Search Results
JEL Code: C61

898,608 Total downloads

Viewing: 101 - 150 of 4,646 papers

101.

Why Should Managers Like Payback Period?

Number of pages: 14 Posted: 09 Oct 2010
Working Paper Series
Brooklyn College of the City University of New York
Downloads 1,209
102.

Solving Rational Expectations Models Using Excel

Number of pages: 19 Posted: 27 Mar 2003
Case and Teaching Paper Series
University of Goettingen (Göttingen) - School of Law, Economics, Social Sciences
Downloads 1,208
103.

Optimal Dynamic Trading Strategies with Risk Limits

Operations Research, Vol. 56, pp. 358-368, 2008
Number of pages: 26 Posted: 14 Jul 2004 Last Revised: 05 Dec 2011
Accepted Paper Series
University of Pennsylvania - Finance Department, Yale University - School of Management and Concordia University, Quebec - Department of Finance
Downloads 1,207
104.

Applying Markowitz's Critical Line Algorithm

University of Bern Economics Working Paper No. 07-01
Number of pages: 26 Posted: 05 Apr 2006
Working Paper Series
University of Mannheim - Department of Economics and University of Basel
Downloads 1,193
105.

Building a Better Fund of Hedge Funds: A Fractal and Alpha-Stable Distribution Approach

Number of pages: 38 Posted: 17 Aug 2005
Working Paper Series
Perella Weinberg Partners
Downloads 1,192
106.

Mortgage Backed Valuation

Number of pages: 119 Posted: 10 Jan 2007
Working Paper Series
Bloomberg L.P.
Downloads 1,187
107.

Machine Learning at Central Banks

Bank of England Working Paper No. 674
Number of pages: 89 Posted: 06 Sep 2017
Working Paper Series
Bank of England and Bank of England
Downloads 1,164
108.

Market Making with Alpha Signals

Number of pages: 25 Posted: 22 Aug 2019 Last Revised: 29 Aug 2019
Working Paper Series
University of Oxford and University of Oxford
Downloads 1,156
109.

International Portfolio Formation, Skewness and the Role of Gold

Number of pages: 25 Posted: 04 Nov 2003
Working Paper Series
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies

Multiple version iconThere are 2 versions of this paper

Downloads 1,145
110.

Linear Programming: A Practical Approach to Transportation Cost Problems

Number of pages: 14 Posted: 18 Jul 2009
Working Paper Series
Cross River University of Technology, Cross River University of Technology (CRUTECH) and Cross River University of Technology
Downloads 1,145
111.

Some Important Issues Involving Real Options

Multinational Finance Journal, Forthcoming, WBS Finance Group Research Paper No. 37
Number of pages: 45 Posted: 02 Feb 2005
Accepted Paper Series
University of Calgary - Haskayne School of Business and University of Warwick - Finance Group
Downloads 1,143
112.

An Economic Analysis of Difficulty Adjustment Algorithms in Proof-of-Work Blockchain Systems

Number of pages: 54 Posted: 04 Jul 2019 Last Revised: 14 Aug 2020
Working Paper Series
University of Tokyo - Faculty of Economics, Department of Economics, Northwestern University and BUIDL, Ltd.
Downloads 1,141
113.

A Theory of Technical Trading Using Moving Averages

Number of pages: 45 Posted: 17 Sep 2013 Last Revised: 23 Mar 2014
Working Paper Series
Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,138
114.

Deep Equilibrium Nets

Number of pages: 80 Posted: 10 Jun 2019 Last Revised: 20 Jul 2021
Working Paper Series
University of Zurich, University of Zurich and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 1,129
115.

Rare Events Analysis of High-Frequency Equity Data

Wilmott Journal, pp. 74-81, 2011, Stevens Institute of Technology School of Business Research Paper
Number of pages: 13 Posted: 29 Feb 2012 Last Revised: 15 Oct 2018
Accepted Paper Series
Stevens Institute of Technology, Stevens Institute of Technology - School of Business, Stevens Institute of Technology and Stevens Institute of Technology
Downloads 1,117
116.

Forecasting of Stock Market Indices Using Artificial Neural Network

Shri Chimanbhai Patel Institutes, Ahmedabad Working Paper No. CPI/MBA/2013/0003
Number of pages: 18 Posted: 10 Feb 2013
Accepted Paper Series
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 1,115
117.

American Options in the Heston Model With Stochastic Interest Rate

EFA 2008 Athens Meetings Paper
Number of pages: 22 Posted: 20 Nov 2007
Working Paper Series
University of Texas at Austin - Department of Economics and Calico Science Consulting
Downloads 1,100
118.

Option Pricing Using Fourier Space Time-Stepping Framework

Number of pages: 134 Posted: 28 Sep 2009
Working Paper Series
RBC Capital Markets
Downloads 1,098
119.

A Practitioner's Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models

Quantitative Marketing and Economics, Forthcoming
Number of pages: 62 Posted: 07 May 2009 Last Revised: 15 Jan 2012
Working Paper Series
Johns Hopkins University - Carey Business School, Queen's University - Department of Economics, New York University (NYU) - Leonard N. Stern School of Business and City, University of London
Downloads 1,090
120.

MVA Optimisation with Machine Learning Algorithms

Number of pages: 15 Posted: 23 Feb 2017 Last Revised: 14 Dec 2017
Working Paper Series
Abu Dhabi Investment Authority and Standard Chartered Bank
Downloads 1,082
121.

Equilibrium Impact of Value-at-Risk Regulation

Number of pages: 64 Posted: 14 Nov 2002
Working Paper Series
University of Zurich, University of Basel and Swiss Finance Institute
Downloads 1,076
122.

Geometric Mean Reversion: Formulas for the Equilibrium Density and Analytic Moment Matching

Number of pages: 25 Posted: 11 Jul 2007
Working Paper Series
University of Glasgow and Southern University of Science and Technology - Department of Finance
Downloads 1,076
123.
Downloads 1,047
124.

Product Development and Market Expansion: A Real Options Model

Financial Management, Forthcoming, WBS Finance Group Research Paper No. 27
Number of pages: 51 Posted: 26 Mar 2003
Accepted Paper Series
University of Warwick - Finance Group and SDA BocconiBocconi University - Department of Finance
Downloads 1,042
125.

An Empirical Analysis of Alternative Portfolio Selection Criteria

Swiss Finance Institute Research Paper No. 09-06
Number of pages: 41 Posted: 19 Mar 2009 Last Revised: 22 Apr 2010
Working Paper Series
University of Geneva - Research Center for Statistics and Independent
Downloads 1,040
126.

Optimizing Objective Functions Determined from Random Forests

Number of pages: 46 Posted: 16 Jun 2017 Last Revised: 29 Jul 2020
Working Paper Series
University of Virginia - Darden School of Business, McGill University - Desautels Faculty of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,040
127.

Q-Learning-Based Financial Trading Systems with Applications

University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 15/WP/2014
Number of pages: 25 Posted: 11 Oct 2014 Last Revised: 23 May 2015
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice
Downloads 1,026
128.

An Improved Estimation Method and Empirical Properties of the Probability of Informed Trading

Number of pages: 45 Posted: 14 Mar 2006 Last Revised: 08 Aug 2011
Working Paper Series
SUNY at Geneseo - John Wiley Jones School of Business and Hong Kong Polytechnic University

Multiple version iconThere are 2 versions of this paper

Downloads 1,021
129.

Warehouse Real-Time Simulator – How to Optimize Order Picking Time

Number of pages: 18 Posted: 18 Nov 2013
Working Paper Series
Uniwersytet Ekonomiczny we Wroc?awiu
Downloads 1,021
130.

A Closed-Form Execution Strategy to Target Volume Weighted Average Price

SIAM Journal on Financial Mathematics, Vol. 7, pp. 760–785, (2016)
Number of pages: 32 Posted: 24 Dec 2014 Last Revised: 13 Nov 2016
Accepted Paper Series
University of Oxford and University of Toronto - Department of Statistics
Downloads 1,012
131.

Credit Models and the Crisis, or: How I Learned to Stop Worrying and Love the CDOs

Number of pages: 66 Posted: 31 Dec 2009 Last Revised: 18 Feb 2010
Working Paper Series
Imperial College London - Department of Mathematics, Intesa Sanpaolo and UBI Banca
Downloads 1,011
132.

Dynamic Platform Competition in Two-Sided Markets

Number of pages: 23 Posted: 19 Feb 2008
Working Paper Series
affiliation not provided to SSRN and Stanford University - School of Engineering
Downloads 1,009
133.

Conditional Value at Risk Optimization of a Credit Bond Portfolio, a Practical Analysis

Number of pages: 38 Posted: 20 Jan 2004
Working Paper Series
AEGON Group - AEGON Asset Management
Downloads 1,002
134.

Mean-Field Game Strategies for Optimal Execution

Applied Mathematical Finance
Number of pages: 30 Posted: 16 Mar 2015 Last Revised: 09 Apr 2019
Accepted Paper Series
university of Toronto, University of Toronto - Department of Statistics and Bank of Montreal
Downloads 1,000
135.

Mean Variance Optimal VWAP Trading

Number of pages: 31 Posted: 07 Apr 2011 Last Revised: 16 Apr 2012
Working Paper Series
University of Technology, Sydney and University of Technology Sydney
Downloads 999
136.

Differential Evolution with DEoptim: An Application to Non-Convex Portfolio Optimization

The R Journal, Vol. 3, No. 1, pp. 27-34, 2011
Number of pages: 8 Posted: 05 Apr 2010 Last Revised: 03 Aug 2018
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Ghent University, Guidance Capital ManagementWilliam Blair & Co., Government of the United States of America - National Institute of Standards and Technology (NIST) and University of Washington
Downloads 996
137.

Stochastic Nonparametric Envelopment of Data: Combining Virtues of Sfa and DEA in a Unified Framework

MTT Discussion Paper No. 3/2006
Number of pages: 53 Posted: 02 Jun 2006
Working Paper Series
Aalto University School of Business
Downloads 980
138.

Dynamic Programming and Mean-Variance Hedging in Discrete Time

Applied Mathematical Finance, 2004, 11(1), 1-25
Number of pages: 27 Posted: 05 Jul 2004 Last Revised: 23 Jun 2020
Working Paper Series
Bayes Business School, City, University of London
Downloads 974
139.

Inter-temporal Pricing and Consumer Stockpiling

Number of pages: 40 Posted: 31 Aug 2007 Last Revised: 08 May 2012
Working Paper Series
University of Pennsylvania - Operations & Information Management Department
Downloads 973
140.

(Almost) Model-Free Recovery

Journal of Finance, Forthcoming
Number of pages: 102 Posted: 10 Aug 2015 Last Revised: 05 Jan 2018
Accepted Paper Series
University of Lugano - Institute of Finance and Swiss Finance Institute
Downloads 971
141.

Integrated Marketing Communications in Markets with Uncertainty and Competition

Automatica, Vol. 45, pp. 601-610, 2009
Number of pages: 37 Posted: 28 Jan 2007 Last Revised: 25 Sep 2010
Accepted Paper Series
University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 960
142.

Optimal Momentum: A Global Cross Asset Approach

Number of pages: 28 Posted: 10 May 2011 Last Revised: 17 Apr 2018
Working Paper Series
Portfolio Management Consultants
Downloads 958
143.

Long-Term Investing in Triple Leveraged Exchange Traded Funds

Number of pages: 15 Posted: 13 Jan 2021
Working Paper Series
Independent
Downloads 957
144.

Modeling Supply Chain Planning Under Demand Uncertainty Using Stochastic Programming: A Survey Motivated by Asset-Liability Management

International Journal of Production Economics, Forthcoming
Number of pages: 34 Posted: 22 Jun 2006 Last Revised: 26 May 2009
Accepted Paper Series
City University London - Sir John Cass Business School and University of California, Los Angeles (UCLA) - Decisions, Operations, and Technology Management (DOTM) Area
Downloads 950
145.

Portfolio Rho-Presentativity

Number of pages: 33 Posted: 10 Sep 2017 Last Revised: 10 Oct 2019
Working Paper Series
TOBAM, TOBAM and TOBAM
Downloads 946
146.

Estimation of the Zero Coupon Swap Yield Curve

Number of pages: 7 Posted: 07 Dec 2005
Working Paper Series
Bank for International Settlements (BIS)
Downloads 941
147.

Corporate Bond Portfolio Optimization with Transaction Costs

Number of pages: 20 Posted: 15 Mar 2006
Working Paper Series
Stanford University and Stanford University - Department of Management Science & Engineering
Downloads 933
148.

Mixing Gaussian Models to Price Cms Derivatives

Number of pages: 13 Posted: 29 Dec 2005
Working Paper Series
Bloomberg L.P. and Intesa Sanpaolo
Downloads 931
149.

Firm Characteristics and Dynamic Capital Structure Adjustment

Number of pages: 35 Posted: 19 Dec 2006
Working Paper Series
University of Hamburg, University of Basel - Department of Finance and Institut für Finanzdienstleistungen Zug (IFZ)
Downloads 928
150.

Smart Beta: Managing Diversification of Minimum Variance Portfolios

Number of pages: 27 Posted: 18 Apr 2015 Last Revised: 20 Apr 2015
Working Paper Series
Eisler Capital and Amundi Asset Management
Downloads 918