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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,343
Full Text Papers: 393,706
Authors: 226,701
Papers Received in
  Last 12 months:
68,955

Paper Downloads:
To date: 65,930,607
Last 12 months: 11,186,469
Last 30 days: 1,057,644

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238,981
Total References: 8,480,523
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C63
290,574 Total downloads
Showing Papers 381 - 430 of 1,415
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
Dimitris Korobilis
University of Glasgow
Date Posted: April 17, 2011
Working Paper Series
41 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper '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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Currency Hedged Return Calculations
Andreas Steiner
Andreas Steiner Consulting GmbH
Date Posted: February 12, 2011
Working Paper Series
249 downloads

Incl. Electronic Paper (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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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