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228,729
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JEL Code: C6
848,128 Total downloads
Showing Papers 461 - 510 of 5,190
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China, GMOs, and World Trade in Agricultural and Textile Products
CIES Discussion Paper No. 0126
Kym Anderson and
Shunli Yao
University of Adelaide - Centre for International Economic Studies (CIES)
and
University of International Business and Economics
Date Posted: October 26, 2001
Working Paper Series
410 downloads
Shadow Probability Theory for Asset Pricing under Ambiguity
Yehuda (Yud) Izhakian
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: October 03, 2011
Last Revised: October 05, 2011
Working Paper Series
410 downloads
Are Analysts Right? Macroeconomic Factors and Regime Switching in the Term Structure of Interest Rates
AFA 2009 San Francisco Meetings Paper
Nina Boyarchenko
Federal Reserve Bank of New York
Date Posted: March 19, 2008
Last Revised: March 14, 2010
Working Paper Series
405 downloads
CMS Spread Options and Similar Options in Multi-Factor HJM Framework
Pierre Hanton
and
Marc P. A. Henrard
BNP Paribas Fortis
and
OpenGamma
Date Posted: May 14, 2010
Working Paper Series
405 downloads
Lifetime Consumption and Investment: Retirement and Constrained Borrowing
Journal of Economic Theory, Forthcoming, AFA 2005 Philadelphia Meetings Paper
Hong Liu and
Philip H. Dybvig
Washington University in St. Louis - Olin Business School
and
Washington University in Saint Louis - John M. Olin Business School
Date Posted: January 13, 2005
Last Revised: April 10, 2010
Accepted Paper Series
405 downloads
Supermodularity and Complementarity in Economics: An Elementary Survey
CORE Discussion Paper No. 2003/104
Rabah Amir
University of Arizona - Department of Economics
Date Posted: April 23, 2007
Working Paper Series
405 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, 2007
Accepted Paper Series
404 downloads
The Economics of Network Neutrality
RAND Journal of Economics, 2012, NET Institute Working Paper No. 10-25, NYU Law and Economics Research Paper No. 10-57
Nicholas Economides and
Benjamin E. Hermalin
New York University - Leonard N. Stern School of Business - Department of Economics
and
University of California, Berkeley
Date Posted: December 12, 2010
Last Revised: February 04, 2012
Working Paper Series
404 downloads
Dynamic Pairs Trading Using the Stochastic Control Approach
Journal of Economic Dynamics and Control, 2013
Agnes Tourin
and
Raphael Yan
NYU Poly- Department of Finance and Risk Engineering
and
BlackRock, Inc
Date Posted: March 09, 2012
Last Revised: June 13, 2013
Accepted Paper Series
402 downloads
Optimal Portfolio Selection with Transaction Costs and 'Event Risk'
AFA 2008 New Orleans Meetings Paper
Hong Liu and
Mark Loewenstein
Washington University in St. Louis - Olin Business School
and
University of Maryland - Robert H. Smith School of Business
Date Posted: March 05, 2007
Working Paper Series
402 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
402 downloads
Venture Capital and Timing of IPO
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Donia Trabelsi
TELECOM Ecole de Management
Date Posted: December 16, 2007
Working Paper Series
402 downloads
A Theoretical Framework for Managing the NPD Portfolio: When and How to Use Strategic Buckets
Management Science, Vol. 54, No. 5, pp. 907-921, 2008
Raul O. Chao
and
Stelios Kavadias
University of Virginia (UVA) - Darden School of Business
and
University of Cambridge - Judge Business School
Date Posted: February 19, 2008
Last Revised: February 26, 2011
Accepted Paper Series
401 downloads
Bessel Process, Stochastic Volatility, and Timer Options
Chenxu Li
Guanghua School of Management, Peking University
Date Posted: May 11, 2009
Last Revised: October 17, 2012
Working Paper Series
399 downloads
Limited Participation and Consumption-Saving Puzzles: A Simple Explanation and the Role of Insurance
AFA 2009 San Francisco Meetings Paper
Todd A. Gormley
,
Hong Liu and
Guofu Zhou
University of Pennsylvania - The Wharton School
,
Washington University in St. Louis - Olin Business School
and
Washington University in St. Louis - Olin School of Business
Date Posted: March 17, 2006
Last Revised: October 20, 2012
Working Paper Series
399 downloads
Parameters for Estimation of Entropy to Study Price Manipulation in Stock Market
10th Capital Markets Conference, Indian Institute of Capital Markets Paper
Y. V. Reddy
and
A. Sebastin
Goa University - Department of Commerce
and
National Stock Exchange of India
Date Posted: February 09, 2007
Working Paper Series
399 downloads
Managing Design Complexity to Improve on Cost, Quality, Variety, and Time-to-Market Performance Variables
European University Institute Working Paper No. ECO 97/35
Spiridon (Spyros) Vassilakis (Vasilakis)
Athens University of Economics and Business
Date Posted: January 08, 2004
Working Paper Series
398 downloads
Risk Aversion, Price Uncertainty, and Irreversibility of Investments
Rob W. J. van den Goorbergh
,
Kuno Huisman and
Peter M. Kort
Tilburg University - Department of Finance
,
Tilburg University, CentER
and
Tilburg University - Department of Econometrics & Operations Research
Date Posted: March 21, 2002
Working Paper Series
398 downloads
Operational Decisions, Capital Structure, and Managerial Compensation: A News Vendor Perspective
Xiaodong Xu
and
John R. Birge
Northwestern University - Department of Industrial Engineering and Management Sciences
and
University of Chicago - Booth School of Business
Date Posted: January 23, 2005
Working Paper Series
397 downloads
The Interaction of Technology Choice and Financial Risk Management: An Integrated Risk Management Perspective
INSEAD Faculty & Research Working Paper
Onur Boyabatli
and
Beril Toktay
Lee Kong Chian School of Business, Singapore Management University
and
Georgia Institute of Technology - College of Management
Date Posted: January 24, 2007
Working Paper Series
396 downloads
Fast and Robust Monte Carlo CDO Sensitivities and their Efficient Object Oriented Implementation
Marius G. Rott
and
Christian P. Fries
Independent
and
DZ Bank AG
Date Posted: June 01, 2005
Working Paper Series
395 downloads
Market Consistent Pricing of Insurance Products
Semyon Malamud
,
Eugene Trubowitz
and
Mario V. Wuthrich
Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
,
Swiss Federal Institute of Technology Zurich
and
ETH Zurich, RiskLab, Department of Mathematics
Date Posted: March 15, 2007
Working Paper Series
395 downloads
On Maximum Likelihood Estimation of Operational Loss Distributions
University of Trento Department of Economics Working Paper No. 2005-03
Marco Bee
University of Trento - Department of Economics
Date Posted: March 23, 2005
Working Paper Series
395 downloads
On the Prediction of Credit Ratings
Albert D. Metz
Moody's Investors Service
Date Posted: August 31, 2007
Working Paper Series
395 downloads
Optimal Solution of the Nearest Correlation Matrix Problem by Minimization of the Maximum Norm
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: August 09, 2004
Last Revised: October 14, 2010
Working Paper Series
395 downloads
Python for Unified Research in Econometrics and Statistics
Bilina Roseline
and
Steve Lawford
ENAC
and
ENAC
Date Posted: July 04, 2009
Working Paper Series
395 downloads
A Benchmarking Approach to Optimal Asset Allocation for Insurers and Pension Funds
Australian School of Business Research Paper No. 2009ACTL07
Bernard Wong
and
Andrew Lim
University of New South Wales (UNSW) - School of Actuarial Studies
and
University of California (Berkeley)
Date Posted: August 14, 2009
Last Revised: April 07, 2010
Working Paper Series
394 downloads
An Application of Optimal Dynamic Hedging in International Asset Allocation
EFMA 2004 Basel Meetings Paper
Shohreh Valiani
University of Frankfurt
Date Posted: May 18, 2004
Working Paper Series
394 downloads
Projection on a Quadratic Model by Asymptotic Expansion with an Application to LMM Swaption
Alexandre Antonov
and
Timur Misirpashaev
Numerix
and
Merrill Lynch & Co.
Date Posted: June 18, 2009
Working Paper Series
394 downloads
Life-Cycle Asset Allocation and Consumption Using Stochastic Linear Programming
Journal of Computational Finance, Vol. 12, No. 4, pp. 29-50, 2009
Alois Geyer ,
Michael Hanke
and
Alex Weissensteiner
VGSF (Vienna Graduate School of Finance)WU (Vienna University of Economics and Business)
,
University of Liechtenstein
and
Free University of Bolzano/Bozen
Date Posted: December 21, 2006
Last Revised: April 23, 2013
Working Paper Series
393 downloads
Optimal Housing, Consumption, and Investment Decisions over the Life-Cycle
Holger Kraft
and
Claus Munk
Goethe University Frankfurt
and
Copenhagen Business School
Date Posted: March 08, 2008
Last Revised: January 12, 2011
Working Paper Series
393 downloads
Robustness and Ambiguity Aversion in General Equilibrium
Fabio Trojani
and
Paolo Vanini
Swiss Finance Institute
and
Zurich Cantonal Bank
Date Posted: April 05, 2004
Working Paper Series
393 downloads
A Monte Carlo Evaluation of Maximum Likelihood Multidimensional Scaling Methods
Tammo H.A. Bijmolt and
Michel Wedel
University of Groningen - Department of Marketing & Marketing Research
and
Marketing Department, Robert H. Smith School of Business, University of Maryland
Date Posted: December 10, 1996
Working Paper Series
392 downloads
How Common are Common Return Factors Across NYSE and NASDAQ?
Journal of Financial Economics (JFE), Forthcoming
Christophe Perignon ,
Amit Goyal and
Christophe Villa
HEC Paris (Groupe HEC) - Finance Department
,
University of Lausanne
and
Audencia Nantes School of Management
Date Posted: September 27, 2007
Last Revised: March 14, 2013
Working Paper Series
392 downloads
Innovation Creation and Diffusion in a Social Network: An Agent Based Approach
Marco Lamieri
and
Daniele Ietri
Intesa SanPaolo SpA
and
University of Turin
Date Posted: October 14, 2006
Working Paper Series
392 downloads
Decision Making in Phantom Spaces
Yehuda (Yud) Izhakian
and
Zur Izhakian
New York University (NYU) - Leonard N. Stern School of Business
and
Bar Ilan University
Date Posted: October 24, 2011
Last Revised: March 05, 2012
Working Paper Series
391 downloads
Default, Credit Growth, and Asset Prices
IMF Working Paper No. 06/223
Miguel Segoviano Basurto ,
Boris Hofmann and
Charles Goodhart
International Monetary Fund (IMF) - Monetary and Financial Systems Department
,
Bank for International Settlements (BIS) - Monetary and Economic Department
and
London School of Economics & Political Science (LSE) - Financial Markets Group
Date Posted: October 31, 2006
Working Paper Series
391 downloads
Evaluating Portfolio Policies: A Duality Approach
MIT Sloan Working Paper No. 4329-03
Martin Haugh ,
Leonid Kogan and
Jiang Wang
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
,
Massachusetts Institute of Technology (MIT) - Sloan School of Management
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: July 22, 2003
Working Paper Series
390 downloads
Multi-dimensional Portfolio Optimization with Proportional Transaction Costs
Kumar Muthuraman
and
Sunil Kumar
University of Texas at Austin - McCombs School of Business
and
Stanford Graduate School of Business
Date Posted: July 13, 2004
Working Paper Series
390 downloads
Asymptotic Expansions of the Lognormal Implied Volatility: A Model Free Approach
Cyril Grunspan
Ecole Superieure d'Ingenierie Leonard de Vinci (ESILV)
Date Posted: November 29, 2011
Last Revised: December 06, 2011
Working Paper Series
389 downloads
Pension Funds with a Minimum Guarantee: A Stochastic Control Approach
Finance and Stochastics, Forthcoming
Marina Di Giacinto
,
Fausto Gozzi
and
Federico Salvatore
University of Cassino - Faculty of Economics
,
Luiss
and
LUISS Guido Carli University
Date Posted: January 31, 2007
Last Revised: May 05, 2010
Working Paper Series
388 downloads
An Equity Market Model and its Implications
Hollister B. Sykes
New York University (NYU) - Berkley Center for Entrepreneurial Studies
Date Posted: May 13, 2006
Working Paper Series
386 downloads
Efficient Portfolio Optimization in the Multivariate Generalized Hyperbolic Framework
Stefan Kassberger
Frankfurt School of Finance & Management
Date Posted: December 12, 2007
Working Paper Series
386 downloads
Firm Profitability, Inventory Volatility, and Capital Structure
John R. Birge
and
Xiaodong Xu
University of Chicago - Booth School of Business
and
Northwestern University - Department of Industrial Engineering and Management Sciences
Date Posted: August 23, 2011
Working Paper Series
386 downloads
Prices and Sensitivities of Barrier and First-Touch Digital Options in Levy-Driven Models
Mitya Boyarchenko and
Sergei Levendorskii
University of Michigan - Department of Mathematics
and
University of Leicester - Department of Mathematics
Date Posted: July 05, 2008
Working Paper Series
386 downloads
Risk Preferences and their Robust Representation
Michael Kupper
and
Samuel Drapeau
Vienna Institute of Finance
and
Humboldt University of Berlin - Department of Mathematics
Date Posted: February 23, 2010
Last Revised: December 26, 2010
Working Paper Series
385 downloads
A Resource-Based Analysis of Peer-to-Peer Technology
System Dynamics Review, Vol. 20, No. 3, pp. 237-262, 2004
Oleg V. Pavlov
and
Khalid Saeed
Worcester Polytechnic Institute (WPI) - Department of Social Science & Policy Studies
and
Worcester Polytechnic Institute (WPI)
Date Posted: August 28, 2005
Accepted Paper Series
384 downloads
Simulation Based Portfolio Optimization for Large Portfolios with Transaction Costs
Kumar Muthuraman
and
Haining Zha
University of Texas at Austin - McCombs School of Business
and
Purdue University - School of Industrial Engineering
Date Posted: December 05, 2005
Working Paper Series
384 downloads
Valuation of Callable Convertible Bond With Parisian Feature Using Finite Element Method
Pu Gong
and
Jianling Meng
HuaZhong University of Science and Technology
and
HuaZhong University of Science and Technology
Date Posted: March 19, 2007
Working Paper Series
384 downloads
Market Study Rating-Software for Companies
RatingAktuell, 06/2004
Uwe Wehrspohn and
Frank Romeike
Wehrspohn GmbH & Co. KG
and
RiskNET
Date Posted: December 30, 2004
Accepted Paper Series
383 downloads
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