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Abstracts: 673,543
Full Text Papers: 564,193
Authors: 310,500
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Last 12 months: 12,848,568
Last 30 days: 1,010,662

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SSRN eLibrary Search Results
JEL Code: C61
525,574 Total downloads
Showing Papers 501 - 550 of 3,128
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Incl. Electronic Paper Optimal Payments to Connected Depositors in Turbulent Times - A Markov Chain Approach
Dávid Csercsik and Hubert Janos Kiss
Peter Pazmany Catholic University and Eötvös Loránd University
Date Posted: May 27, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Risk Optimisation: Finding the Signal in the Noise
Benedict Burnett , Simon C O'Callaghan and Tom Hulme
Barclays Investment Bank , Barclays Investment Bank and Barclays Investment Bank
Date Posted: May 26, 2016
Last Revised: May 28, 2016
Working Paper Series
46 downloads

Incl. Electronic Paper Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy
Mei Choi Chiu , Chi Seng Pun and Hoi Ying Wong
Hong Kong University of Science & Technology (HKUST) - Department of Mathematics , The Chinese University of Hong Kong (CUHK) - Department of Statistics and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Date Posted: May 26, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Resolution of Degeneracy in Merton's Portfolio Problem
Chi Seng Pun and Hoi Ying Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Date Posted: May 26, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Empirical Recovery Hansen-Scheinkman Factorization and Ross Recovery from High Frequency Option Prices
Fabio Massacci , Julian M. Williams and Yang Zhang
Università degli Studi di Trento , Durham Business School and Durham Business School
Date Posted: May 25, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Rational Inattention and Dynamics of Consumption and Wealth in General Equilibrium∗
Federal Reserve Bank of Kansas City Working Paper No. 14-14
Yulei Luo , Jun Nie , Gaowang Wang and Eric R. Young
University of Hong Kong , Federal Reserve Bank of Kansas City , Shandong University and University of Virginia
Date Posted: May 23, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Pollution-Generating Technologies and Disposability Assumptions
Arnaud Abad and Walter Briec
University of Perpignan and University of Perpignan
Date Posted: May 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Electrification of a City Bus Network: An Optimization Model for Cost-Effective Placing of Charging Infrastructure and Battery Sizing of Fast Charging Electric Bus Systems
DIW Berlin Discussion Paper No. 1577
Alexander Kunith , Roman Mendelevitch and Dietmar Goehlich
Technische Universität Berlin (TU Berlin) , Technische Universität Berlin (TU Berlin) and Technische Universität Berlin (TU Berlin)
Date Posted: May 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Minimizing the Probability of Lifetime Drawdown Under Constant Consumption
Insurance: Mathematics and Economics, Forthcoming
Bahman Angoshtari , Erhan Bayraktar and V.R. Young
University of Michigan at Ann Arbor - Department of Mathematics , University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: May 21, 2016
Accepted Paper Series
11 downloads

Incl. Electronic Paper Mitigating Environmental and Public-Safety Risks of United States Crude-by-Rail Transport
DIW Berlin Discussion Paper No. 1575
Olufolajimi Oke , Daniel Huppmann , Max Marshall , Ricky Poulton and Sauleh Siddiqui
Johns Hopkins University , International Institute for Applied Systems Analysis (IIASA) , Johns Hopkins University , Johns Hopkins University and Johns Hopkins University
Date Posted: May 21, 2016
Working Paper Series
1 downloads

Managing Complexity – Effective Decision Rules for Trading Renewable Energy
Michael Hassler
University of Augsburg
Date Posted: May 15, 2016
Working Paper Series

Incl. Electronic Paper An Improvement of the Global Minimum Variance Portfolio Using a Black-Litterman Approach
Maximilian Adelmann
University of Zurich, Students
Date Posted: May 15, 2016
Working Paper Series
64 downloads

Incl. Electronic Paper Numerical Versus Analytic Calculation of Optima and Equilibria in Fish Wars Model with Finite Time Horizon
Agnieszka Wiszniewska-Matyszkiel and Rajani Singh
University of Warsaw - Institute of Applied Mathematics and University of Warsaw - Institute of Applied Mathematics
Date Posted: May 12, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Energy Crops vs. Forest Biomass for Meeting the Renewable Fuel Standard: Implications for Land Use and GHG Emissions
Weiwei Wang
University of Illinois at Urbana-Champaign
Date Posted: May 09, 2016
Working Paper Series
7 downloads

A Short Run Solution to the Power Crisis of Pakistan
Energy Policy, Volume 87, December 2015, Pages 382–391 ,
Muhammad Imran
Shahid Javed Burki Institute of Public Policy at NetSol
Date Posted: May 01, 2016
Accepted Paper Series

Incl. Electronic Paper Pricing Forest Carbon: Implications of Asymmetry in Climate Policy
CERE Working Paper, 2016:6
Mathilda Eriksson , Runar Brännlund and Tommy Lundgren
University of Umea - Centre for Environmental and Resource Economics , University of Umea - Centre for Environmental and Resource Economics and Centre for Environmental and Resource Economics
Date Posted: April 28, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Dynamic Balance Sheet Model with Liquidity Risk
ECB Working Paper No. 1896
Grzegorz Halaj
European Central Bank (ECB)
Date Posted: April 27, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper The Information Hidden in Derivatives Markets
Peregrine Securities, 2016
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 25, 2016
Last Revised: May 10, 2016
Working Paper Series
100 downloads

Incl. Electronic Paper In Search of the Perfect Hedge Underlying
Peregrine Securities, 2015
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 23, 2016
Last Revised: May 17, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper The Cost of a Free Lunch: Dabbling in Diversification
Peregrine Securities, 2015
Emlyn James Flint , Florence Chikurunhe and Anthony J. Seymour
Peregrine Securities , Peregrine Securities and University of Cape Town (UCT)
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Currency Management for Offshore Investing
Peregrine Securities, 2015
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper A Guide to South African Volatility: Understanding, Modelling, Investing & Hedging
Peregrine Securities, 2014
Emlyn James Flint , Florence Chikurunhe and Anthony J. Seymour
Peregrine Securities , Peregrine Securities and University of Cape Town (UCT)
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Full-Scale Optimization: A Flexible Framework for Hedge Design
Peregrine Securities, 2014
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Single Stock and Custom Basket Options in Fund Management
Peregrine Securities, 2014
Anthony J. Seymour , Emlyn James Flint and Florence Chikurunhe
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Reduction of Interim Risk Through Options: An Analysis of Maximum Drawdown
Peregrine Securities, 2012
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 21, 2016
Last Revised: April 28, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper 노동수요 측면의 임금보조정책 연구 (A Study on Demand-Side Wage Subsidy)
KDI Journal of Economic Policy 2011, 33(2) 114-143
Hanwook Yoo
Korea Development Institute (KDI)
Date Posted: April 21, 2016
Last Revised: May 09, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Legal Machines and Legal Act Production within Multisensory Operational Implementations
Lothar Philipps, Rainhard Bengez (eds.) Von der Spezifikation zum Schluss: Rhetorisches, topisches und plausibles Schließen in Normen- und Regelsystemen [From Specification to Conclusion], pp. 147–168. Nomos, Baden-Baden, 2013. ISBN 978-3-8487-0399-9,
Vytautas Cyras and Friedrich Lachmayer
Vilnius University and University of Innsbruck
Date Posted: April 20, 2016
Accepted Paper Series
26 downloads

Incl. Electronic Paper Towards Multidimensional Rule Visualizations
Michał Araszkiewicz, Paweł Banaś, Tomasz Gizbert-Studnicki, Krzysztof Płeszka (eds.) Problems of Normativity, Rules and Rule-Following, Law and Philosophy Library 111, pp. 445–455, DOI 10.1007/978-3-319-09375-8_33. Springer, 2015,
Vytautas Cyras and Friedrich Lachmayer
Vilnius University and University of Innsbruck
Date Posted: April 20, 2016
Last Revised: April 21, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper Legal Norms and Legal Institutions as a Challenge for Legal Informatics
Aulis Aarnio, Thomas Hoeren, Stanley L. Paulson, Martin Schulte, Dieter Wyduckel (eds.) Positivität, Normativität und Institutionalität des Rechts (Positivity, Normativity and Institutionality of Law). Festschrift für Werner Krawietz zum 80. Geburtstag, pp. 581–592. Duncker & Humblot, Berlin, 2013,
Vytautas Cyras and Friedrich Lachmayer
Vilnius University and University of Innsbruck
Date Posted: April 20, 2016
Last Revised: April 21, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper Mitigating Climate Change with Forest Climate Tools
CERE Working Paper, 2016:5
Mathilda Eriksson
University of Umea - Centre for Environmental and Resource Economics
Date Posted: April 19, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper When Not in the Best of Worlds: Uncertainty and Forest Carbon Sequestration
CERE Working Paper, 2016:4
Mathilda Eriksson and Anders Vesterberg
University of Umea - Centre for Environmental and Resource Economics and Independent
Date Posted: April 18, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Scenario Aggregation Method for Portfolio Expectile Optimization
Edgars Jakobsons
ETH Zürich - Department of Mathematics
Date Posted: April 17, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper The Perils of First-Order Conditions of New Keynesian Models
Minseong Kim
Independent
Date Posted: April 16, 2016
Last Revised: May 13, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Optimal Discrete Hedging of American Options Using an Integrated Approach to Options with Complex Embedded Decisions
Johannes Gerer and Gregor Dorfleitner
University of Regensburg - Department of Finance and Universität Regensburg
Date Posted: April 16, 2016
Last Revised: May 18, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper Intuitive Ambiguity Management
Hakan Kaya
Neuberger Berman
Date Posted: April 14, 2016
Last Revised: April 28, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Replicating Portfolio Approach to Capital Calculation
Swiss Finance Institute Research Paper No. 16-25
Mathieu Cambou and Damir Filipović
Ecole Polytechnique Fédérale de Lausanne and Ecole Polytechnique Fédérale de Lausanne
Date Posted: April 13, 2016
Last Revised: May 10, 2016
Working Paper Series
67 downloads

Incl. Electronic Paper On Preemption in Discrete and Continuous Time
Center for Mathematical Economics Working Paper No. 556
Jan-Henrik Steg
Bielefeld University - Center for Mathematical Economics
Date Posted: April 11, 2016
Working Paper Series
6 downloads

Incl. Fee Electronic Paper The Effects of Reversible Investment on Capital Structure and Credit Risks
Financial Review, Vol. 51, Issue 2, pp. 263-293, 2016
Haejun Jeon and Michi Nishihara
Osaka University and Osaka University - Graduate School of Economics
Date Posted: April 11, 2016
Accepted Paper Series

Incl. Electronic Paper Robust Pricing of Fixed Income Securities
Ferenc Horváth , Frank De Jong and Bas J. M. Werker
Tilburg University , Tilburg University - Department of Finance and Tilburg University - Center for Economic Research (CentER)
Date Posted: April 11, 2016
Working Paper Series
118 downloads

Incl. Electronic Paper Uncertainty, Rationality and Complexity in a Multi Sectoral Dynamic Model: The Dynamic Stochastic Generalized Aggregation Approach
CAMA Working Paper No. 16/2016
Michele Catalano and Corrado Di Guilmi
Prometeia and
Date Posted: April 10, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Price-Based Unit Commitment Electricity Storage Arbitrage with Piecewise Linear Price-Effects
DIW Berlin Discussion Paper No. 1567
Tom Brijs , Frederik Geth , Sauleh Siddiqui , Benjamin F. Hobbs and Ronnie Belmans
Johns Hopkins University , KU Leuven , Johns Hopkins University , Johns Hopkins University and KU Leuven
Date Posted: April 08, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Equivalence of Robust VaR and CVaR Optimization
The Wharton Financial Institutions Center WP 16-03
Somayyeh Lotfi and Stavros A. Zenios
University of Guilan and University of Cyprus
Date Posted: April 08, 2016
Last Revised: April 17, 2016
Working Paper Series
52 downloads

Incl. Electronic Paper Negative Dependence in Matrix Arrangement Problems
Edgars Jakobsons and Ruodu Wang
ETH Zürich - Department of Mathematics and University of Waterloo - Department of Statistics and Actuarial Science
Date Posted: April 05, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Expecting a Stock Market Miracle
Markku Kaustia , Joni Kokkonen and Vesa Puttonen
Aalto University School of Business , Catolica-Lisbon School of Business and Economics and Aalto University - School of Business
Date Posted: April 02, 2016
Working Paper Series
70 downloads

Incl. Electronic Paper Risk Measures and Financial Innovation with Backward Stochastic Difference Equations
Ezequiel Antar and M. A. H. Dempster
University of Cambridge - Centre for Financial Research and University of Cambridge - Centre for Financial Research
Date Posted: April 01, 2016
Working Paper Series
53 downloads

Incl. Electronic Paper An Adaptive Large Neighbourhood Search Procedure Applied to the Dynamic Patient Admission Scheduling Problem
Discussion Papers on Business and Economics, University of Southern Denmark, 1/2016
Richard Lusby , Martin Schwierz , Troels Martin Range and Jesper Larsen
Technical University of Denmark - Management Engineering, Management Science , AMCS Group , University of Southern Denmark - Department of Business and Economics and Technical University of Denmark - Management Engineering, Management Science
Date Posted: March 31, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Recursive Method for Guaranteed Valuation of Options in Deterministic Game Theoretic Approach
Higher School of Economics Research Paper No. WP BRP 53/FE/2016
Alexander Chigodaev
National Research University Higher School of Economics (Moscow)
Date Posted: March 30, 2016
Last Revised: May 10, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper External Finance Premium and Macroeconomic Outcomes in Nigeria
Thiery Urgue Kame Babilla and Philip O. Alege II
University of Yaounde II - Economics Department and Covenant University
Date Posted: March 29, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Supply Chain Predictability of Returns and Portfolio Selection
Thomas Trier Bjerring , Kourosh Marjani Rasmussen and Alex Weissensteiner
Technical University of Denmark - Management Engineering, Management Science , Technical University of Denmark and Free University of Bolzano/Bozen
Date Posted: March 29, 2016
Working Paper Series
75 downloads

Incl. Electronic Paper How to Use Fundamental Analysis Results to Improve Portfolio Selection?
Cheng Yan and Huazhu Zhang
Durham University - Department of Economics and Finance and Nomura
Date Posted: March 29, 2016
Last Revised: May 13, 2016
Working Paper Series
35 downloads


 

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