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Abstracts: 618,221
Full Text Papers: 514,676
Authors: 285,628
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63,416

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Last 12 months: 11,586,876
Last 30 days: 807,439

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94,292
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SSRN eLibrary Search Results
JEL Code: C6
1,107,966 Total downloads
Showing Papers 941 - 990 of 6,702
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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
10 downloads

Incl. Electronic Paper Analyzing Equilibrium in Incomplete Markets with Model Uncertainty
Daisuke Yoshikawa
Hokkai-Gakuen University
Date Posted: July 27, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Modifying Hybrid Optimization Algorithms to Construct Spot Term Structure of Interest Rates and Standardizing Two Criterions of Assessment
Aryo Sasongko , Cynthia Afriani , buddi wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , University of Indonesia (UI) - Management and Universitas Indonesia, Graduate School of Management
Date Posted: July 27, 2015
Working Paper Series
4 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
17 downloads

Incl. Electronic Paper China's Electrical Equipment Manufacturing in the Global Value Chain: A GVC Income Analysis Based on World Input-Output Database (WIOD)
CAMA Working Paper No. 26/2015
Yingying Lu
Shanghai University - School of Economics
Date Posted: July 25, 2015
Last Revised: July 27, 2015
Working Paper Series
2 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
2 downloads

Incl. Electronic Paper Optimising Asset Allocation between Hedge Funds and Private Equity
Gabriele Susinno and Christophe de Dardel
Financial Advisory Services and Unigestion SA
Date Posted: July 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Demystifying Rebalancing Premium: A Methodological Path to Risk Premia Engineering
Vladislav Dubikovsky and Gabriele Susinno
MSCI Barra and Financial Advisory Services
Date Posted: July 25, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Introducing an IP Licence Box in Switzerland: Quantifying the Effects
KOF Working Papers No. 390
Florian Chatagny , Marko Koethenbuerger and Michael Stimmelmayr
KOF Swiss Economic Institute , ETH Zurich - Department of Management, Technology and Economics and Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Date Posted: July 24, 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
9 downloads

Incl. Electronic Paper Transboundary Capital and Pollution Flows and the Emergence of Regional Inequalities
FEEM Working Paper No. 069.2015
Simon Levin and Anastasios Xepapadeas
Princeton University - Department of Ecology and Evolutionary Biology and Athens University of Economics and Business
Date Posted: July 23, 2015
Working Paper Series
1 downloads

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

Incl. Electronic Paper Modelling of Distributional Impacts of Energy Subsidy Reforms: An Illustration with Indonesia
FEEM Working Paper No. 068.2015
Olivier Durand-Lasserve , Lorenza Campagnolo , Jean Chateau and Rob Dellink
Catholic University of Louvain (UCL) , Fondazione Eni Enrico Mattei , Organization for Economic Co-Operation and Development (OECD) and Wageningen University and Research Center (WUR) - Environmental Economics and Natural Resources Group
Date Posted: July 22, 2015
Working Paper Series
2 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
5 downloads

Incl. Electronic Paper Capital Structure's Determinants and Financial Crisis in Spain
Lious Ntoung Agbor Tabot , Irene Pison Fernandez and Pilar F. Cibran
University of Vigo - Department of Financial Economic and Accounting , University of Vigo and University of Vigo
Date Posted: July 18, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Liquidity Risk Premium Model with Fixed-Expectation Liquidity Measures to Construct Liquidity-Risk-Premium-Free Term Structure
Aryo Sasongko , Cynthia Afriani , Buddi Wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , Graduate School of Management University of Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: July 18, 2015
Last Revised: July 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Optimality of the Fastest Available Server Policy
William P. Millhiser , Charu Sinha and Matthew J. Sobel
Baruch CollegeCity University of New York (CUNY) - Department of Management , Chapman University - The George L. Argyros School of Business & Economics and Case Western Reserve University - Department of Operations
Date Posted: July 18, 2015
Working Paper Series
2 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

A Simple Procedure for Merging Expert Opinions to Achieve Superior Portfolio Performance
Journal of Portfolio Management, Forthcoming
Mark Davis and Sebastien Lleo
Imperial College London and NEOMA Business School
Date Posted: July 18, 2015
Last Revised: July 19, 2015
Accepted Paper Series

Incl. Electronic Paper A Stability Approach to Mean-Variance Optimization
Financial Review 50, 3, 301-330.
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Date Posted: July 18, 2015
Accepted Paper Series
38 downloads

Incl. Electronic Paper Introduzione al caos in economia con esempi e applicazioni (Introduction to Chaos in Economics with Examples and Applications)
Giuseppe Orlando
Università degli Studi di Bari “Aldo Moro”, (UNIBA) - Dipartimento di Scienze Economiche e Metodi Matematici
Date Posted: July 17, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Symmetric Equilibria in Stochastic Timing Games
Center for Mathematical Economics Working Paper No. 543
Jan-Henrik Steg
Bielefeld University - Center for Mathematical Economics
Date Posted: July 17, 2015
Working Paper Series
6 downloads

Incl. Fee Electronic Paper A Stability Approach to Mean‐Variance Optimization
Financial Review, Vol. 50, Issue 3, pp. 301-330, 2015
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Date Posted: July 17, 2015
Accepted Paper Series

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
19 downloads

Incl. Electronic Paper The Network Picture of Labor Flow
Eduardo Lopez , Omar A. Guerrero and Robert Axtell
University of Oxford - Said Business School , University of Oxford and George Mason University
Date Posted: July 16, 2015
Working Paper Series
7 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 Assessment of Accuracy of Finite Difference Methods in Evaluation of Options within Heston Model
Chencheng Cai
Rutgers, The State University of New Jersey - Financial Statistics & Risk Management
Date Posted: July 15, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Risk Related Brain Regions Detected with 3D Image FPCA
Ying Chen , Wolfgang K. Härdle , Qiang He and Piotr Majer
National University of Singapore (NUS) , Humboldt University of Berlin - Institute for Statistics and Econometrics , National University of Singapore (NUS) - Department of Statistics and Applied Probability and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
Date Posted: July 14, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Semi-Compatible Quantum Finance Models
Hongbing Su
Independent
Date Posted: July 14, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Dynamic Balance Sheet Model with Liquidity Risk
Grzegorz Halaj
European Central Bank (ECB)
Date Posted: July 14, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Optimal Nonlinear Taxation Revisited
Xavier Ruiz del Portal
University of Lleida
Date Posted: July 12, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Use of Evolutionary Algorithm in the Investment Project Evaluation
Frontiers in Finance and Economics, Vol. 12, No. 1, 32-50, 2013
Hasan Durucasu and Elif Acar
Anadolu University and Anadolu University
Date Posted: July 12, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Net Indirect Taxes and Sectoral Structure of Economy
Romanian Journal of Economic Forecasting, 2015, Vol. 18, Issue 2, pg. 5-29
Emilian Dobrescu
National Institute of Economic Research
Date Posted: July 11, 2015
Working Paper Series
1 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
19 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
23 downloads

Incl. Electronic Paper The Impact of Physics on Pricing in Energy Networks
Lars Schewe and Martin Schmidt
Friedrich-Alexander-University of Erlangen-Nuremberg and Friedrich-Alexander-University of Erlangen-Nuremberg
Date Posted: July 09, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Integrated Assessment of Climate Catastrophes with Endogenous Uncertainty: Does the Risk of Ice Sheet Collapse Justify Precautionary Mitigation?
FEEM Working Paper No. 064.2015
Delavane B. Diaz
Stanford University
Date Posted: July 09, 2015
Working Paper Series
11 downloads

Incl. Fee Electronic Paper Paradigm Shift: A Mean Field Game Approach
Bulletin of Economic Research, Vol. 67, Issue 3, pp. 289-302, 2015
Damien Besancenot and Habib Dogguy
Université Paris II Pantheon-Assas and University of Paris 13 Nord - Department of Economics and Management
Date Posted: July 09, 2015
Accepted Paper Series

Incl. Electronic Paper Estimating Global Damages from Sea Level Rise with the Coastal Impact and Adaptation Model (CIAM)
FEEM Working Paper No. 063.2015
Delavane B. Diaz
Stanford University
Date Posted: July 08, 2015
Working Paper Series
5 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
4 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 The Role of Financial Instruments in Integrated Catastrophic Flood Management
Multinational Finance Journal, Vol. 7, No. 3/4, p. 207-230, 2003
Tatiana Ermolieva , Yuri Ermoliev , Günther Fischer and Istvan Galambos
International Institute for Applied Systems Analysis (IIASA) , International Institute for Applied Systems Analysis (IIASA) , International Institute for Applied Systems Analysis (IIASA) and VITUKI Consult
Date Posted: July 07, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Going Offshore: Investments in German Wind Energy Under Uncertainty
CESifo Working Paper Series No. 5408
Yu-Fu Chen and Michael Funke
University of Dundee - Department of Economic Studies and University of Hamburg - Department of Economics
Date Posted: July 06, 2015
Working Paper Series
4 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 Hedging with Small Uncertainty Aversion
Swiss Finance Institute Research Paper No. 15-19
Sebastian Herrmann , Johannes Muhle-Karbe and Frank Thomas Seifried
ETH Zurich , ETH Zürich and University of Trier
Date Posted: July 03, 2015
Last Revised: July 09, 2015
Working Paper Series
51 downloads

Incl. Electronic Paper Optimal Contracts Under Adverse Selection, Moral Hazard and Type-Dependent Reservation Utilities
Natalie Packham
Frankfurt School of Finance & Management gemeinnützige GmbH
Date Posted: July 02, 2015
Working Paper Series
4 downloads


 

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