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

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SSRN eLibrary Search Results
JEL Code: C6
1,227,320 Total downloads
Showing Papers 541 - 590 of 7,256
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1 2 3 4 ... 146 | Next >
   


Incl. Electronic Paper Strict Local Martingale Deflators and Valuing American Call-Type Options
Finance Stochastics, Vol. 16, No. 2, 2012
Erhan Bayraktar , Constantinos Kardaras and Hao Xing
University of Michigan at Ann Arbor - Department of Mathematics , London School of Economics & Political Science (LSE) and London School of Economics & Political Science (LSE)
Date Posted: May 28, 2016
Accepted Paper Series
3 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
2 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
2 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

Incl. Electronic Paper Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks’ Financial Fragility
Giuseppe Montesi and Giovanni Papiro
University of Siena - School of Economics and Management and Banca Monte Del Paschi de Siena (MPS)
Date Posted: May 28, 2016
Working Paper Series
3 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
1 downloads

Incl. Electronic Paper System Reduction and Finite-Order VAR Solution Methods for Linear Rational Expectations Models
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Date Posted: May 27, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Levy-Driven Libor Models: Modeling and Numerical Analysis
Eva Pidwerbitzka
Independent
Date Posted: May 26, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Subsampling of Almost Periodic Models for Weakly Dependent Times Series
Eva Pidwerbitzka
Independent
Date Posted: May 26, 2016
Working Paper Series
2 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
47 downloads

Incl. Fee Electronic Paper A Directional Distance Approach Applied to Higher Education: An Analysis of Teaching‐Related Output Efficiency
Annals of Public and Cooperative Economics, Vol. 87, Issue 2, pp. 145-173, 2016
Cristian BARRA and Roberto ZOTTI
University of Salerno and University of Salerno
Date Posted: May 26, 2016
Accepted Paper Series

Incl. Electronic Paper New Insights into Rental Housing Markets Across the United States: Web Scraping Big Data to Analyze Craigslist
Geoff Boeing and Paul Waddell
University of California, Berkeley - Department of City and Regional Planning and University of California, Berkeley - Department of City and Regional Planning
Date Posted: May 26, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood
IES Working Paper 7/2016. IES FSV. Charles University
Jiri Kukacka and Jozef Barunik
Charles University in Prague - Institute of Economic Studies and Charles University in Prague - Institute of Economic Studies
Date Posted: May 26, 2016
Working Paper Series
14 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
19 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 Equilibrium in Misspecified Markov Decision Processes
Ignacio Esponda and Demian Pouzo
Washington University in Saint Louis - John M. Olin Business School and University of California, Berkeley - Department of Economics
Date Posted: May 25, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Discrete Local Volatility for Large Time Steps (Short Version)
Hans Buehler and Evgeny Ryskin
JP Morgan Chase, London and JP Morgan Chase
Date Posted: May 25, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Algoritmos Heurísticos Para La Solución Del Problema Lineal Con Restricciones De Equilibrio (Heuristic Algorithms for Solving Linear Problems with Equilibrium Constraints)
GECONTEC: Revista Internacional de Gestión del Conocimiento y la Tecnología, Vol. 4(1), 2016,
Dania Tamayo-Vera , Gemayqzel Bouza-Allende and Antonio Bolufé-Röhler
Universidad de la Habana , Universidad de La Habana and Universidad de la Habana
Date Posted: May 24, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Government Debt and the Returns to Innovation
Fisher College of Business Working Paper No. 2016-03-10, Charles A. Dice Center Working Paper No. 2016-10
Mariano Massimiliano Croce , Thien Tung Nguyen , Steve McGregor Raymond and Lukas Schmid
University of North Carolina Kenan-Flagler Business School , Ohio State University (OSU) - Department of Finance , University of North Carolina (UNC) at Chapel Hill - Department of Economics and Duke University - The Fuqua School of Business
Date Posted: May 24, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Contemporary Risk Management
Paul E. Cottrell
Independent
Date Posted: May 24, 2016
Working Paper Series
24 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 An Alternative Framework for Time Series Decomposition and Forecasting and its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors
Journal of Economics Library, Vol 3, No 2, June 2016, Forthcoming
Jaydip Sen and Tamal Datta Chaudhuri
Calcutta Business School and Calcutta Business School
Date Posted: May 21, 2016
Accepted Paper Series
20 downloads

Incl. Electronic Paper Expected Worth for 2 × 2 Matrix Games with Variable Grid Sizes
Cowles Foundation Discussion Paper No. 2039
Michael R. Powers , Martin Shubik and Wen Wang
Temple University - Risk Management & Insurance & Actuarial Science , Yale University - School of Management and Nankai University-School of Business
Date Posted: May 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper 'It's Computerization, Stupid!' The Spread of Computers and the Changing Roles of Theoretical and Applied Economics
Roger Backhouse and Beatrice Cherrier
University of Birmingham - Department of Economics and CREM Université de Caen
Date Posted: May 21, 2016
Working Paper Series
104 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

Incl. Electronic Paper Redistributive Politics and the Tyranny of the Middle Class
CESifo Working Paper Series No. 5881
Floris T. Zoutman , Bas Jacobs and Egbert L.W. Jongen
Norwegian School of Economics (NHH) - Department of Business and Management Science , Erasmus University Rotterdam (EUR) and CPB Netherlands Bureau of Economic Policy Analysis
Date Posted: May 20, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Calendar Anomalies in the Ukrainian Stock Market
CESifo Working Paper Series No. 5877
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State Universtity
Date Posted: May 20, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Stochastic Analysis of Special Steel Market: Modeling of Special Steel Price
Shin Ichi Aihara and Arunabha Bagchi
Hanshin Special Steel Inc. and Universiteit Twente
Date Posted: May 19, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Corporate Finance
Paul E. Cottrell
Independent
Date Posted: May 16, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Some Mathematical Aspects of Price Optimisation
Yizhou Bai , Enkelejd Hashorva , Gildas Ratovomirija and Maissa Tamraz
University of Lausanne , University of Lausanne, Actuarial Department , University of Lausanne and Universite de Lausanne
Date Posted: May 16, 2016
Working Paper Series
27 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 Option Pricing with Linear Market Impact and Non-Linear Black-Scholes Equations
Grégoire Loeper
Ecole Centrale Paris
Date Posted: May 15, 2016
Working Paper Series
13 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 A New Ex-Ante Efficiency Criterion and Implications for the Probabilistic Serial Mechanism
Battal Dogan , Serhat Dogan and Kemal Yildiz
University of Lausanne - Faculty of Business and Economics , Independent and Bilkent University- Department of Economics
Date Posted: May 11, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Assessing the Impact of the Global Financial Crisis on GCC Countries
Journal of Business & Economics Research, Volume 8, Number 2, 2010
Hisham Handal Abdelbaki
Mansoura University
Date Posted: May 10, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Interbank Contagion with Suboptimal Bilateral Exposures: An ABM Approach to Endogenously Form Networks
Steve Y. Yang , Anqi Liu , Xingjia Zhang and Mark E. Paddrik
Stevens Institute of Technology , Stevens Institute of Technology , Stevens Institute of Technology and Government of the United States of America - Office of Financial Research
Date Posted: May 10, 2016
Working Paper Series
8 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

Incl. Electronic Paper Stochastic Portfolio Theory: A Machine Learning Perspective
Proceedings of the 32nd Conference on Uncertainty in Artificial Intelligence, 2016
Yves-Laurent KOM SAMO and Alexander Vervuurt
University of Oxford and Mathematical Institute, University of Oxford
Date Posted: May 09, 2016
Accepted Paper Series
217 downloads

Incl. Electronic Paper Unbiased Monte Carlo Simulation of Diffusion Processes
Louis Paulot
Misys
Date Posted: May 08, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Ambiguity, Volatility, and Credit Risk
Patrick Augustin and Yehuda (Yud) Izhakian
McGill University, Desautels Faculty of Management and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: May 07, 2016
Working Paper Series
53 downloads

Incl. Electronic Paper A Functional Perspective to Financial Networks
Edoardo Gaffeo and Massimo Molinari
University of Trento - Department of Economics and Management and Sapienza University of Rome - Department of Economics and Law
Date Posted: May 05, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper A Primer on Alternative Risk Premia
Rayann Hamdan , Fabien Pavlowsky , Thierry Roncalli and Ban Zheng
Lyxor Asset Management , Lyxor Asset Management , Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE) and Lyxor Asset Management
Date Posted: May 04, 2016
Last Revised: May 07, 2016
Working Paper Series
178 downloads

Incl. Electronic Paper Has Foreign Growth Contributed to Stagnation and Inequality in Japan?
CAMA Working Paper No. 21/2016
Kazuki Tomioka and Rod Tyers
University of Western Australia and University of Western Australia - Department of Economics
Date Posted: May 03, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Pricing, Valuation and Hedging of Credit Derivatives
Silke Prohl
Princeton University
Date Posted: May 02, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Libor Market Models
Silke Prohl
Princeton University
Date Posted: May 02, 2016
Working Paper Series
44 downloads


 

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