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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
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  Last 12 months: 		68,947

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To date: 65,850,457
Last 12 months: 11,179,656
Last 30 days: 1,087,338

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  References: 		238,027
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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G12
5,795,825 Total downloads
Showing Papers 5,501 - 5,550 of 13,809
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Incl. Electronic Paper Optimal Tranching in CDO-Transactions
Thomas Weber and Guenter Franke
University of Konstanz - Department of Economics and University of Konstanz - Department of Economics
Date Posted: February 16, 2009
Working Paper Series
216 downloads

Incl. Electronic Paper Optimal Trading Strategy and Supply/Demand Dynamics
EFA 2005 Moscow Meetings Paper
 Anna A. Obizhaeva and Jiang Wang
University of Maryland - Robert H. Smith School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: February 14, 2005
Working Paper Series
533 downloads

Optimal Trading of a Security When There are Taxes and Transaction Costs
Finance and Stochastics, Vol. 3, Issue 2, 1999
 Abel Cadenillas and Stanley R. Pliska
University of Alberta - Department of Mathematical and Statistical Sciences and University of Illinois at Chicago - Department of Finance
Date Posted: February 16, 1999
Accepted Paper Series

Incl. Electronic Paper Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method
Quaderni DSE Working Paper No. 797
 Massimiliano Marzo , Daniele Ritelli and Paolo Zagaglia
University of Bologna - Department of Economics , University of Bologna - Department of Mathematics for Economic and Social Sciences and University of Bologna
Date Posted: November 25, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Optimal Trade Execution Under Price-Sensitive Risk Preferences
 Stefan Ankirchner and Thomas Kruse
University of Bonn and University of Bonn - Institute for Applied Mathematics
Date Posted: October 06, 2011
Working Paper Series
116 downloads

Incl. Electronic Paper Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models
 Aurélien Alfonsi and Alexander Schied
Université Paris Est - CERMICS and University of Mannheim
Date Posted: November 04, 2009
Last Revised: April 16, 2010
Working Paper Series
418 downloads

Incl. Electronic Paper Optimal Timing to Purchase Options
SIAM Journal on Financial Mathematics, Vol. 2, No. 1, pp. 768-793, 2011
 Tim Leung and Mike Ludkovski
Columbia University and University of California, Santa Barbara
Date Posted: August 23, 2010
Last Revised: January 12, 2012
Accepted Paper Series
231 downloads

Incl. Electronic Paper Optimal Timing for Mean Reversion Trading
 Tim Leung and Xin Li
Columbia University and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: February 23, 2013
Working Paper Series
224 downloads

Incl. Electronic Paper Optimal Strategic Beliefs
 Clotilde Napp and Elyes Jouini
Université Paris-Dauphine - CNRS-DRM and Universite de Paris 9 Dauphine - CEREMADE
Date Posted: February 16, 2009
Working Paper Series
29 downloads

Incl. Electronic Paper Optimal Strategic Beliefs
 Clotilde Napp and Elyes Jouini
Université Paris-Dauphine - CNRS-DRM and Universite de Paris 9 Dauphine - CEREMADE
Date Posted: March 18, 2009
Working Paper Series
41 downloads

Incl. Electronic Paper Optimal Stopping Made Easy
 Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: October 29, 2004
Working Paper Series
468 downloads

Optimal Stopping and Perpetual Options for Levy Processes
 Ernesto Mordecki
Universidad de la Republica - Centro de Matematica
Date Posted: July 11, 2000
Working Paper Series

Incl. Electronic Paper Optimal Stock Allocation under Loss Aversion in Consumption
 Giuliano Curatola
Swiss Finance Institute
Date Posted: November 24, 2012
Working Paper Series
46 downloads

Incl. Electronic Paper Optimal Shortfall Hedging of Credit Risk
Special Research Program 303 Working Paper No. B - 457
 Christopher Lotz
University of Bonn
Date Posted: December 22, 1999
Working Paper Series
485 downloads

Incl. Electronic Paper Optimal Research in Financial Markets with Heterogeneous Private Information: A Rational Expectations Model
ECB Working Paper No. 493
 Katrin Tinn
London School of Economics & Political Science (LSE) - Financial Markets Group
Date Posted: June 21, 2005
Working Paper Series
77 downloads

Incl. Electronic Paper Optimal Replication of Contingent Claims under Portfolio Constraints
 Mark Broadie , Jaksa Cvitanic and Halil Mete Soner
Columbia University - Columbia Business School - Decision Risk and Operations , California Institute of Technology - Division of the Humanities and Social Sciences and Koc University - College of Administrative Sciences and Economics
Date Posted: October 31, 1996
Working Paper Series
722 downloads

Incl. Electronic Paper Optimal Real Option Generation and Investment-Return Dynamics
 Praveen Kumar and Dongmei Li
University of Houston - Department of Finance and UC San Diego - Rady School of Management
Date Posted: March 23, 2013
Last Revised: April 10, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Optimal Prediction Pools
ECB Working Paper No. 1017
 John Geweke and Gianni Amisano
University of Technology Sydney - Economics Discipline Group and European Central Bank (ECB)
Date Posted: July 04, 2008
Working Paper Series
146 downloads

Incl. Electronic Paper Optimal Portfolios from Ordering Information
 Robert Almgren and Neil A Chriss
University of Toronto - Department of Mathematics and Hutchin Hill Capital
Date Posted: December 25, 2004
Working Paper Series
2159 downloads

Incl. Electronic Paper Optimal Portfolios and Efficient Frontiers
 Malcolm Athaide
XLRI Jamshedpur, India
Date Posted: June 17, 2012
Working Paper Series
116 downloads

Incl. Electronic Paper Optimal Portfolio Selection: A Note with a VBA Solution
 Ignacio Velez-Pareja and Pedro Fabián Castilla Ávila
Master Consultores and Master Consultores
Date Posted: October 15, 2012
Last Revised: October 29, 2012
Working Paper Series
144 downloads

Incl. Electronic Paper Optimal Portfolio Selection: A Note
 Ignacio Velez-Pareja
Master Consultores
Date Posted: August 23, 2000
Case and Teaching Paper Series
3148 downloads

Incl. Electronic Paper Optimal Portfolio Selection with a Shortfall Probability Constraint: Evidence from Alternative Distribution Functions
 Yalcin and Atakan Yalcin
affiliation not provided to SSRN and Ozyegin University
Date Posted: January 22, 2010
Last Revised: February 07, 2010
Working Paper Series
103 downloads

Incl. Electronic Paper Optimal Portfolio Selection in Nonlinear Arbitrage Spreads
 Hamad Alsayed and Frank McGroarty
University of Southampton - School of Management and University of Southampton - School of Management
Date Posted: May 29, 2010
Last Revised: August 15, 2011
Working Paper Series
353 downloads

Incl. Electronic Paper Optimal Portfolio Selection in Ex Ante Stock Price Bubble and Furthermore Bubble Burst Scenario from Dhaka Stock Exchange with Relevance to Sharpe’s Single Index Model
Date Posted: March 21, 2013
Working Paper Series
36 downloads

Incl. Electronic Paper Optimal Portfolio Liquidation for CARA Investors
 Alexander Schied and Torsten Schoeneborn
University of Mannheim and AHL (Man Investments)
Date Posted: October 02, 2007
Working Paper Series
178 downloads

Incl. Electronic Paper Optimal Portfolio Execution using Market and Limit Orders
 Robert Huitema
University of Zurich - Department of Banking and Finance
Date Posted: January 01, 2012
Last Revised: March 01, 2012
Working Paper Series
196 downloads

Incl. Electronic Paper Optimal Portfolio Choice Under Loss Aversion
Review of Economics and Statistics, Vol. 86, No. 4, 2004
 Arjan B. Berkelaar , Roy Kouwenberg and Thierry Post
World Bank - Quantitative Strategies, Risk & Analytics Department , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Koc University - Graduate School of Business
Date Posted: March 29, 2000
Last Revised: January 30, 2012
Working Paper Series
1442 downloads

Optimal Portfolio Choice under Loss Aversion
Review of Economics and Statistics, Vol. 86, No. 4, pp. 973-987, November 2004
 Arjan B. Berkelaar , Roy Kouwenberg and Thierry Post
World Bank - Quantitative Strategies, Risk & Analytics Department , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Koc University - Graduate School of Business
Date Posted: November 21, 2006
Accepted Paper Series

Incl. Electronic Paper Optimal Portfolio Balancing Under Conventional Preferences and Transaction Costs Explains the Equity Premium Puzzle
 Peter L. Swan
University of New South Wales (UNSW)
Date Posted: March 10, 2005
Working Paper Series
134 downloads

Incl. Electronic Paper Optimal Portfolio Allocation Under Higher Moments
EFMA 2004 Basel Meetings Paper
 Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: May 28, 2004
Working Paper Series
950 downloads

Incl. Electronic Paper Optimal Portfolio Allocation Under Higher Moments
Banque de France Working Paper No. 108
 Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: December 19, 2010
Working Paper Series
41 downloads

Incl. Fee Electronic Paper Optimal Portfolio Allocation under Higher Moments
European Financial Management, Vol. 12, No. 1, pp. 29-55, January 2006
 Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: March 17, 2006
Accepted Paper Series
12 downloads

Incl. Electronic Paper Optimal Portfolio Allocation in a World without Treasury Securities
FEDS Working Paper No. 2001-11
 Antulio N. Bomfim
affiliation not provided to SSRN
Date Posted: February 23, 2001
Working Paper Series
170 downloads

Incl. Electronic Paper Optimal Payoff Schemes for Managers (Symmetric Information Case)
 An Chen and Markus Pelger
University of Ulm - Department of Mathematics and Economics and University of California, Berkeley - Department of Economics
Date Posted: January 18, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Optimal Payoff Schemes for Managers (Asymmetric Information Case)
 An Chen and Markus Pelger
University of Ulm - Department of Mathematics and Economics and University of California, Berkeley - Department of Economics
Date Posted: January 18, 2012
Working Paper Series
38 downloads

Incl. Electronic Paper Optimal Options Pricing and Trading: A New Theory
 Moawia Alghalith
UWI
Date Posted: August 03, 2009
Last Revised: December 06, 2010
Working Paper Series
88 downloads

Incl. Electronic Paper Optimal Market Timing
Simon School Working Paper
 Dmitry Livdan , Erica X. N. Li and Lu Zhang
University of California, Berkeley , The Stephen M. Ross School of Business at the University of Michigan and Ohio State University - Fisher College of Business
Date Posted: January 26, 2006
Working Paper Series
339 downloads

Incl. Electronic Paper Optimal Market Timing
Sixteenth Annual Utah Winter Finance Conference
 Dmitry Livdan , Erica X. N. Li and Lu Zhang
University of California, Berkeley , The Stephen M. Ross School of Business at the University of Michigan and University of Rochester
Date Posted: November 08, 2006
Working Paper Series
113 downloads

Incl. Electronic Paper Optimal Mark-Up and Arbitrages in the Betting Market
 Maurizio Montone
University of Naples Federico II
Date Posted: January 11, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Optimal Management and Inflation Protection for Defined Contribution Pension Plans
 Aihua Zhang , Ralf Korn and Christian-Oliver Ewald
University of Munich (LMU) , University of Kaiserslautern - Department of Mathematics and University of Glasgow
Date Posted: March 29, 2007
Working Paper Series
302 downloads

Incl. Electronic Paper Optimal Liquidity Trading
EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-21; Yale SOM Working Paper No. ICF - 00-21
 Gur Huberman and Werner Stanzl
Columbia Business School - Finance and Economics and Yale University - International Center for Finance
Date Posted: December 11, 2000
Working Paper Series
1485 downloads

Incl. Electronic Paper Optimal Liquidation Strategies in Illiquid Markets
Swiss Finance Institute Research Paper No. 09-24
 Eric Jondeau , Augusto Perilla and Michael Rockinger
University of Lausanne , affiliation not provided to SSRN and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: July 09, 2009
Working Paper Series
245 downloads

Incl. Electronic Paper Optimal Liquidation in Dark Pools
EFA 2009 Bergen Meetings Paper
 Peter Kratz and Torsten Schoeneborn
Humboldt University of Berlin and AHL (Man Investments)
Date Posted: February 17, 2009
Last Revised: April 18, 2012
Working Paper Series
1090 downloads

Incl. Electronic Paper Optimal Lifetime Consumption-Portfolio Strategies under Trading Constraints and Generalized Recursive Preferences
Stochastic Processes and their Applications, Vol. 108, pp. 155-202, December 2003
 Mark D. Schroder and Costis Skiadas
Michigan State University - The Eli Broad Graduate School of Management and Northwestern University - Kellogg School of Management
Date Posted: November 21, 2002
Accepted Paper Series
181 downloads

Optimal Investments in Volatility
Financial Markets and Portfolio Management, Vol. 22, No. 2, pp. 147-167, 2008
 Reinhold Hafner and Martin Wallmeier
risklab germany GmbH and University of Fribourg (Switzerland) - Faculty of Economics and Social Science
Date Posted: June 16, 2008
Accepted Paper Series

Incl. Electronic Paper Optimal Investments in Volatility
 Reinhold Hafner and Martin Wallmeier
risklab germany GmbH and University of Fribourg (Switzerland) - Faculty of Economics and Social Science
Date Posted: July 20, 2007
Last Revised: July 17, 2008
Working Paper Series
418 downloads

Optimal Investment, Growth Options, and Security Returns
Journal Of Finance, Vol. 54, No. 5, October 1999
 Richard C. Green , Jonathan Berk and Vasant Naik
Carnegie Mellon University - David A. Tepper School of Business , Stanford University - Graduate School of Business and Lehman Brothers International, Europe
Date Posted: August 17, 1999
Accepted Paper Series

Optimal Investment, Growth Options and Security Returns
 Jonathan Berk , Richard C. Green and Vasant Naik
Stanford University - Graduate School of Business , Carnegie Mellon University - David A. Tepper School of Business and Lehman Brothers International, Europe
Date Posted: October 02, 1996
Working Paper Series

Incl. Electronic Paper Optimal Investment Strategies with a Heath-Jarrow-Morton Term Structure of Interest Rates
 Claus Munk and Carsten Sørensen
Copenhagen Business School and Copenhagen Business School - Department of Finance
Date Posted: December 17, 1999
Working Paper Series
353 downloads


 

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