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SSRN eLibrary Statistics:

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Abstracts: 562,499
Full Text Papers: 464,899
Authors: 261,008
Papers Received in
  Last 12 months:
64,006

Paper Downloads:
To date: 78,099,996
Last 12 months: 9,695,391
Last 30 days: 674,283

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  References:
262,813
Total References: 9,037,053
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5,983,823
Papers with
  Resolved
  Footnotes:
92,654
Total Footnotes: 9,166,287


SSRN eLibrary Search Results
JEL Code: C6
975,023 Total downloads
Showing Papers 541 - 590 of 6,015
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Incl. Electronic Paper VWAP Execution as an Optimal Strategy
Takashi Kato
Osaka University - Graduate School of Engineering Science
Date Posted: August 27, 2014
Working Paper Series
1 downloads

Incl. Fee Electronic Paper A Fast Fractional Difference Algorithm
Journal of Time Series Analysis, Vol. 35, Issue 5, pp. 428-436, 2014
Andreas Noack Jensen and Morten Ørregaard Nielsen
University of Copenhagen and affiliation not provided to SSRN
Date Posted: August 27, 2014
Accepted Paper Series

Do Side Effects Really Matter in Financial Contagion? An International Bank-Sovereign Simulation
Stefano Zedda
Universita di Cagliari
Date Posted: August 26, 2014
Last Revised: August 27, 2014
Working Paper Series

Incl. Electronic Paper Task Scheduling in Long-Term Care Facilities: A Client-Centered Approach
Alexander Lieder , Dennis Moeke , Ger M. Koole and Raik Stolletz
University of Mannheim , VU University Amsterdam , VU University Amsterdam and University of Mannheim
Date Posted: August 26, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options
J. C. Arismendi and Marcel Prokopczuk
University of Reading - ICMA Centre and Zeppelin University
Date Posted: August 25, 2014
Working Paper Series
7 downloads

The Effects of Group Composition and Social Preference Heterogeneity in a Public Goods Game: An Agent-Based Simulation
Journal of Artificial Societies and Social Simulation. 17(3)5, 2014
Pablo Lucas , Angela C. M. de Oliveira and Sheheryar Banuri
University of Essex , University of Massachusetts at Amherst and World Bank - Development Economics Research Group
Date Posted: August 24, 2014
Accepted Paper Series

Incl. Electronic Paper Existence of Equilibria in Exhaustible Resource Markets with Economies of Scale and Inventories
Antoine Bommier , Lucas Bretschger and Francois Le Grand
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich , Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich and EMLYON Business School
Date Posted: August 24, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper A Stochastic Multiple Players Multi-Issues Bargaining Model for the Piave River Basin
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series Forthcoming
Alessandra Sgobbi and Carlo Carraro
Fondazione Eni Enrico Mattei (FEEM) and Fondazione Eni Enrico Mattei (FEEM)
Date Posted: August 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate
Kenneth L. Judd , Lilia Maliar and Serguei Maliar
Stanford University - The Hoover Institution on War, Revolution and Peace , Stanford University and Santa Clara University
Date Posted: August 22, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Design of an Information Pipeline for Security Master Data
Jay Walters, CFA
Boston University - Metropolitan College - Department of Computer Science
Date Posted: August 22, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Spillover and Amplification with Financially Constrained Intermediaries
Ally Quan Zhang
University of Zurich - Department of Banking and Finance
Date Posted: August 22, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Research Among Copycats: R&D, Spillovers, and Feedback Strategies
Tinbergen Institute Discussion Paper 14-112/II
Grega Smrkolj and Florian O. Wagener
Newcastle University (UK) - Business School and University of Amsterdam - Center for Nonlinear Dynamics in Economics and Finance (CeNDEF) - Department of Quantitative Economics
Date Posted: August 22, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Optimal Control of Heteroskedastic Macroeconomic Moldes
Vito Polito and Peter Spencer
University of Bath and University of York
Date Posted: August 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Unemployment, Crime and Social Insurance
Iain Long and Vito Polito
Cardiff University - Cardiff Business School - Economics Section and University of Bath
Date Posted: August 21, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Markov-Chain Approximation and Estimation of Nonlinear, Non-Gaussian State Space Models
Leland E. Farmer
University of California, San Diego
Date Posted: August 21, 2014
Last Revised: August 23, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Product Assortment Competition with the Decoy Effect
Anton Kleywegt and Xinchang Wang
Georgia Institute of Technology - School of Industrial and Systems Engineering and Georgia Institute of Technology - H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Date Posted: August 21, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Modelling of Auction Type Markets
Igor Konnov
Kazan Federal University
Date Posted: August 21, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper On Modelling of Auction Type Markets
Translated from Issledovaniya po Informatike, Vol.10, 2006, pp.73-76.
Igor Konnov
Kazan Federal University
Date Posted: August 20, 2014
Last Revised: August 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Approximate Solutions of the Walrasian Equilibrium Inequalities with Bounded Marginal Utilities of Income
Cowles Foundation Discussion Paper No. 1955
Yale Cowles Submitter and Donald Brown
Yale University - Cowles Foundation and Yale University - Cowles Foundation
Date Posted: August 15, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper PMP and Uniqueness of Calibrating Solution: Output Supply and Input Demand Elasticities: Small Farms
Quirino Paris
University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: August 15, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Impact of Model Instability on Long-Term Investors
Bart F. Diris
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: August 15, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Economic Implications of Deeper South Asian–Southeast Asian Integration: A CGE Approach
ADBI Working Paper 494
Ganeshan Wignaraja , Peter Morgan , Michael G. Plummer and Fan Zhai
Asian Development Bank Institute , Asian Development Bank Institute , Johns Hopkins University - Bologna Center and China Investment Corporation
Date Posted: August 14, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Positive Mathematical Programming with Generalized Risk
Quirino Paris
University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: August 13, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper A Simple and General Approach to Fitting the Discount Curve Under No-Arbitrage Constraints
Matthias R. Fengler and Lin-Yee Hin
University of St. Gallen - School of Economics and Political Science and Department of Mathematics & Statistics, Curtin University
Date Posted: August 12, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Risk Parity Versus Mean-Variance: It's All in the Views
Daniel Haesen , Winfried G. Hallerbach , Thijs D. Markwat and Roderick Molenaar
Robeco Asset Management, Quantitative Strategies , Robeco Asset Management, Quantitative Strategies , Robeco Asset Management and Robeco Asset Management
Date Posted: August 12, 2014
Working Paper Series
341 downloads

Incl. Electronic Paper Risk Management Optimization for Sovereign Debt Restructuring
The Wharton School Financial Institutions Centre No. 14-10
Andrea Consiglio and Stavros A. Zenios
University of Palermo and University of Cyprus
Date Posted: August 11, 2014
Last Revised: August 14, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Estimation of the Hawkes Process with Renewal Immigration Using the EM Algorithm
Swiss Finance Institute Research Paper No. 14-52
Spencer Wheatley , Vladimir Filimonov and Didier Sornette
ETH Zurich , Swiss Federal Institute of Technology Zurich (ETH Zurich) and Swiss Finance Institute
Date Posted: August 08, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper CVA Risk Charge and P&L Volatility Trade-Off: Proposal of a Unified Steering
Christoph Berns
KPMG AG WPG (Frankfurt)
Date Posted: August 08, 2014
Working Paper Series
76 downloads

Incl. Electronic Paper A Non-Stationary Model of Dividend Distribution in A Stochastic Interest-Rate Setting
Andrea Barth , Santiago Moreno-Bromberg and Oleg Reichmann
ETH Zurich , University of Zurich - Department of Banking and Finance and ETH Zurich - Department of Mathematics
Date Posted: August 08, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Detecting Complete and Joint Mixability
Giovanni Puccetti and Ruodu Wang
University of Florence - Department of Mathematics for Decisions and University of Waterloo - Department of Statistics and Actuarial Science
Date Posted: August 07, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor
Mathieu Steve Dubois and Luitgard A. M. Veraart
London School of Economics & Political Science (LSE) and London School of Economics & Political Science (LSE)
Date Posted: August 06, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Specific Risk and Replication of Factor Returns
Simone Pavanelli
Eurizon Capital SGR
Date Posted: August 06, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Asymptotic Behaviour of High Expectiles
Fabio Bellini and Elena Di Bernardino
University of Milano Bicocca - Dipartimento di Statistica e Metodi Quantitativi and Conservatoire National des Arts et Métiers (CNAM)
Date Posted: August 05, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Generalized Barndorff-Nielsen and Shephard Model and Discretely Monitored Option Pricing
Akira Yamazaki
Hosei University - Graduate School of Business Administration
Date Posted: August 05, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Risk-Sensitive Investment in a Market with Animal Spirits
Grzegorz Andruszkiewicz , Mark Davis and Sebastien Lleo
Imperial College London , Imperial College London and NEOMA Business School
Date Posted: August 05, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Robust Hedging in Incomplete Markets
Sally Shen , Antoon Pelsser and Peter C. Schotman
Maastricht University , Maastricht University and Maastricht University
Date Posted: August 05, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Robust Long-Term Interest Rate Risk Hedging in Incomplete Bond Markets
Sally Shen , Antoon Pelsser and Peter C. Schotman
Maastricht University , Maastricht University and Maastricht University
Date Posted: August 05, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Technical Efficiency in China's Agricultural Production in the Period 1985-1995
Huy Quynh Nguyen
Australian National University (ANU) - Crawford School of Public Policy
Date Posted: August 05, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Teaching Measure Transformation in Option Pricing with a Loaded Die
Nico van der Wijst
Norwegian University of Science and Technology
Date Posted: August 05, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Simulation of the Energy Crisis Hit to the Japan Economics Structure
Mark Kushelman
Deloitte Consulting LLP
Date Posted: August 05, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper On the Distribution and Estimation of Trading Costs
Journal of Empirical Finance, 28, 104-117
Apostolos Kourtis
University of East Anglia - Norwich Business School
Date Posted: August 04, 2014
Accepted Paper Series
20 downloads

Incl. Electronic Paper Bayesian Exploratory Factor Analysis
IZA Discussion Paper No. 8338
Gabriella Conti , Sylvia Fruhwirth-Schnatter , James J. Heckman and Remi Piatek
University of Chicago , Johannes Kepler University - Department of Applied Statistics and Econometrics , University of Chicago - Department of Economics and University of Chicago
Date Posted: August 02, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Technology Lock-In with Horizontal and Vertical Innovations Through Limited R&D Spending
Anton A. Bondarev and Alfred Greiner
WWZ Universität Basel and Bielefeld University - Department of Business Administration and Economics
Date Posted: August 02, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Further to Asset Price Trend Theory: Decision Making, Optimization, Fears and Aspirations, and Notions of Market Efficiency
Robert Dubois
Trend Modus Capital Management LLC
Date Posted: August 01, 2014
Last Revised: August 09, 2014
Working Paper Series
63 downloads

Incl. Fee Electronic Paper Viable Ramsey Economies
Canadian Journal of Economics/Revue canadienne d'économique, Vol. 47, Issue 2, pp. 422-441, 2014,
Noël Bonneuil and Raouf Boucekkine
National Institute of Demographic Studies (INED) and Universite Catholique de Louvain
Date Posted: July 31, 2014
Accepted Paper Series

Incl. Electronic Paper Does Greater Diversification Really Improve Performance in Portfolio Selection?
Francesco Cesarone , Jacopo Moretti and Fabio Tardella
Roma Tre University - Department of Business Studies , Roma Tre University - Department of Business Studies and Faculty of Economics - Sapienza University of Rome
Date Posted: July 30, 2014
Working Paper Series
111 downloads

Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
421 downloads

Incl. Electronic Paper New Cross-Border Electricity Balancing Arrangements in Europe
DIW Berlin Discussion Paper No. 1400
Casimir Lorenz and Clemens Gerbaulet
TU Berlin - Workgroup for Infrastructure Policy (WIP) and German Institute for Economic Research (DIW Berlin)
Date Posted: July 30, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Global Warming, Technological Change and Trade in Carbon Energy: Challenge or Threat?
DIW Berlin Discussion Paper No. 1397
Gunter Stephan and Georg Müller-Fürstenberger
University of Bern - Department of Economics and University of Trier - Faculty of Economics
Date Posted: July 30, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Perpetual American Options with Disconnected Exercise Regions in Lévy Models
Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: July 29, 2014
Working Paper Series
12 downloads


 

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