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SSRN eLibrary Statistics:

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Abstracts: 489,050
Full Text Papers: 397,938
Authors: 228,554
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  Last 12 months: 		69,482

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To date: 66,677,453
Last 12 months: 11,211,022
Last 30 days: 825,416

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  References: 		239,806
Total References: 8,539,827
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Papers with
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  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C61
371,597 Total downloads
Showing Papers 451 - 500 of 2,282
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Incl. Electronic Paper American Options in Regime-Switching Lévy Models With Non-Semibounded Stochastic Interest Rates
Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: September 20, 2007
Working Paper Series
197 downloads

Incl. Electronic Paper On the Stability of Community Detection Algorithms on Longitudinal Citation Data
Procedia Social and Behavioral Sciences, 2010, Proceedings of the 6th Conference on Applications of Social Network Analysis (ASNA 2009)
 Michael James Bommarito II, Daniel Martin Katz and Jon Zelner
Bommarito Consulting, LLC , Michigan State University - College of Law and University of Michigan at Ann Arbor - Center for Study of Complex Systems
Date Posted: August 04, 2009
Last Revised: May 26, 2010
Accepted Paper Series
197 downloads

Incl. Electronic Paper Optimization of Convex Risk Functions

 Andrzej Ruszczynski and Alexander Shapiro
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Georgia Institute of Technology - School of Industrial and Systems Engineering
Date Posted: March 02, 2005
Working Paper Series
197 downloads

Incl. Electronic Paper High-Resolution Path-Integral Development of Financial Options
Date Posted: October 08, 1999
Working Paper Series
196 downloads

Incl. Electronic Paper Why Should Managers Like Payback Period?
 Hong-Jen Lin
Brooklyn College of the City University of New York
Date Posted: October 09, 2010
Working Paper Series
196 downloads

Incl. Electronic Paper Application of a General Risk Management Model to Portfolio Optimization Problems with Elliptical Distributed Returns for Risk Neutral and Risk Averse Decision Makers
ERIM Report Series Reference No. ERS-2007-032-LIS
 B. Kaynar , S. Ilker Birbil and J. B. G. Frenk
affiliation not provided to SSRN , Sabanci University - Graduate School of Management and Erasmus University, Rotterdam (EUR) - Department of Econometrics
Date Posted: June 01, 2007
Working Paper Series
195 downloads

Incl. Electronic Paper Crew Pairing and Aircraft Routing for On-Demand Aviation with Time Window
 Yufeng Yao , Wei Zhao , Ozlem Ergun and Ellis Johnson
Georgia Institute of Technology - School of Industrial and Systems Engineering , Georgia Institute of Technology - School of Aerospace Engineering , Georgia Institute of Technology - School of Industrial and Systems Engineering and Georgia Institute of Technology - School of Industrial and Systems Engineering
Date Posted: October 22, 2005
Working Paper Series
195 downloads

Incl. Electronic Paper Optimal Investment and Production Across Markets with Stochastic Exchange Rates
 Umut Aytekin and John R. Birge
affiliation not provided to SSRN and University of Chicago - Booth School of Business
Date Posted: January 23, 2005
Last Revised: June 18, 2009
Working Paper Series
195 downloads

Incl. Electronic Paper A New Method of Employing the Principle of Maximum Entropy to Retrieve the Risk Neutral Density
 Leonidas Rompolis
Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: August 12, 2007
Last Revised: May 31, 2009
Working Paper Series
194 downloads

Incl. Electronic Paper Integrated Revenue Management Approaches for Capacity Control with Planned Upgrades
European Journal of Operational Research 223 (2012), 380-391
 Claudius Steinhardt and Jochen Goensch
University of Augsburg - Department of Analytics & Optimization and University of Augsburg - Department of Analytics & Optimization
Date Posted: November 30, 2009
Last Revised: September 21, 2012
Accepted Paper Series
192 downloads

Incl. Electronic Paper On Habits and Addictions
Journal of Institutional and Theoretical Economics, Vol. 159, p. 135, December 2003
Paolo Vanini and Norman Braun
Zurich Cantonal Bank and University Munich - Department of Sociology
Date Posted: January 29, 2003
Last Revised: January 06, 2010
Working Paper Series
192 downloads

Incl. Electronic Paper Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries
Centre for Research in Financial Services WP #98-01
 Cornelis A. Los
Alliant School of Management
Date Posted: January 17, 1998
Working Paper Series
192 downloads

Incl. Electronic Paper Systemic Risk and Sovereign Debt in the Euro Area
Gutenberg School of Management and Economics Discussion Paper No. 1207
 Deyan Radev
University of Mainz
Date Posted: April 30, 2012
Last Revised: November 28, 2012
Working Paper Series
192 downloads

Incl. Electronic Paper A Computational Method for Stochastic Impulse Control Problems
McCombs Research Paper Series No. IROM-04-10
 Haolin Feng and Kumar Muthuraman
Lingnan (University) College, Sun Yat-sen University and University of Texas at Austin - McCombs School of Business
Date Posted: September 26, 2010
Last Revised: October 02, 2010
Working Paper Series
190 downloads

Incl. Electronic Paper Deriving the Dependence Structure of Portfolio Credit Derivatives using Evolutionary Algorithms
 Svenja Hager and Rainer Schoebel
University of Tuebingen - Faculty of Economics and Business Administration and University of Tuebingen - Faculty of Economics and Social Sciences
Date Posted: March 23, 2006
Working Paper Series
189 downloads

Incl. Electronic Paper Optimal Age-Based Portfolios with Stochastic Investment Opportunity Sets
 Doriana Ruffino and Jonathan Treussard
University of Minnesota and Ziff Brothers Investments - Risk Management
Date Posted: June 14, 2006
Working Paper Series
189 downloads

Incl. Electronic Paper Optimal Control Theory for Undergraduates
 Ernst Juerg Weber
University of Western Australia - UWA Business School
Date Posted: January 27, 2007
Working Paper Series
189 downloads

Incl. Electronic Paper Pricing Jump Risk with Utility Indifference

 Lixin Wu and Min Dai
Hong Kong University of Science & Technology - Department of Mathematics and National University of Singapore (NUS) - Department of Mathematics
Date Posted: February 21, 2005
Working Paper Series
189 downloads

Incl. Electronic Paper Strategic Consumer Response to Dynamic Pricing of Perishable Products
 Yong-Pin Zhou , Ming Fan and Minho Cho
University of Washington Business School , University of Washington - Michael G. Foster School of Business and University of Washington - Department of Information Systems and Operations Management
Date Posted: November 19, 2006
Working Paper Series
189 downloads

Incl. Electronic Paper Retail Competition and the Dynamics of Consumer Demand for Tied Goods
 Wesley R. Hartmann and Harikesh Nair
Stanford University - Graduate School of Business and Stanford University - Graduate School of Business
Date Posted: January 17, 2008
Last Revised: May 01, 2012
Working Paper Series
188 downloads

Incl. Electronic Paper Statistical Mechanics of Nonlinear Nonequilibrium Financial Markets: Applications to Optimized Trading
Date Posted: April 04, 1998
Working Paper Series
188 downloads

Incl. Electronic Paper Weighted Constraints in Fuzzy Optimization
ERIM Report Series Reference No. ERS-2001-19-LIS
 U. Kaymak and João M. C. Sousa
Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Technical University of Lisbon (UTL) - School of Economics and Management
Date Posted: February 10, 2003
Working Paper Series
187 downloads

Incl. Electronic Paper Insinking: A Methodology to Exploit Synergy in Transportation
CentER Discussion Paper No. 2005-121
 F. Cruijssen , Peter Borm , Hein Fleuren and Herbert Hamers
Tilburg University - Center and Faculty of Economics and Business Administration , Tilburg University - Center for Economic Research (CentER) , Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Date Posted: December 19, 2005
Working Paper Series
186 downloads

Incl. Electronic Paper Reinventing Crew Scheduling at Netherlands Railways
ERIM Report Series Reference No. ERS-2004-046-LIS
 Erwin Abbink , Matteo Fischetti , L. G. Kroon , Gerrit Timmer and M. J. C. M. Vromans
NS Reizigers - Department of Logistics , University of Padova - DEI , Erasmus University Rotterdam (EUR) - Department of Decision and Information Sciences , ORTEC International and Erasmus University Rotterdam (EUR)
Date Posted: September 24, 2004
Working Paper Series
186 downloads

Incl. Electronic Paper What Does Monetary Policy Reveal about Central Bank's Preferences?
FEEM Working Paper No. 2.2002
 Paolo Surico and Efrem Castelnuovo
London Business School - Department of Economics and University of Padua - Department of Economics
Date Posted: February 07, 2002
Working Paper Series
186 downloads

Incl. Electronic Paper Credit Contagion and Aggregate Losses
 Stefan Weber and Kay Giesecke
ORIE, Cornell University and Stanford University - Management Science & Engineering
Date Posted: November 15, 2002
Working Paper Series
185 downloads

Incl. Electronic Paper European Options under Proportional Transaction Costs: An Algorithmic Approach to Pricing and Hedging
 Alet Roux , Krzysztof Tokarz and Tomasz Zastawniak
University of York (UK) - Department of Mathematics , University of Hull and University of York (UK)
Date Posted: April 25, 2006
Working Paper Series
185 downloads

Incl. Electronic Paper Uncertainty and Stepwise Investment
EFA 2007 Ljubljana Meetings Paper
 Peter M. Kort , Pauli Murto and Grzegorz Pawlina
Tilburg University - Department of Econometrics & Operations Research , Helsinki School of Economics & Business Administration and Lancaster University - Department of Accounting and Finance
Date Posted: March 02, 2007
Last Revised: December 20, 2009
Working Paper Series
185 downloads

Incl. Electronic Paper A Proof of the EOQ Formula Using Quasi-Variational Inequalities
International Journal of Systems Science, Vol. 29, No. 11, pp. 1295-1299, 1998
 Dirk Beyer and Suresh Sethi
M-Factor, Inc. and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: April 18, 2008
Accepted Paper Series
183 downloads

Incl. Electronic Paper A Theory of Endogenous Time Preference, and Discounted Utility Anomalies
 Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: February 20, 2005
Working Paper Series
183 downloads

Incl. Electronic Paper Impure Public Goods and Technological Interdependencies
FEEM Working Paper No. 60.05, ZEW - Centre for European Economic Research Discussion Paper No. 05-019
 Andreas Löschel and Dirk T. G. Rübbelke
Centre for European Economic Research (ZEW) and Basque Centre for Climate Change (BC3)
Date Posted: April 26, 2005
Last Revised: August 18, 2008
Working Paper Series
183 downloads

Incl. Electronic Paper On the Strength of the US Dollar: Can it be Explained by Output Growth?
EFA 2002 Berlin Meetings Presented Paper; De Nederlandsche Bank Staff Report No. 88
 Peter J.G. Vlaar
De Nederlandsche Bank - Econometrics
Date Posted: February 15, 2002
Working Paper Series
183 downloads

Incl. Electronic Paper The Liquidity Component of the Equity Premium
 Peter L. Swan and André Levy
University of New South Wales (UNSW) and Australian Prudential Regulation Authority
Date Posted: March 08, 2008
Working Paper Series
183 downloads

Incl. Electronic Paper A Multi-Objective Model For A Multi-Period Distribution Management Problem
Rita Ribeiro and Helena Ramalhinho Dias Lourenço
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Universitat Pompeu
Date Posted: June 29, 2001
Working Paper Series
182 downloads

Incl. Electronic Paper Commitment-Penalty Contracts in Drop-Shipping Supply Chains with Asymmetric Demand Information
European Journal of Operational Research, Vol. 204, pp. 449-462, 2010
 Xianghua Gan , Suresh Sethi and Jing Zhou
Hong Kong Polytechnic University - Department of Logistics , University of Texas at Dallas - Naveen Jindal School of Management and University of North Carolina (UNC) at Charlotte
Date Posted: February 06, 2008
Last Revised: February 04, 2010
Accepted Paper Series
182 downloads

Incl. Electronic Paper Uncertainty and Experimentation in Pharmaceutical Demand: Anti-Ulcer Drugs
Duke Economics Working Paper No. 98-11
 Gregory S. Crawford and Matthew Shum
University of Arizona - Department of Economics and Johns Hopkins University - Department of Economics
Date Posted: February 17, 1999
Working Paper Series
182 downloads

Incl. Electronic Paper Budgeting Models and System Simulation: A Dynamic Approach
 Dario Girardi , Bruno Giacomello and Luca Gentili
University of Verona - Department of Economics , University of Verona - Department of Economics and University of Verona - Department of Economics
Date Posted: February 05, 2012
Last Revised: February 06, 2012
Working Paper Series
181 downloads

Incl. Electronic Paper Pricing Options on the Dax - An Empirical Investigation
 Rene Reinsberg
WHU - Otto Beisheim School of Management - Dresdner Bank Chair of Finance
Date Posted: June 23, 2008
Working Paper Series
181 downloads

Incl. Electronic Paper American Parisian Options
Finance and Stochastics, Forthcoming
 Marc Chesney and Laurent Gauthier
University of Zurich - Swiss Banking Institute (ISB) and University of Paris, New York
Date Posted: July 25, 2006
Accepted Paper Series
180 downloads

Incl. Electronic Paper Integrated Assessments of Climate Change Policy: Intergenerational Equity and Discounting
FEEM Working Paper No. 52.99
 Ferenc L. Toth
International Atomic Energy Agency (IAEA) - Planning and Economic Studies Section
Date Posted: March 03, 2000
Working Paper Series
180 downloads

Incl. Electronic Paper Real Options and the Universal Bad News Principle

 Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: May 04, 2004
Working Paper Series
180 downloads

Incl. Electronic Paper Analytically Deriving Efficient Surfaces in Portfolio Selection
 Yue Qi , Ralph E. Steuer and Markus Hirschberger
University of Georgia - Department of Banking and Finance , University of Georgia and Catholic University of Eichstatt
Date Posted: March 14, 2006
Working Paper Series
179 downloads

Incl. Electronic Paper Fórmula Para Matriz de Correlación y de Covarianza en Excel (Formula for Correlation and Covariance Matrix in Excel)
 Pedro Fabián Castilla Ávila
Master Consultores
Date Posted: October 15, 2012
Working Paper Series
179 downloads

Incl. Electronic Paper Spectral Analysis of Time-Dependent Market-Adjusted Return Correlation Matrix
 Michael James Bommarito II and Ahmet Duran
Bommarito Consulting, LLC and University of Michigan at Ann Arbor
Date Posted: September 06, 2010
Working Paper Series
179 downloads

Incl. Electronic Paper Static Arbitrage Bounds on Basket Option Prices
Mathematics arXiv Working Paper No. math.OC/0302243
 Alexandre d'Aspremont and Laurent El Ghaoui
Princeton University - Department of Operations Research and Financial Engineering and University of California, Berkeley - Department of Electrical Engineering & Computer Sciences (EECS)
Date Posted: July 12, 2004
Working Paper Series
179 downloads

Incl. Electronic Paper Valuation and Optimal Exercise of Dutch Mortgage Loans with Prepayment Restrictions
 Bart Kuijpers and Peter C. Schotman
APG Asset Management and Maastricht University
Date Posted: March 26, 2006
Working Paper Series
179 downloads

Incl. Electronic Paper Weak Interest Rate Parity and Currency Portfolio Diversification
 Leonard MacLean , Yonggan Zhao and William T. Ziemba
Dalhousie University - School of Business Administration , Nanyang Technological University and University of British Columbia (UBC) - Sauder School of Business
Date Posted: March 16, 2006
Working Paper Series
179 downloads

Incl. Electronic Paper Optimal Allocation of Effort to Software Maintenance: A Queuing Theory Approach
Production and Operations Management, Vol. 18, No. 5, pp. 506-515, 2009
 V. G. Kulkarni , Subodha Kumar , Vijay Mookerjee and Suresh Sethi
University of North Carolina (UNC) at Chapel Hill , Mays Business School, Texas A&M University , University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 30, 2008
Last Revised: October 18, 2011
Accepted Paper Series
178 downloads

Incl. Electronic Paper Benchmarking Peruvian Banks using Data Envelopment Analysis
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 4, Issue 2, pp. 147-164, 2011
 Vincent Charles , Mukesh Kumar , Luis Felipe Zegarra and Beatrice Avolio
CENTRUM Católica, Pontificia Universidad Católica del Perú , Pontificia Universidad Catolica del Peru - CENTRUM , Pontificia Universidad Catolica del Peru - CENTRUM and Pontificia Universidad Catolica del Peru - CENTRUM
Date Posted: September 16, 2011
Last Revised: October 30, 2012
Accepted Paper Series
176 downloads

Incl. Electronic Paper Migration, Family, and Risk Diversification
 Kong-Pin Chen , Shin-Hwan Chiang and Siu Fai Leung
Academia Sinica - Research Center for Humanities and Social Sciences , York University - Department of Economics and Hong Kong University of Science & Technology - Department of Economics
Date Posted: July 10, 2001
Working Paper Series
176 downloads


 

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