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SSRN eLibrary Search Results
JEL Code: C61
587,237 Total downloads
Showing Papers 1,901 - 1,950 of 3,414
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Incl. Electronic Paper An Elementary Exposition of the No Strong Arbitrage Principle for Financial Markets
CAEPR Working Paper 2017-005
Robert A. Becker
Indiana University Bloomington - Department of Economics
Date Posted: June 22, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Computing Moment Inequality Models using Constrained Optimization
Baiyu Dong, Yu-Wei Hsieh and Matthew Shum
University of Southern California - Department of Economics, University of Southern California - Department of Economics and California Institute of Technology
Date Posted: June 21, 2017
Last Revised: June 23, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Optimizing Objective Functions Determined from Random Forests
Max Biggs and Rim Hariss
Massachusetts Institute of Technology (MIT) - Operations Research Center and Massachusetts Institute of Technology (MIT) - Operations Research Center
Date Posted: June 16, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information
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: June 15, 2017
Working Paper Series
37 downloads

Incl. Electronic Paper Hybrid IS-VWAP Dynamic Algorithmic Trading via LQR
Jackie Shen
Goldman Sachs, USA
Date Posted: June 13, 2017
Working Paper Series
42 downloads

Incl. Electronic Paper Quantitative Modeling of Trust and Trust Management Protocols in Next-Generation Social Networks-Based Wireless Mobile AD HOC Networks
IUP 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

Incl. Electronic Paper Locally Adapt Risks Minimizing
Siyabonga Goodwill Chule
Mathematical Sciences (MS) centre, the African Institute for MS
Date Posted: June 08, 2017
Last Revised: June 10, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Linear Programming
Palgrave 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
3 downloads

Incl. Electronic Paper To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China
HKIMR Working Paper No. 09/2017
Hongyi Chen, Michael Funke, Ivan Lozev and Andrew Tsang
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), University of Hamburg - Department of Economics, University of Hamburg - Department of Economics and Hong Kong Monetary Authority
Date Posted: June 06, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Volatility Skews Implied by a Multi-Technology Bid Stack Model for Electricity Markets
Thomas Wottka
RWE Group - RWE Supply & Trading GmbH
Date Posted: June 05, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Assessment of Policy Changes to Means-Tested Age Pension Using Expected Utility Model: Implication for Decisions in Retirement
Johan G. Andreasson and Pavel Shevchenko
University of Technology Sydney (UTS) and Macquarie University
Date Posted: June 05, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Supercomputers
Electronic version of a book chapter forthcoming in High-Performance Computing in Finance: Problems, Methods, and Solutions, M.A.H. Dempster, J. Kanniainen, J. Keane, and E. Vynckier (Eds), Chapman and Hall/CRC, London, 2017. ISBN 9781482299663
Peter Schober
Goethe University Frankfurt - Department of Finance
Date Posted: June 05, 2017
Accepted Paper Series
20 downloads

Incl. Electronic Paper Forecasting with Many Predictors Using Message Passing Algorithms
Dimitris Korobilis
University of Essex - Essex Business School
Date Posted: June 01, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper A Multilevel Model of the European Entry-Exit Gas Market
Veronika 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
5 downloads

Incl. Electronic Paper Solving Asset Pricing Models with Stochastic Volatility
FEDS Working Paper No. 2014-71
Oliver de Groot
Board of Governors of the Federal Reserve System
Date Posted: May 31, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Calibration of Discrete Time Short Rate Term Structure Models from Coupon Bond Prices
Erika 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
34 downloads

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
9 downloads

Incl. Electronic Paper Portfolio Rho-presentativity
Tristan Froidure, Khalid Jalalzai and Yves Choueifaty
TOBAM, TOBAM and TOBAM
Date Posted: May 25, 2017
Last Revised: May 31, 2017
Working Paper Series
86 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
10 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
8 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
33 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
31 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
22 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
10 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
14 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
5 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
23 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
Last Revised: June 18, 2017
Working Paper Series
7 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
4 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
15 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
13 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
32 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
21 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
85 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, University of Southern California - Department of Economics and University of Southern California
Date Posted: April 27, 2017
Working Paper Series
32 downloads

Incl. Electronic Paper Equilibrium Analysis of Expected Shortfall
Pengyu Wei
University of Oxford - Mathematical Institute
Date Posted: April 24, 2017
Working Paper Series
47 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
2 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
45 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
124 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
20 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
155 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
6 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
43 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
220 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
18 downloads


 

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