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JEL Code: C6
847,916 Total downloads
Showing Papers 851 - 900 of 5,190
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Efficient Rank Reduction of Correlation Matrices
ERIM Report Series Reference No. ERS-2005-009-F&A
Igor Grubisic
and
Raoul Pietersz
University of Utrecht - Faculty of Mathematics and Computer Science
and
Erasmus Research Institute of Management (ERIM)
Date Posted: March 29, 2006
Working Paper Series
240 downloads
Options on Realized Variance in Log-OU models
Applied Mathematical Finance, 19(5), 477-494, (2012)
Gabriel G. Drimus
Institute of Banking and Finance, University of Zürich
Date Posted: March 15, 2010
Last Revised: November 07, 2012
Accepted Paper Series
240 downloads
Computational Issues in the Sequential Probit Model: A Monte Carlo Study
Patrick Waelbroeck
Telecom ParisTech
Date Posted: June 07, 2004
Working Paper Series
239 downloads
Dynamic Scheduling of Handling Equipment at Automated Container Terminals
ERIM Report Series Reference No. ERS-2001-69-LIS
Patrick J. M. Meersmans
and
Albert P. M. Wagelmans
Erasmus University Rotterdam (EUR) - Department of Econometrics
and
Erasmus University Rotterdam (EUR) - Erasmus Center for Optimization in Public Transport (ECOPT)
Date Posted: February 20, 2003
Working Paper Series
239 downloads
Effective Factor Management with Analytical Precision
Wing Cheung and
Mayank Mishra
affiliation not provided to SSRN
and
Nomura
Date Posted: September 15, 2010
Last Revised: April 25, 2012
Working Paper Series
239 downloads
Optimal Pricing and Advertising Policies for Web Services
Proceedings of the 14th Annual Workshop On Information Technologies and Systems (WITS), December 2004, Washington D.C., USA, pp. 104-109.
Subodha Kumar
,
Yung-Ming Li
and
Suresh Sethi
Mays Business School, Texas A&M University
,
University of Washington - Michael G. Foster School of Business
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: February 22, 2006
Last Revised: October 18, 2011
Working Paper Series
239 downloads
Structural Effects of a Real Exchange Rate Revaluation in China: A CGE Assessment
Dirk Willenbockel
University of Sussex - Institute of Development Studies
Date Posted: November 26, 2006
Working Paper Series
239 downloads
The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note
IIIS Discussion Paper No. 55
Edel Tully
and
Brian M. Lucey
University of Dublin - School of Business Studies
and
Trinity College, Dublin - School of Business
Date Posted: June 09, 2005
Working Paper Series
239 downloads
Latin Hypercube Sampling with Dependence and Applications in Finance
Natalie Packham
and
Wolfgang M. Schmidt
Frankfurt School of Finance & Management gemeinnützige GmbH
and
Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: September 18, 2008
Last Revised: April 02, 2009
Working Paper Series
238 downloads
Survival and Evolutionary Stability of the Kelly Rule
Swiss Finance Institute Research Paper No. 09-32
Igor V. Evstigneev ,
Thorsten Hens and
Klaus Reiner Schenk-Hoppé
University of Manchester - Economics, School of Social Sciences
,
University of Zurich - Department of Banking and Finance
and
University of Leeds - Leeds University Business School
Date Posted: September 07, 2009
Working Paper Series
238 downloads
Weakly Inefficient Markets: Stability of High-Frequency Trading Strategies
Tribute to Y.B. Levinson issue. Lithuanian Journal of Physics, Vol. 52, No. 2, pp 102-114 (2012)
Sergei Esipov
Quant Isle Ltd.
Date Posted: September 02, 2010
Last Revised: June 25, 2012
Accepted Paper Series
238 downloads
China's New Labour Contract Law: No Harm to Employment?
BOFIT Discussion Paper No. 29/2008
Michael Funke and
Yu-Fu Chen
University of Hamburg - Department of Economics and Business Administration
and
University of Dundee - Department of Economic Studies
Date Posted: January 08, 2009
Working Paper Series
237 downloads
Completing CVA and Liquidity: Firm-Level Positions and Collateralized Trades
Chris Kenyon
Lloyds Banking Group - Wholesale Banking & Markets
Date Posted: September 17, 2010
Working Paper Series
237 downloads
Dynamic CDO Term Structure Modelling
Mathematical Finance, Forthcoming
Damir Filipovic ,
Ludger Overbeck
and
Thorsten Schmidt
Ecole Polytechnique Fédérale de Lausanne
,
University of Giessen
and
Chemnitz University of Technology
Date Posted: July 09, 2009
Accepted Paper Series
237 downloads
Estimating Discrete-Choice Games of Incomplete Information: A Simple Static Example
Che-Lin Su
University of Chicago Booth School of Business
Date Posted: February 04, 2012
Last Revised: October 25, 2012
Working Paper Series
237 downloads
Even' Star Organic Farm
AAA 2008 MAS Meeting Paper
Alfred J. Nanni Jr. ,
Dessislava Pachamanova and
Julia Shanks
Babson College
,
Babson College
and
Sebastians Interactive Kitchen
Date Posted: July 30, 2007
Working Paper Series
237 downloads
Leaves and Cigarettes: Modelling the Tobacco Industry
Fabrizio Ferretti
,
Filippo Arfini
and
Konstadinos Mattas
University of Modena and Reggio Emilia - Department of Social Sciences
,
University of Parma
and
Aristotle University of Thessaloniki
Date Posted: January 24, 2007
Working Paper Series
237 downloads
Optimal Equity Infusions in Interbank Networks
Hamed Amini ,
Andreea Minca
and
Agnes Sulem
Ecole Polytechnique Fédérale de Lausanne
,
Cornell University
and
French National Institute for Research in Computer Science and Control (INRIA)
Date Posted: August 13, 2012
Last Revised: February 13, 2013
Working Paper Series
237 downloads
The Effects of the 2000-2001 Financial Crisis to the Total Factor Productivity and Efficiency of Turkish Non-Bank Financial Sector
Journal of Academic Studies, Vol. 7, No. 28, February 2006
Eyup Basti
Fatih University
Date Posted: December 07, 2007
Accepted Paper Series
237 downloads
A Note on the Pricing Accuracy of the Whaley American Futures Options Pricing Model
Daniel L. Lee
Consultant
Date Posted: April 23, 1998
Working Paper Series
236 downloads
An Uncertain Volatility Explanation for Delayed Calls of Convertible Bonds
ISMA Centre Discussion Papers in Finance Paper No. 2004-08
Ali Bora Yigitbasioglu and
Carol Alexander
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: June 22, 2004
Working Paper Series
236 downloads
Inventory-Routing Model, for a Multi-Period Problem with Stochastic and Deterministic Demand
UPF Economics and Business Working Paper No. 725
Helena Ramalhinho Dias Lourenço and
Rita Ribeiro
Universitat Pompeu
and
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: July 12, 2004
Working Paper Series
236 downloads
Longevity Risk Aversion and Tax-Efficient Withdrawals
Huang Huaxiong
and
Moshe A. Milevsky
York University
and
York University - Schulich School of Business
Date Posted: November 19, 2011
Working Paper Series
236 downloads
Pricing CO2 Permits Using Approximation Approaches
Georg Gruell
and
Ruediger Kiesel
University of Duisburg-Essen
and
University of Duisburg-Essen - Faculty of Economic Science
Date Posted: December 23, 2009
Working Paper Series
236 downloads
Probability Tree Algorithm for General Diffusion Processes
Colleen Chen ,
Radu Paul Mondescu ,
David Muzzall and
Marco Renedo
DRW Trading Group
,
DRW Trading Group
,
DRW Trading Group
and
Bank of America - Quantitative Research
Date Posted: March 13, 2001
Working Paper Series
236 downloads
Testing a Jump-Diffusion Stochastic Interest Rates Model in Currency Options Markets
Advances in Futures and Options Research, Vol. 11, 2001, Journal of Risk, Forthcoming
Ako Doffou and
Jimmy E. Hilliard
The Institute of International Studies
and
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Date Posted: December 04, 2007
Accepted Paper Series
236 downloads
New Efficient Versions of Fourier Transform Method in Applications to Option Pricing
Svetlana Boyarchenko and
Sergei Levendorskii
University of Texas at Austin - Department of Economics
and
University of Leicester - Department of Mathematics
Date Posted: May 24, 2011
Last Revised: June 06, 2011
Working Paper Series
235 downloads
A New Dantzig-Wolfe Reformulation and Branch-and-Price Algorithm for the Capacitated Lot Sizing Problem with Set Up Times
ERIM Report Series Reference No. ERS-2003-010-LIS
Zeger Degraeve
and
Raf Jans
London Business School
and
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: May 27, 2003
Working Paper Series
234 downloads
An Economic Model of Work-related Stress
Alfred Greiner
Bielefeld University - Department of Business Administration and Economics
Date Posted: April 25, 2005
Working Paper Series
234 downloads
Learning Options and Binomial Trees
Graeme Guthrie
Victoria University of Wellington - School of Economics & Finance
Date Posted: February 15, 2009
Last Revised: April 07, 2010
Working Paper Series
234 downloads
On the Time Variation of the Market Risk Premium
U. of Warwick Business School (FORC) Working Paper No. 2001/117
Stewart D. Hodges and
Chien-Hui Liao
University of Warwick - Financial Options Research Centre (FORC)
and
University of Manchester - Division of Accounting and Finance
Date Posted: August 02, 2001
Working Paper Series
234 downloads
A Strategic Analysis of Information Sharing Among Cyber Attackers
Anindya Ghose
and
Kjell Hausken
New York University - Leonard N. Stern School of Business
and
Stavanger University College
Date Posted: September 14, 2006
Working Paper Series
233 downloads
Coordination of Supply Chains with Risk-Averse Agents
Production & Operations Management, Vol. 13, No. 2, pp. 135-149, 2004
Xianghua Gan ,
Suresh Sethi
and
Houmin Yan
Hong Kong Polytechnic University - Department of Logistics
,
University of Texas at Dallas - Naveen Jindal School of Management
and
Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Date Posted: February 11, 2008
Last Revised: March 31, 2008
Accepted Paper Series
233 downloads
Optimal Just-in-Time Schedules for Flexible Transfer Lines
International Journal of Flexible Manufacturing Systems, Vol. 6, No. 2, pp. 137-154, April 1994
Wieslaw Kubiak
and
Suresh Sethi
affiliation not provided to SSRN
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: May 12, 2008
Last Revised: April 03, 2009
Working Paper Series
233 downloads
Partial Derivative Approach for Option Pricing in a Simple Stochastic Volatility Model
Miquel Montero
University of Barcelona - Department de Física Fonamental
Date Posted: October 18, 2003
Working Paper Series
233 downloads
Representation Theory for Risk on Markowitz-Tversky-Kahneman Topology
Date Posted: June 11, 2012
Last Revised: June 12, 2012
Working Paper Series
233 downloads
Scaling and Multi-scaling in Financial Markets
Giulia Iori
City University London - Department of Economics
Date Posted: August 21, 2000
Working Paper Series
233 downloads
Credit Risk in a Network Economy
FAME Working Paper No. 106
Henri O. Schellhorn
and
Didier Cossin
affiliation not provided to SSRN
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: June 28, 2004
Working Paper Series
232 downloads
Screens for the Detection of Manipulative Intent
Shaun D. Ledgerwood
The Brattle Group
Date Posted: December 20, 2010
Last Revised: July 24, 2011
Working Paper Series
232 downloads
Applications of Neural Network Radial Basis Function in Economics and Financial Time Series
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: August 28, 2010
Working Paper Series
231 downloads
NLINLS: A Differential Evolution Based Nonlinear Least Squares Fortran 77 Program
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: September 18, 2007
Last Revised: August 24, 2010
Working Paper Series
231 downloads
Share Price Formation, Market Exuberance and Accounting Design
Banque de France Foundation Research Seminar, November 23, 2010
Yuri Biondi and
Pierpaolo Giannoccolo
French National Center for Scientific Research (CNRS)
and
University of Bologna
Date Posted: October 11, 2010
Last Revised: June 06, 2013
Working Paper Series
231 downloads
What We Owe Our Children, They Their Children, and...
Cowles Foundation Discussion Paper No. 1326
John E. Roemer and
Roberto Veneziani
Yale University - Department of Political Science
and
University of London, Queen Mary - Department of Economics
Date Posted: April 19, 2000
Working Paper Series
231 downloads
Optimal Investment Policy with Fixed Adjustment Costs and Complete Irreversibility
Nicolas Roys
University of Wisconsin - Madison - Department of Economics
Date Posted: May 30, 2007
Last Revised: August 10, 2010
Working Paper Series
230 downloads
The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines
University of Technology Sydney Research Paper No. 219
Carl Chiarella
,
Boda Kang
,
Gunter H. Meyer
and
Andrew Ziogas
University of Technology, Sydney - UTS Business School, Finance Discipline Group
,
University of Technology, Sydney (UTS)
,
Georgia Institute of Technology - Mathematics
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: May 12, 2008
Working Paper Series
230 downloads
Trade Integration with Europe and Labor Reallocation in the Southern Mediterranean Countries: The Case of Egypt
Sebastien Dessus and
Akiko Suwa-Eisenmann
World Bank - West Bank and Gaza Resident Mission
and
L'Ecole Normale Superieure - INRA-LEA, DELTA
Date Posted: February 25, 1999
Working Paper Series
230 downloads
Generalized Deviations in Risk Analysis
University of Florida Department of Industrial and Systems Engineering Working Paper No. 2004-4
R. Tyrrell Rockafellar
,
Stanislav P. Uryasev and
Michael Zabarankin
University of Washington - Department of Mathmatics
,
University of Florida
and
Stevens Institute of Technology - Department of Mathematical Sciences
Date Posted: September 10, 2004
Working Paper Series
229 downloads
Kelly Criterion for Multivariate Portfolios: A Model-Free Approach
Vasily Nekrasov
University of Duisburg-Essen - Department of Economics
Date Posted: May 02, 2013
Last Revised: May 31, 2013
Working Paper Series
229 downloads
Perpetual American Options in Regime-Switching Models
Svetlana Boyarchenko and
Sergei Levendorskii
University of Texas at Austin - Department of Economics
and
University of Leicester - Department of Mathematics
Date Posted: September 06, 2006
Working Paper Series
229 downloads
Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty
Office of Financial Research Working Paper No. 0005
Mark D. Flood and
George Korenko
Independent
and
U.S. Federal Housing Finance Agency
Date Posted: September 04, 2008
Last Revised: February 12, 2013
Working Paper Series
229 downloads
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