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Abstracts: 669,833
Full Text Papers: 560,725
Authors: 308,766
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66,491

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Last 12 months: 12,890,428
Last 30 days: 1,478,114

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SSRN eLibrary Search Results
JEL Code: C15
509,041 Total downloads
Showing Papers 901 - 950 of 2,241
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Incl. Electronic Paper T-Test with Likert Scale Variables
Pedro Cosme Vieira
Universidade do Porto - Faculdade de Economia (FEP)
Date Posted: April 26, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Seeing in the Dark: A Machine-Learning Approach to Nowcasting in Lebanon
IMF Working Paper No. 16/56
Andrew Tiffin
International Monetary Fund (IMF)
Date Posted: April 26, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Sequential Monte Carlo Sampling for State Space Models
Mario V. Wuthrich
RiskLab, ETH Zurich
Date Posted: April 25, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper The Information Hidden in Derivatives Markets
Peregrine Securities, 2016
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 25, 2016
Last Revised: April 28, 2016
Working Paper Series
67 downloads

Incl. Electronic Paper In Search of the Perfect Hedge Underlying
Peregrine Securities, 2015
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 23, 2016
Last Revised: April 28, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Currency Hedge Design: Accounting for Uncertain Correlation and Volatility
Peregrine Securities, 2015
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 23, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Trends in the South African Hedging Space Part II: Measuring Risk and Finding Return
Peregrine Securities 2013
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Full-Scale Optimization: A Flexible Framework for Hedge Design
Peregrine Securities, 2014
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Single Stock and Custom Basket Options in Fund Management
Peregrine Securities, 2014
Anthony J. Seymour , Emlyn James Flint and Florence Chikurunhe
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Currency Options for Fund Managers
Peregrine Securities, 2016
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper A Novel Monte Carlo Approach to Hybrid Local Volatility Models
Anthonie Willem van der Stoep , Lech A. Grzelak and Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI) , Delft University of Technology and Center for Mathematics and Computer Science (CWI)
Date Posted: April 21, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Hedge Design: A Systematic Approach
Pelegrine Securities, 2012
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 21, 2016
Working Paper Series
47 downloads

Incl. Electronic Paper (Un)Modelling the Volatility Surface: Valuing South African Volatility Surfaces Via Risk-Neutral Historic Return Distributions
Peregrine Securities, 2012
Emlyn James Flint , Florence Chikurunhe and Anthony J. Seymour
Peregrine Securities , Peregrine Securities and University of Cape Town (UCT)
Date Posted: April 21, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Reduction of Interim Risk Through Options: An Analysis of Maximum Drawdown
Peregrine Securities, 2012
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 21, 2016
Last Revised: April 28, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Policy Options for Meeting the Millennium Development Goals in Brazil: Can Micro-Simulations Help?
World Bank Policy Research Working Paper No. 2975
Francisco H. G. Ferreira and Phillippe G. Leite
World Bank - Development Research Group (DECRG) and World Bank - Research Department
Date Posted: April 20, 2016
Working Paper Series
73 downloads

Incl. Electronic Paper Poverty Alleviation through Geographic Targeting: How Much Does Disaggregation Help?
World Bank Policy Research Working Paper No. 3419
Chris Elbers , Tomoki Fujii , Peter F. Lanjouw , Berk Ozler and Wesley Yin
VU University Amsterdam - Faculty of Economics and Business Administration , Singapore Management University - School of Economics , World Bank - Development Research Group (DECRG) , World Bank - Development Economics Research Group (DECRG) and University of Chicago - Irving B. Harris Graduate School of Public Policy Studies
Date Posted: April 20, 2016
Working Paper Series
100 downloads

Incl. Electronic Paper Explicit Diversification Beneift for Dependent Risks
SCOR papers, No. 38, 2016
Michel M. Dacorogna , Laila Elbahtouri and Marie Kratz
SCOR Switzerland , SCOR and ESSEC Business School
Date Posted: April 18, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper On an Efficient Multiple Time-Step Monte Carlo Simulation of the SABR Model
Alvaro Leitao Rodriguez , Lech A. Grzelak and Cornelis W. Oosterlee
Delft University of Technology - Delft Institute of Applied Mathematics (DIAM) , Delft University of Technology and Center for Mathematics and Computer Science (CWI)
Date Posted: April 17, 2016
Last Revised: April 23, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Quantum Theory of Securities Price Formation in Financial Markets
Jack Sarkissian
Algostox Trading
Date Posted: April 17, 2016
Last Revised: April 27, 2016
Working Paper Series
61 downloads

Incl. Electronic Paper On the Robustness of the Fat-Tailed Distribution of Firm Growth Rates: A Global Sensitivity Analysis
Giovanni Dosi , Marcelo C Pereira and Maria Enrica Virgillito
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) , University of Campinas and Scuola Superiore Sant'Anna di Pisa
Date Posted: April 15, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models
Daniel Buncic
University of St. Gallen
Date Posted: April 13, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Probability of Default Uncertainty in the Vasicek Credit Risk Framework
Rubén García-Céspedes and Manuel Moreno
BBVA and
Date Posted: April 11, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper An Approximate Multi-Period Vasicek Credit Risk Model
Rubén García-Céspedes and Manuel Moreno
BBVA and
Date Posted: April 11, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Random LGD Adjustments in the Vasicek Credit Risk Model
Rubén García-Céspedes and Manuel Moreno
BBVA and
Date Posted: April 11, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Elasticity Estimation for Nested Production Functions with Generalized Productivity
FCN Working Paper No. 1/2016
Julius Frieling and Reinhard Madlener
RWTH Aachen University - Institute for Future Energy Consumer Needs and Behavior (FCN) and RWTH Aachen University
Date Posted: April 07, 2016
Last Revised: April 26, 2016
Working Paper Series
44 downloads

Incl. Electronic Paper Improved Inference in the Evaluation of Mutual Fund Performance Using Panel Bootstrap Methods
Pensions Institute, Discussion Paper PI-1405
David P. Blake , Tristan Caulfield , Christos Ioannidis and Ian Tonks
City University London - Cass Business School - The Pensions Institute , University College London , University of Bath-Department of Economics and University of Bath School of Management
Date Posted: March 22, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods
Pensions Institute, Discussion Paper PI-1404
David P. Blake , Tristan Caulfield , Christos Ioannidis and Ian Tonks
City University London - Cass Business School - The Pensions Institute , University College London , University of Bath-Department of Economics and University of Bath School of Management
Date Posted: March 22, 2016
Working Paper Series
10 downloads

Good Practice Principles in Modelling Defined Contribution Pension Plans
David P. Blake and Kevin Dowd
City University London - Cass Business School - The Pensions Institute and Nottingham University Business School (NUBS)
Date Posted: March 22, 2016
Working Paper Series

Incl. Electronic Paper Conditional Monte Carlo: A Change-of-Variables Approach
Guiyun Feng and Guangwu Liu
University of Minnesota - Industrial & System Engineering and City University of Hong Kong (CityUHK)
Date Posted: March 21, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Artificial Economics: What, Why and How
Lecture Notes in Management and Industrial Engineering, 2015
Luis R. Izquierdo and Segismundo S Izquierdo
University of Burgos and University of Valladolid
Date Posted: March 21, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Filtering for Risk Assessment of Interbank Network
Majeed Simaan , Aparna Gupta and Koushik Kar
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology , Rensselaer Polytechnic Institute (RPI) and Rensselaer Polytechnic Institute (RPI)
Date Posted: March 14, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper Black-Litterman Model for Continuous Distributions
Jan Palczewski and Andrzej Palczewski
University of Leeds - School of Mathematics and University of Warsaw - Faculty of Mathematics, Informatics, and Mechanics
Date Posted: March 08, 2016
Working Paper Series
85 downloads

Incl. Electronic Paper Value of a Law Degree by College Major
Access Group Center for Research & Policy Analysis Research Paper No. 16-03, Seton Hall Public Law Research Paper
Michael Simkovic and Frank McIntyre
Seton Hall Law School and Rutgers Business School Newark and New Brunswick
Date Posted: March 07, 2016
Last Revised: March 24, 2016
Working Paper Series
226 downloads

Incl. Electronic Paper Comparison of Multiple Methods for Computing Numerical Standard Errors: An Extensive Monte Carlo Study
David Ardia , Keven Bluteau and Lennart F. Hoogerheide
Laval University - Département de Finance et Assurance , University of Neuchatel, Institute of Financial Analysis, Students and Vrije Universiteit Amsterdam - Dept. of Econometrics
Date Posted: March 07, 2016
Last Revised: April 19, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Using Halton Sequences in Random Parameters Logit Models
Journal of Statistical and Econometric Methods, vol.5, no.1, 2016, 59-86
Tong Zeng
Black Hills State University - Department of Economics and Finance
Date Posted: March 05, 2016
Accepted Paper Series
11 downloads

Incl. Electronic Paper Alternative Formulations of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors
Philippe J. Deschamps
University of Fribourg, Switzerland - Faculty of Economics and Social Science
Date Posted: February 27, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Counterparty Risk for CDS: Default Clustering Effects
Journal of Banking and Finance, Vol. 52, pp. 29-42, February 2015
Lijun Bo and Agostino Capponi
University of Science and Technology of China (USTC) and Columbia University
Date Posted: February 26, 2016
Last Revised: March 05, 2016
Accepted Paper Series
25 downloads

Incl. Fee Electronic Paper Living Standards Inequality between Migrants and Local Residents in Urban China - A Quantile Decomposition
Contemporary Economic Policy, Vol. 34, Issue 2, pp. 369-386, 2016
Zheng Fang and Chris Sakellariou
Southwestern University of Finance and Economics (SWUFE) and Nanyang Technological University (NTU)
Date Posted: February 26, 2016
Accepted Paper Series

Incl. Electronic Paper A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation
Christian P. Fries
LMU Munich, Department of Mathematics
Date Posted: February 25, 2016
Last Revised: March 07, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Metaeconomics: Stochastics & Nanotech New Approaches to Contemporary Reality
Metaeconomics: Stochastics & Nanotech New Approaches to Contemporary Reality, January 2015
Antanas Buracas , Aleksandras Vytautas Rutkauskas , Vytas Navickas , Arpit Ludhiyani , Satyadhar Joshi and Stasys Girdzijauskas
Lithuanian University of Education Sciences , Vilnius Gediminas Technical University , Vilnius University , Shri Vaishnav Institute of Management , Shri Vaishnav Institute of Management and Shri Vaishnav Institute of Management
Date Posted: February 25, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper Convergence Analysis of Random Generators in Monte Carlo Simulation: Mersenne Twister and Sobol
Kevin Noel-Koide
ING
Date Posted: February 18, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Complete Analytical Solution of the SABR Model for Fixed-Income Option Pricing and Value-at-Risk Problems - A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Date Posted: February 16, 2016
Working Paper Series
58 downloads

Incl. Electronic Paper Various Approximations of the Total Aggregate Loss Quantile Function with Application to Operational Risk
Ross Griffiths and Walid Mnif
TD Bank and
Date Posted: February 15, 2016
Last Revised: February 16, 2016
Working Paper Series
52 downloads

Incl. Electronic Paper The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multi-State Latent Factor Model for Transition Rates
UNSW Business School Research Paper No. 2016ACTL04
Zixi Li , Adam Wenqiang Shao and Michael Sherris
UNSW Australia Business School, School of Risk & Actuarial Studies , University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: February 13, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper A Climate Stress-Test of the EU Financial System
Stefano Battiston , Antoine Mandel , Irene Monasterolo , Franziska Schuetze and Gabriele Visentin
University of Zurich - Department of Banking and Finance , Université Paris I Panthéon-Sorbonne , Boston University , Global Climate Forum and Institut für Banking und Finance
Date Posted: February 03, 2016
Working Paper Series
195 downloads

Incl. Electronic Paper Should You Buy or Sell Tail Risk Hedges? A Filtered Bootstrap Approach
Lorenzo Baldassini
Independent
Date Posted: February 02, 2016
Working Paper Series
115 downloads

Incl. Electronic Paper A Likelihood-Based Comparison of Macro Asset Pricing Models
Andrew Y. Chen and Rebecca Wasyk
Federal Reserve Board and Board of Governors of the Federal Reserve System
Date Posted: February 01, 2016
Working Paper Series
49 downloads

Incl. Electronic Paper Evaluación Del Desempeño De La Cadena De Suministro Del Camarón Blanco De Agua Dulce (Freshwater White Shrimp Supply Chain Performance Assessment)
Revista Internacional Administración & Finanzas, v. 9 (1) p. 33-55, 2016,
Ernesto Alonso Lagarda Leyva
Instituto Tecnológico de Sonora
Date Posted: January 30, 2016
Accepted Paper Series
11 downloads

Incl. Electronic Paper Debt Repayment Capacity of Local Government Sector in Poland During the 2008-2013 Economic Slowdown Period
Accounting & Taxation, v. 7 (2) p. 17-27
Krzysztof Kluza
Warsaw School of Economics (SGH)
Date Posted: January 28, 2016
Accepted Paper Series
20 downloads

Incl. Electronic Paper Breakthrough Technology to Resolve Problems in Annuities Hedging
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Date Posted: January 24, 2016
Working Paper Series
18 downloads


 

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