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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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  Last 12 months:
69,626

Paper Downloads:
To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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239,806
Total References: 8,539,827
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5,733,423
Papers with
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C6
848,128 Total downloads
Showing Papers 461 - 510 of 5,190
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

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
402 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper On the Prediction of Credit Ratings
Albert D. Metz
Moody's Investors Service
Date Posted: August 31, 2007
Working Paper Series
395 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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