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Abstracts: 694,273
Full Text Papers: 583,530
Authors: 320,049
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67,302

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Last 12 months: 13,124,949
Last 30 days: 1,045,625

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SSRN eLibrary Search Results
JEL Code: C6
1,274,809 Total downloads
Showing Papers 941 - 990 of 7,508
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1 2 3 4 ... 151 | Next >
   

Incl. Electronic Paper How Do Future Expectations Affect the Financial Sector? Expectations Modeling, Infinite Horizon (Controlled) Random FBSDEs and Stochastic Viscosity Solutions
Xanthi-Isidora Kartala, Nikolaos Englezos and Athanasios N. Yannacopoulos
Athens University of Economics and Business - Department of Statistics, University of Piraeus - Department of Banking and Financial Management and Athens University of Economics and Business - Department of Statistics
Date Posted: September 28, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Regional (In)Stability in Europe: A Quantitative Model of State Fragmentation
Jakob Vanschoonbeek
KU Leuven, Faculty of Business and Economics (FEB)
Date Posted: September 28, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Bubbles and Absence of Crashes: A Multi-Agent-Based Simulation
Alexandre Madelaine
ENS Paris-Saclay
Date Posted: September 28, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Secular Stagnation? Growth, Asset Returns and Welfare in the Next Decades: First Results
SAFE Working Paper No. 145
Christian Geppert, Alexander Ludwig and Raphael Abiry
Organization for Economic Co-Operation and Development (OECD) - Directorate for Employment, Labour and Social Affairs (ELS), Goethe University Frankfurt - Research Center SAFE and Centre for European Economic Research (ZEW)
Date Posted: September 28, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Nowcasting Annual National Accounts with Quarterly Indicators: An Assessment of Widely Used Benchmarking Methods
IMF Working Paper No. 16/71
Marco Marini
International Monetary Fund (IMF) - Statistics Department
Date Posted: September 27, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Optimal Fiscal Adjustment Under Uncertainty
IMF Working Paper No. 16/69
Rossen Rozenov
International Monetary Fund (IMF)
Date Posted: September 27, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Adjustable Robust Strategies for Flood Protection
CentER Discussion Paper Series No. 2016-038
Krzysztof Postek, Dick den Hertog and Chris Pustjens
Tilburg University - Center for Economic Research (CentER), Tilburg University - Department of Econometrics & Operations Research and ORTEC
Date Posted: September 26, 2016
Working Paper Series
1 downloads

India VIX Entropy Indicators for Portfolio Rotation Timing
Gaurav Rajendra Jadhao Jr. and Abhijeet Chandra
Independent and Indian Institute of Technology (IIT), Kharagpur - Vinod Gupta School of Management
Date Posted: September 26, 2016
Working Paper Series

Incl. Electronic Paper Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia
Benjamin Bruder, Nazar Kostyuchyk and Thierry Roncalli
Lyxor Asset Management, Lyxor Asset Management and Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Date Posted: September 23, 2016
Working Paper Series
86 downloads

Incl. Electronic Paper On the Emergence of Scale-Free Production Networks
Stanislao Gualdi and Antoine Mandel
CentraleSupélec and Université Paris I Panthéon-Sorbonne
Date Posted: September 22, 2016
Working Paper Series
1 downloads

Portfolio Enhancement Via Credit Default Swap Indices - Evidence from North America and Europe
Benjamin Hippert and Sascha Tobias Wengerek
University of Paderborn and University of Paderborn
Date Posted: September 21, 2016
Working Paper Series

Incl. Electronic Paper Multi-Period Super Efficiency DEA in Presence of Non-Positive and Undesirable Data
Pooja Bansal and Aparna Mehra
Indian Institute of Technology (IIT), Delhi and Department of Mathematics, Indian Institute of Technology Delhi
Date Posted: September 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Hedging Futures Options with Stochastic Interest Rates
Benjamin Cheng, Christina Sklibosios Nikitopoulos and Erik Schlogl
University of Technology Sydney (UTS), UTS Business School, Students, University of Technology Sydney - Business School and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: September 20, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Empirical Hedging Performance on Long-Dated Crude Oil Derivatives
FIRN Research Paper
Benjamin Cheng, Christina Sklibosios Nikitopoulos and Erik Schlogl
University of Technology Sydney (UTS), UTS Business School, Students, University of Technology Sydney - Business School and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: September 20, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Multiplex Interbank Networks and Systemic Importance: An Application to European Data
ECB Working Paper No. 1962
Iñaki Aldasoro and Ivan Alves
Goethe University Frankfurt and European Central Bank
Date Posted: September 19, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Interbank Loans, Collateral and Modern Monetary Policy
ECB Working Paper No. 1959
Marcin Wolski and Michiel C.W. van de Leur
European Investment Bank and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: September 19, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Algorithmic Differentiation for Callable Exotics
Alexandre Antonov
Numerix
Date Posted: September 19, 2016
Working Paper Series
55 downloads

Incl. Electronic Paper Optimal Strategies for a Nonlinear Premium-Reserve Model in a Competitive Insurance Market
Annals of Actuarial Science, Forthcoming
Athanasios A. Pantelous and Eudokia Passalidou
University of Liverpool, Department of Mathematical Sciences and Institute for Risk and Uncertainty and University of Liverpool - Institute of Financial and Actuarial Mathematics
Date Posted: September 18, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Performance of Non-Survey Techniques for Constructing Sub-Territorial Input-Output Tables
Giuseppe Ricciardo Lamonica and Francesco Maria Chelli
Università Politecnica delle Marche - Department of Economics and Social Sciences and Università Politecnica delle Marche - Department of Economics and Social Sciences
Date Posted: September 17, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Online Marketplace Advertising
Hana Choi and Carl F. Mela
Duke University, Fuqua School of Business, Students and Duke University - Fuqua School of Business
Date Posted: September 16, 2016
Working Paper Series
24 downloads

Assessing Nexus Effects of Energy Use in Rural Areas: The Case of an Inter- and Intra-Household Model for Uttar Pradesh, India
Utkur Djanibekov and Varun Gaur
Institute for Food and Resource Economics and University of Bonn - Center for Development Research (ZEF)
Date Posted: September 16, 2016
Working Paper Series

A Model Illustrating Multiple Interest Rate Analysis (MIRA)
Wolfram Demonstrations Project, (2015)
Michael Osborne and Edward J O'Reilly
University of Sussex and Independent
Date Posted: September 15, 2016
Accepted Paper Series

Incl. Electronic Paper Monetary Policy in an Oil-Exporting Economy
Review, Vol. 98, Issue 3, pp. 239-61, 2016
Franz Hamann, Jesús Bejarano, Diego Rodríguez and Paulina Restrepo-Echavarria
Central Bank of Colombia, Central Bank of Columbia, Banco de la República, Colombia and Federal Reserve Bank of St. Louis
Date Posted: September 15, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper A Theory of Portfolio Choice and Partial Default
Kieran James Walsh
University of Virginia - Darden School of Business
Date Posted: September 15, 2016
Working Paper Series
12 downloads

The Continuous Hidden Threshold Mixed Skew-Symmetric Distribution
MPRA Paper No. 71002
Mohammed Bouaddi, Rachid Belhachemi and Mohamed Douch
The American University in Cairo, Independent and RMCC Management and Economics Dept
Date Posted: September 15, 2016
Working Paper Series

Incl. Electronic Paper Stable Return-Based Fund Classification
Philipp Gerlach and Raimond Maurer
Goethe University Frankfurt - Finance Department and Goethe University Frankfurt - Finance Department
Date Posted: September 14, 2016
Last Revised: September 16, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Volatility Can Be Detrimental to Option Values!
Hamed Ghoddusi and Arash Fahim
Stevens Institute of Technology - School of Business and Florida State University - Department of Mathematics
Date Posted: September 12, 2016
Working Paper Series
56 downloads

Incl. Electronic Paper The Refined Best Reply Correspondence and Backward Induction
Dieter Balkenborg, Josef Hofbauer and Christoph Kuzmics
University of Exeter - Department of Economics, University of Vienna - Department of Mathematics and University of Graz - Department of Economics
Date Posted: September 12, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Bayesian Estimation of Finite-Horizon Discrete Choice Dynamic Programming Models
Masakazu Ishihara and Andrew Ching
New York University (NYU) - Leonard N. Stern School of Business and University of Toronto - Rotman School of Management
Date Posted: September 12, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Pricing Wind: A Revenue Adequate, Cost Recovering Uniform Price for Electricity Markets with Intermittent Generation
NHH Dept. of Business and Management Science Discussion Paper No. 2016/15
Golbon Zakeri, Geoff Pritchard, Mette Helene Bjorndal and Endre Bjorndal
University of Auckland, University of Auckland, Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: September 12, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Pass-Through Pricing on Production Chains
Maria-Augusta Miceli and Claudia Nardone
University of Rome "Sapienza" and University of Rome I
Date Posted: September 11, 2016
Last Revised: September 13, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks
Edward Furman, Ruodu Wang and Ricardas Zitikis
York University - Department of Mathematics and Statistics, University of Waterloo - Department of Statistics and Actuarial Science and University of Western Ontario - Department of Statistical and Actuarial Sciences
Date Posted: September 11, 2016
Working Paper Series
52 downloads

Incl. Electronic Paper The Risk Parity Principle Applied on a Corporate Bond Index Using Duration Times Spread
Lauren Stagnol
Université Paris Ouest - Nanterre, La Défense - EconomiX
Date Posted: September 10, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Lie Symmetry Methods for Local Volatility Models
Mark Craddock and Martino Grasselli
University of Technology Sydney (UTS) and University of Padova - Department of Mathematics
Date Posted: September 10, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions
CentER Discussion Paper Series No. 2016-037
Ron Triepels and Hennie Daniels
Tilburg University - Center for Economic Research (CentER) and Erasmus Research Institute of Management (ERIM)
Date Posted: September 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Tractable Robust Drawdown Management
Alexey Medvedev
Lombard Odier & Cie
Date Posted: September 08, 2016
Last Revised: September 21, 2016
Working Paper Series
92 downloads

Incl. Electronic Paper Pricing of Defaultable Claims in a Semimartingale Setting
Silke Prohl
Princeton University
Date Posted: September 07, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Valuation of Credit Derivatives Portfolio
Silke Prohl
Princeton University
Date Posted: September 07, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Privatization and the Unusual Case of Belarusian Accession to the WTO
Edward J. Balistreri, Zoryana Olekseyuk and David G. Tarr
Colorado School of Mines - Division of Economics and Business, University of Duisburg-Essen and International Trade Analysis
Date Posted: September 07, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints
Jeppe Druedahl and Thomas Høgholm Jørgensen
University of Copenhagen - Department of Economics and University of Copenhagen
Date Posted: September 06, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Robust Multi-Period Portfolio Selection with Asymmetrically Distributed Uncertainty Set and Return Predictability
Aifan Ling, Jie Sun and Meihua Wang
School of Finance,Jiangxi University of Finance & Economics, Curtin University - Department of Mathematics and Statistics and Xi'an Jiaotong University (XJTU) - School of Economics and Finance
Date Posted: September 06, 2016
Last Revised: September 20, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Robust and Pareto Optimality of Insurance Contract
Alexandru V. Asimit, Valeria Bignozzi, Ka Chun Cheung, Junlei Hu and Eun-Seok Kim
City University London - Sir John Cass Business School, University of Rome I - Department of Methods and Models for Economics, Territory and Finance (MEMOTEF), The University of Hong Kong, City University London - Cass Business School and Middlesex University
Date Posted: September 03, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Investing in Photovoltaics: Timing, Plant Sizing and Smart Grids Flexibility
FEEM Working Paper No. 60.2016
Marina Bertolini, Chiara D'Alpaos and Michele Moretto
University of Padova, University of Brescia - Department of Economics and University of Padua - Department of Economics
Date Posted: September 03, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Exploring the Community Structure of Complex Networks
FEEM Working Paper No. 57.2016
Carlo Drago
University of Rome "Niccolò Cusano"
Date Posted: September 03, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Deforestation Rate in the Long-Run: The Case of Brazil
FEEM Working Paper No. 56.2016
Luca Di Corato, Michele Moretto and Sergio Vergalli
Swedish University of Agricultural Sciences - Department of Economics, University of Padua - Department of Economics and University of Brescia - Department of Economics
Date Posted: September 03, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper A Mathematical Model for Optimal Corporate Alliances: Evidence from Japan
International Journal of Management and Marketing Research, v. 9 (1) p. 63-80, 2016
Satoshi Tomita and Yoshiyasu Takefuji
TC Consulting Co., Ltd. and Keio University
Date Posted: September 03, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Generalized Exponential Moving Average (EMA) Model with Particle Filtering and Anomaly Detection
Masafumi Nakano, Akihiko Takahashi and Soichiro Takahashi
University of Tokyo - Graduate School of Economics, University of Tokyo - Faculty of Economics and University of Tokyo - Graduate School of Economics
Date Posted: September 02, 2016
Last Revised: September 14, 2016
Working Paper Series
118 downloads

Incl. Electronic Paper Proof-of-Sovereignty (PoSv) As a Method to Achieve Distributed Consensus in Crypto-Currency Networks
Kartik Hegadekatti and Yatish S G
Government of India, Ministry of Railways and Government of India, Ministry of Railways
Date Posted: September 02, 2016
Last Revised: September 24, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Non-Existence of Optimal Programs in Continuous Time
Giorgio Fabbri, Silvia Faggian and Giuseppe Freni
Parthenope University - Dipartimento di Studi Economici, Ca Foscari University of Venice - Dipartimento di Economia and University Parthenope of Napoli
Date Posted: September 01, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Simulation in the Real World
Russell Colm Barker, Andrew Samuel Dickinson and Alex Lipton
Independent, Bank of America and Bank of America Merrill Lynch
Date Posted: August 31, 2016
Working Paper Series
66 downloads


 

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