economics
Date Posted: June 16, 2016
Last Revised: June 29, 2016
Working Paper Series
16 downloads


 

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