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JEL Code: C69

38,220 Total downloads
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Viewing: 1 - 50 of 159 papers

1.

Modelling Operational Risk

Journal of Risk, Vol. 5, No. 3, pp. 1-16, 2003
Number of pages: 23 Posted: 11 Dec 2001 Last Revised: 06 Jan 2010
Working Paper Series
Silvan Ebnöther, Paolo Vanini, Alexander McNeil and Pierre Antolinez-Fehr
Zurich Cantonal Bank, University of Basel, ETH Zürich - Department of Mathematics and Zurich Cantonal Bank
Downloads 5,273
2.

The Quantification of Operational Risk

Number of pages: 38 Posted: 30 Dec 2003
Working Paper Series
Markus Leippold and Paolo Vanini
University of Zurich - Department of Banking and Finance and University of Basel

Multiple version iconThere are 2 versions of this paper

Downloads 3,742
3.

FX Market Behavior and Valuation

Number of pages: 41 Posted: 12 Jan 2007
Working Paper Series
Harvey J. Stein
Bloomberg L.P.
Downloads 3,202
4.

Operational Risk: A Practitioner's View

Journal of Risk, Vol. 5, No. 3, pp. 1-16, 2003
Number of pages: 15 Posted: 18 Nov 2002 Last Revised: 15 Feb 2011
Accepted Paper Series
Paolo Vanini, Silvan Ebnöther, Pierre Antolinez-Fehr and Alexander McNeil
University of Basel, Zurich Cantonal Bank, Zurich Cantonal Bank and ETH Zürich - Department of Mathematics

Multiple version iconThere are 2 versions of this paper

Downloads 2,240
5.

A Simple Model of Credit Contagion

EFA 2004 Maastricht Meetings
Number of pages: 55 Posted: 05 Jan 2004 Last Revised: 18 Dec 2008
Working Paper Series
Markus Leippold, Daniel Egloff and Paolo Vanini
University of Zurich - Department of Banking and Finance, QuantAlea GmbH and University of Basel
Downloads 2,023
6.

From Operational Risk to Operational Excellence

Number of pages: 18 Posted: 20 Jul 2003
Working Paper Series
Paolo Vanini, Markus Leippold and Barbara Doebeli
University of Basel, University of Zurich - Department of Banking and Finance and Swiss National Bank, International Monetary Relations
Downloads 1,640
7.

Operational Risk and Insurance: Quantitative and Qualitative Aspects

EFMA 2004 Basel Meetings Paper
Number of pages: 38 Posted: 14 May 2004
Working Paper Series
Silke N. Finken
DZ Bank AG
Downloads 1,459
8.

An Integrated Pricing Model for Defaultable Loans and Bonds

Data Not Availalbe, Cass Business School Research Paper
Number of pages: 21 Posted: 23 May 2003
Working Paper Series
Edward I. Altman and Mario Onorato
New York University (NYU) - Salomon Center and Algorithmics

Multiple version iconThere are 3 versions of this paper

Downloads 972
9.

The Virtues and Vices of Equilibrium and the Future of Financial Economics

Cowles Foundation Discussion Paper No. 1647
Number of pages: 69 Posted: 24 Mar 2008
Working Paper Series
J. Doyne Farmer and John Geanakoplos
Institute for New Economic Thinking and Yale University - Cowles Foundation
Downloads 747
10.

Inland Container Logistics and Interports. Goals and Features of an Ongoing Applied Research

Proceedings of the Ninth Scientific Meeting of the Italian Society of Transport Economists, October 3-5, 2007, Naples, Italy
Number of pages: 24 Posted: 01 Jul 2008 Last Revised: 26 Feb 2012
Accepted Paper Series
Fedele Iannone, Sten A. Thore and Ennio Forte
affiliation not provided to SSRN , IC2 Institute, The University of Texas at Austin and Federico II University of Naples - Department of Economics
Downloads 706
11.

The Past, Present and Future of Information Systems Research

Number of pages: 220 Posted: 23 Mar 2009
Working Paper Series
Arpan Kumar Kar
XLRI School of Business & Human Resources
Downloads 699
12.

Optimal Credit Limit Management Under Different Information Regimes

Number of pages: 29 Posted: 12 Oct 2003
Working Paper Series
Markus Leippold, Paolo Vanini and Silvan Ebnöther
University of Zurich - Department of Banking and Finance, University of Basel and Zurich Cantonal Bank
Downloads 692
13.

Risk, Financing and the Optimal Number of Suppliers

Number of pages: 43 Posted: 06 Jul 2006 Last Revised: 03 Apr 2012
Working Paper Series
Volodymyr Babich, Goker Aydin, Pierre-Yves Brunet, Jussi Keppo and Romesh Saigal
Georgetown University, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, National University of Singapore - NUS Business School and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 645
14.

Assessment of Sustainable Development

ERIM Report Series Reference No. ERS-2000-23-LIS
Number of pages: 21 Posted: 08 Feb 2003
Working Paper Series
A.M.G. Cornelissen, J. van den Berg, Wiebe J. Koops, Michael Grossman and Henk M.J. Udo
Wageningen UR - Animal Sciences Group, Delft University of Technology, Faculty of Technology, Policy and Management, Section of ICT, Wageningen UR - Animal Sciences Group, University of Illinois - Urbana-Champaign - Animal Science Lab and Wageningen UR - Animal Sciences Group
Downloads 518
15.

Improving Patent Examination Efficiency and Quality: An Operations Research Analysis of the USPTO, using Queuing Theory

Federal Circuit Bar Journal, Vol. 17, 2007
Number of pages: 43 Posted: 10 Dec 2007
Accepted Paper Series
Ayal Sharon and Yifan Liu
affiliation not provided to SSRN and George Mason University - Systems Engineering and Operations Research Department (SEOR)
Downloads 477
16.

A Bayesian Model of the Litigation Game

European Journal of Legal Studies, vol. 4, no. 2 (Autumn/Winter 2011), pp. 220-240
Number of pages: 24 Posted: 22 Jul 2011 Last Revised: 05 Dec 2014
Accepted Paper Series
Enrique Guerra-Pujol
University of Central Florida
Downloads 455
17.

Fractional Programming

ERIM Report Series Reference No. ERS-2004-074-LIS
Number of pages: 60 Posted: 26 Aug 2006 Last Revised: 26 Aug 2011
Working Paper Series
J. B. G. Frenk and Siegfried Schaible
Erasmus University, Rotterdam (EUR) - Department of Econometrics and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management
Downloads 431
18.

Managing Design Complexity to Improve on Cost, Quality, Variety, and Time-to-Market Performance Variables

European University Institute Working Paper No. ECO 97/35
Number of pages: 78 Posted: 08 Jan 2004
Working Paper Series
Spiridon (Spyros) Vassilakis (Vasilakis)
Athens University of Economics and Business
Downloads 425
19.

Fuzzy Transfer Pricing World: On the Analysis of Transfer Pricing with Fuzzy Logic Techniques

IIMA Working Paper No. 2005-12-03
Number of pages: 22 Posted: 10 Jan 2006
Working Paper Series
Tomas Tucha and Markus Brem
Indian Institute of Management, Ahmedabad and GTP GlobalTransferPricing Business Solutions GmbH
Downloads 424
20.

Joint Interest Rate Risk Management of Balance Sheet and Hedge Portfolio

Number of pages: 38 Posted: 17 May 2006
Working Paper Series
Paolo Vanini and Simone Farinelli
University of Basel and Core Dynamics GmbH
Downloads 389
21.

Information Diffusion Epidemics in Social Networks

Number of pages: 12 Posted: 15 Nov 2009
Working Paper Series
Jose Luis Iribarren
Instituto de Ingeniería del Conocimiento
Downloads 364
22.

The Eigenfunction Expansion Method in Multi-factor Quadratic Term Structure Models

Number of pages: 48 Posted: 10 Jan 2006
Working Paper Series
Nina Boyarchenko and Sergei Levendorskii
Federal Reserve Bank of New York and Calico Science Consulting
Downloads 318
23.

Introduction to Convex and Quasiconvex Analysis

ERIM Report Series Reference No. ERS-2004-075-LIS
Number of pages: 95 Posted: 29 Sep 2004 Last Revised: 04 Feb 2008
Working Paper Series
J. B. G. Frenk and G. Kassay
Erasmus University, Rotterdam (EUR) - Department of Econometrics and Babes-Bolyai University - Faculty of Mathematics and Computer Science
Downloads 285
24.

Failure and Rescue in an Interbank Network

Number of pages: 33 Posted: 25 Sep 2011
Working Paper Series
L. C. G. Rogers and Luitgard A. M. Veraart
University of Cambridge - Centre for Mathematical Sciences and London School of Economics & Political Science (LSE) - Department of Mathematics
Downloads 267
25.

Dynamic Scheduling of Handling Equipment at Automated Container Terminals

ERIM Report Series Reference No. ERS-2001-69-LIS
Number of pages: 25 Posted: 20 Feb 2003
Working Paper Series
Patrick J. M. Meersmans and Albert P. M. Wagelmans
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Erasmus Center for Optimization in Public Transport (ECOPT)
Downloads 256
26.

On Overstretched Critique and Mathematization of Islamic Economics

Journal of King Abdulaziz University in Islamic Economics, Vol. 22, No. 2, pp. 83-89, April 2009
Number of pages: 5 Posted: 05 Aug 2009 Last Revised: 02 Jan 2012
Accepted Paper Series
Mohammad Omar Farooq
Independent
Downloads 254
27.

Effective Algorithms for Integrated Scheduling of Handling Equipment at Automated Container Terminals

ERIM Report Series Reference No. ERS-2001-36-LIS
Number of pages: 31 Posted: 26 Aug 2006
Working Paper Series
Patrick J. M. Meersmans and Albert P. M. Wagelmans
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Erasmus Center for Optimization in Public Transport (ECOPT)
Downloads 253
28.

Decomposition of Economic Growth in Bulgaria by Industry

Number of pages: 19 Posted: 18 Nov 2008 Last Revised: 29 Jul 2009
Working Paper Series
Stanislav Hristov Ivanov and Craig Webster
Varna University of Management (VUM) and Ball State University
Downloads 243
29.

Agent-Based Simulation Models in Organization Science

Number of pages: 25 Posted: 30 Jun 2011
Working Paper Series
Guido Fioretti and Alessandro Lomi
University of Bologna and University of Lugano
Downloads 227
30.

A Random Matrix Theory Based Analysis of Stocks of Markets from Different Countries

Number of pages: 6 Posted: 02 Oct 2007
Working Paper Series
Ricardo Coehlo, Brian M. Lucey, Stefan Hutzler and Peter Richmond
Trinity College Dublin - School of Business, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Physics and Trinity College (Dublin) - Department of Physics
Downloads 226
31.

Joint Credit Risk Management of Balance Sheet and Hedge Portfolio

Number of pages: 31 Posted: 13 May 2008
Working Paper Series
Simone Farinelli
Core Dynamics GmbH
Downloads 226
32.

On Errors and Bias of Fourier Transform Methods in Quadratic Term Structure Models

Number of pages: 29 Posted: 10 Jan 2006
Working Paper Series
Nina Boyarchenko and Sergei Levendorskii
Federal Reserve Bank of New York and Calico Science Consulting
Downloads 220
33.

A Risk Management Framework for Penetration Testing of Global Banking & Finance Networks VoIP Protocols

Number of pages: 8 Posted: 25 Jan 2015
Working Paper Series
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 218
34.

On the Convergence Speed in Growth Models

Faculty of Economics & Management Magdeburg (FEMM) Working Paper No. 22/2000
Number of pages: 21 Posted: 10 Oct 2000
Working Paper Series
J. Philipp Reiss
Karlsruhe Institute of Technology
Downloads 210
35.

A Dynamic Approach to Vehicle Scheduling

ERIM Report Series Reference No. ERS-2001-35-LIS
Number of pages: 23 Posted: 26 Aug 2006
Working Paper Series
Dennis Huisman, Richard Freling and Albert P. M. Wagelmans
Erasmus University Rotterdam (EUR) - Department of Econometrics, Erasmus Universiteit Rotterdam, ECOPT & ERIM (Deceased) and Erasmus University Rotterdam (EUR) - Erasmus Center for Optimization in Public Transport (ECOPT)
Downloads 190
36.

Handwritten Character Recognition Using Fuzzy Membership Function

IJETSE International Journal of Emerging Technologies in Sciences and Engineering, Vol. 5, No. 2, Dec 2011
Number of pages: 5 Posted: 22 Feb 2012 Last Revised: 23 Feb 2012
Accepted Paper Series
Sumit Saha and T. Som
Assam University - Department of Mathematics and affiliation not provided to SSRN
Downloads 183
37.

Joint Interest Rate Risk Management of Balance Sheet and Hedge Portfolio in a Present Value Perspective

Number of pages: 37 Posted: 13 May 2008
Working Paper Series
Simone Farinelli and Paolo Vanini
Core Dynamics GmbH and University of Basel
Downloads 180
38.

A Fuzzy Logic and Default Reasoning Model of Social Norm and Equilibrium Selection in Games under Unforeseen Contingencies

University of Trento Economics Discussion Paper No. 13
Number of pages: 26 Posted: 01 Jun 2005
Working Paper Series
Lorenzo Sacconi and Stefano Moretti
University of Trento - Department of Economics and Management and University of Genoa - Department of Mathematics
Downloads 175
39.

Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs

Number of pages: 38 Posted: 27 Dec 2000
Working Paper Series
George M. Constantinides and Stylianos Perrakis
University of Chicago - Booth School of Business and Concordia University, Quebec - John Molson School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 171
40.

Correlations, Risk and Crisis: From Physiology to Finance

Number of pages: 40 Posted: 02 May 2009 Last Revised: 04 May 2009
Working Paper Series
Alexander N. Gorban, Elena V. Smirnova and Tatiana A. Tyukina
University of Leicester, UK, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 170
41.

Towards a Realistic Model of Corporate Debt Valuation

Number of pages: 22 Posted: 15 Apr 2005
Working Paper Series
Hugo Oscar Berlingeri and Sebastian Berlingeri
Pontificia Universidad Católica Argentina and Instituto Tecnológico de Buenos Aires
Downloads 168
42.

Optimal Placement in a Limit Order Book

Number of pages: 26 Posted: 01 Sep 2013 Last Revised: 27 Jul 2016
Working Paper Series
Xin Guo, Adrien de Larrard and Zhao Ruan
University of California, Berkeley, Université Paris VII Denis Diderot and University of California, Berkeley
Downloads 166
43.

Credit Gap Risk in a First Passage Time Model with Jumps

Centre for Practical Quantitative Finance Working Paper No. 22
Number of pages: 39 Posted: 19 Nov 2009
Working Paper Series
Natalie E. Packham, Lutz Schloegl and Wolfgang M. Schmidt
Berlin School of Economics and Law, affiliation not provided to SSRN and Frankfurt School of Finance & Management Gemeinnützige GmbH
Downloads 156
44.

Credit Modelling Under Jump Diffusions with Exponentially Distributed Jumps - Stable Calibration, Dynamics and Gap Risk

Number of pages: 22 Posted: 15 Sep 2010 Last Revised: 08 Oct 2015
Working Paper Series
Stefan Kassberger, Martin Hellmich and Wolfgang M. Schmidt
Frankfurt School of Finance & Management gemeinnützige GmbH, Frankfurt School of Finance & Management gemeinnützige GmbH and Frankfurt School of Finance & Management Gemeinnützige GmbH
Downloads 152
45.

Stock-Flow Consistent Modeling Through the Ages

Levy Economics Institute of Bard College Working Paper No. 745
Number of pages: 38 Posted: 04 Jan 2013 Last Revised: 08 Jan 2013
Working Paper Series
Eugenio Caverzasi and Antoine Godin
Department of Economic and Social Sciences, Marche Polytechnic University, Ancona and Kingston University - Economics
Downloads 152
46.

A Note on the Dual of an Unconstrained (Generalized) Geometric Programming Problem

ERIM Report Series Reference No. ERS-2005-006-LIS
Number of pages: 10 Posted: 09 Sep 2005
Working Paper Series
J. B. G. Frenk and G. Still
Erasmus University, Rotterdam (EUR) - Department of Econometrics and University of Twente - Department of Applied Mathematics
Downloads 151
47.

A Model of Deliberation Based on Rawls’s Political Liberalism

Social Choice and Welfare, Vol. 36, pp. 121–178, 2011,
Number of pages: 58 Posted: 29 May 2010 Last Revised: 13 Feb 2012
Accepted Paper Series
Mostapha Benhenda
Ecole Normale Superiéure (ENS)
Downloads 143
48.

Investment and Saving in Russian Macroeconomy: Compilation and Analyses of an Aggregated SAM for Russia, 1995

CERT Working Paper No. DP98/09
Number of pages: 22 Posted: 12 May 1999
Working Paper Series
Yasushi Nakamura
Yokohama National University - Department of Economics
Downloads 138
49.

Social Structure and Agency as Time-Scaled Dynamical System: The Case of Scientific Capital

Applied Mathematical Sciences, Vol. 6, 2012, No. 133, pp. 6601-6625
Number of pages: 25 Posted: 18 Oct 2012 Last Revised: 29 Oct 2012
Accepted Paper Series
Yu. L. Katchanov and Natalia Shmatko
National Research University Higher School of Economics and National Research University Higher School of Economics
Downloads 137
50.

Utility, Games, and Narratives

Number of pages: 38 Posted: 28 Aug 2009 Last Revised: 15 Mar 2011
Working Paper Series
Guido Fioretti
University of Bologna
Downloads 135
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