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JEL Code: C60

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1001.

Pricing Variance, Gamma and Corridor Swaps Using Multinomial Trees

Journal of Derivatives, Vol. 25, No. 2, 2017, Stevens Institute of Technology School of Business Research Paper, https://doi.org/10.3905/jod.2017.25.2.007
Posted: 20 May 2019 Last Revised: 20 May 2019
Working Paper Series
Hanlon Financial Systems Lab, Stevens Institute of Technology, Stevens Institute of Technology, Stevens Institute of Technology and Stevens Institute of Technology - School of Business
1002.

Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analysis of Cointegration

Erasmus University of Rotterdam, Econometric Institute, Working Paper No. A1.89 WP 9668/A
Posted: 15 Feb 1998
Working Paper Series
University of Amsterdam - Department of Quantitative Economics (KE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
1004.

Recovery Time of a Complex System in Risk and Crisis Management Operations

International Journal of Decision Sciences, Risk and Management, Forthcoming
Posted: 11 Dec 2008
Accepted Paper Series
National and Kapodistrian University of Athens and University of Bradford
1005.

Seismicity in Yemen and the Gulf of Aden in a geological context

Risks and Catastrophes Journal, 28(1), 43-57. DOI: 10.24193/RCJ2021_2
Number of pages: 15 Posted: 22 Jul 2021
Accepted Paper Series
Schmidt Institute of Physics of the Earth, Russian Academy of Sciences
1007.

Stochastic Compounding Models for Continuous Uniform Cash Flows Arising in Risk Management

Journal of Statistics and Management Systems, Forthcoming
Posted: 24 Apr 2008 Last Revised: 01 May 2008
Accepted Paper Series
University of Bradford and National and Kapodistrian University of Athens
1009.

Strategic Service Pricing and Yield Management

Posted: 07 Jan 2009
Working Paper Series
University of Central Florida - College of Business Administration and University of Florida - Warrington College of Business Administration
1010.

Telework: Urban Form, Energy Consumption, and Greenhouse Gas Implications

Larson, W., & Zhao, W. (2017). Telework: Urban Form, Energy Consumption, and Greenhouse Gas Implications. Economic Inquiry, 55(2), 714-735
Posted: 20 Oct 2017
Accepted Paper Series
Federal Housing Finance Agency and University of Louisville - College of Business - Department of Economics

Multiple version iconThere are 2 versions of this paper

1011.

Telework: Urban Form, Energy Consumption, and Greenhouse Gas Implications

Economic Inquiry, Vol. 55, Issue 2, pp. 714-735, 2017
Number of pages: 22 Posted: 14 May 2020
Accepted Paper Series
Federal Housing Finance Agency and University of Louisville - College of Business - Department of Economics

Multiple version iconThere are 2 versions of this paper

1012.

The Accuracy of Approximations of Yield to Maturity

FINANCIAL PRACTICE AND EDUCATION, Fall/Winter 1995
Posted: 28 Jun 1998
Accepted Paper Series
Kansas State University - College of Business Administration
1013.

The Cambridge Capital Controversies: Contributions from the Complex Plane

Review of Political Economy, Vol. 28, No. 2, 2016
Posted: 27 Aug 2016
Accepted Paper Series
University of Sussex Business School and University of Sussex
1014.

The Complete Removal of Individual Uncertainty: Multiple Optimal Choices and Random Exchange Economies

Posted: 09 Dec 1999
Accepted Paper Series
National University of Singapore (NUS) - Department of Mathematics
1015.

The Impact of Jump Distributions on the Implied Volatility of Variance

Posted: 17 Feb 2014
Working Paper Series
Aarhus University - Department of Business and Economics, Aarhus University - Department of Economics and Business Economics and Danske Bank - Danske Markets
1016.

The Importance of Asset Allocation: A Mathematical Proof

Posted: 25 Nov 2014 Last Revised: 04 Nov 2015
Working Paper Series
UNIST and Korea Advanced Institute of Science and Technology (KAIST)
1017.

The Logic of Prediction

Working Paper No. 98-12
Posted: 11 Nov 1998
Working Paper Series
University of California, Davis - Department of Economics
1018.

The Markov-Switching Jump Diffusion Libor Market Model

Posted: 14 Nov 2013 Last Revised: 04 Jun 2018
Working Paper Series
University of Mannheim, Technische Universität München (TUM) - Chair of Mathematical Finance and University of Calgary
1019.

The Network Topology of Locally Interacting Agents and System-Level Distributions of Agent Actions

Posted: 27 Dec 2017 Last Revised: 08 Sep 2018
Working Paper Series
Harvard University, Harvard Faculty of Arts and Sciences, Department of Economics, Students
1020.

The Robustness of Optimal Equilibrium Among Overlapping Generations

Economic Theory, Vol. 14, Issue 2, August 1999
Posted: 07 Sep 1999
Accepted Paper Series
Indiana University Purdue University Indianapolis (IUPUI) - Department of Economics
1021.

Turning Tail Risks into Tailwinds

The Journal of Portfolio Management, 2021 ‘Multi-asset’ Special Edition
Posted: 26 Feb 2021
Working Paper Series
BNP Paribas, École polytechnique and BNP Paribas
1022.

Two New Proofs of Afriat's Theorem

Economic Theory, Vol. 24, pp. 211-219, 2004
Posted: 16 Jan 2009
Accepted Paper Series
University of Virginia, Yale University - Department of Economics, Cowles Foundation and School of Operations Research and Information Engineering
1023.

Value Recovery Network Design for Product Returns

International Journal of Physical Distribution and Logistics Management, Vol. 38, No. 4, pp. 311-331, 2008
Posted: 23 Apr 2010
Accepted Paper Series
Indian Institute of Management - Lucknow
1024.

Vulnerable Options in Supply Chains: Effects of Supplier Competition

Naval Research Logistics, Vol.53, No. 7, pp. 656–673
Posted: 31 May 2006 Last Revised: 03 Apr 2012
Accepted Paper Series
McDonough School of Business, Georgetown University
1025.

Weak Measurability and Characterizations of Risk

Posted: 23 Jun 1999
Accepted Paper Series
Johns Hopkins University - Department of Economics and National University of Singapore (NUS) - Department of Mathematics