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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,216
Full Text Papers: 393,599
Authors: 226,660
Papers Received in
  Last 12 months:
68,900

Paper Downloads:
To date: 65,896,135
Last 12 months: 11,175,670
Last 30 days: 1,053,335

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238,981
Total References: 8,480,523
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C6
837,332 Total downloads
Showing Papers 521 - 570 of 5,141
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Incl. Electronic Paper Valuing Environmental Factors in Cost-Benefit Analysis Using Data Envelopment Analysis
FEEM Working Paper No. 96.06
Timo Kuosmanen and Mika Kortelainen
Aalto University School of Business and University of Joensuu
Date Posted: July 14, 2006
Working Paper Series
369 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
368 downloads

Incl. Electronic Paper Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production
Zurich IEER Working Paper No. 30
Jens-Ulrich Peter and Klaus Reiner Schenk-Hoppé
University of Bielefeld and University of Leeds - Leeds University Business School
Date Posted: November 06, 2000
Working Paper Series
365 downloads

Incl. Electronic Paper Combining Column Generation and Lagrangian Relaxation
ERIM Report Series Reference No. ERS-2003-092-LIS
Dennis Huisman , Raf Jans , Marc Peeters and Albert P. M. Wagelmans
Erasmus University Rotterdam (EUR) - Department of Econometrics , Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) , Electrabel and Erasmus University Rotterdam (EUR) - Erasmus Center for Optimization in Public Transport (ECOPT)
Date Posted: August 26, 2006
Working Paper Series
365 downloads

Incl. Electronic Paper Comonotonic Measures of Multivariate Risks
Mathematical Finance, Forthcoming
Ivar Ekeland , Alfred Galichon and Marc Henry
University of British Columbia (UBC) - Faculty of Education , Sciences Po - Department of Economics and Université de Montréal, CIREQ, CIRANO
Date Posted: April 02, 2008
Last Revised: March 07, 2011
Working Paper Series
364 downloads

Incl. Electronic Paper Joint Interest Rate Risk Management of Balance Sheet and Hedge Portfolio
Paolo Vanini and Simone Farinelli
Zurich Cantonal Bank and Core Dynamics GmbH
Date Posted: May 17, 2006
Working Paper Series
364 downloads

Incl. Electronic Paper Moments Calculation for the Double Truncated Multivariate Normal Density
Manjunath B. G. and Stefan Wilhelm
University of Siegen - Department of Mathematics and financial.com AG
Date Posted: September 15, 2009
Working Paper Series
364 downloads

Incl. Electronic Paper To Buy or Not to Buy? Using Real Options in Real Investment Decisions

Stefan Ebenfeld and Dirk Seidel
d-fine GmbH and Deutsche Zentral-Genossenschaftsbank (DZ Bank AG)
Date Posted: February 12, 2004
Working Paper Series
364 downloads

Incl. Electronic Paper Closed-Form Solutions for European and Digital Calls in the Hull and White Stochastic Volatility Model and Their Relation to Locally R-Minimizing and Delta Hedges
Swiss Finance Institute Research Paper No. 07-11
Christian-Oliver Ewald , Klaus Reiner Schenk-Hoppé and Zhaojun Yang
University of Glasgow , University of Leeds - Leeds University Business School and Hunan University - School of Finance and Statistics
Date Posted: January 20, 2007
Working Paper Series
363 downloads

Incl. Electronic Paper Can an Islamic Model of Housing Finance Cooperative Elevate the Economic Status of the Underprivileged?
Nottingham University Business School Research Paper No. 2008-04
Muhammed Shahid Ebrahim
Bangor University - University of Wales System
Date Posted: November 18, 2008
Last Revised: March 23, 2009
Working Paper Series
362 downloads

Incl. Electronic Paper Co-Monotonicity of Optimal Investments and the Design of Structured Financial Products
Swiss Finance Institute Research Paper No. 07-28
Marc Oliver Rieger
University of Trier
Date Posted: February 25, 2007
Working Paper Series
362 downloads

Incl. Electronic Paper Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada
Bank of Canada Working Paper No. 2002-29
David Jamieson Bolder and Scott Gusba
Bank of Canada and affiliation not provided to SSRN
Date Posted: January 13, 2008
Working Paper Series
362 downloads

Incl. Electronic Paper Fast and Accurate Pricing of Barrier Options Under Levy Processes
Oleg E. Kudryavtsev and Sergei Levendorskii
Russian Customs Academy Rostov Branch - Department of Informatics and University of Leicester - Department of Mathematics
Date Posted: December 06, 2007
Working Paper Series
361 downloads

Incl. Electronic Paper Optimisation of Complex Financial Models Using Nature-Inspired Techniques
Nikos S. Thomaidis , George D. Dounias , Magdalene Marinaki and Ioannis Marinakis
University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory , University of the Aegean - Department of Financial Engineering and Management , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: June 23, 2011
Last Revised: January 31, 2012
Working Paper Series
361 downloads

Incl. Electronic Paper Supermarket Key Attributes and Location Decisions: A Comparative Study between British and Spanish Consumers
Universitat Pompeu Fabra Working Paper No. 469
Rosa Colomé and Daniel Serra
Open University of Catalunya (UOC) - Department of Economics and Business and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: September 07, 2000
Working Paper Series
361 downloads

Incl. Electronic Paper The Nearest Correlation Matrix Problem: Solution by Differential Evolution Method of Global Optimization
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: April 15, 2007
Last Revised: March 07, 2013
Working Paper Series
361 downloads

Incl. Electronic Paper Using Open Source Software to Investigate Put-Call Relationships of Shanghai Warrants
Joseph Chen-Yu Wang
QuantLib
Date Posted: February 26, 2007
Working Paper Series
361 downloads

Incl. Electronic Paper A Mathematical Approach to the Study of the United States Code
Physica A, Vol. 389, 2010
Michael James Bommarito II and Daniel Martin Katz
Bommarito Consulting, LLC and Michigan State University - College of Law
Date Posted: March 29, 2010
Last Revised: August 02, 2012
Accepted Paper Series
360 downloads

Incl. Electronic Paper Panel-Data Estimation of Non-Linear Term-Structure Models
Peter Honore
Danske Bank - Danske Markets
Date Posted: May 01, 1998
Working Paper Series
360 downloads

Incl. Electronic Paper Global Optimization By Particle Swarm Method: A Fortran Program
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: August 04, 2006
Working Paper Series
359 downloads

Incl. Electronic Paper American Options in Levy Models with Stochastic Volatility
Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: November 20, 2007
Last Revised: May 12, 2008
Working Paper Series
358 downloads

Incl. Electronic Paper Competitive Advertising Under Uncertainty: A Stochastic Differential Game Approach
Journal of Optimization Theory and Applications, Vol. 123, No. 1, pp. 163-185, October 2004
Ashutosh Prasad and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: December 09, 2003
Last Revised: May 13, 2009
Working Paper Series
357 downloads

Incl. Electronic Paper Reducing Deforestation and Trading Emissions: Economic Implications for the Post-Kyoto Carbon Market
ZEW - Centre for European Economic Research Discussion Paper No. 08-016
Niels Anger and Jayant Sathaye
Centre for European Economic Research (ZEW) and affiliation not provided to SSRN
Date Posted: March 30, 2008
Last Revised: August 14, 2008
Working Paper Series
357 downloads

Incl. Electronic Paper Pricing Derivative Securities Using Cross-Entropy: An Economic Analysis
EFMA 2003 Helsinki Meetings
Nicole Branger
University of Muenster - Finance Center Muenster
Date Posted: May 10, 2003
Working Paper Series
356 downloads

Incl. Electronic Paper Robust Multi-Product Pricing
Andrew Lim , J. George Shanthikumar and Thaisiri Watewai
University of California (Berkeley) , University of California, Berkeley and University of California, Berkeley - Department of Industrial Engineering & Operations Research (IEOR)
Date Posted: December 24, 2007
Last Revised: April 07, 2008
Working Paper Series
356 downloads

Incl. Electronic Paper Control of Dividends, Capital Subscriptions, and Physical Inventories
Lode Li , Martin Shubik and Matthew J. Sobel
Yale School of Management , Yale University - School of Management and Case Western Reserve University - Department of Operations
Date Posted: April 08, 2005
Working Paper Series
355 downloads

Incl. Electronic Paper World Financial Crisis and the Rise of Chinese Commercial Banks
Univ. of Nottingham Research Paper No. 2009/08
Dan Luo and Shujie Yao
University of Nottingham and University of Nottingham
Date Posted: August 15, 2009
Working Paper Series
355 downloads

Incl. Electronic Paper Cargo Revenue Management: Bid-Prices for a 0-1 Multi Knapsack Problem
ERIM Report Series Reference No. ERS-2004-055-LIS
Kevin Pak and Rommert Dekker
Erasmus Research Institute of Management (ERIM) and Erasmus University, Rotterdam (EUR) - Erasmus School of Economics
Date Posted: September 28, 2004
Working Paper Series
353 downloads

Incl. Electronic Paper Pricing Risky Bank Loans in the New Basel II Environment
Bank of Finland Research Discussion Paper No. 3/2006
Cristiano Zazzara Sr. and Iftekhar Hasan
Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici and Fordham University
Date Posted: August 31, 2007
Working Paper Series
353 downloads

Incl. Electronic Paper Stress Tests: From Arts to Science
Thomas Breuer and Imre Csiszar
University of Applied Sciences Vorarlberg and Hungarian Academy of Sciences (HAS) - Alfréd Rényi Institute of Mathematics
Date Posted: January 10, 2010
Last Revised: September 28, 2010
Working Paper Series
353 downloads

Incl. Electronic Paper A Financial Social Accounting Matrix for the Integrated Macroeconomic Model for Poverty Analysis: Application to Cameroon with a Fixed-Price Multiplier Analysis
World Bank Policy Research Working Paper No. 3219
Christian Arnault Emini and Hippolyte Fofack
University of Yaounde II and World Bank
Date Posted: April 25, 2009
Working Paper Series
352 downloads

Incl. Electronic Paper A Short Remark on Feller’s Square Root Condition
Ilya I. Gikhman
Independent
Date Posted: February 07, 2011
Working Paper Series
352 downloads

Incl. Electronic Paper Level-Slope-Curvature - Fact or Artefact?
Applied Mathematical Finance, Vol. 14, No. 2, 2007, Tinbergen Institute Discussion Paper No. TI 05-083/2
Roger Lord and Antoon Pelsser
Cardano Risk Management and Maastricht University
Date Posted: September 20, 2005
Last Revised: May 09, 2011
Accepted Paper Series
352 downloads

Incl. Electronic Paper Matriz de Insumo-Produto do Nordeste e Estados: Metodologia e Resultados (Input-Output Matrix of the Brazilian Northeast Region: Methodology and Results)
Joaquim Guilhoto , Carlos Roberto Azzoni , Silvio Massaru Ichihara , Decio Katsushigue Kadota and Eduardo A. Haddad
University of Sao Paulo , University of Sao Paulo (USP) - Department of Economics , University of Sao Paulo (USP) , University of Sao Paulo (USP) - Department of Economics and USP
Date Posted: June 20, 2011
Last Revised: August 03, 2011
Working Paper Series
352 downloads

Incl. Electronic Paper On the Evolution of Investment Strategies and the Kelly Rule - A Darwinian Approach
Swiss Finance Institute Research Paper No. 06-38
Terje Lensberg and Klaus Reiner Schenk-Hoppé
Norwegian School of Economics and University of Leeds - Leeds University Business School
Date Posted: December 13, 2006
Working Paper Series
352 downloads

Incl. Electronic Paper Libor Market Model and Gaussian HJM Explicit Approaches to Option on Composition
Marc P. A. Henrard
OpenGamma
Date Posted: March 08, 2006
Working Paper Series
351 downloads

Incl. Electronic Paper Multi-Factor Models and Signal Processing Techniques: Survey and Examples
IEEE Signal Processing Magazine - Special Issue on Financial Applications, Forthcoming
Emmanuelle Jay , Patrick Duvaut , Serge Darolles and Arnaud Chrétien
QAMLAB , ENSEA-ETIS , Université Paris-Dauphine - DRM-CEREG and Aequam Capital
Date Posted: May 18, 2011
Accepted Paper Series
351 downloads

Incl. Electronic Paper Pricing Strongly Path-Dependent Options in Libor Market Models without Simulation
Chris Kenyon
Lloyds Banking Group - Wholesale Banking & Markets
Date Posted: August 26, 2008
Working Paper Series
351 downloads

Incl. Electronic Paper Stock Picking via Nonsymmetrically Pruned Binary Decision Trees
20th Australasian Finance & Banking Conference 2007 Paper
Anton Andriyashin
Humboldt University of Berlin - Center for Applied Statistics and Economics
Date Posted: August 02, 2007
Last Revised: August 21, 2008
Working Paper Series
351 downloads

Incl. Electronic Paper Basel II Second Pillar: An Analytical VAR with Contagion and Sectorial Risks
Michele Bonollo , Fabio Mercurio and Paola Mosconi
affiliation not provided to SSRN , Bloomberg L.P. and San Paolo IMI - Banca IMI
Date Posted: February 01, 2009
Working Paper Series
349 downloads

Incl. Electronic Paper Resampling vs. Shrinkage for Benchmarked Managers
Michael Wolf
University of Zurich - Department of Economics Library
Date Posted: September 08, 2004
Working Paper Series
349 downloads

Incl. Electronic Paper Optimizing a Portfolio of Equities, Equity Futures and Equity European Options by Minimizing Value-at-Risk - a Simulated Annealing Framework
The ICFAI Journal of APPLIED FINANCE, May 2004
Ajay Raina and C. Mukhopadhyay
affiliation not provided to SSRN and Indian Institute of Science
Date Posted: March 30, 2006
Last Revised: August 03, 2010
Accepted Paper Series
348 downloads

Incl. Electronic Paper Option Valuation in Multivariate SMM/SABR Models (with an Application to the CMS Spread)
Joerg Kienitz and Manuel Wittke
Deutsche Postbank AG and Deloitte & Touche - Financial Risk Solutions
Date Posted: September 11, 2009
Last Revised: June 30, 2010
Working Paper Series
348 downloads

Incl. Electronic Paper Practical Model-Based Monetary Policy Analysis: A How-To Guide
IMF Working Paper No. 06/81
Andrew Berg , Philippe D. Karam and Douglas Laxton
International Monetary Fund (IMF) - Developing Country Studies Division , International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Date Posted: May 17, 2006
Working Paper Series
348 downloads

Incl. Electronic Paper Performance Measurement for Accountability in Corporate Governance: A Data Envelopment Analysis Approach
Review of Accounting and Finance, Vol. 7, No. 2, pp. 121-130, 2008
Ehsan H. Feroz , Sanjay Goel and Raymond L. Raab
University of Washington - Tacoma-Milgard School of Business , University of Minnesota - Duluth and University of Minnesota, Duluth - Labovitz School of Business and Economics (LSBE)
Date Posted: August 08, 2008
Last Revised: August 11, 2009
Accepted Paper Series
347 downloads

Incl. Electronic Paper Optimal Inventory Policies when the Demand Distribution is not Known
Journal of Economic Theory, Vol. 101, No. 1, pp. 281-300, November 2001
Sunil Sharma , C. Erik Larson and Lars J. Olson
International Monetary Fund (IMF) , Promontory Financial Group and University of Maryland - Department of Agricultural & Resource Economics
Date Posted: March 09, 2001
Accepted Paper Series
346 downloads

Incl. Electronic Paper Pareto and Income Distribution
Emilio José Chaves
Revista Tendencias
Date Posted: September 15, 2000
Working Paper Series
346 downloads

Incl. Electronic Paper A Statistical Analysis to Improve Basketball Strategy
WSUN Working Paper
Walter Sun
MIT EECS
Date Posted: April 30, 2008
Working Paper Series
345 downloads

Incl. Electronic Paper Fractional Programming
ERIM Report Series Reference No. ERS-2004-074-LIS
J. B. G. Frenk and Siegfried Schaible
Erasmus University, Rotterdam (EUR) - Department of Econometrics and University of California, Riverside - A. Gary Anderson Graduate School of Management
Date Posted: August 26, 2006
Last Revised: August 26, 2011
Working Paper Series
345 downloads

Incl. Electronic Paper Local Volatility of Volatility for the VIX Market
Review of Derivatives Research, Forthcoming
Gabriel G. Drimus and Walter Farkas
Institute of Banking and Finance, University of Zürich and University of Zurich, Department of Banking and Finance
Date Posted: December 11, 2011
Last Revised: December 19, 2012
Accepted Paper Series
345 downloads


 

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