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SSRN eLibrary Search Results
JEL Code: C6
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Showing Papers 221 - 270 of 7,631
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Incl. Electronic Paper PV and XVA Greeks for Callable Exotics by Algorithmic Differentiation
Alexandre Antonov, Serguei Issakov, Michael Konikov, Andy McClelland and Serguei Mechkov
Numerix, Numerix, Numerix, Numerix and Numerix
Date Posted: December 09, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Properties of Contests
Luis C. Corchón and Marco Serena
Universidad Carlos III de Madrid - Department of Economics and Max Planck Institute for Tax Law and Public Finance
Date Posted: December 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Basic Commodities and Multiple Interest Rate Analysis
Robert L. Vienneau
Independent
Date Posted: December 08, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Projections and Uncertainties About Climate Change in an Era of Minimal Climate Policies
Cowles Foundation Discussion Paper No. 2057
William D. Nordhaus
Yale University - Department of Economics
Date Posted: December 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper A Network Analysis of the United Kingdom's Consumer Price Index
Computational Economics, 2015
Georgios Antonios Sarantitis, Theophilos Papadimitriou and Periklis Gogas
Democritus University of Thrace - Department of Ecnomics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Date Posted: December 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Efficiency-Profitability Relationship of Indian Public Sector Banks: Who Is the Superstar?
Sourabh Singha Roy
St Theresa International College
Date Posted: December 07, 2016
Last Revised: December 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Optimal Ramsey Capital Taxation with Endogenous Government Spending
Review, Vol. 98, Issue 4, pp. 311-327, 2016
Yili Chien and Junsang Lee
Federal Reserve Banks - Federal Reserve Bank of Saint Louis and Sungkyunkwan University - Department of Economics
Date Posted: December 07, 2016
Accepted Paper Series

Incl. Electronic Paper A Primer on Portfolio Choice with Small Transaction Costs
Swiss Finance Institute Research Paper No. 16-74
Johannes Muhle-Karbe, Max Reppen and Halil Mete Soner
University of Michigan at Ann Arbor, ETH Zurich and ETH Zürich
Date Posted: December 07, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Hedging with Temporary Price Impact
Swiss Finance Institute Research Paper No. 16-72
Peter Bank, Halil Mete Soner and Moritz Voss
Humboldt University of Berlin - Department of Mathematics, ETH Zürich and Technische Universität Berlin (TU Berlin)
Date Posted: December 07, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper The Nutritious Supply Chain: Optimizing Humanitarian Food Aid
CentER Discussion Paper Series No. 2016-044
Koen Peters, Hein Fleuren, Dick den Hertog, Mirjana Kavelj, Sérgio Silva, Rui Gonçalves, Ozlem Ergun and Mallory Soldner
Tilburg University - Center for Economic Research (CentER), Tilburg University - Center for Economic Research (CentER), Tilburg University - Department of Econometrics & Operations Research, UN World Food Programme, UN World Food Programme, UN World Food Programme, Northeastern University and Independent
Date Posted: December 07, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Inference of Primes Numbers as Hash Divisors
Antonio Flávio Ribeiro
Prefeitura Municipal de São Sebastião do Paraíso
Date Posted: December 06, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Bankruptcy Reforms When Workers Extract Rents
Alessandro Peri
University of Colorado at Boulder
Date Posted: December 06, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Decarbonization Pathways in Southeast Asia: New Results for Indonesia, Malaysia, Philippines, Thailand and Viet Nam
FEEM Working Paper No. 75.2016
Francesco Bosello, Carlo Orecchia and David Raitzer
Fondazione Eni Enrico Mattei (FEEM), Fondazione Eni Enrico Mattei (FEEM) and Asian Development Bank
Date Posted: December 06, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Time Consistent Pricing of Options with Embedded Decisions
Johannes Gerer and Gregor Dorfleitner
University of Regensburg - Department of Finance and Universität Regensburg
Date Posted: December 05, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Algorithm for Projecting Onto Simplicial Cones and Application to Portfolio Optimization
Oh Kang Kwon
The University of Sydney - Discipline of Finance
Date Posted: December 05, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Evaluating the Role of Electricity Storage by Considering Short-Term Operation in Long-Term Planning
DIW Berlin Discussion Paper No. 1624
Tom Brijs, Arne van Stiphout, Sauleh Siddiqui and Ronnie Belmans
Johns Hopkins University, KU Leuven - Department of Electrical Engineering, Johns Hopkins University and KU Leuven
Date Posted: December 02, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Computation of Market Risk Measures with Stochastic Liquidity Horizon
Gemma Colldeforns-Papiol and Luis Ortiz-Gracia
Centre de Recerca Matemàtica and University of Barcelona
Date Posted: December 01, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper A Bridge between Continuous and Discrete-Time Bioeconomic Models: Seasonality in Fisheries
NHH Dept. of Business and Management Science Discussion Paper No. 2016/20
Sturla Kvamsdal, Jose M. Maroto, Manuel Moran and Leif Kristoffer Sandal
Norwegian School of Economics (NHH), Universidad Complutense de Madrid (UCM), Universidad Complutense de Madrid (UCM) and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: December 01, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A Bellman Approach to Periodic Optimization Problems
NHH Dept. of Business and Management Science Discussion Paper No. 2016/19
Sturla Kvamsdal, Jose M. Maroto, Manuel Moran and Leif Kristoffer Sandal
Norwegian School of Economics (NHH), Universidad Complutense de Madrid (UCM), Universidad Complutense de Madrid (UCM) and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: December 01, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Covered Call Writing in a Cumulative Prospect Theory Framework
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 35/WP/2016
Martina Nardon and Paolo Pianca
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Date Posted: December 01, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Individual Investments in Education and Health: Policy Responses and Interactions
CESifo Working Paper Series No. 6154
Jared C. Carbone and Snorre Kverndokk
University of Calgary - Department of Economics and Ragnar Frisch Centre for Economic Research
Date Posted: December 01, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Regional (In)Stability in Europe: A Quantitative Model of State Fragmentation
VIVES, Discussion paper, No. 56, 2016
Jakob Vanschoonbeek
KU Leuven, Faculty of Business and Economics (FEB)
Date Posted: November 30, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Econometric Analysis of Production Networks with Dominant Units
CESifo Working Paper Series No. 6141
Mohammad Hashem Pesaran and Cynthia Fan Yang
University of Southern California - Department of Economics and University of Southern California, Department of Economics, Students
Date Posted: November 30, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Social Equity Concerns and Differentiated Environmental Taxes
CER-ETH – Center of Economic Research at ETH Zurich, Working paper 16/252,
Jan Abrell, Sebastian Rausch and Schwarz Giacomo
ETH Zurich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Date Posted: November 30, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Optimal Monetary Policy and Term Structure in a Continuous-Time DSGE Model
Haitao Li, Tao Li and Cindy Yu
University of Michigan - Stephen M. Ross School of Business, City University of Hong Kong (CityUHK) - Department of Economics & Finance and Iowa State University
Date Posted: November 29, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Freight Service Provision for Disaster Relief: A Competitive Network Model with Computations
Dynamics of Disasters: Key Concepts, Models, Algorithms, and Insights, I.S. Kotsireas, A. Nagurney, and P.M. Pardalos, Editors, Springer International Publishing Switzerland (2016)
Anna Nagurney
University of Massachusetts Amherst - Isenberg School of Management - Department of Operations and Information Management
Date Posted: November 29, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Nonconcavity of Money-Metric Utility: A New Formulation and Proof
M. Ali Khan and Edward E. Schlee
Johns Hopkins University - Department of Economics and Arizona State University
Date Posted: November 29, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The 2015-2017 Policy Changes to the Means-Tests of Australian Age Pension: Implication to Decisions in Retirement
Johan G. Andreasson and Pavel V. Shevchenko
University of Technology Sydney (UTS) and Applied Finance and Actuarial Studies, Macquarie University
Date Posted: November 28, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Aeromedical Battlefield Evacuation Under Endogenous Uncertainty in Casualty Delivery Times
Miguel Lejeune and Francois Margot
George Washington University and Carnegie Mellon University - David A. Tepper School of Business
Date Posted: November 27, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Distributional Comparative Statics with Heterogeneous Agents
University of Zurich, Department of Economics, Working Paper No. 237
Andreas Hefti
University of Zurich - Department of Economics
Date Posted: November 27, 2016
Last Revised: November 28, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper A Model of Securitization When Bank Optimism and Liquidity Matter
Nicole Rui-Hui Xu and Rose Neng Lai
University of Macau, Students and University of Macau - Faculty of Business Administration
Date Posted: November 26, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Construction and Sale Decisions of Real Estate Developers Under Heterogeneous Beliefs
Nicole Rui-Hui Xu and Rose Neng Lai
University of Macau, Students and University of Macau - Faculty of Business Administration
Date Posted: November 26, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper КЛАСТЕРНЫЙ ПОДХОД К РАЗВИТИЮ ПРОДОВОЛЬСТВЕННОГО РЫНКА РЕГИОНА: ТЕОРЕТИЧЕСКИЕ И ПРИКЛАДНЫЕ АСПЕКТЫ (Cluster Approach to the Development of the Food Market in the Region: Theoretical and Applied Aspects)
Foods and Raw materials, Forthcoming
Elena Fedulova, Aleksey Victorovich Medvedev, Petr Dmitrievich Kosinskiy, Svetlana Anatolevna Kononova and Pavel Nikolaevich Pobedash
Kemerovo State University, Plekhanov Russian University of Economics, Kemerovo State University, Kemerovo State University and Plekhanov Russian University of Economics
Date Posted: November 26, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper What Caused the Drop in European Electricity Prices?
USAEE Working Paper No. 16-282
Lion Hirth
neon neue energieökonomik GmbH
Date Posted: November 25, 2016
Working Paper Series
117 downloads

Incl. Electronic Paper Program Efficiency Analysis in Spanish Foundation Sector
Forthcoming, REFC – Spanish Journal of Finance and Accounting. ,
Carmen Maria Martinez Franco and Isidoro Guzman
Technical University of Cartagena (Spain) and Technical University of Cartagena (Spain)
Date Posted: November 23, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Influence of Renewable Energy Sources on Transmission Networks in Central Europe
CAMA Working Paper No. 68/2016
Karel Janda, Jan Malek and Lukas Recka
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Universiteit van Amsterdam and Charles University in Prague
Date Posted: November 23, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Ambiguity and the Trade Off Theory of Capital Structure
Yehuda (Yud) Izhakian, David Yermack and Jaime F. Zender
New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Stern School of Business and University of Colorado at Boulder - Department of Finance
Date Posted: November 21, 2016
Working Paper Series
51 downloads

Incl. Electronic Paper Dynamic Staffing of Volunteer Gleaning Operations
Baris Ata, Deishin Lee and Erkut Sonmez
University of Chicago, Booth School of Business, Boston College and Boston University
Date Posted: November 21, 2016
Working Paper Series
6 downloads

The Importance of Being Prudent: Capital Adequacy, Financial Stability and the Macroeconomy
"Economic World" research library, Tsenov Academic Press, 2016
Tsvetomira Tsenova
National Statistical Institute
Date Posted: November 21, 2016
Working Paper Series

Incl. Electronic Paper A Simple Universal Dynamic Framework for Endogenous Preference Change
Vladislav Morozov and Anna Loseva
Moscow State University - Faculty of Economics and Moscow State University, Faculty of Economics
Date Posted: November 18, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper A Multi Interest Rate Curve Model for Exposure Modelling
Boldin Andreas, Roland Lichters, Süss André and Markus Trahe
Credit Suisse AG, Quaternion Risk Management, Credit Suisse AG and Credit Suisse AG
Date Posted: November 18, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Grey Model for Evaluation and Analysis of Competitiveness in the Packaging and Testing Industry
International Journal of Management, Economics and Social Sciences, Vol 5(3), 2016
Chong-Rong Huang and Kuo-Wei Lin
Hsuan Chuang University and Hsuan Chuang University
Date Posted: November 17, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Impact of Bunker Risk Management on CO2 Emissions in Maritime Transportation Under ECA Regulation
NHH Dept. of Business and Management Science Discussion Paper No. 2016/17
Yewen Gu, Stein W. Wallace and Xin Wang
Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: November 17, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Fragmentation of an Empire: The Political Economy of Spain and Its Colonies in the Late Bourbon Period
Fernando Arteaga
George Mason University
Date Posted: November 17, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Parameter Uncertainty: The Missing Piece of the Liquidity Premium Puzzle?
Ferenc Horvath
Tilburg University - Department of Finance
Date Posted: November 17, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper The Choice of Technique with Multiple and Complex Interest Rates
Robert L. Vienneau
Independent
Date Posted: November 16, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Predictable Forward Performance Processes: The Binomial Case
Bahman Angoshtari, Thaleia Zariphopoulou and Xun Yu Zhou
University of Michigan at Ann Arbor - Department of Mathematics, University of Texas at Austin - Red McCombs School of Business and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: November 16, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Secondary Markets and the Option Value of Life Insurance
Cameron McNeill Ellis
University of Georgia - C. Herman and Mary Virginia Terry College of Business - Department of Economics
Date Posted: November 15, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper On Uniqueness of Time-Consistent Markov Policies for Quasi-Hyperbolic Consumers Under Uncertainty
Lukasz Balbus, Kevin Reffett and Lukasz Patryk Wozny
University of Zielona Gora - Institute of Mathematics, Arizona State University - Department of Economics and Warsaw School of Economics - Quantitative Economics Department
Date Posted: November 15, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper The Global Innovation Index: Measurement and Implications
Panagiotis Tziogkidis and Dionisis Philippas
Plymouth University and ESSCA School of Management
Date Posted: November 14, 2016
Working Paper Series
15 downloads


 

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