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SSRN eLibrary Search Results
JEL Code: C61
583,570 Total downloads
Showing Papers 1,751 - 1,800 of 3,400
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Incl. Electronic Paper A Survey on Risk-Averse and Robust Revenue Management
European Journal of Operational Research (EJOR), doi: 10.1016/j.ejor.2017.05.033, Forthcoming
Jochen Gönsch
University of Duisburg-Essen - Mercator School of Management
Date Posted: May 26, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper Portfolio Rho-presentativity
Tristan Froidure, Khalid Jalalzai and Yves Choueifaty
TOBAM, Independent and TOBAM
Date Posted: May 25, 2017
Working Paper Series
34 downloads

Incl. Electronic Paper General Optimization Concept in Designing Supply Chain Network for a Manufacturer
Nilaish Nilaish
BML Munjal University
Date Posted: May 19, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Date Posted: May 19, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Lifetime Investment and Consumption with Recursive Preferences and Small Transaction Costs
Yaroslav Melnyk, Johannes Muhle‐Karbe and Frank Thomas Seifried
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, University of Michigan at Ann Arbor and University of Trier
Date Posted: May 18, 2017
Working Paper Series
14 downloads

A Discrete Mathematical Model for Chaotic Dynamics in Economics: Kaldor's Model on Business Cycle
Mathematics and Computers in Simulation, Volume 125, Pages 83–98, July 2016,
Giuseppe Orlando
University of Bari - Department of Economics and Mathematical Methods
Date Posted: May 17, 2017
Accepted Paper Series

Incl. Electronic Paper Random Geometric Analysis in the Stochastic Volatility: Financial Markets States Degeneracy
Analysis 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
23 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper Dynamic Matching in Overloaded Waiting Lists
Jacob D. Leshno
Columbia University
Date Posted: May 13, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper A Note on the Impact of Management Fees on the Pricing of Variable Annuity Guarantees
Jin Sun, Pavel Shevchenko and Man Chung Fung
University of Technology Sydney (UTS), Macquarie University and CSIRO
Date Posted: May 13, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Public Debt Sustainability Under Uncertainty: An Invariant Set Approach
IMF Working Paper No. 17/57
Rossen Rozenov
International Monetary Fund (IMF)
Date Posted: May 12, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Stochastic Debt Sustainability Analysis for Sovereigns and the Scope for Optimization Modeling
Optimization and Engineering special issue on Financial Engineering, Forthcoming, Working Paper 17-07, The Wharton Financial Institutions Center, The Wharton School, University of Pennsylvania, PA.
Andrea Consiglio and Stavros A. Zenios
Università degli Studi della Calabria and University of Cyprus
Date Posted: May 12, 2017
Accepted Paper Series
8 downloads

Incl. Electronic Paper Flexible Demand and Flexible Supply As Enablers of Variable Energy Integration
Hannu Huuki, Santtu Karhinen, Maria Kopsakangas-Savolainen and Rauli Svento
University of Oulu - Department of Economics, Government of the Republic of Finland - Finnish Environment Institute, Finnish Environment Institute and University of Oulu - Department of Economics
Date Posted: May 11, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper 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
4 downloads

Incl. Electronic Paper Pricing and Hedging GDP-Linked Bonds in Incomplete Markets
Andrea Consiglio and Stavros A. Zenios
University of Palermo and University of Cyprus
Date Posted: May 11, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Political Myopia, Public Debt and Economic Growth
Ohad Raveh and Yacov Tsur
Hebrew University of Jerusalem and Hebrew University of Jerusalem - Department of Agricultural Economics and Management
Date Posted: May 10, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper The Coordination of Centralised and Distributed Generation
René Aïd, Matteo Basei and Huyên Pham
Université Paris-Dauphine, Université Paris Diderot and Université Paris VII Denis Diderot
Date Posted: May 09, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Time-Consistent Investment Strategy with Only Risky Assets and Its Link with Myopic Strategy in High Dimensions
Chi Seng Pun
Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University
Date Posted: May 09, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Anticipated Backward SDEs with Jumps and Quadratic-Exponential Growth Drivers
Masaaki 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
10 downloads

Incl. Electronic Paper Compressing Over-the-Counter Markets
Marco D'Errico and Tarik Roukny
University of Zurich - Department of Banking and Finance and Massachusetts Institute of Technology (MIT)
Date Posted: May 04, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Portfolio Choice with Small Temporary and Transient Price Impact
Ibrahim Ekren and Johannes Muhle-Karbe
ETH Zurich and University of Michigan at Ann Arbor
Date Posted: May 02, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Portfolio Management with Drawdown Constraint: An Analysis of Optimal Investment
Maxime Bonelli and Mireille Bossy
INRIA and Institut National de Recherche en Informatique et Automatique (INRIA)
Date Posted: April 29, 2017
Working Paper Series
75 downloads

Incl. Electronic Paper Implementing Maximum Likelihood Estimation of Empirical Matching Models: MPEC v.s. NFXP
USC-INET Research Paper No. 17-16
Baiyu Dong, Yu-Wei Hsieh and Xing Zhang
University of Southern California - Department of Economics, USC Dornsife Institute for New Economic Thinking and University of Southern California
Date Posted: April 27, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Equilibrium Analysis of Expected Shortfall
Pengyu Wei
University of Oxford - Mathematical Institute
Date Posted: April 24, 2017
Working Paper Series
46 downloads

Incl. Electronic Paper A Spatial Electricity Market Model for the Power System of Kazakhstan
DIW Berlin Discussion Paper No. 1659
Makpal Assembayeva, Jonas Egerer, Roman Mendelevitch and Nurkhat Zhakiyev
Nazarbayev University, German Institute for Economic Research (DIW Berlin) - Department of International Economics, Resource Economics Group and Nazarbayev University
Date Posted: April 24, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper The Information Content of Option Implied Moments and Co-Moments: Extended Abstract
Julian M. Williams and Yang Zhang
Durham Business School and Durham Business School
Date Posted: April 24, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice
C. Kenneth Jones
PortfolioNetworks.com
Date Posted: April 22, 2017
Working Paper Series
107 downloads

Incl. Electronic Paper Distributionally Robust Mechanism Design
Çağıl Koçyiğit, Garud Iyengar, Daniel Kuhn and Wolfram Wiesemann
Ecole Polytechnique Fédérale de Lausanne, Columbia University - Department of Industrial Engineering and Operations Research (IEOR), École polytechnique fédérale de Lausanne and Imperial College Business School
Date Posted: April 21, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Pairs Trading Under Drift Uncertainty and Risk Penalization
Sühan 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
121 downloads

Incl. Electronic Paper Cybersecurity Budget Allocation to Address Multiple Areas of Vulnerability and Multiple Segments of Data Assets
Shaun Wang
Nanyang Technological University
Date Posted: April 19, 2017
Last Revised: April 23, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper A Variational Approach to Network Games
Emerson Melo
Indiana University Bloomington
Date Posted: April 19, 2017
Last Revised: May 06, 2017
Working Paper Series
41 downloads

Incl. Electronic Paper Risk Management with Weighted VaR
Pengyu Wei
University of Oxford - Mathematical Institute
Date Posted: April 17, 2017
Last Revised: May 25, 2017
Working Paper Series
186 downloads

Incl. Electronic Paper Strategic Experimentation with Erlang Bandits
Svetlana Boyarchenko
University of Texas at Austin - Department of Economics
Date Posted: April 17, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Algorithmic Trading in Limit Order Books for Online Portfolio Selection
Youngmin Ha
University of Glasgow - Adam Smith Business School
Date Posted: April 14, 2017
Working Paper Series
120 downloads

Incl. Electronic Paper Balancing Reserves within a Decarbonized European Electricity System in 2050: From Market Developments to Model Insights
DIW Berlin Discussion Paper No. 1656
Casimir Lorenz
TU Berlin - Workgroup for Infrastructure Policy (WIP)
Date Posted: April 14, 2017
Last Revised: April 18, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Wind Providing Balancing Reserves: An Application to the German Electricity System of 2025
DIW Berlin Discussion Paper No. 1655
Casimir Lorenz and Clemens Gerbaulet
TU Berlin - Workgroup for Infrastructure Policy (WIP) and German Institute for Economic Research (DIW Berlin)
Date Posted: April 14, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders
Álvaro Cartea, Luhui Gan and Sebastian Jaimungal
University of Oxford, University of Toronto and University of Toronto - Department of Statistics
Date Posted: April 13, 2017
Working Paper Series
85 downloads

Incl. Electronic Paper Fast LP Algorithms for Portfolio Optimization
Andrzej Palczewski
University of Warsaw - Faculty of Mathematics, Informatics, and Mechanics
Date Posted: April 13, 2017
Working Paper Series
92 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
41 downloads

Incl. Electronic Paper Optimal Betting Strategy with Uncertain Payout and Opportunity Limits
Aaron Brown
AQR Capital Management, LLC
Date Posted: April 07, 2017
Working Paper Series
39 downloads

Incl. Electronic Paper Optimal Selection of Large Portfolios: Aggregation is Better Than Ignoring the Return Constraint
Gah‐Yi Ban and Christopher J Chen
London Business School and London Business School
Date Posted: April 05, 2017
Working Paper Series
95 downloads

Incl. Electronic Paper The Stability Valley: Across-Scale Social Circle Cohesiveness and Online Community Sustainability
Yaniv Dover, Jacob Goldenberg and Daniel Shapira
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Interdisciplinary Center (IDC) Herzliyah and Ben-Gurion University of the Negev
Date Posted: April 05, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Optimal Growth with Resource Exhaustibility and Pollution Externality
UNSW Business School Research Paper No. 2017-09
Wei Jin and Alan D. Woodland
School of Economics, University of New South Wales and University of New South Wales
Date Posted: April 05, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Portfolio Liquidation and Ambiguity Aversion
Álvaro Cartea, Ryan Francis Donnelly and Sebastian Jaimungal
University of Oxford, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Toronto - Department of Statistics
Date Posted: April 04, 2017
Working Paper Series
44 downloads

Incl. Electronic Paper Analytical Solution to a Partially Observable Machine Maintenance Problem by a Dual Method
Weihua Zhang and Hao Zhang
University of British Columbia (UBC) and UBC Sauder School of Business
Date Posted: April 04, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Intertemporal Competitive Equilibrium: A Computational Model of Intermediacy in Speculative Markets
Javier Gonzalez
Independent
Date Posted: March 31, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Approximate Solutions to Retirement Spending Problems and the Optimality of Ruin
Faisal Habib, Huang Huaxiong and Moshe A. Milevsky
York University - Schulich School of Business, York University and York University - Schulich School of Business
Date Posted: March 31, 2017
Last Revised: April 10, 2017
Working Paper Series
46 downloads

Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions
Operations Research, Vol. 53, No. 4, pp. 586-599, July/August 2005
Bruce I. Jacobs, Ph.D., Kenneth N. Levy and Harry Markowitz
Jacobs Levy Equity Management, Jacobs Levy Equity Management and University of California at San Diego
Date Posted: March 31, 2017
Accepted Paper Series

Incl. Electronic Paper Modeling of Bank Capital Adequacy Ratios via a Lévy Process-Driven Model
Fatma Chakroun
University of Sfax-Faculty of Economics and Management (FSEGS)
Date Posted: March 29, 2017
Working Paper Series
19 downloads


 

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