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JEL Code: C69
30,228 Total downloads
Showing Papers 41 - 90 of 118
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Double T Copula Pricing of Structured Credit Products: Practical Aspects of a Trustworthy Implementation Journal of Credit Risk, 2009
Frédéric D. Vrins
Date Posted: April 18, 201049 downloads
Benford's Law as an Instrument for Fraud Detection in Surveys Using the Data of the Socio-Economic Panel (SOEP) SOEPpaper No. 273
Jörg-Peter Schräpler
Date Posted: March 03, 201069 downloads
Credit Gap Risk in a First Passage Time Model with Jumps Centre for Practical Quantitative Finance Working Paper No. 22
Natalie Packham
,
Lutz Schloegl
and
Wolfgang M. Schmidt
affiliation not provided to SSRN
and
Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: November 19, 2009101 downloads
Heat Baths and Computational Agent-Based Modeling
Andrew Clark
Date Posted: November 16, 2009Last Revised: June 17, 201247 downloads
Information Diffusion Epidemics in Social Networks
Jose Luis Iribarren
Date Posted: November 15, 2009278 downloads
Credit Dynamics in a First Passage Time Model with Jumps CPQF Working Paper Series No. 21
Natalie Packham
,
Lutz Schloegl
and
Wolfgang M. Schmidt
affiliation not provided to SSRN
and
Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: September 23, 2009Last Revised: August 13, 201092 downloads
Utility, Games, and Narratives
Guido Fioretti
Date Posted: August 28, 2009Last Revised: March 15, 201173 downloads
On Overstretched Critique and Mathematization of Islamic Economics Journal of King Abdulaziz University in Islamic Economics, Vol. 22, No. 2, pp. 83-89, April 2009
Mohammad Omar Farooq
affiliation not provided to SSRN
Date Posted: August 05, 2009Last Revised: January 02, 2012209 downloads
A Small Open Economy Model for Nigeria: A BVAR - DSGE Approach
Olaolu Richard Olayeni
Date Posted: July 12, 200955 downloads
Analysis of the World Market for Steam Coal Using a Complementarity Model DIW Berlin Discussion Paper No. 818
Clemens Haftendorn
and
Franziska Holz
Date Posted: June 29, 200982 downloads
General Laws of Adaptation to Environmental Factors: From Ecological Stress to Financial Crisis
Alexander N. Gorban
,
Elena V. Smirnova
and
Tatiana A. Tyukina
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: May 28, 200947 downloads
Correlations, Risk and Crisis: From Physiology to Finance
Alexander N. Gorban
,
Elena V. Smirnova
and
Tatiana A. Tyukina
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: May 02, 2009Last Revised: May 04, 2009149 downloads
The Past, Present and Future of Information Systems Research
Arpan Kumar Kar
Date Posted: March 23, 2009427 downloads
Decomposition of Economic Growth in Bulgaria by Industry
Stanislav Ivanov
and
Craig Webster
Date Posted: November 18, 2008Last Revised: July 29, 2009219 downloads
Coordination and Cooperation in Local, Random and Small World Networks: Experimental Evidence
Alessandra Cassar
Date Posted: October 27, 200851 downloads
Inland Container Logistics and Interports. Goals and Features of an Ongoing Applied Research Proceedings of the Ninth Scientific Meeting of the Italian Society of Transport Economists, October 3-5, 2007, Naples, Italy
Fedele Iannone ,
Sten A. Thore
and
Ennio Forte
affiliation not provided to SSRN
,
IC2 Institute, The University of Texas at Austin
and
Federico II University of Naples - Department of Economics
Date Posted: July 01, 2008Last Revised: February 26, 2012515 downloads
Joint Credit Risk Management of Balance Sheet and Hedge Portfolio
Simone Farinelli
Date Posted: May 13, 2008215 downloads
Joint Interest Rate Risk Management of Balance Sheet and Hedge Portfolio in a Present Value Perspective
Simone Farinelli
and
Paolo Vanini
Date Posted: May 13, 2008164 downloads
A Model of Vacancy Chains as a Mechanism for Resource Allocation
Guido Fioretti
Date Posted: April 14, 200873 downloads
The Virtues and Vices of Equilibrium and the Future of Financial Economics Cowles Foundation Discussion Paper No. 1647
J. Doyne Farmer and
John Geanakoplos
Date Posted: March 24, 2008656 downloads
Assessment of Sustainable Development ERIM Report Series Reference No. ERS-2000-23-LIS
A.M.G. Cornelissen
,
Jan Van Den Ende
,
Wiebe J. Koops
,
Michael Grossman and
Henk M.J. Udo
Date Posted: February 28, 200870 downloads
Solving Variational Inequalities Defined on a Domain with Infinitely Many Linear Constraints ERIM Report Series Reference No. ERS-2002-70-LIS
Shu-Cherng Fang
,
S. David Wu
and
S. Ilker Birbil
affiliation not provided to SSRN
and
Sabanci University - Graduate School of Management
Date Posted: February 26, 200834 downloads
The Moulin-Shenker Rule Social Choice and Welfare, Vol. 29, No. 2, pp. 271-293, 2007
Maurice Koster
Date Posted: January 23, 2008
Of Yahoos and Houyhnhnms: Modelling the Dynamics of Web 1.0 as an Iterated Strategy Contest
Matthijs L. den Besten
Date Posted: January 20, 200843 downloads
Improving Patent Examination Efficiency and Quality:
An Operations Research Analysis of the USPTO, using Queuing Theory Federal Circuit Bar Journal, Vol. 17, 2007
Ayal Sharon and
Yifan Liu
affiliation not provided to SSRN
and
George Mason University - Systems Engineering and Operations Research Department (SEOR)
Date Posted: December 10, 2007403 downloads
Appendices to Improving Patent Examination Efficiency and Quality Federal Circuit Bar Journal, Vol. 17, No. 2, 2007
Ayal Sharon and
Yifan Liu
affiliation not provided to SSRN
and
George Mason University - Systems Engineering and Operations Research Department (SEOR)
Date Posted: November 02, 2007Last Revised: March 12, 201358 downloads
Social Interaction and Income Distribution Cuadernos de Economía, Vol. 24, No. 42, 2005,
Gustavo Adolfo Junca Rodriguez
affiliation not provided to SSRN
Date Posted: October 15, 200756 downloads
A Random Matrix Theory Based Analysis of Stocks of Markets from Different Countries
Ricardo Coehlo
,
Brian M. Lucey ,
Stefan Hutzler
and
Peter Richmond
Date Posted: October 02, 2007207 downloads
Optimal Investment with Taxes: An Existence Result Journal of Mathematical Economics, Vol. 33, pp. 373-388, 2000
Elyes Jouini ,
Pierre-françois Koehl
and
Nizar Touzi
Date Posted: August 15, 2007
FX Market Behavior and Valuation
Harvey J. Stein
Date Posted: January 12, 20072550 downloads
Intrinsic Cycles of Land Price: A Simple Model Journal of Real Estate Research, Vol. 28, No. 3, 2006
Charles Ka Yui Leung
and
Nan-Kuang Chen
Date Posted: December 13, 200694 downloads
A Dynamic Approach to Vehicle Scheduling ERIM Report Series Reference No. ERS-2001-35-LIS
Dennis Huisman
,
Richard Freling (deceased) and
Albert P. M. Wagelmans
Date Posted: August 26, 2006165 downloads
Effective Algorithms for Integrated Scheduling of Handling Equipment at Automated Container Terminals ERIM Report Series Reference No. ERS-2001-36-LIS
Patrick J. M. Meersmans
and
Albert P. M. Wagelmans
Date Posted: August 26, 2006183 downloads
Fractional Programming ERIM Report Series Reference No. ERS-2004-074-LIS
J. B. G. Frenk and
Siegfried Schaible
Date Posted: August 26, 2006Last Revised: August 26, 2011345 downloads
Spanning and Intersection: A Stochastic Dominance Approach ERIM Report Series Reference No. ERS-2001-63-F&A
Thierry Post
Date Posted: August 26, 200679 downloads
The Algorithmic Complexity of Modular Decomposition ERIM Report Series Reference No. ERS-2001-30-LIS
Jan C. Bioch
Date Posted: August 26, 200652 downloads
Risk, Financing and the Optimal Number of Suppliers
Volodymyr Babich
,
Goker Aydin
,
Pierre-Yves Brunet
,
Jussi Keppo and
Romesh Saigal
Date Posted: July 06, 2006Last Revised: April 03, 2012523 downloads
Vulnerable Options in Supply Chains: Effects of Supplier Competition Naval Research Logistics, Vol.53, No. 7, pp. 656–673,
Volodymyr Babich
Date Posted: May 31, 2006Last Revised: April 03, 2012
Joint Interest Rate Risk Management of Balance Sheet and Hedge Portfolio
Paolo Vanini and
Simone Farinelli
Date Posted: May 17, 2006364 downloads
Assessing Performance Factors in the UK Banking Sector: A Multicriteria Methodology Central European Journal of Operations Research, Vol. 14, No. 1, 2006
Kyriaki Kosmidou
,
Fotios Pasiouras ,
Michael Doumpos and
C. Zopounidis
Date Posted: April 25, 2006
Fuzzy Income Allocation of Multinationals: A Fuzzy Logic Concept for
Transfer Pricing
Markus Brem
Date Posted: January 11, 2006
Fuzzy Transfer Pricing World: On the Analysis of Transfer Pricing with Fuzzy Logic Techniques IIMA Working Paper No. 2005-12-03
Tomas Tucha
and
Markus Brem
Date Posted: January 10, 2006381 downloads
On Errors and Bias of Fourier Transform Methods in Quadratic Term Structure Models
Nina Boyarchenko
and
Sergei Levendorskii
Date Posted: January 10, 2006186 downloads
The Eigenfunction Expansion Method in Multi-factor Quadratic Term
Structure Models
Nina Boyarchenko
and
Sergei Levendorskii
Date Posted: January 10, 2006268 downloads
Teaching Metaheuristics in Business Schools UPF Economics and Business Working Paper No. 806
Helena Ramalhinho Dias Lourenço
Date Posted: November 16, 200574 downloads
A Note on the Dual of an Unconstrained (Generalized) Geometric Programming Problem ERIM Report Series Reference No. ERS-2005-006-LIS
J. B. G. Frenk and
G. Still
Date Posted: September 09, 200586 downloads
Lagrangian Duality and Cone Convexlike Functions Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam, Research Paper Series, Forthcoming
J. B. G. Frenk and
G. Kassay
Date Posted: September 08, 200570 downloads
Extension of the Descriptive Framework of Economic Theories by the Introduction of Knowledge Functions VisionPatents AG Working Paper No. D5.05
Hans-Diedrich Kreft
Date Posted: July 19, 200550 downloads
A Fuzzy Logic and Default Reasoning Model of Social Norm and Equilibrium Selection in Games under Unforeseen Contingencies University of Trento Economics Discussion Paper No. 13
Lorenzo Sacconi
and
Stefano Moretti
Date Posted: June 01, 2005165 downloads
Towards a Realistic Model of Corporate Debt Valuation
Hugo Oscar Berlingeri
and
Sebastian Berlingeri
Date Posted: April 15, 2005153 downloads
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