Search Results
JEL Code: C62

76,522 Total downloads

Viewing: 51 - 100 of 787 papers

51.

Asset Price Anomalies Under Bounded Rationality

Number of pages: 22 Posted: 06 Jun 2003
Working Paper Series
University of Pisa - Department of Economics, University of Rome Tor Vergata - Dipartimento di Studi Economici, Finanziari e Metodi quantitativi (SEFEMEQ) and University of Verona - Department of Economics
Downloads 282
52.

Representation Theory for Risk on Markowitz-Tversky-Kahneman Topology

Number of pages: 27 Posted: 11 Jun 2012 Last Revised: 12 Jun 2012
Working Paper Series
University of Leicester
Downloads 280
53.

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting

Operations Research, Forthcoming, Swiss Finance Institute Research Paper No. 14-63
Number of pages: 22 Posted: 01 Nov 2014 Last Revised: 18 Jan 2016
Accepted Paper Series
Georgia State University, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 277
54.

Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-Shaped Law of Motion

U of Copenhagen, Economics Discussion Paper No. 02-13
Number of pages: 16 Posted: 03 Dec 2002
Working Paper Series
University of Manchester - Department of Economics
Downloads 272
55.

Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry

Number of pages: 45 Posted: 14 Jan 2021
Working Paper Series
Fidelity Investments, Inc.
Downloads 271
56.

Dynamic Supernetworks for the Integration of Social Networks and Supply Chains with Electronic Commerce: Modeling and Analysis of Buyer-Seller Relationships with Computations

Number of pages: 47 Posted: 13 Jul 2004
Working Paper Series
Eugene M. Isenberg School of Management - Department of Finance & Operations Management and University of Massachusetts Amherst - Isenberg School of Management - Department of Operations and Information Management
Downloads 270
57.

Inequality, Growth and the Environment: A Steady-State Analysis of the Kuznets Curve and the Environmental Kuznets Curve

U of Siena Dept. of Economics Working Paper No. 290
Number of pages: 29 Posted: 09 Aug 2000
Working Paper Series
University of Siena - Dept. of Political and International Sciences
Downloads 267
58.

Existence of Sequential Competitive Equilibrium in Krusell–Smith Type Economies

Number of pages: 14 Posted: 14 Jun 2016
Working Paper Series
ETH Zurich and Princeton University
Downloads 257
59.

On the Indeterminacy of New-Keynesian Economics

Number of pages: 51 Posted: 16 May 2004
Working Paper Series
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 256
60.

Performance Measurement for Option Portfolios in a Stochastic Volatility Framework

Number of pages: 40 Posted: 07 Feb 2018 Last Revised: 29 Nov 2019
Working Paper Series
University of Hagen, University of Passau and University of Hagen
Downloads 254
61.

Dynamics of International Financial Networks with Risk Management

Number of pages: 43 Posted: 28 Sep 2003
Working Paper Series
University of Massachusetts Amherst - Isenberg School of Management - Department of Operations and Information Management and University of Massachusetts at Amherst
Downloads 251
62.

Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information

Number of pages: 51 Posted: 02 Dec 1998
Working Paper Series
Stanford Graduate School of Business
Downloads 249
63.

The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective

Number of pages: 14 Posted: 23 Sep 2020
Working Paper Series
Fidelity Investments, Inc.
Downloads 249
64.

The Solow Model With Logistic Manpower: A Stability Analysis

Journal of World Economics Review, Vol. 3, No. 2, pp. 161-166, 2008
Number of pages: 7 Posted: 24 Aug 2005 Last Revised: 05 Jun 2011
Accepted Paper Series
University of Bologna - Department of Mathematics for Economic and Social Sciences, Free University of Bozen-Bolzano and Universidad de la República
Downloads 248
65.

Chaos and Bifurcation in 2007-08 Financial Crisis

Number of pages: 21 Posted: 13 Dec 2009 Last Revised: 08 Oct 2010
Working Paper Series
Montclair State University - Department of Mathematical Sciences and CES Univ. Paris 1
Downloads 246
66.

Inequality, Social Discounting, and Estate Taxation

Number of pages: 42 Posted: 29 Apr 2005
Working Paper Series
Harvard University - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 246
67.

Pricing of Conditional Upgrades in the Presence of Strategic Consumers

Number of pages: 55 Posted: 30 Jan 2016 Last Revised: 29 Nov 2016
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Michigan, Stephen M. Ross School of Business and Johns Hopkins University - Carey Business School
Downloads 237
68.

Optimal Monetary Policy and Term Structure in a Continuous-Time DSGE Model

Number of pages: 49 Posted: 29 Nov 2016 Last Revised: 17 Feb 2019
Working Paper Series
University of Michigan - Stephen M. Ross School of Business, City University of Hong Kong (CityUHK) - Department of Economics & Finance and Iowa State University
Downloads 228
69.

Statics and Dynamics of Global Supply Chain Networks with Environmental Decision-Making

Number of pages: 43 Posted: 30 Dec 2003
Working Paper Series
University of Massachusetts Amherst - Isenberg School of Management - Department of Operations and Information Management, University of Massachusetts at Amherst and Eugene M. Isenberg School of Management - Department of Finance & Operations Management
Downloads 226
70.

Distress and Default Contagion in Financial Networks

Number of pages: 31 Posted: 05 Sep 2017 Last Revised: 22 Jun 2018
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Mathematics

Multiple version iconThere are 2 versions of this paper

Downloads 223
71.

Fashion and Homophily

Operations Research, Forthcoming
Number of pages: 41 Posted: 16 Apr 2013 Last Revised: 07 Feb 2018
Accepted Paper Series
Beijing Normal University (BNU), Beijing Jiaotong University - School of Economics and Management, University of California, Santa Barbara (UCSB) - Department of Economics and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science
Downloads 219
72.

Transient Response of a Separately Excited DC Motor Under No-Load Condition

Number of pages: 6 Posted: 13 Jul 2017
Working Paper Series
University of South Australia
Downloads 217
73.

When Friends Become Competitors: The Design of Resource Exchange Alliances

Georgetown McDonough School of Business Research Paper
Number of pages: 51 Posted: 13 Sep 2013 Last Revised: 13 Nov 2015
Working Paper Series
INSEAD, Georgia Institute of Technology - School of Industrial and Systems Engineering and Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Downloads 215
74.

Phase Distribution and Phase Correlation of Financial Time Series

Physical Review E, Vol. 73, 016118, 2006
Number of pages: 13 Posted: 13 Dec 2005
Accepted Paper Series
Institute of Physics, Academia Sinica, Chung Yuan Christian University, Chung Yuan Christian University and Drexel University - Department of Finance
Downloads 212
75.

Solving Linear Rational Expectations Models: A Horse Race

FEDS Working Paper No. 2006-26
Number of pages: 39 Posted: 10 Nov 2006
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 212
76.

Dynamic Inefficiency in an Overlapping Generations Economy with Production

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 40/06
Number of pages: 15 Posted: 30 Nov 2006
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia and Aix-Marseille University and CNRS
Downloads 210
77.

Generalizing the Taylor Principle

CAEPR Working Paper No. 2006-001
Number of pages: 44 Posted: 27 Sep 2006
Working Paper Series
Federal Reserve Bank of Kansas City and University of Virginia

Multiple version iconThere are 2 versions of this paper

Downloads 210
78.

Price Discovery Using a Double Auction

Number of pages: 81 Posted: 10 Jul 2014 Last Revised: 23 Jul 2020
Working Paper Series
Northwestern University - Kellogg School of Management, University of Illinois at Urbana-Champaign - Department of Economics and School of Economics and Finance, Queen Mary University of London
Downloads 210
79.

Characterizing Markov-Switching Rational Expectations Models

Number of pages: 42 Posted: 05 Sep 2009 Last Revised: 22 Jan 2014
Working Paper Series
School of Economics, Yonsei University
Downloads 209
80.

Wealth Distribution with Random Discount Factors

Journal of Monetary Economics, Vol. 104, 2019
Number of pages: 36 Posted: 07 Nov 2017 Last Revised: 12 Oct 2020
Accepted Paper Series
University of California, San Diego (UCSD) - Department of Economics
Downloads 209
81.

Noise, Beliefs, and Momentum

Number of pages: 32 Posted: 12 Dec 2012
Working Paper Series
Econometric Solutions
Downloads 208
82.

Competitive Equilibria: Convergence, Cycles or Chaos

Number of pages: 309 Posted: 04 Sep 2003
Working Paper Series
Jawaharlal Nehru University
Downloads 204
83.

Equilibrium, Disequilibrium and Time in Walras' Economics

U. of Milan DEAS Working Paper
Number of pages: 24 Posted: 25 Jul 2006
Working Paper Series
Università degli Studi di Milano
Downloads 203
84.

Globally Evolutionarily Stable Portfolio Rules

FINRISK Working Paper No. 238
Number of pages: 43 Posted: 20 Sep 2005 Last Revised: 23 Nov 2007
Working Paper Series
University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 203
85.

The Von Neumann-Gale Growth Model and its Stochastic Generalization

National Centre of Competence in Research FINRISK Working Paper No. 208
Number of pages: 48 Posted: 09 Mar 2006
Working Paper Series
University of Manchester - Economics, School of Social Sciences and University of Manchester - Department of Economics
Downloads 203
86.

A Framework for Conducting Numerical Experiments on Cost System Design

Journal of Management Accounting Research 31(1): 41-61. Doi.org/10.2308/jmar-52057 , AAA 2018 Management Accounting Section (MAS) Meeting
Number of pages: 45 Posted: 29 Jun 2017 Last Revised: 15 Apr 2020
Accepted Paper Series
University of Illinois at Urbana-Champaign - Department of Accountancy, University of Iowa - Department of Accounting and Kenan-Flagler Business School University of North Carolina
Downloads 198
87.

Aggregate Comparative Statics

MIT Department of Economics Working Paper No. 09-09
Number of pages: 55 Posted: 09 Apr 2009
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 198
88.

Pricing the Option to Surrender in Incomplete Markets

University of Palermo Statistics and Mathematics Working Paper No. 07-03
Number of pages: 22 Posted: 31 Mar 2007
Working Paper Series
University of Palermo - d/SEAS and University of Palermo

Multiple version iconThere are 2 versions of this paper

Downloads 198
89.

Economic Growth and Population Models

Brida, J.G. and Accinelli, E., THE DYNAMICS OF THE RAMSEY ECONOMIC GROWTH MODEL WITH THE VON BERTALANFFY POPULATION GROWTH LAW, Proceedings of the MASSEE International Congress on Mathematics (MICOM-2006) May 31 – June 4, 2006
Number of pages: 10 Posted: 13 Jan 2006 Last Revised: 16 Jun 2011
Accepted Paper Series
Universidad Autonoma Metropolitana and Universidad de la República
Downloads 197
90.

Monetary Policy and Fears of Financial Instability

Number of pages: 46 Posted: 11 Dec 2001
Working Paper Series
European Central Bank, Directorate General Economics and European Central Bank (ECB)
Downloads 197
91.

The Reality Game

Number of pages: 22 Posted: 03 Feb 2009 Last Revised: 09 Feb 2009
Working Paper Series
Goldman Sachs Group, Inc. - Equity Derivatives Research, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School and affiliation not provided to SSRN
Downloads 196
92.

Uniqueness of Equilibrium in a Payment System with Liquidation Costs

Operations Research Letters, Forthcoming, Swiss Finance Institute Research Paper No. 15-20
Number of pages: 11 Posted: 18 Jun 2015 Last Revised: 18 Jan 2016
Accepted Paper Series
Georgia State University, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 194
93.

Information Percolation with Equilibrium Search Dynamics

Econometrica, Vol. 77, No. 5, Swiss Finance Institute Research Paper No. 09-02
Number of pages: 61 Posted: 29 Jan 2009 Last Revised: 27 Nov 2009
Accepted Paper Series
Stanford University - Graduate School of Business, Ecole Polytechnique Federale de Lausanne and University of California, Berkeley - Haas School of Business
Downloads 191
94.

The Evolution of Money as a Medium of Exchange

Journal of Economic Dynamics & Control, Vol. 23, pp. 415-458, 1999
Number of pages: 51 Posted: 14 May 2009 Last Revised: 26 May 2009
Accepted Paper Series
McMaster University
Downloads 191
95.

Walras and Pareto on the Meaning of the Solution Concept in General Equilibrium Theory

University of Milano Economics, Business and Statistics Working Paper No. 2006-31
Number of pages: 26 Posted: 25 Oct 2006
Working Paper Series
Università degli Studi di Milano
Downloads 183
96.

Computing Equilibria in Finance Economies

Number of pages: 16 Posted: 25 Jan 2001
Working Paper Series
Maastricht University and University of Zurich
Downloads 180
97.

A Fixed Point Theorem for Discontinuous Functions

Tinbergen Institute Discussion Paper No. TI 05-004/1; CentER Discussion Paper No. 2005-04
Number of pages: 13 Posted: 11 Jan 2005
Working Paper Series
Maastricht University, Vrije Universiteit Amsterdam, School of Business and Economics, Tilburg University - Department of Econometrics & Operations Research and Yokohama National University - Faculty of Business Administration
Downloads 179
98.

Arbitrage Pricing and the Existence of Equilibrium Under Portfolio Constraints

Number of pages: 57 Posted: 19 Oct 2003
Working Paper Series
Ajou University and POSTECH
Downloads 178
99.

On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type

Number of pages: 30 Posted: 20 Aug 1999
Working Paper Series
University of Turin and University of Turin - Department of Economics and Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 178
100.

Manipulation in the Treasury Auction Market

Number of pages: 37 Posted: 12 Aug 2004
Working Paper Series
Dongbei University of Finance and Economics (DUFE) and Dongbei University of Finance and Economics (DUFE)
Downloads 177