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JEL Code: C63
290,574 Total downloads
Showing Papers 381 - 430 of 1,415
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Real Time Counterparty Credit Risk Management in Monte Carlo
Luca Capriotti
,
Jacky Lee and
Matthew Peacock
Quantitative Strategies - Investment Banking Division - Credit Suisse Group
,
Credit Suisse AG
and
Credit Suisse AG
Date Posted: April 28, 2011
Working Paper Series
520 downloads
Continuous Workout Mortgages
Robert J. Shiller ,
Rafal M. Wojakowski ,
Muhammed Shahid Ebrahim
and
Mark B. Shackleton
Yale University - Cowles Foundation
,
University of Surrey
,
Bangor University - University of Wales System
and
Lancaster University - Department of Accounting and Finance
Date Posted: April 27, 2011
Working Paper Series
44 downloads
Rewarding Value-Creating Ideas in Organizations: The Power of Low-Powered Incentives
Forthcoming, The Strategic Management Journal
Oliver Baumann and
Nils Stieglitz
University of Southern Denmark - Strategic Organization Design Unit (SOD)
and
Frankfurt School of Finance & Management
Date Posted: April 25, 2011
Last Revised: January 09, 2013
Working Paper Series
82 downloads
A Generalized Endogenous Grid Method for Non-Concave Problems
Giulio Fella
Queen Mary, University of London
Date Posted: April 24, 2011
Working Paper Series
92 downloads
Continuous Workout Mortgages
Cowles Foundation Discussion Paper No. 1794
Robert J. Shiller ,
Rafal M. Wojakowski ,
Muhammed Shahid Ebrahim
and
Mark B. Shackleton
Yale University - Cowles Foundation
,
University of Surrey
,
Bangor University - University of Wales System
and
Lancaster University - Department of Accounting and Finance
Date Posted: April 23, 2011
Working Paper Series
40 downloads
Network Neutrality and Network Management Regulation: Quality of Service, Price Discrimination, and Exclusive Contracts
NET Institute Working Paper No. 11-02
Nicholas Economides and
Joacim Tåg
New York University - Leonard N. Stern School of Business - Department of Economics
and
Research Institute of Industrial Economics (IFN)
Date Posted: April 20, 2011
Working Paper Series
105 downloads
Exploring Relationships between Legal Concepts in the United States Supreme Court
Michael James Bommarito II
Bommarito Consulting, LLC
Date Posted: April 19, 2011
Working Paper Series
56 downloads
On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error
Economic Notes, Vol. 39, Issue 3, pp. 203-226, 2010
Flavio Angelini and
Marco Nicolosi
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: April 18, 2011
Accepted Paper Series
1 downloads
Job Search Under Uncertainties
Yuta Motoyama
affiliation not provided to SSRN
Date Posted: April 18, 2011
Working Paper Series
11 downloads
Application of a Modified Generalized Regression Neural Networks Algorithm in Economics and Finance
International Journal of Advanced Research in Computer Science, Vol. 2, No. 2, 2011
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: April 17, 2011
Accepted Paper Series
GARCH - Monte-Carlo Simulation Models with Wavelets Decomposition Algorithm for Stock Returns Prediction
International Journal of Computer Information Systems, Vol. 2, No. 3, 2011
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: April 17, 2011
Last Revised: April 29, 2011
Accepted Paper Series
172 downloads
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
Dimitris Korobilis
University of Glasgow
Date Posted: April 17, 2011
Working Paper Series
41 downloads
Ordinary Least Squares and Genetic Algorithms Optimization in Smoothing Transition Autoregressive (STAR) Models
International Journal of Computer Information Systems, Vol. 2, No. 3, 2011
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: April 17, 2011
Last Revised: April 29, 2011
Accepted Paper Series
49 downloads
Study of Discrete Choice Models and Artificial Intelligence Approaches in the Prediction of Economic Crises
International Journal of Computer Information Systems, Vol. 2, No. 3, 2011
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: April 17, 2011
Last Revised: April 29, 2011
Accepted Paper Series
39 downloads
The Pricing of Equity-Linked Contingent Claims Under a Lognormal Short Rate Dynamics
Rosa Cocozza
and
Antonio De Simone
University of Naples Federico II - Faculty of Economics
and
University of Naples Federico II - Faculty of Economics
Date Posted: April 14, 2011
Working Paper Series
Causes of Financial Instability: Don’t Forget Finance
Levy Economics Institute of Bard College Working Paper No. 665
Dirk J. Bezemer
University of Groningen
Date Posted: April 13, 2011
Working Paper Series
80 downloads
ROM Simulation with Random Rotation Matrices
ICMA Centre Discussion Papers in Finance No. DP2011-06
Dan Ledermann
and
Carol Alexander
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: April 12, 2011
Last Revised: April 30, 2011
Working Paper Series
37 downloads
'Managed Competition' for Ireland?
TILEC Discussion Paper No. 2011-023
Misja C. Mikkers
and
Padhraig Ryan
Dutch Healthcare Authority
and
University of Dublin - Trinity College
Date Posted: April 06, 2011
Working Paper Series
245 downloads
Pricing Average Options Under Time-Changed Levy Processes
Review of Derivatives Research, Forthcoming
Akira Yamazaki
Hosei University - Graduate School of Business Administration
Date Posted: April 06, 2011
Last Revised: May 13, 2013
Accepted Paper Series
131 downloads
Optimal Rules for Patent Races
Kenneth L. Judd ,
Karl H. Schmedders
and
Sevin Yeltekin
Stanford University - The Hoover Institution on War, Revolution and Peace
,
Swiss Finance Institute
and
Tepper School of Business, Carnegie Mellon University
Date Posted: March 30, 2011
Working Paper Series
62 downloads
The Analytics of New Keynesian Phillips Curves
Institut für Volkswirtschaftslehre der Universität Augsburg Beitrag Volkswirtschaftliche Diskussionsreihe No. 313,
Alfred Maussner
University of Augsburg - Faculty of Business and Economics
Date Posted: March 30, 2011
Working Paper Series
Asset Returns, the Business Cycle, and the Labor Market: A Sensitivity Analysis for the German Economy
CESifo Working Paper Series No. 3391
Burkhard Heer and
Alfred Maussner
University of Augsburg
and
University of Augsburg - Faculty of Business and Economics
Date Posted: March 29, 2011
Working Paper Series
30 downloads
An External Habit Model Subject to Long Run Risk in Continuous Time: A Multi-Dimensional Asset Pricing Model
Yu Chen
,
Thomas F. Cosimano and
Alex A. Himonas
Idaho State University - Department of Mathematics
,
University of Notre Dame - Department of Finance
and
University of Notre Dame - Department of Mathematics
Date Posted: March 28, 2011
Working Paper Series
36 downloads
Heuristic Methods in Finance
The Statistical Computing & Statistical Graphics
Newsletter, Vol. 22, pp. 13-19, 2011
Enrico Schumann
and
David Ardia
VIP Value Investment Professionals AG
and
Laval University - Département de Finance et Assurance
Date Posted: March 28, 2011
Last Revised: July 26, 2011
Accepted Paper Series
82 downloads
An Efficient Method of Computing Higher-Order Bond Price Perturbation Approximations
Bank of England Working Paper No. 416
Martin M. Andreasen
and
Pawel Zabczyk
University of Aarhus
and
Bank of England
Date Posted: March 18, 2011
Working Paper Series
23 downloads
Using a Projection Method to Analyze Inflation Bias in a Micro-Founded Model
Gary Stanley Anderson
,
Jinill Kim and
Tack Yun
Federal Reserve Board
,
Korea University
and
Federal Reserve Board - Division of Monetary Affairs
Date Posted: March 11, 2011
Working Paper Series
14 downloads
Solution and Simulation of Large Stock Flow Consistent Monetary Production Models Via the Gauss Seidel Algorithm
Journal of Policy Modeling, Forthcoming
Stephen Kinsella and
Terence O'Shea
University of Limerick
and
University of Limerick - Kemmy Business School
Date Posted: March 09, 2011
Working Paper Series
126 downloads
Risk, VaR, CVaR and Their Associated Portfolio Optimizations When Asset Returns Have a Multivariate Student T Distribution
William Thornton Shaw
University College London
Date Posted: March 02, 2011
Working Paper Series
399 downloads
Heston 2010
Antoine Jacquier
and
Claude Martini
Imperial College London - Department of Mathematics
and
Zeliade Systems
Date Posted: February 28, 2011
Last Revised: March 07, 2011
Working Paper Series
209 downloads
Application of Adaptive Neuro-Fuzzy Inference System in Interest Rates Effects on Stock Returns
Indian Journal of Computer Science and Engineering, Vol. 2, No. 1, 2011
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: February 27, 2011
Accepted Paper Series
Currency Hedged Return Calculations
Andreas Steiner
Andreas Steiner Consulting GmbH
Date Posted: February 12, 2011
Working Paper Series
249 downloads
(Weighted) Sum of 'n' Correlated Lognormals: Probability Density Function – Numerical calculation
Tamas Nagy
Corvinus University of Budapest, Department of Environmental Economics and Technology
Date Posted: February 11, 2011
Last Revised: February 18, 2011
Working Paper Series
53 downloads
An Alternative Bayesian Approach to Structural Breaks in Time Series Models
Tinbergen Institute Discussion Paper 11-023/4
Sjoerd van den Hauwe
,
Richard Paap and
Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
Erasmus University Rotterdam (EUR) - Department of Econometrics
and
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: February 10, 2011
Working Paper Series
103 downloads
An Analysis of Behavioral Growth Rates in Iraq Pre-Second Gulf War (In Arabic)
Political Analysis Quantitative Methods Journal, Vol. 5, No. 7, February 14, 2011
Issam A.W. Mohamed
Al-Neelain University - Department of Economics
Date Posted: February 04, 2011
Last Revised: June 16, 2011
Accepted Paper Series
25 downloads
A Computational Model for Optimization on International Telecommunication Networks
Francesco Bellini
,
Antonio Annibali
and
Colantonio Daniele
Department of Management - Sapienza University of Rome
,
University of Rome I
and
affiliation not provided to SSRN
Date Posted: February 01, 2011
Working Paper Series
14 downloads
Network Neutrality on the Internet: A Two-Sided Market Analysis
IFN Working Paper No. 727
Nicholas Economides and
Joacim Tåg
New York University - Leonard N. Stern School of Business - Department of Economics
and
Research Institute of Industrial Economics (IFN)
Date Posted: January 31, 2011
Last Revised: October 29, 2012
Working Paper Series
185 downloads
An Iterative Method for Pricing American Options Under Jump-Diffusion Models
Santtu Salmi
and
Jari Toivanen
University of Jyvaskyla - Department of Mathematical Information Technology
and
University of Jyvaskyla - Department of Mathematical Information Technology
Date Posted: January 27, 2011
Working Paper Series
159 downloads
Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency
IZA Discussion Paper No. 5440
Olivier Bargain
,
Mathias Dolls
,
Dirk Neumann
,
Andreas Peichl
and
Sebastian Siegloch
Institute for the Study of Labor (IZA)
,
University of Cologne - Faculty of Management, Economics and Social Sciences
,
University of Cologne
,
Institute for the Study of Labor (IZA)
and
Institute for the Study of Labor (IZA)
Date Posted: January 24, 2011
Working Paper Series
18 downloads
Permutation Tests (and Sampling Without Replacement) Orders of Magnitude Faster Using SAS®
InterStat, January 2011
J.D. Opdyke
DataMineit, LLC
Date Posted: January 24, 2011
Last Revised: January 31, 2011
Accepted Paper Series
62 downloads
Volatility-of-Volatility : A Simple Model-Free Motivation
Wilmott Magazine, September 2012
Gabriel G. Drimus
Institute of Banking and Finance, University of Zürich
Date Posted: January 23, 2011
Last Revised: November 07, 2012
Accepted Paper Series
172 downloads
Log-Normal Approximation of the Equity Premium in the Production Model
CESifo Working Paper Series No. 3311
Burkhard Heer and
Alfred Maussner
University of Augsburg
and
University of Augsburg - Faculty of Business and Economics
Date Posted: January 20, 2011
Working Paper Series
44 downloads
Second Order Approximation of Dynamic Models with Time-Varying Risk
CEPR Discussion Paper No. DP8177
Gianluca Benigno ,
Pierpaolo Benigno and
Salvatore Nistico
Bank of England - Monetary Assessment and Strategy Division
,
New York University - Stern School of Business
and
Luiss Guido Carli
Date Posted: January 18, 2011
Working Paper Series
3 downloads
Unilateral CVA for CDS in a Contagion Model with Stochastic Pre-Intensity and Interest
Qunfang Bao
,
Si Chen
and
Shenghong Li
Zhejiang University - Department of Mathematics
,
Zhejiang University - Department of Mathematics
and
Zhejiang University
Date Posted: January 16, 2011
Last Revised: April 27, 2013
Working Paper Series
89 downloads
Supply Chain Partners and Configuration Selection: An Intuitionistic Fuzzy Chouquet Integral Operator Based Approach
CentER Discussion Paper Series No. 2010-131
J. Ashayeri
,
Gulfem Tuzkaya
and
Umut Rifat Tuzkaya
Tilburg University - Department of Econometrics & Operations Research
,
Yildiz Technical University - Department of Economics
and
Yildiz Technical University
Date Posted: January 16, 2011
Working Paper Series
A Projected Algebraic Multigrid Method for Linear Complementarity Problems
Jari Toivanen
and
Cornelis W. Oosterlee
University of Jyvaskyla - Department of Mathematical Information Technology
and
Center for Mathematics and Computer Science (CWI)
Date Posted: January 14, 2011
Last Revised: April 06, 2011
Working Paper Series
156 downloads
Nonlinear Forecasting with Many Predictors Using Kernel Ridge Regression
Tinbergen Institute Discussion Paper 11-007/4
Peter Exterkate
,
Patrick J. F. Groenen
,
Christiaan Heij
and
Dick J. C. van Dijk
University of Aarhus - CREATES
,
Erasmus University Rotterdam (EUR)
,
Erasmus University Rotterdam (EUR) - Department of Econometrics
and
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: January 12, 2011
Working Paper Series
108 downloads
Managing Structured Bonds: An Analysis using RAROC and EVA
Journal of Risk Management in Financial Institutions, Vol. 2, No. 4, pp. 409-426, 2009
Rosa Cocozza
and
Albina Orlando
University of Naples Federico II - Faculty of Economics
and
Italian National Research Council (CNR)
Date Posted: January 09, 2011
Accepted Paper Series
Design of Demand Driven Return Supply Chain for High-Tech Products
CentER Discussion Paper Series No. 2010-129
J. Ashayeri
and
Gulfem Tuzkaya
Tilburg University - Department of Econometrics & Operations Research
and
Yildiz Technical University - Department of Economics
Date Posted: January 08, 2011
Working Paper Series
Gram-Charlier Densities (Revised version)
Banque de France Working Paper No. 56
Eric Jondeau and
Michael Rockinger
University of Lausanne
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: January 05, 2011
Working Paper Series
121 downloads
Squezzing a Little More Out of Commodities – Earning Alpha from the Thomson Reuters/Jefferies CRB Index
Andrew Clark
Lipper, A Thomson Reuters Company
Date Posted: December 27, 2010
Working Paper Series
39 downloads
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