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SSRN eLibrary Statistics:

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Abstracts: 587,607
Full Text Papers: 487,915
Authors: 271,957
Papers Received in
  Last 12 months:
63,214

Paper Downloads:
To date: 82,528,789
Last 12 months: 10,303,223
Last 30 days: 833,594

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279,686
Total References: 9,075,784
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6,008,977
Papers with
  Resolved
  Footnotes:
94,545
Total Footnotes: 9,190,269


SSRN eLibrary Search Results
JEL Code: C6
1,034,118 Total downloads
Showing Papers 941 - 990 of 6,382
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1 2 3 4 ... 128 | Next >
   


Incl. Electronic Paper Inequality and the Financial Accumulation Process: A Computational Economic Analysis of Income and Wealth Dynamics
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: January 30, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Free Boundary SABR: Natural Extension to Negative Rates
Alexandre Antonov , Michael Konikov and Michael Spector
Numerix , Numerix and Numerix
Date Posted: January 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity
Grey Gordon and Shi Qiu
Indiana University and Indiana University Bloomington - Department of Economics
Date Posted: January 29, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Security Design with Status Concerns
Dmitry Makarov , Alex Shapiro and Marti G. Subrahmanyam
New Economic School , New York University (NYU) - Department of Finance and New York University - Stern School of Business
Date Posted: January 29, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Creating More Stable and Diversified Socially Responsible Investment Portfolios
ICMA Centre Discussion Paper Series: ICM-2015-03
Ioannis Oikonomou , Emmanouil Platanakis and Charles Sutcliffe
University of Reading - ICMA Centre , University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: January 27, 2015
Working Paper Series
65 downloads

Incl. Electronic Paper Now or Never -- End-Game Effects in Time Limited Real R&D Option Investment
Sebastian Rötzer
Vienna University of Technology
Date Posted: January 27, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper A Risk Management Framework for Penetration Testing of Global Banking & Finance Networks VoIP Protocols
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Pricing Under Rough Volatility
Christian Bayer , Peter K. Friz and Jim Gatheral
Weierstras Institute for Applied Analysis and Stochastics (WIAS) , Technische Universität Berlin (TU Berlin) and CUNY Baruch College
Date Posted: January 25, 2015
Working Paper Series
52 downloads

Incl. Electronic Paper Simple, Fast and Flexible Pricing of Asian Options
Final version in: Journal of Computational Finance, 4 (3) 89-124 (2001)
Timothy Klassen
Getco LLC
Date Posted: January 25, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Cryptology Beyond Shannon's Information Theory: Preparing for When the ‘Enemy Knows the System’ with Technical Focus on Number Field Sieve Cryptanalysis Algorithms for Most Efficient Prime Factorization on Composites
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 24, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Chaos of a Dynamical System in an Infinite Dimensional Space
Hiroshi Tateishi
Nagoya University - Graduate School of Economics
Date Posted: January 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Complete Analytical Solution of the American Style Option Pricing with Constant and Stochastic Volatilities: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 24, 2015
Last Revised: January 25, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Slutsky Matrix Norms and Revealed Preference Tests of Consumer Behaviour
Victor Aguiar and Roberto Serrano
Brown University - Department of Economics and Brown University
Date Posted: January 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Approximate Solutions of Walrasian and Gorman Polar Form Equilibrium Inequalities
Cowles Foundation Discussion Paper No. 1955RR
Donald Brown
Yale University - Cowles Foundation
Date Posted: January 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper On the Perils of Stabilizing Prices When Agents are Learning.
NHH Dept. of Economics Discussion Paper No. 01/2015
Antonio Mele , Krisztina Molnar and Sergio Santoro
University of Surrey , Norwegian School of Economics (NHH) - Department of Economics and Bank of Italy
Date Posted: January 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Existence of Pure Strategy ε-Equilibria of Games with Incomplete Information
Hiroshi Tateishi
Nagoya University - Graduate School of Economics
Date Posted: January 23, 2015
Last Revised: January 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Sklar's Theorem Revisited: An Elaboration of the Rüschendorf Transform Approach
Frank Oertel
Deloitte, FSI Assurance - Quantitative Services & Valuation
Date Posted: January 23, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Fuzzy Sets on Shaky Ground: Parameter Sensitivity and Confirmation Bias in fsQCA
Political Analysis (2015) 23:21-41
Chris Krogslund , Donghyun Danny Choi and Mathias Poertner
University of California, Berkeley , University of California, Berkeley and University of California, Berkeley - Charles and Louise Travers Department of Political Science
Date Posted: January 23, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Larger-N, Fewer Variables Problem? The Counterintuitive Sensitivity of QCA
Qualitative & Multi-Method Research, Spring 2014, Vol. 12, No. 1
Chris Krogslund and Katherine Michel
University of California, Berkeley and University of California, Berkeley
Date Posted: January 23, 2015
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper The Margins of Global Sourcing: Theory and Evidence from U.S. Firms
CEPR Discussion Paper No. DP10310
Pol Antras , Teresa Fort and Felix Tintelnot
Harvard University - Department of Economics , Dartmouth College - Tuck School of Business and Penn State University
Date Posted: January 23, 2015
Working Paper Series

Incl. Electronic Paper Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection
CentER Discussion Paper Series No. 2015-004
Jianzhe Zhen and Dick den Hertog
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Date Posted: January 22, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Aging and Pension Reform: Extending the Retirement Age and Human Capital Formation
SAFE Working Paper No. 82
Edgar Vogel , Alexander Ludwig and Axel H. Borsch-Supan
Deutsche Bundesbank , Goethe University Frankfurt - Research Center SAFE and Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA)
Date Posted: January 22, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Long-Term Price Overreactions: Are Markets Inefficient?
DIW Berlin Discussion Paper No. 1444
Guglielmo Maria Caporale , Luis A. Gil-Alana and Alex Plastun
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Date Posted: January 22, 2015
Working Paper Series
12 downloads

Incl. Fee Electronic Paper Calculating Welfare Costs of Inflation in a Search Model with Preference Heterogeneity: A Calibration Exercise
Bulletin of Economic Research, Vol. 67, Issue 1, pp. 14-29, 2015
Pedro de Araujo
Colorado College
Date Posted: January 22, 2015
Accepted Paper Series

Incl. Electronic Paper Monetary Policy and Dark Corners in a Stylized Agent-Based Model
Stanislao Gualdi , Marco Tarzia , Francesco Zamponi and Jean-Philippe Bouchaud
CentraleSupélec , Université Paris VI Pierre et Marie Curie , Ecole Normale Superiéure (ENS) and Capital Fund Management
Date Posted: January 22, 2015
Working Paper Series
1 downloads

Multilevel Dimension Reduction Monte-Carlo Simulation for High-Dimensional Stochastic Models in Finance
Duy-Minh Dang , Qifan Xu and Shangzhe Wu
School of Mathematics and Physics, University of Queensland , School of Mathematics, University of Queensland and School of Mathematics, University of Queensland
Date Posted: January 21, 2015
Working Paper Series

Incl. Electronic Paper Modeling of Equilibrium Operation of Economy in the North-West Federal District
Economic and social changes: facts, trends, forecast. № 4(12). 2010,
Yuriy Nikolaevich Gavrilets and Elena Andreevna Chekmareva
Russian Academy of Sciences (RAS) - Central Economics and Mathematics Institute and Russian Academy of Sciences (RAS) - Institute of Socio-Economic Development of Territories of Russian Academy of Sciences (ISEDT RAS)
Date Posted: January 21, 2015
Accepted Paper Series
1 downloads

Dimension and Variance Reduction for Monte Carlo Methods for High-Dimensional Models in Finance
Duy-Minh Dang , Kenneth R. Jackson and Mohammadreza Mohammadi
School of Mathematics and Physics, University of Queensland , University of Toronto - Department of Computer Science and University of Toronto - Department of Statistics
Date Posted: January 21, 2015
Working Paper Series

Incl. Electronic Paper Pure Strategy Epsilon-Equilibria of Private Information Games
Hiroshi Tateishi
Nagoya University - Graduate School of Economics
Date Posted: January 20, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Taylor Expansion Based Methods to Measure Credit Risk
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Credit Risk in the Spanish Financial System a Saddlepoint Approach
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Importance Sampling and the Spanish Financial System
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper A New Lagrangean Approach for the Travelling Salesman Problem
NHH Dept. of Business and Management Science Discussion Paper No. 2015/4
Kurt Jornsten and Jörg Kalcsics
Norwegian School of Economics (NHH) - Department of Business and Management Science and Karlsruhe Institute of Technology
Date Posted: January 20, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Game Theoretic Analysis of a Regional Approach Toward the Sustainability of Kolkata-Agartala Transhipment Route
Subir Kumar Sen , Sudakshina Gupta and Ishita Mukhopadhyay
Department of Commerce, Tripura University , University of Calcutta - Department of Economics and University of Calcutta - Department of Economics
Date Posted: January 18, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Catastrophic Risk, Precautionary Abatement, and Adaptation Transfers
FEEM Working Paper No. 108.2014
Francesco Bosello , Enrica De Cian and Licia Ferranna
Fondazione Eni Enrico Mattei (FEEM) , Fondazione Eni Enrico Mattei (FEEM) and Centro Euro-Mediterraneo per i Cambiamenti Climatici (CMCC)
Date Posted: January 17, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Microeconomic Origins of Macroeconomic Tail Risks
MIT Department of Economics Working Paper No. 15-01, Columbia Business School Research Paper No. 15-10
Daron Acemoglu , Asuman E. Ozdaglar and Alireza Tahbaz-Salehi
Massachusetts Institute of Technology (MIT) - Department of Economics , Massachusetts Institute of Technology (MIT) - Department of Electrical Engineering and Computer Science and Columbia Business School - Decision Risk and Operations
Date Posted: January 17, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Reason, Intuition, and Time
CESifo Working Paper Series No. 5134
Marco Sahm and Robert K. von Weizsäcker
Otto-Friedrich-Universität Bamberg and Technische Universität München (TUM) - Department of Economics
Date Posted: January 16, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Optimal Order Display in Limit Order Markets with Liquidity Competition
Gökhan Cebiroglu and Ulrich Horst
University of Vienna, Faculty of Business and Economics and Humboldt University of Berlin
Date Posted: January 16, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Ambiguity in a Real Option Game
Tobias Hellmann and Jacco Thijssen
Bielefeld University - Center for Mathematical Economics and University of York - Department of Mathematics
Date Posted: January 16, 2015
Last Revised: January 17, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper A New Semi-Lagrangean Relaxation for the P-Median Problem
NHH Dept. of Business and Management Science Discussion Paper No. 2015/1
Alex Butsch , Kurt Jornsten and Jörg Kalcsics
Karlsruhe Institute of Technology , Norwegian School of Economics (NHH) - Department of Business and Management Science and Karlsruhe Institute of Technology
Date Posted: January 15, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Trade Costs, Conflicts, and Defense Spending
Michael Seitz , Alexander Tarasov and Roman Zakharenko
Ludwig-Maximilians-Universität München - Faculty of Economics , Ludwig-Maximilians-Universität München and National Research University Higher School of Economics
Date Posted: January 15, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Optimal Mixed Taxation, Public Goods and the Problem of Migration by the Highly Skilled
Xavier Ruiz del Portal
University of Lleida
Date Posted: January 15, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper A Tradable Employment Quota
Metin Akyol , Michael Neugart and Stefan Pichler
Technical University of Darmstadt , Technical University of Darmstadt and KOF Swiss Economic Institute, ETH Zürich
Date Posted: January 14, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Testing the Lag Structure of Assets' Realized Volatility Dynamics
Francesco Audrino , Lorenzo Camponovo and Constantin Roth
University of St. Gallen , University of St. Gallen and University of St. Gallen
Date Posted: January 14, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Complete Analytical Solution of the Heston Model for 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
Date Posted: January 14, 2015
Working Paper Series
57 downloads

Incl. Electronic Paper Wind Farm Siting Using a Spatial Analytic Hierarchy Process Approach: A Case Study of the Städteregion Aachen
FCN Working Paper No. 16/2014
Tim Moritz Höfer , Yasin Sunak , Hafiz Siddique and Reinhard Madlener
RWTH Aachen University , RWTH Aachen University - Institute for Future Energy Consumer Needs and Behavior (FCN) , RWTH Aachen University - Institute for Power Generation and Storage Systems (PGS) and RWTH Aachen University
Date Posted: January 13, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper First Passage Times of Regime Switching Models
Statistics & Probability Letters, Vol. 92, pp. 148-157, 2014.
Peter Hieber
University of Ulm - Department of Mathematics and Economics
Date Posted: January 12, 2015
Accepted Paper Series
16 downloads

Incl. Electronic Paper Closed-Form Approximations for Optimal (r,q) and (S,T) Policies in a Parallel Processing Environment
Marcus Ang , Karl Sigman , Jeannette Song and Hanqin Zhang
Singapore Management University , Columbia University , Duke University - Fuqua School of Business and NUS Business School, National University of Singapore
Date Posted: January 12, 2015
Last Revised: January 21, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Coherent Risk Measure and Normal Mixture Distributions with Application in Portfolio Optimization and Risk Allocation
Xiang Shi and Aaron Kim
State University of New York (SUNY), Stony Brook and State University of New York, SUNY at Stony Brook University, College of Business
Date Posted: January 12, 2015
Working Paper Series
24 downloads


 

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