Search Results
JEL Code: C69

47,427 Total downloads

Viewing: 1 - 50 of 185 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
Zurich Cantonal Bank, University of Basel, ETH Zürich - Department of Mathematics and Zurich Cantonal Bank
Downloads 5,697
2.

The Quantification of Operational Risk

Number of pages: 38 Posted: 30 Dec 2003
Working Paper Series
University of Zurich and University of Basel

Multiple version iconThere are 2 versions of this paper

Downloads 4,243
3.

FX Market Behavior and Valuation

Number of pages: 41 Posted: 12 Jan 2007
Working Paper Series
Two Sigma
Downloads 3,806
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
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 2,301
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
University of Zurich, QuantAlea GmbH and University of Basel
Downloads 2,108
6.

From Operational Risk to Operational Excellence

Number of pages: 18 Posted: 20 Jul 2003
Working Paper Series
University of Basel, University of Zurich and Swiss National Bank, International Monetary Relations
Downloads 1,691
7.

Operational Risk and Insurance: Quantitative and Qualitative Aspects

Number of pages: 38 Posted: 14 May 2004
Working Paper Series
DZ Bank AG
Downloads 1,566
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
New York University (NYU) - Salomon Center and Algorithmics

Multiple version iconThere are 3 versions of this paper

Downloads 1,009
9.

The Past, Present and Future of Information Systems Research

Number of pages: 220 Posted: 23 Mar 2009
Working Paper Series
Indian Institute of Technology Delhi
Downloads 909
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
affiliation not provided to SSRN, IC2 Institute, The University of Texas at Austin and Federico II University of Naples - Department of Economics
Downloads 843
11.

Explainable Machine learning in Credit Risk Management

Number of pages: 21 Posted: 10 Jan 2020 Last Revised: 02 Jul 2020
Working Paper Series
University of Pavia, University of Pavia, Munich Reinsurance Company, Financial Solutions and NVIDIA GmbH
Downloads 830
12.

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
Pontifical Catholic University of Puerto Rico
Downloads 802
13.

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
University of Oxford - Institute for New Economic Thinking at the Oxford Martin School and Yale University
Downloads 780
14.

Optimal Credit Limit Management Under Different Information Regimes

Number of pages: 29 Posted: 12 Oct 2003
Working Paper Series
University of Zurich, University of Basel and Zurich Cantonal Bank
Downloads 739
15.

Risk, Financing and the Optimal Number of Suppliers

Number of pages: 43 Posted: 06 Jul 2006 Last Revised: 03 Apr 2012
Working Paper Series
Georgetown University - McDonough School of Business, 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 719
16.

Assessment of Sustainable Development

ERIM Report Series Reference No. ERS-2000-23-LIS
Number of pages: 21 Posted: 08 Feb 2003
Working Paper Series
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 541
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
Erasmus University, Rotterdam (EUR) - Department of Econometrics and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management
Downloads 507
18.

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
United States Patent and Trademark Office and George Mason University - Systems Engineering and Operations Research Department (SEOR)
Downloads 496
19.

Probability Density of the CIR Model

Number of pages: 8 Posted: 13 Oct 2014
Working Paper Series
Independent, University of Maryland and Brigham Young University
Downloads 454
20.

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
Indian Institute of Management, Ahmedabad and GTP GlobalTransferPricing Business Solutions GmbH
Downloads 450
21.

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
Athens University of Economics and Business
Downloads 429
22.

Explainable Machine Learning Models of Consumer Credit Risk

Number of pages: 48 Posted: 14 Jan 2022 Last Revised: 25 Apr 2022
Working Paper Series
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, affiliation not provided to SSRN, affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science, Massachusetts Institute of Technology (MIT) and Peking University
Downloads 417
23.

Joint Interest Rate Risk Management of Balance Sheet and Hedge Portfolio

Number of pages: 38 Posted: 17 May 2006
Working Paper Series
University of Basel and Core Dynamics GmbH
Downloads 398
24.

Information Diffusion Epidemics in Social Networks

Number of pages: 12 Posted: 15 Nov 2009
Working Paper Series
Instituto de Ingeniería del Conocimiento
Downloads 382
25.

Failure and Rescue in an Interbank Network

Number of pages: 33 Posted: 25 Sep 2011
Working Paper Series
University of Cambridge - Centre for Mathematical Sciences and London School of Economics & Political Science (LSE) - Department of Mathematics
Downloads 370
26.

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
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Erasmus Center for Optimization in Public Transport (ECOPT)
Downloads 344
27.

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

Number of pages: 48 Posted: 10 Jan 2006
Working Paper Series
Federal Reserve Bank of New York and Calico Science Consulting
Downloads 337
28.

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
Amazon Web Services Partner
Downloads 330
29.

Introduction to Convex and Quasiconvex Analysis

Number of pages: 95 Posted: 29 Sep 2004 Last Revised: 04 Feb 2008
Working Paper Series
Erasmus University, Rotterdam (EUR) - Department of Econometrics and Babes-Bolyai University - Faculty of Mathematics and Computer Science
Downloads 310
30.

Decomposition of Economic Growth in Bulgaria by Industry

Number of pages: 19 Posted: 18 Nov 2008 Last Revised: 29 Jul 2009
Working Paper Series
ZangadorZangador Research institute and Ball State University
Downloads 295
31.

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: 17 Mar 2018
Accepted Paper Series
Independent
Downloads 293
32.

Agent-Based Simulation Models in Organization Science

Number of pages: 25 Posted: 30 Jun 2011
Working Paper Series
University of Bologna and University of Lugano
Downloads 291
33.

Optimal Placement in a Limit Order Book

Number of pages: 26 Posted: 01 Sep 2013 Last Revised: 27 Jul 2016
Working Paper Series
University of California, Berkeley, Université Paris VII Denis Diderot and University of California, Berkeley
Downloads 281
34.

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
Department of Economic and Social Sciences, Marche Polytechnic University, Ancona and Agence Française de Développement (AFD)Centre d'économie de l'Université de Paris Nord (CEPN)
Downloads 275
35.

Dynamic Scheduling of Handling Equipment at Automated Container Terminals

Number of pages: 25 Posted: 20 Feb 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Erasmus Center for Optimization in Public Transport (ECOPT)
Downloads 265
36.

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

Number of pages: 6 Posted: 02 Oct 2007
Working Paper Series
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 249
37.

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

Number of pages: 29 Posted: 10 Jan 2006
Working Paper Series
Federal Reserve Bank of New York and Calico Science Consulting
Downloads 238
38.

Joint Credit Risk Management of Balance Sheet and Hedge Portfolio

Number of pages: 31 Posted: 13 May 2008
Working Paper Series
Core Dynamics GmbH
Downloads 230
39.

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
Karlsruhe Institute of Technology
Downloads 228
40.

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
Assam University - Department of Mathematics and affiliation not provided to SSRN
Downloads 222
41.

The Political Economy of Complexity: The Case of Cyber-Communism

Number of pages: 29 Posted: 04 Mar 2022
Working Paper Series
Rey Juan Carlos University, Universidad Auntónoma de Chile and Universidad Complutense de Madrid (UCM)
Downloads 220
42.

The Influence of Implementation Brain-Friendly Learning Through the Whole Brain Teaching to Students’ Response and Creative Character in Learning Mathematics

Jurnal Pendidikan dan Pengajaran, Volume 50, Nomor 1, 2017
Number of pages: 10 Posted: 08 Apr 2017 Last Revised: 19 Jul 2017
Accepted Paper Series
IAIN Syekh Nurjati Cirebon and IAIN Syekh Nurjati Cirebon
Downloads 215
43.

Foundations and Trends at the Interface of Finance, Operations, and Risk Management

Number of pages: 150 Posted: 04 Nov 2020 Last Revised: 23 Feb 2021
Working Paper Series
Georgetown University - McDonough School of Business and University of Chicago - Booth School of Business
Downloads 211
45.

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
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 207
46.

A Small Open Economy Model for Nigeria: A BVAR - DSGE Approach

Number of pages: 24 Posted: 12 Jul 2009
Working Paper Series
Department of Economics, Obafemi Awolowo University, Ile-Ife, Nigeria
Downloads 197
47.

Correlations, Risk and Crisis: From Physiology to Finance

Number of pages: 40 Posted: 02 May 2009 Last Revised: 04 May 2009
Working Paper Series
University of Leicester, UK, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 194
48.

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
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 192
49.

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
Department of public and sovra-national law, University of Milan and University of Genoa - Department of Mathematics
Downloads 191
50.

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
Core Dynamics GmbH and University of Basel
Downloads 191