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SSRN eLibrary Search Results
JEL Code: C02
140,243 Total downloads
Bitcoin Average Dormancy: A Measure of Turnover and Trading ActivityReginald Smith Supreme Vinegar LLC Date Posted: June 26, 2017 Working Paper Series 13 downloads
Predicting Financial Market Crashes Using Ghost SingularitiesSwiss Finance Institute Research Paper No. 17-23 Damian Smug, Peter Ashwin and Didier Sornette University of Exeter, University of Exeter and Swiss Finance Institute Date Posted: June 23, 2017 Working Paper Series 59 downloads
Integrating Managerial Preferences into the Qualitative Evaluation of Virtual Team MemberAnn Barcomb, Nicolas Jullien, Patrick Meyer and Alexandru-Liviu Olteanu University of Limerick, Telecom Bretagne, iSchool, Telecom Bretagne and Telecom Bretagne Date Posted: June 22, 2017 Working Paper Series 3 downloads
Psychological Relevance of the Text StructureDumitru Grigore Psychometric Systems S.A. Date Posted: June 16, 2017 Working Paper Series 5 downloads
Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial InformationSühan Altay, Katia Colaneri and Zehra Eksi Vienna University of Technology - Financial and Actuarial Mathematics Research Group, University of Perugia, Department of Economics and Vienna University of Economics and Business, Institute for Statistics and Mathematics Date Posted: June 15, 2017 Working Paper Series 39 downloads
Quantitative Modeling of Trust and Trust Management Protocols in Next-Generation Social Networks-Based Wireless Mobile AD HOC NetworksIUP Journal of Computer Sciences, Vol. XI, No. 2, pp. 7-28. April 2017 Yogesh Malhotra Global Risk Management Network, LLC Date Posted: June 10, 2017 Last Revised: June 12, 2017 Accepted Paper Series 9 downloads
Perturbative Solution of the SABR Eikonal EquationAndras Vanyolos Independent Date Posted: June 09, 2017 Working Paper Series 11 downloads
Locally Adapt Risks MinimizingSiyabonga Goodwill Chule Mathematical Sciences (MS) centre, the African Institute for MS Date Posted: June 08, 2017 Last Revised: June 10, 2017 Working Paper Series 14 downloads
Capital Asset Pricing ModelPalgrave Encyclopedia of Strategic Management, Eds. Mie Augier, David J. Teece, ISBN 978-1-137-49190-9, Palgrave Macmillan UK, 2016 Rajeev R. Bhattacharya Georgetown University Date Posted: June 08, 2017 Accepted Paper Series 82 downloads
A Case Study of Misconceptions Students in the Learning of Mathematics; The Concept Limit Function in High SchoolWidodo Winarso and Toheri IAIN Syekh Nurjati Cirebon and IAIN Syekh Nurjati Cirebon Date Posted: June 05, 2017 Working Paper Series 10 downloads
The Two Envelope Problem: Insurance for the Not So Greener EnvelopeHarald Patzelt Green Pond Capital Management, LLC Date Posted: June 05, 2017 Working Paper Series 6 downloads
A Multilevel Model of the European Entry-Exit Gas MarketVeronika Grimm, Lars Schewe, Martin Schmidt and Gregor Zöttl University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg - School of Business & Economics, University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg, University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg and Friedrich Alexander Universität Erlangen Nürnberg Date Posted: June 01, 2017 Working Paper Series 6 downloads
Calibration of Discrete Time Short Rate Term Structure Models from Coupon Bond PricesErika Gomes-Gonçalves, Henryk Gzyl and Silvia Mayoral Blaya Independent, Instituto de Estudios Superiores de Administración (IESA) and Universidad Carlos III de Madrid Date Posted: May 31, 2017 Last Revised: June 11, 2017 Working Paper Series 37 downloads
Mathematics Prerequisites for Doctoral Level Studies in FinanceGary Harris and Xu Niu Texas Tech University - Department of Mathematics and Statistics and Texas Tech University - Rawls College of Business Date Posted: May 28, 2017 Working Paper Series 142 downloads
A Reliability-Based Capability ApproachRisk Analysis, Forthcoming, DOI: 10.1111/risa.12843 Armin Tabandeh, Paolo Gardoni and Colleen Murphy University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign Date Posted: May 25, 2017 Last Revised: June 04, 2017 Accepted Paper Series 12 downloads
Sensitivity of Energy System Investments to Policy Regulation Changes: Application of the Blue Sky CatastropheAnton A. Bondarev and Hannes Weigt WWZ Universität Basel and WWZ, Wirtschaftswissenschaftliche Fakultät der Universität Basel Date Posted: May 16, 2017 Working Paper Series 6 downloads
Random Geometric Analysis in the Stochastic Volatility: Financial Markets States DegeneracyAnalysis and Computations Journal, Forthcoming Siyabonga Goodwill Chule Mathematical Sciences (MS) centre, the African Institute for MS Date Posted: May 15, 2017 Last Revised: May 22, 2017 Accepted Paper Series 32 downloads
Определяне рейтинга на кандидатите за вакантните длъжности в организацията (Rating Determination of the Candidates for Vacant Positions in Organization)Bulgarian Journal of Business Research, issue 2, 2008, p. 33-47 Margarita Harizanova and Maya Lambovska University of National and World Economy, Department of Management and University of National and World Economy, Department of Management Date Posted: May 15, 2017 Accepted Paper Series 4 downloads
New Bid-Ask Spread Estimators from Daily High and Low PricesZhiyong Li, Brendan John Lambe and Emmanuel Adegbite De Montfort University, University of Leicester and Durham University Date Posted: May 13, 2017 Working Paper Series 93 downloads
An Algorithm for Evaluating Candidates for Vacant Positions in Organizations (Алгоритъм за оценяване на кандидатите за вакантните длъжности в организациите)Business Management Journal of Tsenov Academy, Volume 18, Issue 3, p. 5-34, 2008 Margarita Harizanova and Maya Lambovska University of National and World Economy, Department of Management and University of National and World Economy, Department of Management Date Posted: May 11, 2017 Accepted Paper Series 5 downloads
Impact of Corruption on Economic Development: Case of TunisiaA. Zouaoui, Mounira Ben-Arab, H. Eleuch, C. Elaoun and Anas AlQudah King Saud University - College of Business Administration, University of Tunis, University of Texas at Austin, University of Sfax - Institut des Hautes Etudes Commerciales (IHEC) and Universiti Teknologi Brunei Date Posted: May 10, 2017 Working Paper Series 10 downloads
Assessing the Risks of Asset Overvaluation: Models and ChallengesBank of Italy Temi di Discussione (Working Paper) No. 1114 Sara Cecchetti and Marco Taboga Bank of Italy and Bank of Italy Date Posted: May 08, 2017 Working Paper Series 27 downloads
Anticipated Backward SDEs with Jumps and Quadratic-Exponential Growth DriversMasaaki Fujii and Akihiko Takahashi University of Tokyo - Faculty of Economics and University of Tokyo - Faculty of Economics Date Posted: May 08, 2017 Last Revised: May 24, 2017 Working Paper Series 15 downloads
Robust Modelling of the Impacts of Climate Change on the Habitat Suitability of Forest Tree Speciesde Rigo, D., Caudullo, G., San-Miguel-Ayanz, J, Barredo, J.I., 2017. Robust modelling of the impacts of climate change on the habitat suitability of forest tree species. Publication Office of the European Union, 58 pp. ISBN:978-92-79-66704-6 , doi/10.2760/296501 Daniele de Rigo, Giovanni Caudullo, Jesús San-Miguel-Ayanz and José I. Barredo European Commission, Joint Research Centre (JRC), European Commission Joint Research Center - Bio-Economy Unit, European Commission Joint Research Center - Disaster Risk Management Unit and European Commission Joint Research Center - Bio-Economy Unit Date Posted: May 05, 2017 Accepted Paper Series 263 downloads
Probability Measures on Product Spaces with Uniform MetricsMPI Collective Goods Preprint, No. 2017/6 Martin F. Hellwig Max Planck Institute for Research on Collective Goods Date Posted: May 04, 2017 Working Paper Series 12 downloads
From Quadratic Gaussian to Quantum Groups: Exploiting Duality in Modelling IR-FX Hybrids (Presentation Slides)Presented at the Global Derivatives Trading & Risk Management Conference, Barcelona, May 2017 Paul McCloud University College London - Department of Mathematics Date Posted: May 02, 2017 Working Paper Series 35 downloads
Duality in Mathematical FinancePaul McCloud University College London - Department of Mathematics Date Posted: May 02, 2017 Last Revised: May 05, 2017 Working Paper Series 75 downloads
Loss Aversion, Lying and ProbabilityNorbert Pierre Office of the Comptroller of the Currency Date Posted: May 01, 2017 Working Paper Series 23 downloads
Martingale Measures & Change of Measure ExplainedNicholas Burgess Independent Date Posted: May 01, 2017 Working Paper Series 54 downloads
Traffic Theory from First PrinciplesDirk Helbing ETH Zürich - Department of Humanities, Social and Political Sciences (GESS) Date Posted: April 29, 2017 Working Paper Series 17 downloads
Correlation of Democracy Indicators and Markets ReturnsV-Dem Working Paper 2016:04 Scott Axelrod and James Leitner Falcon Management Corporation and Falcon Management Corporation Date Posted: April 27, 2017 Working Paper Series 43 downloads
Tenor Basis Swap FormulaeNicholas Burgess Independent Date Posted: April 27, 2017 Working Paper Series 35 downloads
МОДЕЛ НА УПРАВЛЕНСКИЯ ПРОЦЕС НА НАБИРАНЕ И ПОДБОР НА ЧОВЕШКИТЕ РЕСУРСИ (A Model for the Management Process of Human Resources Recruitment and Selection)Research Papers of University of National and World Economy (Научни трудове на УНСС), Issue 1, p. 53-100, 2008, Margarita Harizanova and Maya Lambovska University of National and World Economy, Department of Management and University of National and World Economy, Department of Management Date Posted: April 24, 2017 Accepted Paper Series 9 downloads
Three Theorems on Risk ContributionsColm A O'Cinneide QS Investors Date Posted: April 22, 2017 Last Revised: April 26, 2017 Working Paper Series 81 downloads
Pairs Trading Under Drift Uncertainty and Risk PenalizationSühan Altay, Katia Colaneri and Zehra Eksi Vienna University of Technology - Financial and Actuarial Mathematics Research Group, University of Perugia, Department of Economics and Vienna University of Economics and Business, Institute for Statistics and Mathematics Date Posted: April 20, 2017 Working Paper Series 157 downloads
Cybersecurity Budget Allocation to Address Multiple Areas of Vulnerability and Multiple Segments of Data AssetsShaun Wang Nanyang Technological University Date Posted: April 19, 2017 Last Revised: April 23, 2017 Working Paper Series 6 downloads
Measurement of Economic Growth, Development and Under Development: New Model and ApplicationCocciaLab Working Paper 2017 – No. 6, Mario Coccia National Research Council of Italy (CNR) Date Posted: April 19, 2017 Working Paper Series 23 downloads
Структурната устойчивост на организацията – методологическа рамка и методически подход за оценяване (Structural Stability of the Organization – Methodological Framework and Methodical Approach to Evaluation)Economic Alternatives, Issue 2, p. 34-48, 2011 Maya Lambovska and Ognyan Simeonov University of National and World Economy, Department of Management and University of National and World Economy, Department of Financial Control Date Posted: April 18, 2017 Accepted Paper Series 8 downloads
Measurement of Economic Growth and Convergence: A New ApproachMario Coccia National Research Council of Italy (CNR) Date Posted: April 14, 2017 Last Revised: April 15, 2017 Working Paper Series 8 downloads
Good Deal Hedging and Valuation Under Combined Uncertainty About Drift and VolatilityDirk Becherer and Klebert Kentia Humboldt University of Berlin - Faculty of Mathematics and Natural Sciences and Goethe-University Frankfurt am Main - Institute of Mathematics Date Posted: April 12, 2017 Last Revised: June 11, 2017 Working Paper Series 53 downloads
A Probabilistic Approach to the Computation of the Levelized Cost of ElectricityEnergy, Volume 124, Pages 372–381, April 2017, Thomas Geissmann ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich Date Posted: April 11, 2017 Working Paper Series 23 downloads
The Landau Legacy: From Chess to PagerankNicolas Boccard University of Girona Date Posted: April 10, 2017 Working Paper Series 12 downloads
Regional Tourism Demand Forecasting with Machine Learning Models: Gaussian Process Regression vs. Neural Network Models in a Multiple-Input Multiple-Output SettingResearch Institute of Applied Economics Working Paper No. 2017/01, Regional Quantitative Analysis Research Group Working Paper No. 2017/01 Oscar Claveria, Enric Monte and Salvador Torra University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA), Polytechnic University of Catalunya and University of Barcelona - Riskcenter-IREA Date Posted: April 05, 2017 Working Paper Series 23 downloads
Self-Organizing Map Analysis of Agents' Expectations. Different Patterns of Anticipation of the 2008 Financial CrisisResearch Institute of Applied Economics Working Paper No. 2015/11 1/25 , Regional Quantitative Analysis Research Group Working Paper No. 2015/08 1/25 Oscar Claveria, Enric Monte and Salvador Torra University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA), Polytechnic University of Catalunya and University of Barcelona - Riskcenter-IREA Date Posted: April 05, 2017 Working Paper Series 4 downloads
Regional Forecasting with Support Vector Regressions: The Case of SpainResearch Institute of Applied Economics Working Paper No. 2015/07 1/40, Regional Quantitative Analysis Research Group Working Paper No. 2015/06 1/40 Oscar Claveria, Enric Monte and Salvador Torra University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA), Polytechnic University of Catalunya and University of Barcelona - Riskcenter-IREA Date Posted: April 05, 2017 Working Paper Series 7 downloads
A Non-Structural Investigation of VIX Risk Neutral DensityAndrea Barletta, Paolo Santucci de Magistris and Francesco Violante Department of Economics and Business Economics - Aarhus BSS, University of Aarhus - CREATES and Maastricht University - Department of Economics Date Posted: April 01, 2017 Working Paper Series 49 downloads
Measurement of Water Productivity in Seasonal Floodplain Beel AreaHossain, M.I., Alam, M.M., Siwar, C., and Mokthar, M. 2016. Measurement of Water Productivity in Seasonal Floodplain Beel Areas: Methodological Assessment. Asian Journal of Water, Environment and Pollution, Vol. 13(2), pp.1-14. Md Istiaque Hossain, Md. Mahmudul Alam, Chamhuri Siwar and Mazlin Mokhtar University of Rajshahi, Universiti Utara Malaysia, National University of Malaysia (UKM) and Universiti Kebangsaan Malaysia - Institute of Environment and Development (LESTARI) Date Posted: March 31, 2017 Accepted Paper Series 6 downloads A Review on Implied Volatility Calculation Journal of Computational and Applied Mathematics 320 (2017) 202–220, Giuseppe Orlando and Giovanni Taglialatela University of Bari - Department of Economics and Mathematical Methods and University of Bari - Department of Economics and Mathematical Methods Date Posted: March 29, 2017 Accepted Paper Series
A Novel Approach to Quantification of Model Risk for PractitionnersZuzana Krajcovicova, Pedro Pablo Pérez-Velasco and Carlos Vázquez Cendón University of Coruña - Department of Mathematics, Banco Santander and University of Coruña - Department of Mathematics Date Posted: March 25, 2017 Working Paper Series 119 downloads
A New Method of Assessment Based on Fuzzy Ranking and Aggregated Weights (AFRAW) for MCDM Problems Under Type-2 Fuzzy EnvironmentEconomic Computation and Economic Cybernetics Studies and Research, 50(1), 39-68, 2016 Mehdi Keshavarz Ghorabaee, Edmundas Kazimieras Zavadskas, Maghsoud Amiri and Jurgita Antucheviciene Department of Industrial Management, Faculty of Management and Accounting, AllamehTabataba’i University, Tehran, Iran, Vilnius Gediminas Technical University, Allameh Tabatabaei University and Vilnius Gediminas Technical University Date Posted: March 23, 2017 Last Revised: June 03, 2017 Accepted Paper Series 10 downloads |
