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Risk Management eJournal
4,098,784 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Showing Papers 1 - 50 of 11,359
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1 2 3 4 ... 228 | Next >
   

Incl. Electronic Paper Three Theorems on Risk Contributions
Colm A O'Cinneide
QS Investors
Date Posted: April 22, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Distortion Risk Measures, ROC Curves, and Distortion Divergence
J. M. Schumacher
University of Amsterdam - Department of Quantitative Economics (KE)
Date Posted: April 22, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Modern Approaches to Risk Management and Their Use in Customs
Traektoriâ Nauki, Vol. 3, No. 4, p. 6.1-6.14, 2017, DOI: 10.22178/pos.21-6,
Vita Afanasieva, Leonid Ivanov and Dmytro Yanushkevych
Kharkiv Institute of Trade and Economics of Kyiv National University of Trade and Economics, Kharkiv Institute of Trade and Economics of Kyiv National University of Trade and Economics and Kharkiv Institute of Trade and Economics of Kyiv National University of Trade and Economics
Date Posted: April 21, 2017
Accepted Paper Series
4 downloads

Incl. Electronic Paper I Will Survive. Pricing Strategies of Financially Distressed Firms
Bank of Italy Temi di Discussione (Working Paper) No. 1106
Ioana Duca, Jose Manuel Montero, Marianna Riggi and Roberta Zizza
European Central Bank (ECB), Banco de España, Bank of Italy and Bank of Italy
Date Posted: April 21, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper A Class of Multivariate Copula Which Can Be Determined by Its Marginal Copulas
Hui Shao and Jingping Yang
Peking University - School of Mathematical Sciences and Peking University - School of Mathematical Sciences
Date Posted: April 21, 2017
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Credit Ratings and Market Information
CEPR Discussion Paper No. DP11961
Alessio Piccolo and Joel D. Shapiro
Department of Economics and University of Oxford - Said Business School
Date Posted: April 21, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Central Clearing and Risk Transformation
Norges Bank Working Paper 3/2017
Rama Cont
Imperial College London
Date Posted: April 20, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper From Power Curves to Discriminative Power: Measuring Model Performance of LGD Models
Robert Frontczak, Michael Jaeger and Bernd Schumacher
Landesbank Baden-Württemberg (LBBW), Landesbank Baden-Württemberg (LBBW) and Landesbank Baden-Württemberg (LBBW)
Date Posted: April 20, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Information Externalities of Disclosure Regulation: Evidence from SFAS 161
Jing Chen, Yiwei Dou and Youli Zou
University at Buffalo, SUNY, New York University (NYU) - Department of Accounting and George Washington University - Department of Accountancy
Date Posted: April 20, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper On Pareto-Optimal Reinsurance with Constraints Under Distortion Risk Measures
Wenjun Jiang, Hanping Hong and Jiandong Ren
University of Western Ontario, University of Western Ontario and University of Western Ontario
Date Posted: April 20, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Cyber Attacks: Preliminary Evidence from the Bank of Italy's Business Surveys
Bank of Italy Occasional Paper No. 373
Claudia Biancotti
Bank of Italy
Date Posted: April 19, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Fragilità Finanziaria Delle Imprese E Allocazione Del Credito (Firms’ Financial Fragility and Credit Allocation)
Bank of Italy Occasional Paper No. 371
Emilia Bonaccorsi di Patti and Paolo Finaldi Russo
Bank of Italy and Bank of Italy
Date Posted: April 19, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper From Failure to Success: Replacing the Failure Rate
Javier Estrada
IESE Business School
Date Posted: April 19, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Financial Risk Management Practices in Financial and Non-Financial Firms; Survey of Pakistani Firms
Muhammad Anwar
International Islamic University Pakistan
Date Posted: April 17, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Social Media Use at Workplace: An Analysis of the Agreement on Benefits, Risks and Risk Management Strategies
Chaganti, V. K., Sruti, R., & Satyanarayana, S. V. (2016). Social media use at workplace: An analysis of the agreement of benefits, risks and risk management strategies. Management Convergence , 7(1), 9-19.
Vinay Chaganti, Satyanarayana S. V. and Sruthi Tetali
Osmania University, Osmania University (OU) and Independent
Date Posted: April 17, 2017
Accepted Paper Series
3 downloads

Incl. Fee Electronic Paper Risk Management with Supply Contracts
NBER Working Paper No. w23331
Heitor Almeida, Kristine Watson Hankins and Ryan Williams
University of Illinois at Urbana-Champaign, University of Kentucky and University of Arizona - Department of Finance
Date Posted: April 17, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Markets' Notion on Implied Volatility Risks: Insights from Model-Free VIX Futures Pricing
Hendrik Hülsbusch and Alexander Kraftschik
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Date Posted: April 15, 2017
Last Revised: April 21, 2017
Working Paper Series
66 downloads

Incl. Electronic Paper Simplifying Credit Scoring Rules Using LVQ PSO
Kybernetes, Vol. 46 Iss 1 pp. 8 - 16
Laura Cristina Lanzarini, Augusto Villa Monte, Aurelio F. Bariviera and Patricia Jimbo Santana
Universidad Nacional de La Plata, Universidad Nacional de La Plata, Universitat Rovira i Virgili - Department of Business and Universidad Central del Ecuador
Date Posted: April 14, 2017
Accepted Paper Series
14 downloads

Incl. Electronic Paper Методи управління фінансовими ризиками (Methods of Financial Risk Management)
Traektoriâ Nauki, Vol. 2, No. 10, p. 1.1-1.6, doi: 10.22178/pos.15-3, 2016,
Natalia Korzh
Kyiv National University of Trade and Economics
Date Posted: April 14, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper Accounting Information and Corporate Risk-Taking
Jürgen Ernstberger and Martin Prott
Technische Universität München and Technical University of Munich
Date Posted: April 14, 2017
Working Paper Series
21 downloads

Incl. Fee Electronic Paper Dynamic Longevity Hedging in the Presence of Population Basis Risk: A Feasibility Analysis from Technical and Economic Perspectives
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 417-437, 2017
Kenneth Q. Zhou and Johnny Siu‐Hang Li
University of Waterloo and University of Waterloo
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Health State Transitions and Longevity Effects on Retirees’ Optimal Annuitization
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 319-343, 2017
Jing Ai, Patrick L. Brockett, Linda L. Golden and Wei Zhu
University of Hawaii at Manoa - Shidler College of Business, University of Texas at Austin - Department of Information, Risk and Operations Management, University of Texas at Austin - Red McCombs School of Business and University of International Business and Economics (UIBE)
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Hedging Longevity Risk in Life Settlements Using Biomedical Research‐Backed Obligations
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 439-458, 2017
Richard D. MacMinn and Nan Zhu
National Chengchi University and Pennsylvania State University - Smeal College of Business
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Modeling Multicountry Longevity Risk with Mortality Dependence: A Lévy Subordinated Hierarchical Archimedean Copulas Approach
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 477-493, 2017
Ken Seng Tan and Chou‐Wen Wang
University of Waterloo and National Kaohsiung First University of Science & Technology (NKFUST)
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model with the Gas Structure
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 393-415, 2017
Hua Chen, Richard D. MacMinn and Tao Sun
Temple University - Risk Management & Insurance & Actuarial Science, National Chengchi University and University of Wisconsin - La Crosse
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Mortality Leads and Lags
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 495-514, 2017
Andreas Milidonis and Maria Efthymiou
University of Cyprus - Department of Accounting and Finance and University of Cyprus - Department of Public and Business Administration
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper On the Failure (Success) of the Markets for Longevity Risk Transfer
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 299-317, 2017
Richard D. MacMinn and Patrick L. Brockett
National Chengchi University and University of Texas at Austin - Department of Information, Risk and Operations Management
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Pension Risk Management in the Enterprise Risk Management Framework
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 345-365, 2017
Yijia Lin, Richard D. MacMinn, Ruilin Tian and Jifeng Yu
University of Nebraska at Lincoln, National Chengchi University, North Dakota State University - Department of Accounting, Finance, and Information Systems and University of Nebraska at Lincoln
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Pricing Buy‐Ins and Buy‐Outs
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 367-392, 2017
Yijia Lin, Tianxiang Shi and Ayse Arik
University of Nebraska at Lincoln, Temple University - Fox School of Business and Management and Hacettepe University
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Robust Mean–Variance Hedging of Longevity Risk
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 459-475, 2017
Hong Li, Anja De Waegenaere and Bertrand Melenberg
Nankai University, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 515-532, 2017
Enrico Biffis, Yijia Lin and Andreas Milidonis
J. Mack Robinson College of Business, University of Nebraska at Lincoln and University of Cyprus - Department of Accounting and Finance
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper Bartlett's Delta in the SABR Model
Patrick Hagan and Andrew Lesniewski
AVM, L.P. and CUNY Baruch College
Date Posted: April 13, 2017
Working Paper Series
24 downloads

Incl. Fee Electronic Paper Crises, Financial Leadership, and the Six Stretches for Financial Education
Journal of Applied Corporate Finance, Vol. 29, Issue 1, pp. 15-21, 2017
Robert F. Bruner
University of Virginia - Darden School of Business
Date Posted: April 12, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper Good Deal Hedging and Valuation Under Combined Uncertainty About Drift and Volatility
Dirk 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: April 18, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper Methodological Features of Risk Management in Internal Control Systems
Economics 21 Interuniversity Journal, Year VI, Book 1, 2016
Maya Lambovska
University of National and World Economy, Department of Management
Date Posted: April 12, 2017
Accepted Paper Series
22 downloads

Incl. Electronic Paper Forecasting a Volatility Tsunami
Andrew Thrasher, CMT
Independent
Date Posted: April 11, 2017
Working Paper Series
2420 downloads

Incl. Electronic Paper Implementation of Short-Rate Models - A Case Study of the Black-Derman-Toy Model of Interest Rate
WRDS Research Paper
Oluwaseyi Adebayo Awoga
Independent
Date Posted: April 11, 2017
Last Revised: April 18, 2017
Working Paper Series
28 downloads

Incl. Electronic Paper A Probabilistic Approach to the Computation of the Levelized Cost of Electricity
Energy, 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
13 downloads

Incl. Electronic Paper High Frequency vs. Daily Resolution: The Economic Value of Forecasting Volatility Models
Quaderni - Working Paper DSE N° 1099,
Francesca Lilla
University of Bologna - Department of Economics
Date Posted: April 10, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Two Sides of the Same Coin Insolvency Risk Measurement and Capital Adequacy Rules for Basel III
Vincent B.Y Gan
University Putra Malaysia
Date Posted: April 10, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Las Salvedades Graves Como Instrumento De Señalización Del Riesgo Financiero: Un Análisis Exploratorio De La Dinámica Temporal Del Riesgo [Severe Qualifications as an Instrument for Signaling Financial Risk: An Exploratory Analysis of the Temporal Dynamics of Risk]
Carlos Piñeiro-Sánchez
University of Coruña - Dept. of Financial Economics & Accountability. Financial Management & Information Systems Research Group (fysig)
Date Posted: April 10, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper The Risk Sensitivity of Basel Risk Weights and Loan Loss Provisions: Evidence from European Banks
Rainer Baule and Christian Tallau
University of Hagen and Münster University of Applied Sciences
Date Posted: April 08, 2017
Working Paper Series
17 downloads

On the Basel Accord's Inverse Relationship between Default Probability and Asset Correlation: An Empirical Study
Journal of Fixed Income, Vol. 25, No. 2, 2015
Oliver Blümke
Raiffeisen Bank International
Date Posted: April 08, 2017
Accepted Paper Series

Incl. Electronic Paper Asset Allocation with Correlation: A Composite Trade-Off
European Journal of Operational Research, Forthcoming
Rachael Carroll, Thomas Conlon, John Cotter and Enrique Salvador
Trinity College (Dublin), University College Dublin, University College Dublin and Michael Smurfit Business School UCD
Date Posted: April 08, 2017
Accepted Paper Series
86 downloads

Incl. Electronic Paper Timing the Tail-Risk-Protection of the Spy with VIX-Futures by a Hidden Markov Model. The Wool-Milk-Sow Strategy
Chrilly Donninger
Nimzowerkstatt OEG
Date Posted: April 07, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Sharing R&D Risk in Healthcare via FDA Hedges
Becker Friedman Institute for Research in Economics Working Paper No. 2017-01
Adam Tejs Jørring, Andrew W. Lo, Tomas Philipson, Manita Singh and Richard T. Thakor
University of Chicago - Booth School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Chicago, Goldman Sachs and University of Minnesota
Date Posted: April 07, 2017
Last Revised: April 17, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Risk-Based Currency Management
Risk & Reward, 2017, 1st issue, pp. 20-24
Martin Kolrep and Harald Lohre
Invesco and Invesco
Date Posted: April 07, 2017
Accepted Paper Series
72 downloads

Incl. Electronic Paper Reinsurance Demand and Liquidity Creation
Denise Desjardins and Georges Dionne
University of Montreal - Center for Research on Transportation and HEC Montreal - Department of Finance
Date Posted: April 07, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Scale of Climate Change and Insurance Sector Risk Management: Looking Beyond the Horizon
Jason Thistlethwaite and Michael Wood
University of Waterloo - School of Environment, Enterprise and Development and University of Waterloo - School of Environment, Enterprise and Development
Date Posted: April 06, 2017
Working Paper Series
18 downloads

Incl. Fee Electronic Paper Incorporating Risk in a Positive Mathematical Programming Framework: A Dual Approach
Australian Journal of Agricultural and Resource Economics, Vol. 61, Issue 2, pp. 265-284, 2017
Linda Arata, Michele Donati, Paolo Sckokai and Filippo Arfini
Catholic University of Milan (Brescia), Universita Degli Studi Di Parma, Universita Cattolica, Piacenza and University of Parma
Date Posted: April 05, 2017
Accepted Paper Series
1 downloads


 

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