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Abstracts: 618,562
Full Text Papers: 515,015
Authors: 285,782
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Last 30 days: 813,168

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SSRN eLibrary Search Results
JEL Code: C63
391,777 Total downloads
Showing Papers 801 - 850 of 1,943
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Incl. Electronic Paper Classification Models Via Tabu Search: An Application to Early Stage Venture Classification
Samir Elhedhli , Canan Akdemir and Thomas B. Astebro
University of Waterloo - Department of Management Sciences , University of Waterloo - Department of Management Sciences and HEC Paris (Groupe HEC) - Strategy & Business Policy
Date Posted: July 29, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Risk Analysis Probability of Default: A Stochastic Simulation Model
The Journal of Credit Risk Volume 10, Number 3 (September 2014)
Giuseppe Montesi and Giovanni Papiro
School of Economics and Management - University of Siena and Banca Monte Del Paschi de Siena (MPS)
Date Posted: July 28, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper A Computational Spectral Approach to Interest Rate Models
Luca di Persio , Gregorio Pellegrini and Michele Bonollo
University of Verona - Department of Computer Science , University of Verona - Department of Computer Science and Iason Ltd
Date Posted: July 27, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper A Simulation-Based Methodology for Evaluating Hedge Fund Investments
Marat Molyboga and Christophe L'Ahelec
Efficient Capital Management, LLC and Ontario Teachers' Pension Plan (OTPP)
Date Posted: July 26, 2015
Working Paper Series
316 downloads

Incl. Electronic Paper Fast Option Pricing Using Non Uniform Discrete Fourier Transform on Gaussian Discretization Grids
Marcello Minenna and Paolo Verzella
Bocconi University and The Italian Securities and Exchange Commission (CONSOB)
Date Posted: July 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Block Rearranging Elements within Matrix Columns to Minimize the Variability of the Row Sums
Kris Boudt , Steven Vanduffel and Kristof Verbeken
Free University of Brussels (VUB) , Vrije Universiteit Brussel (VUB) and Free University of Brussels (VUB)
Date Posted: July 24, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper TENET: Tail-Event Driven NETwork Risk
Wolfgang K. Härdle , Weining Wang and Lining Yu
Humboldt University of Berlin - Institute for Statistics and Econometrics , Humboldt University of Berlin and Humboldt University of Berlin
Date Posted: July 24, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Simple Forecasting Heuristics that Make Us Smart: Evidence from Different Market Experiments
Mikhail Anufriev , Cars H. Hommes and Tomasz Makarewicz
University of Technology, Sydney , University of Amsterdam - Amsterdam School of Economics (ASE) and University of Amsterdam - Amsterdam School of Economics (ASE)
Date Posted: July 24, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Pricing Vanilla Options with Cash Dividends
Timothy Klassen
PFT Analytics
Date Posted: July 23, 2015
Working Paper Series
63 downloads

Incl. Electronic Paper Accounting for Tax Evasion Profiles and Tax Expenditures in Microsimulation Modelling. The BETAMOD Model for Personal Income Taxes in Italy
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 24/WP/2015
Andrea Albarea , Michele Bernasconi , Cinzia Di Novi , Anna Marenzi , Dino Rizzi and Francesca Zantomio
Ca Foscari University of Venice, Department of Economics, Students , Università Ca' Foscari, Venezia - Department of Economics and SSE , Ca Foscari University of Venice , Ca' Foscari University of Venice, Department of Economics , Ca Foscari University of Venice - Department of Economics and Ca Foscari University of Venice
Date Posted: July 21, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Multiphase Transformation in the Legal Text-to-Program Approach
Liber amicorum Guido Tsuno, F. Sturm, P. Thomas, J. Otto, H. Mori (eds.), pp. 57–70. Vico, Frankfurt/Main. ISBN 978-3-86303-420-7,
Vytautas Cyras and Friedrich Lachmayer
Vilnius University and University of Innsbruck
Date Posted: July 21, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Algoritm De Proiecţie Paralel Pentru Rezolvarea Sistemelor Economice (Parallel Projection Algorithm for Solving Economics Systems)
Impactul Transformarilor Socio-Economice si Tehnologice la Nivel National, European si Mondial; Nr.2/2015, Vol. 2
Cristina Popirlan
Romanian Academy - Institute for World Economy
Date Posted: July 18, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Crowdfunding as a Social Movement: The Determinants of Success in Kickstarter Campaigns
Emily Nicole Robertson and Rossitza B. Wooster
Portland State University - Department of Economics and Portland State University
Date Posted: July 16, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper A Sharp Approximation for ATM-Forward Option Prices and Implied Volatilites
Dan Stefanica and Rados Radoicic
Baruch College, City University of New York and Baruch College, City University of New York
Date Posted: July 15, 2015
Working Paper Series
76 downloads

Incl. Electronic Paper Inequality, Mobility and the Financial Accumulation Process: A Computational Economic Analysis
2nd International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND), Paris, 4-5 June 2015,
Yuri Biondi and Simone Righi
French National Center for Scientific Research (CNRS) and MTA TK Lendület Research Center for Educational and Network Studies (RECENS), Hungarian Academy of Sciences
Date Posted: July 10, 2015
Last Revised: July 18, 2015
Working Paper Series
20 downloads

Effects of Research Policy in Biotechnology: An Empirical Agent-Based Model of Knowledge Generation
Manfred F. Paier , Martina Duenser , Thomas Scherngell and Simon Martin
AIT Austrian Institute of Technology GmbH , AIT Austrian Institute of Technology GmbH , AIT - Austrian Institute of Technology and University of Vienna
Date Posted: July 10, 2015
Working Paper Series

Incl. Electronic Paper Switching to Non-Affine Stochastic Volatility: A Closed-Form Expansion for the Inverse Gamma Model
Nicolas Langrené , Geoffrey Lee and Zili Zhu
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) , Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Date Posted: July 10, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price
Management Science, Vol. 40, December 1994
Mike Curran
Bank of Montreal
Date Posted: July 08, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market
Multinational Finance Journal, Vol. 5, No. 1, p. 35-58, 2001
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: July 08, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Exponential-Affine Approximations of Macro-Finance Models with Nonlinear Habits
Pierlauro Lopez , David Lopez-Salido and Francisco Vazquez-Grande
Banque de France , Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: July 05, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation
Swiss Finance Institute Research Paper No. 15-23
Jakub Rojcek and Alexandre Ziegler
University of Zurich, Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: July 01, 2015
Last Revised: July 23, 2015
Working Paper Series
57 downloads

Incl. Electronic Paper The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
Multinational Finance Journal, Vol. 10, No. 3/4, p. 153-177, 2006
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: June 30, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Itchy Feet vs Cool Heads: Flow of Funds in an Agent-Based Financial Market
Jan Palczewski , Klaus Reiner Schenk-Hoppé and Tongya Wang
University of Leeds - School of Mathematics , University of Manchester - Department of Economics and University of Leeds - Centre for Advanced Studies in Finance
Date Posted: June 30, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Major Defects of the Market Economy
Egmont Kakarot-Handtke
University of Stuttgart - Institute of Economics and Law
Date Posted: June 30, 2015
Working Paper Series
41 downloads

Incl. Electronic Paper Decomposing Bivariate Dominance for Social Welfare Comparisons
Discussion Papers on Business and Economics, University of Southern Denmark, 12/2015
Tina Gottschalk , Troels Martin Range , Peter Sudhölter and Lars Peter Østerdal
University of Southern Denmark , University of Southern Denmark - Department of Business and Economics , University of Southern Denmark - Department of Business and Economics and University of Southern Denmark, Department of Business and Economics
Date Posted: June 30, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Heterogeneous Basket Options Pricing Using Analytical Approximations
Multinational Finance Journal, Vol. 15, No. 1/2, p. 47-85, 2011
Georges Dionne , Geneviève Gauthier , Nadia Ouertani and Nabil Tahani
HEC Montreal - Department of Finance , HEC Montreal - Department of Management Sciences , IESEG School of Management and York University - Atkinson School of Administrative Studies
Date Posted: June 25, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper Efficient Numerical Fourier Methods for Coupled Forward-Backward SDEs
Thomas P. Huijskens , Marjon Ruijter and Cornelis W. Oosterlee
University of Oxford , Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: June 25, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Shifting Taxes from Labor to Consumption: More Employment and More Inequality
ZEW - Centre for European Economic Research Discussion Paper No. 15-042
Nico Pestel and Eric Sommer
Institute for the Study of Labor (IZA) and University of Cologne
Date Posted: June 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Complexity of Coordination
Vipin P. Veetil and Davoud Taghawi-Nejad
George Mason University - Department of Economics and University of Sao Paulo (USP)
Date Posted: June 25, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Advancing the Universality of Quadrature Methods to Any Underlying Process for Option Pricing
Journal of Financial Economics (JFE), Vol. 114, No. 3, 2014
Ding Chen , Hannu Hannu Härkönen and David Newton
Nottingham University Business School , Nottingham University Business School and Nottingham University Business School (NUBS)
Date Posted: June 24, 2015
Accepted Paper Series
20 downloads

Incl. Fee Electronic Paper Stochastic Volatility Models for the Brent Oil Futures Market: Forecasting and Extracting Conditional Moments
OPEC Energy Review, Vol. 39, Issue 2, pp. 184-221, 2015
Per Bjarte Solibakke
Høgskolen i Molde
Date Posted: June 24, 2015
Accepted Paper Series

Incl. Electronic Paper It's a Small World after All: Using Social Network Analysis to Investigate Systemic Risk in the Australian Superannuation Sector
Centre for Law, Markets and Regulation (CLMR) Research Paper Working Paper No. 1541
Rob Nicholls , M. Scott Donald and Kevin Liu
Swinburne University of Technology , University of New South Wales (UNSW) and University of New South Wales (UNSW), Australian School of Business - School of Risk & Actuarial Studies,
Date Posted: June 24, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Computing the Cross-Sectional Distribution to Approximate Stationary Markov Equilibria with Heterogeneous Agents and Incomplete Markets
Elisabeth Pröhl
University of Geneva and Swiss Finance Institute
Date Posted: June 21, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Seasonal Stochastic Volatility and Correlation Together with the Samuelson Effect in Commodity Futures Markets
Lorenz Schneider and Bertrand Tavin
EMLYON Business School and EMLYON Business School
Date Posted: June 20, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Stabilization Policies and Long Term Growth: Policy Implications from an Agent-Based Macroeconomic Model
Bielefeld Working Papers in Economics and Management No. 06-2015
Philipp Harting
Faculty of Business Administration and Economics
Date Posted: June 19, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Q-Learning and SARSA: A Comparison between Two Intelligent Stochastic Control Approaches for Financial Trading
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. No. 15/WP/2015
Marco Corazza and Andrea Sangalli
Ca Foscari University of Venice - Department of Economics and Independent
Date Posted: June 17, 2015
Working Paper Series
41 downloads

Incl. Electronic Paper Globalized Robust Optimization for Nonlinear Uncertain Inequalities
CentER Discussion Paper Series No. 2015-031
Aharon Ben-Tal , R.C.M. Brekelmans , Dick den Hertog and Jean-Philippe Vial
Technion-Israel Institute of Technology , Tilburg University - Center and Faculty of Economics and Business Administration , Tilburg University - Department of Econometrics & Operations Research and University of Geneva
Date Posted: June 16, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Analytical Formula for the Distribution Function of the Variance Gamma Process and its Application to Option Pricing
Roman V. Ivanov
Russian Academy of Sciences (RAS)
Date Posted: June 12, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Defuse the Bomb: Rewiring Interbank Networks
LEM Papers Series 2015/16
Matteo Chinazzi , Stefano Pegoraro and Giorgio Fagiolo
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) , University of Chicago and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Date Posted: June 11, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Bubbles, Crashes and the Financial Cycle: Insights from a Stock-Flow Consistent Agent-Based Macroeconomic Model
Bielefeld Working Papers in Economics and Management No. 01.2015
Sander van der Hoog and Herbert Dawid
Bielefeld University and Bielefeld University - Department of Business Administration and Economics
Date Posted: June 10, 2015
Last Revised: June 23, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper CVaR Bounds with Partial Dependence Information
Alexandru V. Asimit and Yuriy Zinchenko
Cass Business School and University of Calgary - Department of Mathematics and Statistics
Date Posted: June 08, 2015
Working Paper Series
21 downloads

A Fast Algorithm to Combine Binomial Option Pricing Framework with Stochastic Volatility Forecasts from a T-GARCH Model for Valuation of Path Dependent Options: A Path Integral Approach
Pavan Gadiraju
Independent
Date Posted: June 07, 2015
Working Paper Series

Incl. Fee Electronic Paper The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending
Journal of Time Series Analysis, Vol. 36, Issue 4, pp. 562-586, 2015
Marcus J. Chambers
University of Essex - Department of Economics
Date Posted: June 03, 2015
Accepted Paper Series

Incl. Electronic Paper An Interior-Point Path-Following Method for Computing a Perfect Stationary Point of a Polynomial Mapping on a Polytope
CentER Discussion Paper Series No. 2015-019
Chuangyin Dang , xiaoxuan meng and Dolf Talman
City University of Hong Kong (CityUHK) , City University of Hong Kong (CityUHK) and Tilburg University - Department of Econometrics & Operations Research
Date Posted: June 02, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Can Social Media and the Options Market Predict the Stock Market Behavior?
Patrick Houlihan and Germán Creamer, “Can social media and the options market predict the stock market behavior?” in Proceedings of the 21st International Conference on Computing in Economics and Finance, Taipei, June 2015, Forthcoming,
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology - Wesley J. Howe School of Technology Management
Date Posted: May 29, 2015
Working Paper Series
61 downloads

Incl. Electronic Paper The Monte Carlo First-Come-First-Served Heuristic for Network Revenue Management
Nicolas Houy and Francois Le Grand
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE) and EMLYON Business School
Date Posted: May 28, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper An Attitude of Complexity: Thirteen Essays on the Nature and Construction of Reality Under the Challenge of Zeno's Paradox
Scott A. Albers
University of Missouri School of LawAttorney-at-Law
Date Posted: May 28, 2015
Working Paper Series
42 downloads

Incl. Electronic Paper Fast and Accurate Exercise Policies for Bermudan Swaptions in Libor Market Model
Patrik Karlsson , Shashi Jain and Cornelis W. Oosterlee
Lund University , Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: May 27, 2015
Last Revised: June 01, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Worst-Case Approach to Strategic Optimal Portfolio Selection Under Transaction Costs and Trading Limits
Higher School of Economics Research Paper No. WP BRP 45/FE/2015
Nikolay A Andreev
National Research University Higher School of Economics
Date Posted: May 20, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Continuous Opinion Dynamics Under Bounded Confidence on a Complete Network
Matjaz Steinbacher and Mitja Steinbacher
Kiel Institute for the World Economy and Fakulteta za poslovne vede
Date Posted: May 18, 2015
Working Paper Series
11 downloads


 

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