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Full Text Papers: 510,519
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SSRN eLibrary Search Results
JEL Code: C6
1,097,960 Total downloads
Showing Papers 951 - 1,000 of 6,641
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Incl. Electronic Paper On Magnitude, Asymptotics and Duration of Drawdowns for Levy Models
Bernoulli, Forthcoming
David Landriault , Bin Li and Hongzhong Zhang
University of Waterloo , University of Waterloo - Department of Statistics and Actuarial Science and Columbia University - Department of Statistics
Date Posted: June 29, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Risk Adjusted Growth Portfolio in a Finite Investment Horizon
Marcos Lopez de Prado , Ralph Vince and Qiji Jim Zhu
Guggenheim Partners, LLC , LSP Partners, LLC and Western Michigan University
Date Posted: June 29, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Agglomeration, Urban Growth and Infrastructure in Global Climate Policy: A Dynamic CGE Approach
FEEM Working Paper No. 061.2015
Fabio Grazi and Henri Waisman
Centre International de Recherche sur l'Environnement et le Développement and Centre International de Recherche sur l’ l'Environnement et le Développement
Date Posted: June 27, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Metaheuristic Construction of Long-Only Risk Budgeted Futures Portfolio with Maximal Diversification Index
Vijayalakshmi G A Pai and Thierry Michel
PSG College of Technology and Lombard Odier & Cie
Date Posted: June 26, 2015
Last Revised: June 29, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Some Important Issues Involving Real Options: An Overview
Multinational Finance Journal, Vol. 14, No. 1/2, p. 73-123, 2010
Gordon Sick and Andrea Gamba
University of Calgary - Haskayne School of Business and University of Warwick - Finance Group
Date Posted: June 26, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Corporate Finance and the (In)efficient Exercise of Real Options
Multinational Finance Journal, Vol. 14, No. 3/4, p. 189-217, 2010
Bart M. Lambrecht and Grzegorz Pawlina
University of Cambridge - Judge Business School and Lancaster University - Department of Accounting and Finance
Date Posted: June 26, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Heterogeneous Basket Options Pricing Using Analytical Approximations
Multinational Finance Journal, Vol. 15, No. 1/2, p. 47-85, 2011
Georges Dionne , Geneviève Gauthier , Nadia Ouertani and Nabil Tahani
HEC Montreal - Department of Finance , HEC Montreal - Department of Management Sciences , IESEG School of Management and York University - Atkinson School of Administrative Studies
Date Posted: June 25, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper 2CASE - Cloud Computing Based Audit Staff Evaluation by Using the GPS4GEF On-Line Prototype
Financial Audit, XIII, No.7(127)/2015, 16-28 & 94-106, ISSN: 1583-5812, on-line ISSN: 1844-8801, revista.cafr.ro/uploads/AF-7-2015---Site-0454.pdf
Daniel Homocianu , Dinu Airinei and Florin Dumitriu
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration , Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and "Al. I. Cuza" University of Iasi
Date Posted: June 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Un Procedimiento De Selección De Sub-Muestras De Gran Tamaño De Una Muestra Aleatoria Simple Representativas De La Población De Estudio (A Selection Procedure of High Size Sub-Samples from a Simple Random Sample Representative of the Population)
Juan Manuel Pérez Salamero González , Marta Regúlez-Castillo and Carlos Vidal-Meliá
University of Valencia - Department of Financial Economics , University of the Basque Country - Departamento de Economia Aplicada III (Econometria y Estadistica) and University of Valencia - Department of Financial Economics
Date Posted: June 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Efficient Numerical Fourier Methods for Coupled Forward-Backward SDEs
Thomas P. Huijskens , Marjon Ruijter and Cornelis W. Oosterlee
University of Oxford , Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: June 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Risk or Regulatory Capital? Bringing Distributions Back in the Foreground
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 18/WP/2015
Dominique Guegan and Bertrand Hassani
Universite Paris 1 Pantheon-Sorbonne and Université Paris I Panthéon-Sorbonne
Date Posted: June 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Spectral Stress VaR (SSVaR)
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 17/WP/2015
Dominique Guegan , Bertrand Hassani and Kehan Li
Universite Paris 1 Pantheon-Sorbonne , Université Paris I Panthéon-Sorbonne and Université Paris 1 Panthéon-Sorbonne
Date Posted: June 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Shifting Taxes from Labor to Consumption: More Employment and More Inequality
ZEW - Centre for European Economic Research Discussion Paper No. 15-042
Nico Pestel and Eric Sommer
Institute for the Study of Labor (IZA) and University of Cologne
Date Posted: June 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Complexity of Coordination
Vipin P. Veetil and Davoud Taghawi-Nejad
George Mason University - Department of Economics and University of Sao Paulo (USP)
Date Posted: June 25, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Advancing the Universality of Quadrature Methods to Any Underlying Process for Option Pricing
Journal of Financial Economics (JFE), Vol. 114, No. 3, 2014
Ding , Hannu Hannu Härkönen and David Newton
Nottingham University Business School , Nottingham University Business School and Nottingham University Business School (NUBS)
Date Posted: June 24, 2015
Accepted Paper Series
9 downloads

Incl. Fee Electronic Paper Stochastic Volatility Models for the Brent Oil Futures Market: Forecasting and Extracting Conditional Moments
OPEC Energy Review, Vol. 39, Issue 2, pp. 184-221, 2015
Per Bjarte Solibakke
Høgskolen i Molde
Date Posted: June 24, 2015
Accepted Paper Series

Incl. Electronic Paper It's a Small World after All: Using Social Network Analysis to Investigate Systemic Risk in the Australian Superannuation Sector
Centre for Law, Markets and Regulation (CLMR) Research Paper Working Paper No. 1541
Rob Nicholls , M. Scott Donald and Kevin Liu
Swinburne University of Technology , University of New South Wales (UNSW) and University of New South Wales (UNSW), Australian School of Business - School of Risk & Actuarial Studies,
Date Posted: June 24, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Can the Dark Side of Flexibility Be Overcome Through Covenants?
Dan Andrei Iancu , Nikolaos Trichakis and Gerry Tsoukalas
Stanford Graduate School of Business , Harvard Business School and University of Pennsylvania - The Wharton School
Date Posted: June 22, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper A Quantum Finance Model
Hongbing Su
Independent
Date Posted: June 21, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Computing the Cross-Sectional Distribution to Approximate Stationary Markov Equilibria with Heterogeneous Agents and Incomplete Markets
Elisabeth Pröhl
University of Geneva and Swiss Finance Institute
Date Posted: June 21, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Reformulation of Nash Equilibrium with an Application to Interchangeability
Yosuke Yasuda
Osaka University - Graduate School of Economics
Date Posted: June 21, 2015
Last Revised: June 29, 2015
Working Paper Series
330 downloads

Incl. Electronic Paper Linear Optimization Techniques for Product-Mix of Paints Production in Nigeria
Ismail Oladimeji Soile ACTA UNIVERSITATIS DANUBIUS Vol 10, no 1, 2014, pp. 181-190 (with Sulaimon Adebiyi and Bilqis Amole)
Sulaimon O Adebiyi , Amole B Bilqis and Ismail Soile
Abeokuta Federal University of Agriculture (UNAAB) , University of Lagos and University of Dundee - Centre for Energy, Petroleum and Mineral Law & Policy (CEPMLP)
Date Posted: June 20, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Seasonal Stochastic Volatility and Correlation Together with the Samuelson Effect in Commodity Futures Markets
Lorenz Schneider and Bertrand Tavin
EMLYON Business School and EMLYON Business School
Date Posted: June 20, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Derechos Colectivos En Pesca Artesanal Y Los Intercambios En La Política Pesquera: Un Análisis De Las Políticas Distributivas (Collective Rights in Artisanal Fisheries and the Trade-Offs in Fisheries Policies: An Analysis of Distributive Policies)
Estudios de Economia. Vol. 42 - N 1, Junio 2015, pp. 53-78
Miguel Jara , Jorge David Dresdner Cid and Walter Gómez
Universidad de Concepción , Universidad de Concepción and Universidad de la Frontera
Date Posted: June 20, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Stabilization Policies and Long Term Growth: Policy Implications from an Agent-Based Macroeconomic Model
Bielefeld Working Papers in Economics and Management No. 06-2015
Philipp Harting
Faculty of Business Administration and Economics
Date Posted: June 19, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper A Competitive Idea-Based Growth Model with Shrinking Workers’ Income Share
Carla Marchese and Fabio Privileggi
Università del Piemonte Orientale "Amedeo Avogadro", Institute POLIS-DiGSPES and University of Turin - Department of Economics and Statistics
Date Posted: June 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Fractal Measures in Market Microstructure Research
Multinational Finance Journal, Vol. 16, No. 1/2, p. 137-154, 2012
Rossitsa M. Yalamova
University of Lethbridge
Date Posted: June 19, 2015
Accepted Paper Series
23 downloads

Incl. Electronic Paper Q-Learning and SARSA: A Comparison between Two Intelligent Stochastic Control Approaches for Financial Trading
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. No. 15/WP/2015
Marco Corazza and Andrea Sangalli
Ca Foscari University of Venice - Department of Economics and Independent
Date Posted: June 17, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Globalized Robust Optimization for Nonlinear Uncertain Inequalities
CentER Discussion Paper Series No. 2015-031
Aharon Ben-Tal , R.C.M. Brekelmans , Dick den Hertog and Jean-Philippe Vial
Technion-Israel Institute of Technology , Tilburg University - Center and Faculty of Economics and Business Administration , Tilburg University - Department of Econometrics & Operations Research and University of Geneva
Date Posted: June 16, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Fundamento y Límite de la Estática Comparativa en el Análisis Económico (Background and Limit of Comparative Statics in the Economic Analysis)
Revista de Economía San Marcos, 1 (1), pp. 62-84, 2014,
Eloy Ávalos
Universidad Nacional Mayor de San Marcos
Date Posted: June 13, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Lifetime Ruin Under Uncertain Hazard Rate
V.R. Young and Yuchong Zhang
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor
Date Posted: June 13, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Quick or Persistent? Strategic Investment Demanding Versatility
Center for Mathematical Economics Working Paper No. 541
Jan-Henrik Steg and Jacco Thijssen
Bielefeld University - Center for Mathematical Economics and University of York - Department of Mathematics
Date Posted: June 12, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Analytical Formula for the Distribution Function of the Variance Gamma Process and its Application to Option Pricing
Roman V. Ivanov
Russian Academy of Sciences (RAS)
Date Posted: June 12, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Optimal Execution in Hong Kong Given a Market-on-Close Benchmark
Christoph Frei and Nicholas Westray
University of Alberta and Imperial College London
Date Posted: June 12, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Defuse the Bomb: Rewiring Interbank Networks
LEM Papers Series 2015/16
Matteo Chinazzi , Stefano Pegoraro and Giorgio Fagiolo
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) , University of Chicago and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Date Posted: June 11, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Bubbles, Crashes and the Financial Cycle: Insights from a Stock-Flow Consistent Agent-Based Macroeconomic Model
Bielefeld Working Papers in Economics and Management No. 01.2015
Sander van der Hoog and Herbert Dawid
Bielefeld University and Bielefeld University - Department of Business Administration and Economics
Date Posted: June 10, 2015
Last Revised: June 23, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Identification of Dynamic Models of Rewards Program
Andrew Ching and Masakazu Ishihara
University of Toronto - Rotman School of Management and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: June 09, 2015
Last Revised: June 18, 2015
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Risk Metrics and Fine Tuning of High Frequency Trading Strategies
Mathematical Finance, Vol. 25, Issue 3, pp. 576-611, 2015
Álvaro Cartea and Sebastian Jaimungal
University College London and University of Toronto - Department of Statistics
Date Posted: June 09, 2015
Accepted Paper Series

Incl. Electronic Paper Factor Risk Parity with Portfolio Weight Constraints
Marco Erling and Steffen Möllenhoff
BUW - Schumpeter School of Business and Economics and BUW - Schumpeter School of Business and Economics
Date Posted: June 08, 2015
Last Revised: June 16, 2015
Working Paper Series
93 downloads

Incl. Electronic Paper Value Functions for Prospect Theory Investors: An Empirical Evaluation for US Style Portfolios
Spyros I. Spyrou and Evanthia Zervoudi
Athens University of Economics & Business and Athens University of Economics and Business - Department of International and European Economic Studies
Date Posted: June 08, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper CVaR Bounds with Partial Dependence Information
Alexandru V. Asimit and Yuriy Zinchenko
Cass Business School and University of Calgary - Department of Mathematics and Statistics
Date Posted: June 08, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information
CentER Discussion Paper Series No. 2015-030
Krzysztof Postek , Aharon Ben-Tal , Dick den Hertog and Bertrand Melenberg
Tilburg University - Center for Economic Research (CentER) , Technion-Israel Institute of Technology , Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Center for Economic Research (CentER)
Date Posted: June 07, 2015
Last Revised: June 18, 2015
Working Paper Series
3 downloads

A Fast Algorithm to Combine Binomial Option Pricing Framework with Stochastic Volatility Forecasts from a T-GARCH Model for Valuation of Path Dependent Options: A Path Integral Approach
Pavan Gadiraju
Independent
Date Posted: June 07, 2015
Working Paper Series

Incl. Electronic Paper Locally Phi-Integrable Sigma-Martingale Densitiesfor General Semimartingales
Swiss Finance Institute Research Paper No. 15-15
Tahir Choulli and Martin Schweizer
University of Alberta - Department of Mathematical and Statistical Sciences and Swiss Federal Institute of Technology Zurich - Department of Mathematics
Date Posted: June 06, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Incentives and Equilibrium in Agency with Adverse Selection
Peter S. Faynzilberg
The Aleph Group, LLC
Date Posted: June 06, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Vertical Flexibility, Outsourcing and the Financial Choices of the Firm
Quaderni - Working Paper DSE N° 1009,
Michele Moretto and Gianpaolo Rossini
University of Padua - Department of Economics and University of Bologna - Department of Economics
Date Posted: June 06, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Robust Stochastic Optimisation with Indistinguishable Models
Anne Balter and Antoon Pelsser
Maastricht University and Maastricht University
Date Posted: June 06, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper System Dynamics and Mathematical Method Application for the Strategic Foresight
Agnieszka Ziomek and Krzysztof Maciej Piasecki
Poznan University of Economics and Poznan University of Economics
Date Posted: June 05, 2015
Last Revised: June 10, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Losing Equilibrium
The Center for the History of Political Economy Working Paper No. 2015-04
Till Duppe and E. Roy Weintraub
University of Quebec at Montreal (UQAM) and Duke University - Department of Economics
Date Posted: June 04, 2015
Last Revised: June 13, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Earned Value (EV) Management Model for Small Software Development Projects
Proceedings for the 2001 Software Technology Conference (STC). Salt Lake City, UT. April 17, 2001
Jeffrey S. Ray and Sandra A. Sanderson
Swiss Management Center (SMC) University and Navy Mission Planning, PMA233
Date Posted: June 04, 2015
Accepted Paper Series
48 downloads


 

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