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226,737
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68,988
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JEL Code: C6
838,073 Total downloads
Showing Papers 701 - 750 of 5,142
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R&D and Aggregate Fluctuations
World Bank Policy Research Working Paper No. 6017
Erhan Artuc
and
Panayiotis M. Pourpourides
World Bank
and
Cardiff University - Cardiff Business School
Date Posted: April 09, 2012
Working Paper Series
32 downloads
How Knowledge Transfer Impacts Performance: A Multi-Level Model of Benefits and Liabilities
Levine, S. S., & Prietula, M. J. 2012. How Knowledge Transfer Impacts Performance: A Multi-Level Model of Benefits and Liabilities. Organization Science, 23(6): 1748-1766
Sheen S. Levine
and
Michael Prietula
Columbia University
and
Emory University - Goizueta Business School
Date Posted: April 06, 2012
Last Revised: January 23, 2013
Accepted Paper Series
740 downloads
Debt, Deficits, and Finite Horizons: The Continuous Time Stochastic Case
Christian-Oliver Ewald
,
Aihua Zhang
and
Charles Nolan
University of Glasgow
,
University of Munich (LMU)
and
University of St. Andrews
Date Posted: April 05, 2012
Last Revised: October 07, 2012
Working Paper Series
43 downloads
Empirical Pricing Kernel Estimation Using a Functional Gradient Descent Algorithm Based on Splines
Pirmin Meier
and
Francesco Audrino
University of St. Gallen
and
University of St. Gallen
Date Posted: April 05, 2012
Last Revised: December 17, 2012
Working Paper Series
68 downloads
Life Cycles and Mortality
Aihua Zhang
,
Christian-Oliver Ewald
and
Charles Nolan
University of Munich (LMU)
,
University of Glasgow
and
University of St. Andrews
Date Posted: April 05, 2012
Last Revised: October 07, 2012
Working Paper Series
38 downloads
Pricing American Options Written on Two Underlying Assets
Jonathan Ziveyi and
Carl Chiarella
Univesity of New South Wales - School of Risk and Actuarial Studies
and
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Date Posted: April 05, 2012
Working Paper Series
51 downloads
Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility
Applied Mathematical Finance
17 (3): 241-259
Martin Forde
and
Antoine Jacquier
Dublin City University - Department of Mathematical Sciences
and
Imperial College London - Department of Mathematics
Date Posted: April 04, 2012
Accepted Paper Series
Arbitrage-Free SVI Volatility Surfaces
Jim Gatheral
and
Antoine Jacquier
Baruch College, CUNY
and
Imperial College London - Department of Mathematics
Date Posted: April 03, 2012
Last Revised: March 25, 2013
Working Paper Series
814 downloads
Heterogeneous Expectations in Monetary DSGE Models
Domenico Massaro
University of Amsterdam - CeNDEF
Date Posted: April 03, 2012
Working Paper Series
27 downloads
On a Poisson Subordinated Distribution for Precise Statistical Measurement of Leptokurtic Financial Data
Stephen H.T. Lihn
affiliation not provided to SSRN
Date Posted: April 03, 2012
Last Revised: April 17, 2012
Working Paper Series
66 downloads
A Dynamic Inflation Hedging Trading Strategy Using a CPPI
Journal of Finance & Risk Perspectives, Volume 1 (2) 2012 , 12th ACRN International Research Conference Proceeding 2012, Steyr , European Business Research Conference Proceedings 2012, Rome
Nicolas Fulli-Lemaire
Amundi Asset Management
Date Posted: April 02, 2012
Last Revised: January 07, 2013
Accepted Paper Series
161 downloads
A Maximum Entropy Perspective of Pena’s Synthetic Indicators
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: April 02, 2012
Last Revised: April 03, 2012
Working Paper Series
17 downloads
Price Patterns Resulting from Different Producer Behavior in Spatial Equilibrium
NHH Dept. of Economics Discussion Paper No. 5/2012
Lars Mathiesen
Norwegian School of Economics (NHH) - Department of Economics
Date Posted: April 02, 2012
Working Paper Series
48 downloads
Model Risk Using Stochastic Volatility and Levy Models
Manuel Wittke
and
Joerg Kienitz
Deloitte & Touche - Financial Risk Solutions
and
Deutsche Postbank AG
Date Posted: March 31, 2012
Working Paper Series
The Heterogeneous P-Median for Categorization Based Clustering
Psychometrika, Forthcoming, Georgetown McDonough School of Business Research Paper No 2012-11
Simon J. Blanchard
,
Daniel Aloise
and
Wayne S. DeSarbo
Georgetown University - Robert Emmett McDonough School of Business
,
Universidade Federal do Rio Grande do Norte
and
Pennsylvania State University
Date Posted: March 31, 2012
Last Revised: November 01, 2012
Accepted Paper Series
36 downloads
Welfare Implication of India-ASEAN FTA: An Analysis Using GTAP Model
Indian Institute of Foreign Trade Working Paper No. EC-11-06
Biswajit Nag
and
Chandrima Sikdar
Indian Institute of Foreign Trade
and
affiliation not provided to SSRN
Date Posted: March 31, 2012
Working Paper Series
36 downloads
Belief Heterogeneity in the Arrow-Borch-Raviv Insurance Model
Mario Ghossoub
University of Montreal
Date Posted: March 30, 2012
Working Paper Series
21 downloads
Refined Best Reply Correspondence and Dynamics
Institute of Mathematical Economics Working Paper No. 451
Dieter Balkenborg
,
Josef Hofbauer and
Christoph Kuzmics
University of Exeter - Department of Economics
,
University of Vienna - Department of Mathematics
and
Bielefeld University
Date Posted: March 29, 2012
Last Revised: April 06, 2012
Working Paper Series
5 downloads
Assessing the Economic Impacts of Climate Change
FEEM (Fondazione Eni Enrico Mattei), Review of Environment, Energy and Economics (Re3), February 2012
Francesco Bosello ,
Fabio Eboli
and
Roberta Pierfederici
Fondazione Eni Enrico Mattei (FEEM)
,
Fondazione Eni Enrico Mattei (FEEM)
and
Fondazione Eni Enrico Mattei (FEEM), CMCC - Euro Mediterranean Centre for Climate Change
Date Posted: March 28, 2012
Working Paper Series
101 downloads
FEEM Sustainability Index 2011: Methodological Approach and Main Results
FEEM (Fondazione Eni Enrico Mattei), Review of Environment, Energy and Economics (Re3), January 2012
Fabio Eboli
Fondazione Eni Enrico Mattei (FEEM)
Date Posted: March 28, 2012
Accepted Paper Series
44 downloads
Monotone Equimeasurable Rearrangements with Non-Additive Probabilities
Mario Ghossoub
University of Montreal
Date Posted: March 28, 2012
Last Revised: April 13, 2012
Working Paper Series
24 downloads
An Inflation Hedging Strategy with Commodities: A Core Driven Global Macro
The Journal of Investment Strategies, Risk - Summer Issue, June 2013, Forthcoming
, 20th Forecasting Financial Markets Conference Paper - Hannover 2013, 51st Euro Working Group on Commodities and Financial Modelling Meeting Paper - London 2013
Nicolas Fulli-Lemaire
Amundi Asset Management
Date Posted: March 27, 2012
Last Revised: April 16, 2013
Accepted Paper Series
109 downloads
Segmentation and Automated Social Hierarchy Detection Through Email Network Analysis
ADVANCES IN WEB MINING AND WEB USAGE ANALYSIS - 9th WEBKDD and 1st SNA-KDD WORKSHOP at KDD 2007, Zhang et al. eds., Lecture Notes in Computer Science, Springer-Verlag, 2009
Germán Creamer ,
Ryan Rowe
,
shlomo hershkop
and
Salvatore Stolfo
Stevens Institute of Technology - Wesley J. Howe School of Technology Management
,
affiliation not provided to SSRN
,
Columbia University - Department of Computer Science
and
Columbia University - Computer Science Department
Date Posted: March 27, 2012
Accepted Paper Series
21 downloads
Advanced Analytics for the SABR Model
Alexandre Antonov
and
Michael Spector
Numerix
and
Numerix
Date Posted: March 26, 2012
Last Revised: September 05, 2012
Working Paper Series
683 downloads
An Efficient Numerical PDE Approach for Pricing Foreign Exchange Interest Rate Hybrid Derivatives
Duy Minh Dang ,
Christina Christara
,
Kenneth R. Jackson
and
Asif Lakhany
University of Waterloo, David R. Cheriton School of Computer Science
,
University of Toronto - Department of Computer Science
,
University of Toronto - Department of Computer Science
and
Algorithmics Inc.
Date Posted: March 26, 2012
Last Revised: May 05, 2013
Working Paper Series
328 downloads
Balance-Sheet Shocks and Recapitalizations
IMF Working Paper No. NO.12/68
Fabian V. Valencia
and
Damiano Sandri
International Monetary Fund (IMF) - Research Department
and
International Monetary Fund (IMF) - Research Department
Date Posted: March 25, 2012
Working Paper Series
31 downloads
A Note on Construction of Heuristically Optimal Pena’s Synthetic Indicators by the Particle Swarm Method of Global Optimization
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: March 25, 2012
Working Paper Series
14 downloads
Large Deviations for the Extended Heston Model: The Large-Time Case
Antoine Jacquier
and
Aleksandar Mijatovic
Imperial College London - Department of Mathematics
and
Imperial College London
Date Posted: March 24, 2012
Working Paper Series
17 downloads
Robust Portfolio Selection Involving Options Under a 'Marginal Joint' Ellipsoidal Uncertainty Set
Ai-fan Ling and
Chen-xian Xu
School of Finance,Jiangxi University of Finance & Economics
and
Hangzhou Normal University
Date Posted: March 23, 2012
Working Paper Series
Coherent Price Systems and Uncertainty-Neutral Valuation
Institute of Mathematical Economics Working Paper No. 464
Patrick Beissner
University of Bielefeld - Institute of Mathematical Economics (IMW)
Date Posted: March 22, 2012
Last Revised: October 05, 2012
Working Paper Series
34 downloads
Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing
FEDS Working Paper No. 2012-07
Olesya V. Grishchenko
,
Eduard Dubin
and
Vasily Kartashov
Federal Reserve Board
,
Goethe University Frankfurt - Department of Finance
and
affiliation not provided to SSRN
Date Posted: March 22, 2012
Working Paper Series
30 downloads
Comment on 'The Large-Maturity Smile for the Heston Model'
Carole Bernard
,
Zhenyu Cui
and
Don McLeish
University of Waterloo
,
University of Waterloo
and
affiliation not provided to SSRN
Date Posted: March 21, 2012
Working Paper Series
80 downloads
Consumption, Investment and Life Insurance Strategies with Heterogeneous Discounting
Albert de Paz
,
Jesús Marín Solano
,
Jorge Navas
and
Oriol Roch
University of Barcelona
,
University of Barcelona
,
University of Barcelona - Department of Actuarial, Financial and Economic Mathematics
and
Universitat de Barcelona
Date Posted: March 21, 2012
Working Paper Series
31 downloads
Efficiency and Probabilistic Properties of Bridge Volatility Estimator
Alexander I. Saichev
,
Svetlana Alexandrovna Lapinova
and
Maria Tarakanova
ETH Zurich - D-MTEC
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: March 21, 2012
Last Revised: June 05, 2012
Working Paper Series
34 downloads
American Options with Multiple Priors in Continuous Time
Institute of Mathematical Economics Working Paper No. 448
Joerg Vorbrink
affiliation not provided to SSRN
Date Posted: March 20, 2012
Working Paper Series
Imperfect Cartelization in OPEC
Samuel Jovan Okullo
and
Frederic Reynes
VU University Amsterdam - Institute for Environmental Studies (IVM)
and
VU University Amsterdam - Institute for Environmental Studies (IVM)
Date Posted: March 20, 2012
Last Revised: March 28, 2012
Working Paper Series
25 downloads
Modeling Peak Oil and the Geological Constraints on Oil Production
Samuel Jovan Okullo
,
Frederic Reynes
and
Marjan W. Hofkes
VU University Amsterdam - Institute for Environmental Studies (IVM)
,
VU University Amsterdam - Institute for Environmental Studies (IVM)
and
VU University Amsterdam - Institute for Environmental Studies (IVM)
Date Posted: March 20, 2012
Last Revised: March 28, 2012
Working Paper Series
27 downloads
Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information
Dandan Song
and
Zhaojun Yang
affiliation not provided to SSRN
and
Hunan University - School of Finance and Statistics
Date Posted: March 19, 2012
Working Paper Series
105 downloads
Risk Management and Portfolio Budgeting Based on ARMA-GARCH Non-Gaussian Multivariate Model
Nima Nooshi
,
Young Shin Kim
,
Svetlozar Rachev
and
Frank J. Fabozzi
Karlsruhe Institute of Technology
,
University of Karlsruhe
,
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie
and
EDHEC Business School
Date Posted: March 18, 2012
Working Paper Series
136 downloads
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?
European Financial Management, Vol. 18, Issue 2, pp. 163-182, 2012
Haim Levy ,
Enrico G. De Giorgi
and
Thorsten Hens
Hebrew University of Jerusalem - Jerusalem School of Business Administration
,
University of Saint Gallen - SEPS: Economics and Political Sciences
and
Department of Banking and Finance
Date Posted: March 17, 2012
Accepted Paper Series
Two-Stage Portfolio Optimization with Higher-Order Conditional Measures of Risk
Sitki Gulten
and
Andrzej Ruszczynski
Rutgers, The State University of New Jersey - Rutgers Business School, Newark & New Brunswick
and
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Date Posted: March 17, 2012
Last Revised: May 05, 2013
Working Paper Series
100 downloads
Empirical Policy Functions as Benchmarks for Evaluation of Dynamic Capital Structure Models
Santiago Bazdresch
University of Minnesota - Finance Department
Date Posted: March 17, 2012
Working Paper Series
27 downloads
On Uniform Conditions for the Existence of Mixed Strategy Equilibria
Pavlo Prokopovych
and
Nicholas Yannelis
Kyiv School of Economics
and
affiliation not provided to SSRN
Date Posted: March 16, 2012
Working Paper Series
18 downloads
Rare Macro Disasters in Credit and Option Markets
Du Du
and
Redouane Elkamhi
Hong Kong University of Science & Technology (HKUST)
and
University of Toronto
Date Posted: March 16, 2012
Working Paper Series
48 downloads
Stackelberg Equilibria in a Multiperiod Vertical Contracting Model with Uncertain and Price-Dependent Demand
NHH Dept. of Finance & Management Science Discussion Paper No. 2012/2
Leif Kristoffer Sandal and
Jan Uboe
Norwegian School of Economics (NHH)
and
Norwegian School of Economics (NHH) - Department of Finance and Management Science
Date Posted: March 16, 2012
Working Paper Series
25 downloads
Executive Compensation in a Changing Environment: Cautious Investors and Sticky Contracts
Thomas F. Cosimano ,
Adam L. Speight
and
Hayong Yun
University of Notre Dame - Department of Finance
,
Georgia State University - Risk Management & Insurance Department
and
University of Notre Dame
Date Posted: March 15, 2012
Working Paper Series
34 downloads
Information Trade-Offs in Dynamic Financial Markets
Efstathios Avdis
University of Pennsylvania - The Wharton School
Date Posted: March 15, 2012
Working Paper Series
36 downloads
Managing Sponsor Risk in Pension Plans: Dynamic Strategies vs Pension Assurance
Samuel J. Sender
EDHEC Risk Institute
Date Posted: March 15, 2012
Last Revised: October 23, 2012
Working Paper Series
45 downloads
Optimal Bank’s Liquidity Supply by the Central Bank: A Microeconomic Approach
Jules Tinang Nzesseu
Institut Sous-régional de Statistique et d'Economie Appliquée (ISSEA)
Date Posted: March 15, 2012
Last Revised: October 22, 2012
Working Paper Series
34 downloads
Derivative-Free Replication of a Bond Benchmark with a Fraction of the Portfolio
Iliya Markov ,
Rodrigue Oeuvray and
Nils Tuchschmid
University of Applied Sciences Western Switzerland - Geneva School of Business Administration
,
Pictet Asset Management
and
Tages Capital LLP
Date Posted: March 14, 2012
Working Paper Series
111 downloads
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