# arXiv.org

# Papers

**For corrections or technical questions regarding this series, please contact (arXiv administrators)**

**Series handle:**repec:arx:papers

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Euclid (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### 2014

**1411.7991 Existence and Uniqueness of a Steady State for an OTC Market with Several Assets***by*Alain Belanger & Ndoune Ndoune**1411.7880 Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data***by*Roy Cerqueti & Marcel Ausloos**1411.7805 Improving predictability of time series using maximum entropy methods***by*Gregor Chliamovitch & Alexandre Dupuis & Bastien Chopard & Anton Golub**1411.7670 Liquidity Management with Decreasing-returns-to-scale and Secured Credit Line***by*Erwan Pierre & St\'ephane Villeneuve & Xavier Warin**1411.7653 Asymptotic behaviour of the fractional Heston model***by*Hamza Guennoun & Antoine Jacquier & Patrick Roome & Fangwei Shi**1411.7613 Systemic risk analysis in reconstructed economic and financial networks***by*Giulio Cimini & Tiziano Squartini & Diego Garlaschelli & Andrea Gabrielli**1411.7593 Indirect Influences in International Trade***by*Rafael Diaz & Laura Gomez**1411.7502 Hydrodynamic limit of order book dynamics***by*Xuefeng Gao & S. J. Deng**1411.7494 An Evolutionary Optimization Approach to Risk Parity Portfolio Selection***by*Ronald Hochreiter**1411.7231 Risk-Sensitive Mean-Field Type Control under Partial Observation***by*Boualem Djehiche & Hamidou Tembine**1411.6938 On Trading American Put Options with Interactive Volatility***by*Sigurd Assing & Yufan Zhao**1411.6657 Risk minimization and portfolio diversification***by*Farzad Pourbabaee & Minsuk Kwak & Traian A. Pirvu**1411.6256 Randomized versions of Mazur lemma and Krein-Smulian theorem***by*Jose Miguel Zapata**1411.6250 Identifying Multidiemsnional Adverse Selection Models***by*Gaurab Aryal**1411.6080 Optimal Starting-Stopping and Switching of a CIR Process with Fixed Costs***by*Tim Leung & Xin Li & Zheng Wang**1411.5625 Two maxentropic approaches to determine the probability density of compound risk losses***by*Erika Gomes-Gon\c{c}alves & Henryk Gzyl & Silvia Mayoral**1411.5453 Valuation of Variable Annuities with Guaranteed Minimum Withdrawal and Death Benefits via Stochastic Control Optimization***by*Xiaolin Luo & Pavel V. Shevchenko**1411.5159 Large deviations of the realized (co-)volatility vector***by*Hac\`ene Djellout & Arnaud Guillin & Yacouba Samoura**1411.5062 Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit***by*Tim Leung & Xin Li**1411.4970 Modelling of dependence in high-dimensional financial time series by cluster-derived canonical vines***by*David Walsh-Jones & Daniel Jones & Christoph Reisinger**1411.4851 Dynamic Defaultable Term Structure Modelling beyond the Intensity Paradigm***by*Frank Gehmlich & Thorsten Schmidt**1411.4756 Diversification versus specialization -- lessons from a noise driven linear dynamical system***by*Gabriell Mate & Zoltan Neda**1411.4633 Theories of Accounting: Evolution & Developments, Income-Determination and Diversities in Use***by*Angus O. Unegbu**1411.4606 The Intrinsic Bounds on the Risk Premium of Markovian Pricing Kernels***by*Jihun Han & Hyungbin Park**1411.4441 On the Coherent Risk Measure Representations in the Discrete Probability Spaces***by*Kerem Ugurlu**1411.4438 Solving finite time horizon Dynkin games by optimal switching***by*Randall Martyr**1411.4265 Methodological thoughts on expected loss estimates for IFRS 9 impairment: hidden reserves, cyclical loss predictions and LGD backtesting***by*Wolfgang Reitgruber**1411.4193 Characterization of Market Models in the Presence of Traded Vanilla and Barrier Options***by*Peter Spoida**1411.3977 Multi-curve HJM modelling for risk management***by*Chiara Sabelli & Michele Pioppi & Luca Sitzia & Giacomo Bormetti**1411.3947 Incorporating Views on Market Dynamics in Options Hedging***by*Antoine E. Zambelli**1411.3618 A Forward Equation for Barrier Options under the Brunick&Shreve Markovian Projection***by*Ben Hambly & Matthieu Mariapragassam & Christoph Reisinger**1411.3615 Kelly criterion for variable pay-off***by*Ricardo P\'erez-Marco**1411.3399 Trend and Fractality Assessment of Mexico's Stock Exchange***by*Javier Morales & V\'ictor Tercero & Fernando Camacho & Eduardo Cordero & Luis L\'opez & F-Javier Almaguer**1411.3078 Long Term Risk: A Martingale Approach***by*Likuan Qin & Vadim Linetsky**1411.3075 Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery and Long-Term Pricing***by*Likuan Qin & Vadim Linetsky**1411.2950 Algebraic Form of Malliavin Calculus: Creation-Annihilation Operators, Conserved Currents and All That***by*Peter B. Lerner**1411.2835 A continuous auction model with insiders and random time of information release***by*Jos\'e Manuel Corcuera & Giulia Di Nunno & Gergely Farkas & Bernt {\O}ksendal**1411.2675 Process-Based Risk Measures and Risk-Averse Control of Discrete-Time Systems***by*Jingnan Fan & Andrzej Ruszczynski**1411.2628 Exact solution of a generalized version of the Black-Scholes equation***by*Liviu-Adrian Cotfas & Camelia Delcea & Nicolae Cotfas**1411.2525 Optimising Credit Portfolio Using a Quadratic Nonlinear Projection Method***by*Boguk Kim & Chulwoo Han & Frank Chongwoo Park**1411.2395 Irreversible Investment under L\'evy Uncertainty: an Equation for the Optimal Boundary***by*Giorgio Ferrari & Paavo Salminen**1411.2215 Simple Stochastic Order-Book Model of Swarm Behavior in Continuous Double Auction***by*Shingo Ichiki & Katsuhiro Nishinari**1411.2167 Comeback kids: an evolutionary approach of the long-run innovation process***by*Shidong Wang & Renaud Foucart & Cheng Wan**1411.2153 Evolving intraday foreign exchange trading strategies utilizing multiple instruments price series***by*Simone Cirillo & Stefan Lloyd & Peter Nordin**1411.2138 It's not the economy, stupid! How social capital and GDP relate to happiness over time***by*Stefano Bartolini & Francesco Sarracino**1411.1929 A General Equilibrium Theorem for the Economy of Giving***by*W. P. Weijland**1411.1924 On the Complexity and Behaviour of Cryptocurrencies Compared to Other Markets***by*Daniel Wilson-Nunn & Hector Zenil**1411.1689 Universality of Tsallis q-exponential of interoccurrence times within the microscopic model of cunning agents***by*Mateusz Denys & Tomasz Gubiec & Ryszard Kutner**1411.1624 General smile asymptotics with bounded maturity***by*Francesco Caravenna & Jacopo Corbetta**1411.1609 On Stochastic Orders and its applications : Policy limits and Deductibles***by*Halim Zeghdoudi & Meriem Bouhadjar & Mohamed Riad Remita**1411.1560 Income Distribution in the European Union Versus in the United States***by*Maciej Jagielski & Rafa{\l} Duczmal & Ryszard Kutner**1411.1368 Cooperation under Incomplete Information on the Discount Factors***by*Cy Maor & Eilon Solan**1411.1356 Impact of credit default swaps on financial contagion***by*Yoshiharu Maeno & Kenji Nishiguchi & Satoshi Morinaga & Hirokazu Matsushima**1411.1348 Modelling cross-border systemic risk in the European banking sector: a copula approach***by*Raffaella Calabrese & Silvia Osmetti**1411.1229 Super-replication with nonlinear transaction costs and volatility uncertainty***by*Peter Bank & Yan Dolinsky & Selim G\"okay**1411.1152 Berk-Nash Equilibrium: A Framework for Modeling Agents with Misspecified Models***by*Ignacio Esponda & Demian Pouzo**1411.1103 Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics***by*Mauricio Junca & Rafael Serrano**1411.0849 Exact and Approximate Hidden Markov Chain Filters Based on Discrete Observations***by*Nicole B\"auerle & Igor Gilitschenski & Uwe D. Hanebeck**1411.0570 Incorporating Views on Marginal Distributions in the Calibration of Risk Models***by*Santanu Dey & Sandeep Juneja & Karthyek R. A. Murthy**1411.0496 Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales***by*Ladislav Kristoufek**1411.0426 Risk measures with the CxLS property***by*Freddy Delbaen & Fabio Bellini & Valeria Bignozzi & Johanna F. Ziegel**1410.8671 Risk in a large claims insurance market with bipartite graph structure***by*Oliver Kley & Claudia Kluppelberg & Gesine Reinert**1410.8609 Fast Numerical Method for Pricing of Variable Annuities with Guaranteed Minimum Withdrawal Benefit under Optimal Withdrawal Strategy***by*Xiaolin Luo & Pavel Shevchenko**1410.8595 A Fourier interpolation method for numerical solution of FBSDEs: Global convergence, stability, and higher order discretizations***by*Polynice Oyono Ngou & Cody Hyndman**1410.8504 The Model Confidence Set package for R***by*Mauro Bernardi & Leopoldo Catania**1410.8432 Cycling in stochastic general equilibrium***by*Zhijian Wang & Bin Xu**1410.8427 When does the stock market listen to economic news? New evidence from copulas and news wires***by*Ivan Medovikov**1410.8409 Optimal Allocation of Trend Following Strategies***by*Denis S. Grebenkov & Jeremy Serror**1410.8224 Efficient price dynamics in a limit order market: an utility indifference approach***by*Masaaki Fukasawa**1410.8160 Pricing and Hedging Long-Term Options***by*Hyungbin Park**1410.8042 Portfolio Optimization in the Financial Market with Correlated Returns under Constraints, Transaction Costs and Different Rates for Borrowing and Lending***by*Vladimir Dombrovskii & Tatyana Obedko**1410.7961 Visualisation of financial time series by linear principal component analysis and nonlinear principal component analysis***by*Hao-Che Chen**1410.7845 A new multivariate dependence measure based on comonotonicity***by*Ying Zhang & Chuancun Yin**1410.7799 Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam's Window***by*Luca Onorante & Adrian E. Raftery**1410.7453 GMWB Riders in a Binomial Framework - Pricing, Hedging, and Diversification of Mortality Risk***by*Cody B. Hyndman & Menachem Wenger**1410.7317 Continuous time analysis of fleeting discrete price moves***by*Neil Shephard & Justin J. Yang**1410.7316 Randomisation and recursion methods for mixed-exponential Levy models, with financial applications***by*Aleksandar Mijatovic & Martijn Pistorius & Johannes Stolte**1410.7206 Large-Maturity Regimes of the Heston Forward Smile***by*Antoine Jacquier & Patrick Roome**1410.6898 Are news important to predict large losses?***by*Mauro Bernardi & Leopoldo Catania & Lea Petrella**1410.6841 qGaussian model of default***by*Yuri A. Katz**1410.6646 Stock fluctuations are correlated and amplified across networks of interlocking directorates***by*Serguei Saavedra & Luis J. Gilarranz & Rudolf P. Rohr & Michael Schnabel & Brian Uzzi & Jordi Bascompte**1410.6408 Asset Pricing in an Imperfect World***by*Gianluca Cassese**1410.6321 Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates***by*Beata Stehlikova**1410.6150 Pricing of European Basket Call Option under Exponential Ornstein-Uhlenbeck Process***by*Jingwei Liu & Jiwen Luo & Xing Chen**1410.6144 Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model***by*Dmitry Kramkov & Sergio Pulido**1410.6084 Is mathematics able to give insight into current questions in finance, economics and politics?***by*Larry Shepp & Michael Imerman**1410.6005 The non-linear trade-off between return and risk: a regime-switching multi-factor framework***by*John Cotter & Enrique Salvador**1410.5996 Log-Optimal Portfolio Selection Using the Blackwell Approachability Theorem***by*Vladimir V'yugin**1410.5955 Recombining binomial tree for constant elasticity of variance process***by*Hi Jun Choe & Jeong Ho Chu & So Jeong Shin**1410.5787 The Precautionary Principle (with Application to the Genetic Modification of Organisms)***by*Nassim Nicholas Taleb & Rupert Read & Raphael Douady & Joseph Norman & Yaneer Bar-Yam**1410.5621 Risk diversification: a study of persistence with a filtered correlation-network approach***by*Nicol\'o Musmeci & Tomaso Aste & Tiziana Di Matteo**1410.5513 4-Factor Model for Overnight Returns***by*Zura Kakushadze**1410.5466 Conditional Preference Orders and their Numerical Representations***by*Samuel Drapeau & Asgar Jamneshan**1410.5328 Portfolio Selection with Multiple Spectral Risk Constraints***by*Carlos Abad & Garud Iyengar**1410.5068 RHOMOLO: A Dynamic Spatial General Equilibrium Model for Assessing the Impact of Cohesion Policy***by*Andries Brandsma & d'Artis Kancs & Philippe Monfort & Alexandra Rillaers**1410.4962 Robust Fundamental Theorem for Continuous Processes***by*Sara Biagini & Bruno Bouchard & Constantinos Kardaras & Marcel Nutz**1410.4922 Assessing the Inequalities of Wealth in Regions: the Italian Case***by*Roy Cerqueti & Marcel Ausloos**1410.4866 A polynomial distribution applied to income and wealth distribution***by*Elvis Oltean & Fedor Kusmartsev**1410.4847 Impact of shadow banks on financial contagion***by*Yoshiharu Maeno & Kenji Nishiguchi & Satoshi Morinaga & Hirokazu Matsushima**1410.4807 Banach geometry of arbitrage free markets***by*A. V. Lebedev & P. P. Zabreiko**1410.4694 Global Value Trees***by*Zhen Zhu & Michelangelo Puliga & Federica Cerina & Alessandro Chessa & Massimo Riccaboni**1410.4382 Verification of internal risk measure estimates***by*Mark H. A. Davis**1410.3865 A statistical physics analysis of expenditure in the UK***by*Elvis Oltean & Fedor Kusmartsev**1410.3860 An econophysical approach of polynomial distribution applied to income and expenditure***by*Elvis Oltean**1410.3851 An Econophysical dynamical approach of expenditure and income distribution in the UK***by*Elvis Oltean & Fedor Kusmartsev**1410.3811 Applications of statistical physics distributions to several types of income***by*Elvis Oltean & Fedor V. Kusmartsev**1410.3793 Optimal dividend payment under time of ruin contraint: Exponential case***by*Camilo Hernandez & Mauricio Junca**1410.3394 Volatility is rough***by*Jim Gatheral & Thibault Jaisson & Mathieu Rosenbaum**1410.3128 A study of Methods from Statistical Mechanics applied to income distribution***by*Elvis Oltean & Fedor Kusmartsev**1410.2976 Arbitrage theory without a num\'eraire***by*Michael R. Tehranchi**1410.2890 Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions***by*Tariq Ahmad Mir & Marcel Ausloos & Roy Cerqueti**1410.2570 Optimal Monitoring and Mitigation of Systemic Risk in Financial Networks***by*Zhang Li & Xiaojun Lin & Borja Peleato-Inarrea & Ilya Pollak**1410.2550 Communication impacting financial markets***by*Jorgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam**1410.2549 Propagation of Systemic Risk in Interbank Networks***by*Vanessa Hoffmann de Quadros & Juan Carlos Gonz\'alez-Avella & Jos\'e Roberto Iglesias**1410.2282 Ross Recovery with Recurrent and Transient Processes***by*Hyungbin Park**1410.2121 Reconstructing topological properties of complex networks using the fitness model***by*Giulio Cimini & Tiziano Squartini & Nicol\`o Musmeci & Michelangelo Puliga & Andrea Gabrielli & Diego Garlaschelli & Stefano Battiston & Guido Caldarelli**1410.2034 An initial approach to Risk Management of Funding Costs***by*Damiano Brigo & Cyril Durand**1410.1664 Tug-of-war, market manipulation and option pricing***by*Kaj Nystr\"om & Mikko Parviainen**1410.1611 Path Integral and Asset Pricing***by*Zura Kakushadze**1410.1481 Optimal execution of ASR contracts with fixed notional***by*Olivier Gu\'eant**1410.1426 On volatility smile and an investment strategy with out-of-the-money calls***by*Jarno Talponen**1410.1287 Rationality parameter for exercising American put***by*K. Gad & J. L. Pedersen**1410.1220 Explicit solutions of quadratic FBSDEs arising from quadratic term structure models***by*Cody Hyndman & Xinghua Zhou**1410.1136 Dynamic Investment Portfolio Optimization under Constraints in the Financial Market with Regime Switching using Model Predictive Control***by*Vladimir Dombrovskii & Tatyana Obyedko**1410.1101 Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models***by*Rodrigo S. Targino & Gareth W. Peters & Pavel V. Shevchenko**1410.0991 Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes***by*Wanyang Dai**1410.0946 An expansion in the model space in the context of utility maximization***by*Kasper Larsen & Oleksii Mostovyi & Gordan \v{Z}itkovi\'c**1410.0915 Stability of Utility Maximization in Nonequivalent Markets***by*Kim Weston**1410.0852 A General Duality Relation with Applications in Quantitative Risk Management***by*Raphael Hauser & Sergey Shahverdyan & Paul Embrechts**1410.0673 Fair bilateral prices in Bergman's model***by*Tianyang Nie & Marek Rutkowski**1410.0594 Generalized Dynkin game of switching type representation for defaultable claims in presence of contingent CSA***by*Giovanni Mottola**1410.0448 Fair and profitable bilateral prices under funding costs and collateralization***by*Tianyang Nie & Marek Rutkowski**1410.0384 Indifference pricing for Contingent Claims: Large Deviations Effects***by*Scott Robertson & Konstantinos Spiliopoulos**1410.0249 On the convergence of the Fitness-Complexity Algorithm***by*Emanuele Pugliese & Andrea Zaccaria & Luciano Pietronero**1410.0125 Systemic Interbank Network Risks in Russia***by*A. V. Leonidov & E. L. Rumyantsev**1410.0112 The Fourier estimation method with positive semi-definite estimators***by*Jir\^o Akahori & Nien-Lin Liu & Maria Elvira Mancino & Yukie Yasuda**1410.0104 Classical mechanics of economic networks***by*Nima Dehmamy & Sergey V. Buldyrev & Shlomo Havlin & H. Eugene Stanley & Irena Vodenska**1409.8609 Time Evolution of Non-linear Currency Networks***by*Pawe{\l} Fiedor & Artur Ho{\l}da**1409.8528 Tax Compliance and Public Goods Provision -- An Agent-based Econophysics Approach***by*S. Hokamp & G. Seibold**1409.8497 Apparent impact: the hidden cost of one-shot trades***by*Iacopo Mastromatteo**1409.8321 Sudden Trust Collapse in Networked Societies***by*Jo\~ao da Gama Batista & Jean-Philippe Bouchaud & Damien Challet**1409.8269 Fact Sheet Research on Bayesian Decision Theory***by*H. R. N. van Erp & R. O. Linger & P. H. A. J. M. van Gelder**1409.8150 Near-optimal estimation of jump activity in semimartingales***by*Adam D. Bull**1409.8119 Scaling analysis of time series of daily prices from stock markets of transitional economies in the Western Balkans***by*Darko Sarvan & Djordje Stratimirovic & Suzana Blesic & Vladimir Miljkovic**1409.8037 Multi-asset consumption-investment problems with infinite transaction costs***by*David Hobson & Yeqi Zhu**1409.8030 Socio-economic inequalities: a statistical physics perspective***by*Arnab Chatterjee**1409.8024 Herding interactions as an opportunity to prevent extreme events in financial markets***by*Aleksejus Kononovicius & Vygintas Gontis**1409.7960 An $\alpha$-stable limit theorem under sublinear expectation***by*Erhan Bayraktar & Alexander Munk**1409.7933 Parametric Risk Parity***by*Lorenzo Mercuri & Edit Rroji**1409.7802 Turnpike Property and Convergence Rate for an Investment Model with General Utility Functions***by*Baojun Bian & Harry Zheng**1409.7720 Risk Premia: Asymmetric Tail Risks and Excess Returns***by*Y. Lemp\'eri\`ere & C. Deremble & T. T. Nguyen & P. Seager & M. Potters & J. P. Bouchaud**1409.7512 The evolution of wealth transmission in human populations: a stochastic model***by*G. Augustins & L. Etienne & J-B. Ferdy & R. Ferrer & B. Godelle & E. Pitard & F. Rousset**1409.7269 High-Resilience Limits of Block-Shaped Order Books***by*Jan Kallsen & Johannes Muhle-Karbe**1409.7028 A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time***by*Tomasz R. Bielecki & Igor Cialenco & Marcin Pitera**1409.7002 Entropy and Optimization of Portfolios***by*Krzysztof Urbanowicz**1409.6940 Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty***by*Patrick Beissner & Frank Riedel**1409.6857 Finite sample properties of power-law cross-correlations estimators***by*Ladislav Kristoufek**1409.6773 On a Stopping Game in continuous time***by*Erhan Bayraktar & Zhou Zhou**1409.6649 A GDP-driven model for the binary and weighted structure of the International Trade Network***by*Assaf Almog & Tiziano Squartini & Diego Garlaschelli**1409.6646 The Immediate Exchange model: an analytical investigation***by*Guy Katriel**1409.6645 Calculation of a power price equilibrium***by*Miha Troha & Raphael Hauser**1409.6444 On the interplay between short and long term memory in the power-law cross-correlations setting***by*Ladislav Kristoufek**1409.6443 Signal Diffusion Mapping: Optimal Forecasting with Time Varying Lags***by*Paul Gaskell & Frank McGroarty & Thanassis Tiropanis**1409.6257 Optimal models of extreme volume-prices are time-dependent***by*Paulo Rocha & Frank Raischel & Jo\~ao Pedro Boto & Pedro G. Lind**1409.6193 Estimating topological properties of weighted networks from limited information***by*Giulio Cimini & Tiziano Squartini & Andrea Gabrielli & Diego Garlaschelli**1409.6093 Funding Value Adjustment and Incomplete Markets***by*Lorenzo Cornalba**1409.6042 Option pricing in constant elasticity of variance model with liquidity costs***by*Krzysztof Turek**1409.6027 Distance to the line in the Heston model***by*Archil Gulisashvili**1409.5963 International trade network: fractal properties and globalization puzzle***by*Mariusz Karpiarz & Piotr Fronczak & Agata Fronczak**1409.5936 Bounds on Portfolio Quality***by*Steven E. Pav**1409.5801 Pricing and hedging of energy spread options and volatility modulated Volterra processes***by*Fred Espen Benth & Hanna Zdanowicz**1409.5321 Empirical Study of the 1-2-3 Trend Indicator***by*Yasemin Hafizogullari & Stanislaus Maier-Paape & Andreas Platen**1409.5142 The $\alpha$-Hypergeometric Stochastic Volatility Model***by*Jos\'e Da Fonseca & Claude Martini**1409.4896 Mean of Ratios or Ratio of Means: statistical uncertainty applied to estimate Multiperiod Probability of Defaul***by*Matteo Formenti**1409.4894 The Credibility Theory applied to backtesting Counterparty Credit Risk***by*Matteo Formenti**1409.4890 Can Market Risk Perception Drive Inefficient Prices? Theory and Evidence***by*Matteo Formenti**1409.4857 A simple dynamical model leading to Pareto wealth distribution and stability***by*Ricardo P\'erez-Marco**1409.4541 Visualising stock flow consistent models as directed acyclic graphs***by*Peter G. Fennell & David O'Sullivan & Antoine Godin & Stephen Kinsella**1409.4387 Indicators of availability of non-market relations in the sphere of labor market in Ukraine***by*Valery Tabakov**1409.3979 Rawls' Fairness, Income Distribution and Alarming Level of Gini Coefficient***by*Yong Tao & Xiangjun Wu & Changshuai Li**1409.3969 Portfolio Selection with Mandatory Bequest***by*Jiacheng Feng**1409.3837 Instability and network effects in innovative markets***by*Paolo Sgrignoli & Elena Agliari & Raffaella Burioni & Augusto Schianchi**1409.3799 The World Trade Web: A Multiple-Network Perspective***by*Paolo Sgrignoli**1409.3738 Beyond the Power Law: Uncovering Stylized Facts in Interbank Networks***by*Benjamin Vandermarliere & Alexei Karas & Jan Ryckebusch & Koen Schoors**1409.3394 Optimal consumption and sale strategies for a risk averse agent***by*David Hobson & Yeqi Zhu**1409.3296 Endogenous crisis waves: a stochastic model with synchronized collective behavior***by*Stanislao Gualdi & Jean-Philippe Bouchaud & Giulia Cencetti & Marco Tarzia & Francesco Zamponi**1409.2760 Synergy cycles in the Norwegian innovation system: The relation between synergy and cycle values***by*Inga Ivanova & Oivind Strand & Loet Leydesdorff**1409.2661 The effect of the number of states on the validity of credit ratings***by*P. Lencastre & F. Raischel & P. G. Lind**1409.2625 Contagion in an interacting economy***by*Pierre Paga & Reimer K\"uhn**1409.2618 Optimal Execution with Dynamic Order Flow Imbalance***by*Kyle Bechler & Mike Ludkovski**1409.2575 Custom v. Standardized Risk Models***by*Zura Kakushadze & Jim Kyung-Soo Liew**1409.2226 Optimal double stopping of a Brownian bridge***by*Erik J. Baurdoux & Nan Chen & Budhi A. Surya & Kazutoshi Yamazaki**1409.2214 Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis***by*Nien-Lin Liu & Hoang-Long Ngo**1409.2023 Optimal investment with bounded above utilities in discrete time markets***by*Miklos Rasonyi**1409.1956 A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities***by*Roberto Casarin & Fabrizio Leisen & German Molina & Enrique ter Horst**1409.1858 Affine Processes***by*Eberhard Mayerhofer**1409.1830 Discrete Time Term Structure Theory and Consistent Recalibration Models***by*Anja Richter & Josef Teichmann**1409.1786 Zero-determinant strategies in iterated multi-strategy games***by*Jin-Li Guo**1409.1748 A spring-block analogy for the dynamics of stock indexes***by*Bulcsu Sandor & Zoltan Neda**1409.1620 Orthogonal Polynomials for Seminonparametric Instrumental Variables Model***by*Yevgeniy Kovchegov & Nese Yildiz