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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
Papers Received in
  Last 12 months:
68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

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  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C63
290,676 Total downloads
Showing Papers 81 - 130 of 1,416
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Incl. Electronic Paper The New South-African Volatility Index: New SAVI
Antonie Kotze , Angelo Joseph and Rudolf Oosthuizen
Financial Chaos Theory , University of South Africa - School of Business Leadership and JSE Securities Exchange
Date Posted: January 10, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper FVA, Modelling and Netting Arbitrage - Introduction
Christian Kamtchueng
Barclays Capital
Date Posted: January 09, 2013
Last Revised: April 08, 2013
Working Paper Series
55 downloads

Incl. Electronic Paper Economic Opportunity and Evolution: Beyond Bounded Rationality and Phase Space
Teppo Felin , Stuart Kauffman , Roger Koppl and Giuseppe Longo
Brigham Young University - J. Willard and Alice S. Marriott School of Management , Computational Systems Biology Group, Tampere University of Technology , Whitman School of Management and CNRS - Ecole Normale Superieure
Date Posted: January 08, 2013
Last Revised: April 02, 2013
Working Paper Series
253 downloads

Incl. Electronic Paper Analysis of Numerical Errors
FRB of St. Louis Working Paper No. 2012-062A
Adrian Peralta-Alva and Manuel Santos
Federal Reserve Bank of St. Louis and University of Miami - School of Business Administration - Department of Economics
Date Posted: January 05, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper A Longitudinal Analysis of Asset Return, Volatility and Corporate News Network
Business Intelligence Congress 3 Proceedings, December 2012, Howe School Research Paper No. 2013-4
Germán Creamer , Yong Ren and Jeffrey V. Nickerson
Stevens Institute of Technology - Wesley J. Howe School of Technology Management , Stevens Institute of Technology - Wesley J. Howe School of Technology Management and Stevens Institute of Technology - Wesley J. Howe School of Technology Management
Date Posted: January 05, 2013
Last Revised: March 19, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper Redes Neuronales Artificiales en las Ciencias Económicas (Artificial Neural Networks in the Economics Sciences)
Econografos Escuela de Economía N° 20 - Facultad de Ciencias Económicas de la Universidad Nacional de Colombia, Marzo 2012 ,
Viviana M. Oquendo
National University of Colombia
Date Posted: January 02, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper The Effect of Objective Functions on Investment and Contribution Decisions for Defined Benefit Pension Schemes
Adam Butt and Huan Zhang
Australian National University (ANU) and Australian National University (ANU)
Date Posted: January 02, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper A Memory-Based Account of the Spatial Prisoner's Dilemma
in L. Carlson, C. Holscher, & T. Shipley (Eds.), Proceedings of the 33rd Annual Conference of the Cognitive Science Society (p. 342-347 ). Austin, TX: Cognitive Science Society, 2011
Chenna Reddy Cotla
George Mason University - Department of Computational Social Science
Date Posted: January 01, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper Envelope Condition Method versus Endogenous Grid Method for Solving Dynamic Programming Problems
Lilia Maliar and Serguei Maliar
Stanford University and Stanford University
Date Posted: January 01, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Análisis del Modelo de Expectativas Parametrizadas: evidencia empírica (Analysis of Parameterized Expectations Model: Empirical Evidence)
Econografos Escuela de Economía N° 27 - Facultad de Ciencias Económicas de la Universidad Nacional de Colombia ,
José A Ordóñez
National University of Colombia
Date Posted: December 30, 2012
Working Paper Series
4 downloads

Incl. Electronic Paper Prospect Theory: An Application to European Option Pricing
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 34/WP/2012
Martina Nardon and Paolo Pianca
Ca Foscari University of Venice - Department of Economics and Ca Foscari University of Venice - Department of Economics
Date Posted: December 22, 2012
Working Paper Series
71 downloads

Incl. Electronic Paper Reinforcement Learning for Automatic Financial Trading: Introduction and Some Applications
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 33/WP/2012
Francesco Bertoluzzo and Marco Corazza
Ca' Foscari University of Venice and Ca Foscari University of Venice - Department of Economics
Date Posted: December 21, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper Firm Valuation with Bankruptcy Risk
L. Peter Jennergren
Stockholm School of Economics
Date Posted: December 21, 2012
Working Paper Series
118 downloads

Incl. Electronic Paper The Mexican Experience in How the Settlement of Large Payments is Performed in the Presence of a High Volume of Small Payments
Alexandrova-Kabadjova, B. y F. Solis. (2012). “The Mexican Experience in How the Settlement of Large Payments is Performed in the Presence of High Volume of Small Payments,” M. Hellqvist y T. Laine (eds.), Diagnostics for the Financial Markets – Computational Studies of Payment System, Bank of Finla,
Biliana Alexandrova-Kabadjova and Francisco Solis
Bank of Mexico and Bank of Mexico
Date Posted: December 20, 2012
Working Paper Series
7 downloads

Incl. Electronic Paper Black-Scholes Representation for Asian Options
Mathematical Finance, Forthcoming
Jan Vecer
Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: December 18, 2012
Accepted Paper Series
66 downloads

Incl. Electronic Paper Causes and Implications of Shifts in Financial Participation in Commodity Markets
Bassam Fattouh and Lavan Mahadeva
University of Oxford - Oxford Institute for Energy Studies and Oxford Institute for Energy Studies
Date Posted: December 17, 2012
Last Revised: March 25, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper Finding a Valid FX Covariance Matrix in the BS World
European University at St. Petersburg Department of Economics Working Paper No. EC-03/12
Maxim Bouev
European University at St.Petersburg
Date Posted: December 16, 2012
Last Revised: January 06, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Market Ecologies: The Interaction and Profitability of Technical Trading Strategies
Antony Jackson and Dan Ladley
University of Leicester - Department of Economics and University of Leicester - Department of Economics
Date Posted: December 15, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper Redistribution Effects of Energy and Climate Policy: The Electricity Market
FEEM Working Paper No. 82.2012
Lion Hirth and Falko Ueckerdt
Vattenfall Europe AG and Potsdam Institute for Climate Impact Research
Date Posted: December 10, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper ETS and Technological Innovation: A Random Matching Model
FEEM Working Paper No. 79.2012
Angelo Antoci , Simone Borghesi and Mauro Sodini
University of Sassari , University of Siena - Dept. Government, Law and Economics and Dipartimento di Statistica e Matematica Applicata all’Economia, Università di Pisa
Date Posted: December 10, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Notes on the Inflation Dynamics of the New Keynesian Phillips Curve
FRB Richmond Working Paper No. 07-04
Andreas Hornstein
Federal Reserve Bank of Richmond
Date Posted: December 09, 2012
Working Paper Series
4 downloads

Incl. Electronic Paper Consistent Instrumental Variable Estimation with Endogenous Instruments
Alvaro Montenegro
Universidad Javeriana
Date Posted: December 08, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper A Polynomial Optimization Approach to Principal-Agent Problems
Swiss Finance Institute Research Paper No. 12-35
Philipp Renner and Karl H. Schmedders
University of Zurich - Department of Business Administration (IBW) and Swiss Finance Institute
Date Posted: December 03, 2012
Last Revised: January 14, 2013
Working Paper Series
57 downloads

Incl. Electronic Paper Constrained Matchings in Bipartite Graphs
Department of Management, Università Ca' Foscari Venezia Working Paper No. 22/2012,
Andrea Borghesan , Daniela Favaretto and Francesco Mason
Ca Foscari University of Venice , Ca Foscari University of Venice - Department of Management and Ca Foscari University of Venice - Department of Management
Date Posted: December 02, 2012
Accepted Paper Series
6 downloads

Fraud Dynamics and Controls in Organizations
Accounting, Organizations and Society, Forthcoming
Jon S. Davis and Heather L. Pesch
University of Illinois at Urbana-Champaign - Department of Accountancy and University of Illinois at Urbana-Champaign - Department of Accountancy
Date Posted: November 30, 2012
Accepted Paper Series

Incl. Electronic Paper Wooing the Voters: Economic Performance and Regime Change
Technical Report No. BIRU/2011/1
Gopal K. Basak and Diganta Mukherjee
Indian Statistical Institute, Kolkata and Indian Statistical Institute, Kolkata
Date Posted: November 24, 2012
Working Paper Series
5 downloads

Incl. Electronic Paper Systemic Importance Index for Financial Institutions: A Principal Component Analysis Approach
Borradores de economia, Num. 741, 2012
Carlos León and Andres Murcia
Banco de la República (Central Bank of Colombia) and affiliation not provided to SSRN
Date Posted: November 24, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Combining Latin Hypercube Sampling with Other Variance Reduction Techniques
Natalie Packham
Frankfurt School of Finance & Management gemeinnützige GmbH
Date Posted: November 22, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper A Portfolio-Balance Approach to the Nominal Term Structure
Thomas B. King
Federal Reserve Board
Date Posted: November 21, 2012
Working Paper Series
24 downloads

Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives
Springer-Verlag, Series Lecture Notes in Statistics, 2013, Copulae in Mathematical and Quantitative Finance, Proceedings of the Workshop Held in Cracow, 10-11 July 2012, Jaworski, Piotr; Durante, Fabrizio; Härdle, Wolfgang Karl (Eds.).,
Bertrand Tavin
Université Paris 1 - Panthéon Sorbonne
Date Posted: November 16, 2012
Accepted Paper Series

Incl. Electronic Paper Portfolio Selection with Multiple Spectral Risk Constraints
Advanced Risk & Portfolio Management Paper
Carlos Abad and Garud Iyengar
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: November 15, 2012
Accepted Paper Series
118 downloads

Financial Markets Portfolio Revaluation System
Rupert Macey-Dare
St. Cross College, Oxford
Date Posted: November 14, 2012
Last Revised: November 28, 2012
Working Paper Series

Incl. Electronic Paper Development as Division of Labor: Adam Smith Meets Agent-Based Simulation
Nathanael Smith
Fresno Pacific University
Date Posted: November 11, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper Super-Replication of Financial Derivatives Via Convex Programming
Nabil Kahalé
ESCP Europe
Date Posted: November 11, 2012
Working Paper Series
82 downloads

Incl. Electronic Paper Why Might Climate Change Not Cause Conflict? An Agent-Based Computational Response
Behrooz Hassani-Mahmooei and Brett Parris
Monash University, Department of Econometrics and Business Statistics and affiliation not provided to SSRN
Date Posted: November 09, 2012
Last Revised: November 11, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper Pricing a Credit-Linked Note on a CDX Tranche
Daniel L. Chertok
Independent
Date Posted: November 09, 2012
Last Revised: November 18, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper Pricing a Callable Leveraged Constant Maturity Swap Spread Note
Daniel L. Chertok
Independent
Date Posted: November 08, 2012
Last Revised: November 18, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper Practical Yield, Price, Duration and Convexity Approximations
Daniel L. Chertok
Independent
Date Posted: November 08, 2012
Working Paper Series
38 downloads

Incl. Electronic Paper Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams
Olivier Bachem , Gabriel G. Drimus and Walter Farkas
Swiss Federal Institute of Technology Zurich - Department of Mathematics , Institute of Banking and Finance, University of Zürich and University of Zurich, Department of Banking and Finance
Date Posted: November 08, 2012
Working Paper Series
54 downloads

Incl. Electronic Paper Better Portfolios with Options
Gerda Cabej , Manfred Gilli and Enrico Schumann
University of Geneva , University of Geneva - Department of Economics and VIP Value Investment Professionals AG
Date Posted: November 08, 2012
Last Revised: November 12, 2012
Working Paper Series
201 downloads

Incl. Electronic Paper Extracting Information on Implied Volatilities and Discrete Dividends from American Option Prices
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 25
Martina Nardon and Paolo Pianca
Ca Foscari University of Venice - Department of Economics and Ca Foscari University of Venice - Department of Economics
Date Posted: November 06, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper Citizenship and Power in an Agent-Based Model of Tax Compliance with Public Expenditure
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 24
Paolo Pellizzari and Dino Rizzi
Ca Foscari University of Venice - Department of Economics and Ca Foscari University of Venice - Department of Economics
Date Posted: November 06, 2012
Accepted Paper Series
26 downloads

Incl. Electronic Paper Online Local Volatility Calibration by Convex Regularization with Morozov's Principle and Convergence Rates
Vinicius Viana Luiz Albani and Jorge P. Zubelli
Instituto de Matematica Pura e Aplicada (IMPA) and Instituto de Matematica Pura e Aplicada (IMPA)
Date Posted: November 03, 2012
Last Revised: November 12, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Generalised Arbitrage-Free SVI Volatility Surfaces
Gaoyue Guo , Antoine Jacquier , Claude Martini and Leo Neufcourt
Ecole Polytechnique, Paris , Imperial College London - Department of Mathematics , Zeliade Systems and Ecole Polytechnique, Paris
Date Posted: October 27, 2012
Last Revised: November 26, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper TARP
New Palgrave Dictionary of Economics Online, Forthcoming
Linus Wilson
University of Louisiana at Lafayette - College of Business Administration
Date Posted: October 20, 2012
Accepted Paper Series
80 downloads

Incl. Electronic Paper Household Search or Individual Search: Does it Matter? Evidence from Lifetime Inequality Estimates
IZA Discussion Paper No. 6908
Luca Flabbi and James Mabli
RES - Inter-American Development Bank and affiliation not provided to SSRN
Date Posted: October 20, 2012
Working Paper Series
3 downloads

Incl. Electronic Paper An Agent-Based Decentralized Matching Macroeconomic Model
Luca Riccetti , Alberto Russo and Mauro Gallegati
Università Politecnica delle Marche - Faculty of Economics , Università Politecnica delle Marche, Ancona - Department of Economics and Università Politecnica delle Marche - Faculty of Economics
Date Posted: October 20, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Bubbles, Crashes and Efficiency with Double Auction Mechanisms
Jinpeng Ma and Qiongling Li
Rutgers University-Camden and affiliation not provided to SSRN
Date Posted: October 18, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper Absorptive Capacity and Innovation: When Is It Better to Cooperate?
Jena Economic Research Papers 2012-056
Abiodun A. Egbetokun and Ivan Savin
DFG Research Training Program "The Economics of Innovative Change", Friedrich Schiller University and the Max Planck Institute of Economics and DFG Research Training Program "The Economics of Innovative Change", Friedrich Schiller University and the Max Planck Institute of Economics
Date Posted: October 16, 2012
Accepted Paper Series
38 downloads

Incl. Electronic Paper Lasso-Type and Heuristic Strategies in Model Selection and Forecasting
Jena Economic Research Papers 2012-055
Ivan Savin and Peter Winker
DFG Research Training Program "The Economics of Innovative Change", Friedrich Schiller University and the Max Planck Institute of Economics and University of Giessen - Department of Economics
Date Posted: October 15, 2012
Accepted Paper Series
14 downloads


 

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