Feedback to SSRN (Beta)
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
CiteReader: What's this?
Papers with Resolved References:
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation Links:
5,722,240
Papers with Resolved 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
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
A Short Remark on Feller’s Square Root Condition
Ilya I. Gikhman
Independent
Date Posted: February 07, 2011
Working Paper Series
352 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Pareto and Income Distribution
Emilio José Chaves
Revista Tendencias
Date Posted: September 15, 2000
Working Paper Series
346 downloads
A Statistical Analysis to Improve Basketball Strategy
WSUN Working Paper
Walter Sun
MIT EECS
Date Posted: April 30, 2008
Working Paper Series
345 downloads
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
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
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo6 in 3.937 seconds