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JEL Code: C15
366,372 Total downloads
Showing Papers 41 - 90 of 1,747
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Internet Appendix for 'Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much'
Fabio Trojani
,
Christian Wiehenkamp
and
Jan Wrampelmeyer
Date Posted: February 17, 201317 downloads
Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models
Tingting Cheng
,
Jiti Gao and
X. Zhang
Date Posted: February 14, 20137 downloads
Pricing and Mitigation of Counterparty Credit Exposures Handbook of Systemic Risk, edited by J.-P. Fouque and J.Langsam. Cambridge University Press, 2012
Agostino Capponi
Date Posted: February 12, 201357 downloads
Managing Portfolio Risk Using Multivariate Extreme Value Methods
Sawsan Abbas
,
Ser-Huang Poon and
Jonathan Tawn
Date Posted: February 06, 201357 downloads
Credit Stress Testing from a Portfolio Perspective Selected Issues in Statistical Methods and Applications in an Historical Perspective, Studies in Theoretical and Applied Statistics, Springer-Verlag Berlin Heidelberg (2013)
Tiziano Bellini
Date Posted: February 06, 201338 downloads
Forward Search Outlier Detection in Data Envelopment Analysis European Journal of Operational Research (2012) 216, 200-207
Tiziano Bellini
Date Posted: February 05, 20137 downloads
A Parsimonious Structural Model of Individual Demand for Multiple Related Goods
Andres Musalem
,
Kenneth C. Wilbur and
Patricio Del Sol
Date Posted: February 05, 201349 downloads
Minimum Distance Estimation of the Errors-in-Variables Model Using Linear Cumulant Equations, with Two Corporate Finance Applications
Timothy Erickson ,
Colin H. Jiang and
Toni M. Whited
Date Posted: February 03, 201380 downloads
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure Cowles Foundation Discussion Paper No. 1828R
Donald W. K. Andrews and
Xu Cheng
Date Posted: February 01, 201317 downloads
A New Simulation Based Market Timing Test and an Application to Technical Analysis
Didier Marti
Date Posted: January 31, 201371 downloads
Cite Club Journal of Law: Periodical Laboratory of Legal Scholarship, Vol. 2, No. 3, pp. 483-486, 2012, George Mason Law & Economics Research Paper No. 13-08
Ross E. Davies
Date Posted: January 28, 2013102 downloads
Securitization and Poisoned Bottles: The Perfect Teaching Analogy
Arturo Cifuentes
and
Bernardo Pagnoncelli
Date Posted: January 27, 201329 downloads
Micro-Symposium on Orin Kerr's 'A Theory of Law' Green Bag 2d, Vol. 16, No. 2, 2013, pp. 213-226, Journal of Law: A Periodical Laboratory of Legal Scholarship, Vol. 2, No. 3, 2012, pp. 487-502, George Mason Law & Economics Research Paper No. 13-05, San Diego Legal Studies Paper No. 13-105
Laura I. Appleman
,
Shawn J. Bayern
,
Adam D. Chandler ,
Robert D. Cheren
,
Miriam A. Cherry
,
Ross E. Davies ,
Lee Anne Fennell ,
Paul A. Gowder Jr.
,
Caitlin Hartsell
,
Kieran Healy
,
Robert A. James
,
Jeffrey H. Kahn
,
Orin S. Kerr
,
Jacob T. Levy
,
Jeffrey M. Lipshaw
,
Orly Lobel
,
Geoffrey A. Manne ,
Chad M. Oldfather ,
Ronak Patel
,
Jeffrey A. Pojanowski ,
Alexandra J. Roberts ,
Kent Scheidegger
,
Arthur Stock
and
Anders Walker
Date Posted: January 18, 2013Last Revised: February 28, 20131045 downloads
The 4 Percent Rule is Not Safe in a Low-Yield World
Michael S. Finke ,
Wade Pfau
and
David Blanchett
Date Posted: January 16, 2013Last Revised: January 17, 20131529 downloads
Mismatch, Sorting and Wage Dynamics Cowles Foundation Discussion Paper No. 1886
Jeremy Lise
,
Costas Meghir and
Jean-Marc Robin
Date Posted: January 16, 201323 downloads
Bootstrapping Tests for Jumps with an Application to Test Averaging
Ana-Maria Dumitru
Date Posted: January 16, 201314 downloads
Bayesian Graphical Models for Structural Vector Autoregressive Processes University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 36/WP/2012
Daniel Felix Ahelegbey
,
Monica Billio and
Roberto Casarin
Date Posted: January 11, 201363 downloads
Efficient Gibbs Sampling for Markov Switching GARCH Models
Monica Billio ,
Roberto Casarin and
Ayokunle Anthony Osuntuyi
Date Posted: January 11, 201327 downloads
FVA, Modelling and Netting Arbitrage - Introduction
Christian Kamtchueng
Date Posted: January 09, 2013Last Revised: April 08, 201355 downloads
The Vicious Circle of Banks' and Public Finances' Distress
Clara Galliani and
Stefano Zedda
Date Posted: January 08, 201332 downloads
Analysis of Discrete Dependent Variable Models with Spatial Correlation
Roman Liesenfeld ,
Jean-Francois Richard and
Jan Vogler
Date Posted: January 04, 201338 downloads
Redes Neuronales Artificiales en las Ciencias Económicas (Artificial Neural Networks in the Economics Sciences) Econografos Escuela de Economía N° 20 - Facultad de Ciencias Económicas de la Universidad Nacional de Colombia, Marzo 2012
,
Viviana M. Oquendo
Date Posted: January 02, 201325 downloads
Investment Strategies in Retirement: In the Presence of a Means-Tested Government Pension Journal of Pension Economics and Finance, Vol. 11, No. 2, pp. 151-181, 2012
Adam Butt
and
Anthony Deng
Date Posted: January 02, 2013
Causes of Defined Benefit Pension Scheme Funding Ratio Volatility and Average Contribution Rates Annals of Actuarial Science, Vol. 6, No. 1, pp. 76-102, 2011
Adam Butt
Date Posted: January 02, 2013
Effects of Scheme Default Insurance on Decisions and Financial Outcomes in Defined Benefit Pension Schemes Annals of Actuarial Science, Forthcoming
Adam Butt
Date Posted: January 02, 2013
Management of Closed Defined Benefit Superannuation Schemes – An Investigation Using Simulations Australian Actuarial Journal, Vol. 17, No. 1, pp. 25-87, 2011
Adam Butt
Date Posted: January 02, 2013
The Effect of Objective Functions on Investment and Contribution Decisions for Defined Benefit Pension Schemes
Adam Butt
and
Huan Zhang
Date Posted: January 02, 20138 downloads
Effect of AASB 119 ‘Employee Benefits’ on Defined Benefit Superannuation Costs Recognized by Sponsoring Employers Australian Actuarial Journal, Vol. 14, No. 1, pp. 97-170, 2008
Adam Butt
Date Posted: January 02, 2013
Testing the Profitability of a Volume-Augmented Momentum Strategy in the Philippines Equity Market Journal of Applied Finance and Banking, Vol. 3, No. 1, 2012, pp 1 - 12
Lim Kai Jie Shawn
,
Darius Lim Dawei
,
Mak Weijie
and
Poh Zi En Benjamin
Date Posted: December 24, 2012Last Revised: January 16, 201396 downloads
Competition on Rugged Landscapes: The Dynamics of Horizontal Differentiation
Leon Zucchini
Date Posted: December 21, 201229 downloads
A Second Report on the Global Identification of Counterparties and Other Financial Market Participants
Allan D. Grody
Date Posted: December 21, 2012Last Revised: December 23, 201251 downloads
Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts ETH Risk Center Working Paper No. 11-005
Wei-Xing Zhou
,
Guo-Hua Mu
,
Wei Chen and
Didier Sornette
Date Posted: December 21, 2012Last Revised: December 22, 201218 downloads
Implied Cost of Capital: A Stochastic Perspective 2013 Financial Markets & Corporate Governance Conference
Fabian Echterling
and
Brigitte Eierle
Date Posted: December 19, 2012Last Revised: May 13, 201325 downloads
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter Cowles Foundation Discussion Paper No. 1812R
Donald W. K. Andrews and
Patrik Guggenberger
Date Posted: December 15, 201213 downloads
Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector Bank of Canada Working Paper No. 2006-47
Miroslav Misina
,
David Tessier and
Shubhasis Dey
Date Posted: December 06, 201218 downloads
Non-Linearities, Model Uncertainty, and Macro Stress Testing Bank of Canada, Working Paper No. 2008-30
Miroslav Misina
and
David Tessier
Date Posted: December 06, 201212 downloads
Constructing 'Proper' ROCs Using Weighted Power Functions
Douglas Mossman
and
Hongying Peng
Date Posted: December 02, 2012Last Revised: April 16, 201312 downloads
Previsão e Análise de Causalidade para Medição do Risco de Mercado (Forecasting and Causality Analysis for Market Risk Quantification)
Gonçalo Martins Ferreira
,
Paul Edge
and
Tânia Silva
Date Posted: December 02, 2012Last Revised: December 03, 201211 downloads
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes Tinbergen Institute Discussion Paper No. 12-128/III
Jan F. Kiviet
Date Posted: November 30, 20125 downloads
Economic Growth and Dualism in Italian Regions: A Spatiotemporal Model Rivista Italiana degli Economisti, Vol. 3, December 2012
Cristina Brasili
,
Francesca Bruno
and
Annachiara Saguatti
affiliation not provided to SSRN
,
University of Bologna - University of Bologna
and
University of Bologna - University of Bologna
Date Posted: November 30, 2012
Sequential Monte Carlo Sampling for DSGE Models FRB of Philadelphia Working Paper No. 12-27
Edward Herbst
and
Frank Schorfheide
Date Posted: November 30, 201220 downloads
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets FIRN Research Paper
Vitali V. Alexeev
and
Francis Tapon
Date Posted: November 29, 2012275 downloads
Repeat Sales Regression on Heterogeneous Properties Journal of Real Estate Finance and Economics, Vol. 45, No. 3, 2012
Liang Peng
Date Posted: November 27, 2012
A Study of Dark Pool Trading Using an Agent-Based Model
Sheung Yin K. Mo ,
Mark E. Paddrik and
Steve Y. Yang
Date Posted: November 27, 2012Last Revised: February 06, 201390 downloads
The Survival and Success of Canadian Penny Stock IPOs CIRANO - Scientific Publications 2009s-28
Cécile Carpentier and
Jean-Marc Suret
Date Posted: November 26, 201214 downloads
An FBSDE Approach to American Option Pricing with an Interacting Particle Method
Masaaki Fujii
,
Seisho Sato
and
Akihiko Takahashi
Date Posted: November 26, 201221 downloads
Applications of Robust Statistics in Portfolio Theory Mathematical Economics, 8(15), 2012
Bartosz Kaszuba
Date Posted: November 25, 2012Last Revised: April 07, 2013133 downloads
Fractional Response Models - A Replication Exercise of Papke and Wooldridge (1996) Contemporary Economics, Vol. 6, No. 3, pp. 56-64, 2012
Harald Oberhofer
and
Michael Pfaffermayr
Date Posted: November 24, 201221 downloads
Combining Latin Hypercube Sampling with Other Variance Reduction Techniques
Natalie Packham
Date Posted: November 22, 201234 downloads
A Monte Carlo Exploration of the Vertical Property Tax Inequity Models: Searching for a 'Best' Model Journal of Real Estate Literature, Forthcoming
Joshua C. Fairbanks
,
Paul R. Goebel ,
Michael D.S. Morris
and
William H. Dare
affiliation not provided to SSRN
Date Posted: November 19, 201216 downloads
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