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Full Text Papers: 573,832
Authors: 314,932
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SSRN eLibrary Search Results
JEL Code: C61
535,090 Total downloads
Showing Papers 511 - 560 of 3,169
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1 2 3 4 ... 64 | Next >
   

Incl. Electronic Paper Pricing Sovereign Contingent Convertible Debt
The Wharton Financial Institutions Center WP 16-05
Andrea Consiglio, Michele Tumminello and Stavros A. Zenios
University of Palermo, University of Palermo and University of Cyprus
Date Posted: July 25, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Memorylessness in One-Sided Secretary Problem with Cardinal Payoffs
Tianhao Wu and Qiwei He
Yale University and Fudan University - School of Economics
Date Posted: July 24, 2016
Working Paper Series
1 downloads

Portfolio Valuation Under Liquidity and Expected Shortfall Constraints
Hwayoung Lee, Nick Constantinou and John G O'Hara
University of Essex - Centre for Computational Finance and Economic Agents, University of Essex - Essex Business School and University of Essex - Centre for Computational Finance and Economic Agents
Date Posted: July 24, 2016
Working Paper Series

Incl. Electronic Paper Double Limit Analysis of Optimal Personal Income Taxation
Michael Sattinger
University at Albany, SUNY - Department of Economics
Date Posted: July 19, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Empirical Models of Learning Dynamics: A Survey of Recent Developments
Andrew Ching, Tulin Erdem and Michael P. Keane
University of Toronto - Rotman School of Management, New York University (NYU) - Leonard N. Stern School of Business and University of New South Wales
Date Posted: July 18, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Endogenous Trading in Credit Default Swaps
Marc Chesney, Delia Coculescu and Selim Gökay
University of Zurich - Swiss Banking Institute (ISB), University of Zurich - Department of Banking and Finance and Technische Universität Berlin (TU Berlin)
Date Posted: July 14, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Fighting Uncertainty with Uncertainty: Inventory Management Example
Ravi Kashyap
Gain Knowledge Group
Date Posted: July 13, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Model Uncertainty, Ambiguity Premium and Optimal Asset Allocation
Yuhong Xu
Shandong University
Date Posted: July 11, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper The Impact of Corruption on Economic Development: Case Study Romania
Luminita Ionescu and Florentin Caloian
Spiru Haret University and Bucharest Academy of Economic Studies
Date Posted: July 08, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper On Optimal Joint Reflective and Refractive Dividend Strategies in Spectrally Positive Lévy Processes
UNSW Business School Research Paper No. 2016ACTL05
Benjamin Avanzi, José-Luis Pérez, Bernard Wong and Kazutoshi Yamazaki
UNSW Australia Business School, School of Risk and Actuarial Studies, Centro de Investigacion en Matematicas (CIMAT) - Department of Probability and Statistics, University of New South Wales (UNSW) - School of Actuarial Studies and Kansai University - Department of Mathematics
Date Posted: July 07, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Optimal Dynamic Risk Taking
Mathematics of Operations Research, Forthcoming
Ajay Subramanian and Baozhong Yang
Georgia State University and Georgia State University - Robinson College of Business
Date Posted: July 03, 2016
Accepted Paper Series
28 downloads

Incl. Electronic Paper Optimal Asset Allocation Strategies
Razvan Stefanescu
North Carolina State University
Date Posted: June 28, 2016
Last Revised: July 15, 2016
Working Paper Series
114 downloads

Incl. Electronic Paper Optimal Consumption, Investment and Housing with Means-Tested Public Pension in Retirement
Johan G. Andreasson, Pavel V. Shevchenko and Alex Novikov
University of Technology Sydney (UTS), CSIRO Australia and University of Technology Sydney (UTS)
Date Posted: June 28, 2016
Last Revised: July 12, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper The Market Resources Method for Solving Dynamic Optimization Problems
Globalization and Monetary Policy Institute Working Paper No. 274
Ayşe Kabukçuoğlu and Enrique Martínez-García
Koç University and Federal Reserve Bank of Dallas - Research Department
Date Posted: June 28, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Factorisable Sparse Tail Event Curves with Expectiles
SFB 649 Discussion Paper 2016-018, Economic Risk, Berlin
Wolfgang K. Härdle, Chen Huang and Shih-Kang Chao
Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt-Universitat zu Berlin and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
Date Posted: June 27, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Multi-Objective Portfolio Optimization by Mixed Integer Programming
Bartosz Sawik
AGH University of Science and Technology
Date Posted: June 24, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Ellipsoidal Methods for Adaptive Choice-Based Conjoint Analysis
Denis Saure and Juan Pablo Vielma
University of Chile - Industrial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 24, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Dynamic Job Assignment: A Column Generation Approach with an Application to Surgery Allocation
University of Southern Denmark Discussion Papers on Business and Economics No. 4/2016
Troels Martin Range, Niels Christian Petersen and Dawid Kozlowski
University of Southern Denmark - Department of Business and Economics, SDU and University of Southern Denmark - Department of Business and Economics
Date Posted: June 24, 2016
Working Paper Series
5 downloads

Endogenous Trading in Credit Default Swaps
Marc Chesney, Delia Coculescu and Selim Gökay
University of Zurich - Swiss Banking Institute (ISB), University of Zurich - Department of Banking and Finance and Technische Universität Berlin (TU Berlin)
Date Posted: June 23, 2016
Working Paper Series

Incl. Electronic Paper Biofuel Mandating and the Green Paradox
CentER Discussion Paper Series No. 2016-024
Samuel Jovan Okullo, Frederic Reynes and Marjan W. Hofkes
Tilburg School of Economics and Management, VU University Amsterdam - Institute for Environmental Studies (IVM) and VU University Amsterdam - Department of Economics
Date Posted: June 23, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Energy Technology R&D Portfolio Management: Modeling Uncertain Returns and Market Diffusion
John E. Bistline
Stanford University
Date Posted: June 22, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Updating the Option Implied Probability of Default Methodology
Bundesbank Discussion Paper No. 43/2014
Johannes Vilsmeier
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Cash Management and Payment Choices: A Simulation Model with International Comparisons
Bundesbank Discussion Paper No. 04/2014
Carlos A. Arango, Yassine Bouhdaoui, David Bounie, Martina Eschelbach and Lola Hernández
Government of Canada - Bank of Canada, Vrije Universiteit Brussel, Telecom ParisTech, Deutsche Bundesbank and De Nederlandsche Bank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Numerical Optimisation for Actuarial Applications
Alexandru V. Asimit, Tao Gao, Junlei Hu and Eun-Seok Kim
Cass Business School, University College London, Cass Business School, City University London and Middlesex University
Date Posted: June 20, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Bank Capital Structure and the Credit Channel of Central Bank Asset Purchases
ECB Working Paper No. 1916
Matthieu Darracq Paries, Grzegorz Halaj and Christoffer Kok
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: June 19, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Insurance-Induced Moral Hazard: A Dynamic Model of Within-Year Medical Care Decision Making Under Uncertainty
Christopher J. Cronin
University of Notre Dame, Department of Economics
Date Posted: June 18, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Interconnectedness Risk and Active Portfolio Management
Eduard Baitinger and Jochen Papenbrock
FERI Trust GmbH and Firamis
Date Posted: June 16, 2016
Last Revised: July 22, 2016
Working Paper Series
51 downloads

Incl. Electronic Paper Solving Backward Stochastic Differential Equations by Connecting the Short-Term Expansions
Masaaki Fujii and Akihiko Takahashi
University of Tokyo - Faculty of Economics and University of Tokyo - Faculty of Economics
Date Posted: June 16, 2016
Last Revised: June 29, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Assessing the Effectiveness of Local and Global Quadratic Hedging Under GARCH Models
Maciej Augustyniak, Frédéric Godin and Clarence Simard
University of Montreal - Department of Mathematics and Statistics, Laval University and UQAM
Date Posted: June 16, 2016
Last Revised: June 17, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Stochastic Weighted Graphs: Flexible Model Specification and Simulation
Political Networks Workshops & Conference 2016
James David Wilson, Matthew James Denny, Shankar Bhamidi, Skyler J. Cranmer and Bruce A. Desmarais
University of San Francisco, Pennsylvania State University, University of North Carolina (UNC) at Charlotte, Ohio State University (OSU) - Department of Political Science and Pennsylvania State University
Date Posted: June 15, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Exact Smooth Term Structure Estimation
Swiss Finance Institute Research Paper No. 16-38
Damir Filipović and Sander Willems
Ecole Polytechnique Fédérale de Lausanne and Ecole Polytechnique Fédérale de Lausanne
Date Posted: June 14, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Biofuel Mandating and the Green Paradox
Samuel Jovan Okullo, Frederic Reynes and Marjan W. Hofkes
Tilburg School of Economics and Management, VU University Amsterdam - Institute for Environmental Studies (IVM) and VU University Amsterdam - Department of Economics
Date Posted: June 13, 2016
Last Revised: July 08, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Optimal Fishing Mortalities with Age-Structured Bioeconomic Model - A Case of NEA Mackerel
NHH Dept. of Business and Management Science Discussion Paper No. 2016/9
Yuanming Ni and Stein Ivar Steinshamn
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: June 13, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Do Capital Buffers Mitigate Volatility of Bank Lending? A Simulation Study
Bundesbank Series 2 Discussion Paper No. 2011,03
Frank Heid and Ulrich Krüger
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Coin Migration within the Euro Area
Bundesbank Series 1 Discussion Paper No. 2009,27
Franz Seitz, Dietrich Stoyan and Karl-Heinz Todter
Technical University of Applied Sciences Weiden, Freiberg University of Mining and Technology and Deutsche Bundesbank - Research Department
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Dynamic Mean-VaR Portfolio Selection in Continuous Time
Ke Zhou, Jianjun Gao, Duan Li and Xiangyu Cui
Hunan University - Business School, Shanghai University of Finance and Economics, Chinese University of Hong Kong and Shanghai University of Finance and Economics - School of Statistics and Management
Date Posted: June 07, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Unspanned Stochastic Volatility Term Structure Model Applied in Negative Interest Rate Environment
Jan Sedlak
Ecole Polytechnique Fédérale de Lausanne
Date Posted: June 04, 2016
Last Revised: July 13, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Managing Inventory with Proportional Transaction Costs
Florent Gallien, Serge Kassibrakis, Semyon Malamud and Filippo Passerini
Swissquote Bank, Swissquote Bank, Ecole Polytechnique Federale de Lausanne and Swissquote Bank
Date Posted: June 03, 2016
Working Paper Series
41 downloads

Incl. Fee Electronic Paper Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations
CEPR Discussion Paper No. DP11300
Victor Aguirregabiria and Arvind Magesan
University of Toronto - Department of Economics and University of Calgary
Date Posted: June 01, 2016
Working Paper Series

Incl. Electronic Paper Variable Selection in Seemingly Unrelated Regressions with Random Predictors
David Puelz, P. Richard Hahn and Carlos M. Carvalho
University of Texas at Austin - Red McCombs School of Business, University of Chicago - Booth School of Business and University of Texas at Austin - Red McCombs School of Business
Date Posted: May 29, 2016
Last Revised: June 06, 2016
Working Paper Series
61 downloads

Incl. Electronic Paper Correspondence between Lifetime Minimum Wealth and Utility of Consumption
Finance Stochastics, Vol. 11, 2007
Erhan Bayraktar and V.R. Young
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: May 28, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Proving Regularity of the Minimal Probability of Ruin Via a Game of Stopping and Control
Finance Stochastics, Vol. 15, No. 4, 2011
Erhan Bayraktar and V.R. Young
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: May 28, 2016
Accepted Paper Series
8 downloads

Incl. Electronic Paper Optimality, Equilibrium, and Curb Sets in Decision Problems Without Commitment
Maastricht University, School of Business and Economics, RM/16/021
P. Jean-Jacques Herings, Andrey Meshalkin and Arkadi Predtetchinski
Maastricht University, Maastricht University - Department of Economics and Maastricht University
Date Posted: May 28, 2016
Working Paper Series
1 downloads

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
7 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
116 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, Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Date Posted: May 26, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper Resolution of Degeneracy in Merton's Portfolio Problem
Chi Seng Pun and Hoi Ying Wong
Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Date Posted: May 26, 2016
Working Paper Series
14 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
DISI - University of Trento, Durham Business School and Durham Business School
Date Posted: May 25, 2016
Last Revised: June 03, 2016
Working Paper Series
70 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
7 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
4 downloads


 

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