My JEL codes
Follow this JEL code
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C0: General
/ / / C02: Mathematical Economics
This topic is covered by the following reading lists:
2025
- Max Nendel, 2025. "Lower semicontinuity of monotone functionals in the mixed topology on C b $C_{b}$," Finance and Stochastics, Springer, vol. 29(1), pages 261-287, January.
2024
- Hoang Khieu & Roberto Leon-Gonzalez, 2024. "The Wealth Distribution in a Precautionary Savings Model with Capital Income Risk," Annals of Economics and Statistics, GENES, issue 155, pages 45-90.
- Ivan Boldyrev, 2024. "Soviet Mathematics and Economic Theory in the Past Century: A Historical Reappraisal," Journal of Economic Literature, American Economic Association, vol. 62(4), pages 1647-1670, December.
- Thomas Brenner & Sonja zu Jeddeloh, 2024. "Path dependence in an evolving system: a modeling perspective," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 18(1), pages 1-36, January.
- Lucian MIRESCU & Ana-Maria Camelia POPESCU, 2024. "Analysis And Forecast Of The Employees In The Public And Private Health Systems In Romania," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(1), pages 113-138, May.
- Georgy T. Bronitsky, 2024. "Migration nowcasting using Google Trends: cross-country application," Population and Economics, ARPHA Platform, vol. 8(2), pages 133-154, September.
- Mao, Tiantian & Stupfler, Gilles & Yang, Fan, 2023.
"Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks,"
Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 173-192.
- Tiantian Mao & Gilles Stupfler & Fan Yang, 2024. "Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks," Papers 2411.07212, arXiv.org.
- Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2021.
"Unanimity under Ambiguity,"
Working Papers
2021-07, Auckland University of Technology, Department of Economics.
- Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2024. "Unanimity under Ambiguity," Working Papers 2024-01, Auckland University of Technology, Department of Economics.
- Adriano Baldeschi & Giuseppe Bruno, 2024. "Quantum Computing winks at statistics. Is it a good match?," Questioni di Economia e Finanza (Occasional Papers) 843, Bank of Italy, Economic Research and International Relations Area.
- Jeong Seungwon (Eugene), 2024. "A Note on a Moment Inequality," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 24(1), pages 435-440, January.
- Chen Pu & Semmler Willi, 2024. "Stability in Threshold VAR Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(3), pages 531-544.
- Linnea Lorentzen & Steinar Strøm & Jon Vislie, 2024. "Competing Stochastic Thresholds: The Green Transition as a Race Between “The Good” and “The Ugly”," CESifo Working Paper Series 11418, CESifo.
- Andrew Phiri & Tsepiso Sesoai, 2024. "Renewable, Non-renewable Energy Consumption and Economic Growth in South Africa: Fresh Evidence from ARDL and Wavelet Coherence Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 580-589, July.
- Nibedita Mahanta & Ruma Talukdar, 2024. "Forecasting of Electricity Consumption by Seasonal Autoregressive Integrated Moving Average Model in Assam, India," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 393-400, September.
- Nálepová, Veronika & Lampart, Marek, 2024. "Impact of windfall tax on market dynamics: A Cournot oligopoly model with exogenous shocks," Economic Modelling, Elsevier, vol. 137(C).
- Fu, Qi & So, Jacky Yuk-Chow & Li, Xiaotong, 2024. "Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Muto, Makoto & Saiki, Yoshitaka, 2024. "Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Hu, Dongdong & Sayit, Hasanjan & Yao, Jing & Zhong, Qifeng, 2024. "Closed-form approximations for basket option pricing under normal tempered stable Lévy model," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Auer, Benjamin R. & Marohn, Marcel, 2024. "Computational dynamics of information ratios," Economics Letters, Elsevier, vol. 236(C).
- Solórzano Andrade, Gustavo & Parra-Alvarez, Juan Carlos, 2024. "Risk sensitive linear approximations," Economics Letters, Elsevier, vol. 238(C).
- Magnus, Jan R., 2024. "A gentle introduction to matrix calculus," Journal of Econometrics, Elsevier, vol. 244(1).
- Pombo-Romero, Julio & Rúas-Barrosa, Oliver & Vázquez, Carlos, 2024. "Assessing the value and risk of renewable PPAs," Energy Economics, Elsevier, vol. 139(C).
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024.
"Temporal networks and financial contagion,"
Journal of Financial Stability, Elsevier, vol. 71(C).
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022. "Temporal networks in the analysis of financial contagion," Working Paper Series 2667, European Central Bank.
- Bich, Philippe & Fixary, Julien, 2024. "Oddness of the number of Nash equilibria: The case of polynomial payoff functions," Games and Economic Behavior, Elsevier, vol. 145(C), pages 510-525.
- Chi, Yichun & Zhou, Xun Yu & Zhuang, Sheng Chao, 2024. "Variance insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 115(C), pages 62-82.
- Faugeras, Olivier P. & Pagès, Gilles, 2024. "Risk quantization by magnitude and propensity," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 134-147.
- Ghossoub, Mario & Zhu, Michael B., 2024. "Stackelberg equilibria with multiple policyholders," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 189-201.
- D'Amico, Guglielmo & Singh, Shakti & Selvamuthu, Dharmaraja, 2024. "Optimal investment-disinvestment choices in health-dependent variable annuity," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 1-15.
- Bae, Taehan & Miljkovic, Tatjana, 2024. "Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 182-195.
- Boonen, Tim J. & Han, Xia, 2024. "Optimal insurance with mean-deviation measures," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 1-24.
- Li, Bo & Zhou, Xiaowen, 2024. "An excursion theoretic approach to Parisian ruin problem," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 44-58.
- Anderson, Robert M. & Duanmu, Haosui & Ghosh, Aniruddha & Khan, M. Ali, 2024.
"On existence of Berk-Nash equilibria in misspecified Markov decision processes with infinite spaces,"
Journal of Economic Theory, Elsevier, vol. 217(C).
- Robert M. Anderson & Haosui Duanmu & Aniruddha Ghosh & M. Ali Khan, 2022. "On Existence of Berk-Nash Equilibria in Misspecified Markov Decision Processes with Infinite Spaces," Papers 2206.08437, arXiv.org, revised Jul 2023.
- Kobus, Martyna & Kapera, Marek & Maasoumi, Esfandiar, 2024. "Gap in many dimensions: Application to gender," Labour Economics, Elsevier, vol. 89(C).
- Carlier, Guillaume & Dupuis, Xavier & Rochet, Jean-Charles & Thanassoulis, John, 2024.
"A general solution to the quasi linear screening problem,"
Journal of Mathematical Economics, Elsevier, vol. 114(C).
- Guillaume Carlier & Xavier Dupuis & Jean-Charles Rochet & John Thanassoulis, 2024. "A General Solution to the Quasi Linear Screening Problem," Post-Print hal-04598698, HAL.
- Rochet, Jean-Charles & Carlier, Guillaume & Dupuis, Xavier & Thanassoulis, John, 2024. "A General Solution to the Quasi Linear Screening Problem," TSE Working Papers 24-1537, Toulouse School of Economics (TSE).
- Vogl, Markus & Kojić, Milena & Mitić, Petar, 2024. "Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 633(C).
- Vogl, Markus & Kojić, Milena, 2024. "Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and nonlinear Granger causality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 653(C).
- Ahmad, Ferhana & Shehzad, Choudhry Tanveer, 2024. "The role of interest rate environment in mortgage pricing," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 225-245.
- Sheng, Zhiyun & Ni, Ningning, 2024. "Dynamic game analysis of E-commerce platform rewards and research & development investment of settled enterprises," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1112-1125.
- Peykani, Pejman & Seyed Esmaeili, Fatemeh Sadat & Pishvaee, Mir Saman & Rostamy-Malkhalifeh, Mohsen & Hosseinzadeh Lotfi, Farhad, 2024. "Matrix-based network data envelopment analysis: A common set of weights approach," Socio-Economic Planning Sciences, Elsevier, vol. 95(C).
- Asmat Uceda, Rafael Marcel & Vergara Moreno, Edmundo Rubén, 2024. "Métodos difusos de medición multidimensional de la pobreza: una revisión del estado del arte," El Trimestre Económico, Fondo de Cultura Económica, vol. 91(362), pages 437-475, abril-jun.
- Héctor Romero-RamÃrez, 2024. "The evolution of the economy of Puerto Rico during the post-war: A network analysis/a evolución de la economÃa de Puerto Rico durante la posguerra: un análisis de redes," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 39(1), pages 61-84.
- Nabil Bouamara & Kris Boudt & S'ebastien Laurent & Christopher J. Neely, 2023.
"Sluggish news reactions: A combinatorial approach for synchronizing stock jumps,"
Papers
2309.15705, arXiv.org.
- Nabil Bouamara & Kris Boudt & Sebastien Laurent & Christopher J. Neely, 2024. "Sluggish news reactions: A combinatorial approach for synchronizing stock jumps," Working Papers 2024-006, Federal Reserve Bank of St. Louis.
- Vittorioemanuele Ferrante, 2024. "Scelte in Posizione Platonica e Sostituzioni in Posizione Eraclitea. Osservazioni Intorno alla Teoria delle Preferenze Incomplete di Antonio Gay," Working Papers - Economics wp2024_25.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Masatoshi Miyake, 2024. "Estimating Asset Parameters Using Levy’s Moment Matching Method," JRFM, MDPI, vol. 17(4), pages 1-17, April.
- Alain Jean-Marie & Mabel Tidball, 2024. "Equilibrium bids for reverse auctions when the budget is announced - Some preliminary results [Équilibres pour les enchères inversées quand le budget est annoncé – Quelques résultats préliminaires]," Working Papers hal-04520388, HAL.
- Bertram, Justus & Ruhnke, Carsten S. & Schöndube, Jens Robert, 2024. "Optimal Degree of Remote Work," Hannover Economic Papers (HEP) dp-718, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Shchestyuk, Nataliya & Tyshchenkob, Sergii, 2024. "Subdiffusive option price model with Inverse Gaussian subordinator," Working Papers 2024:1, Örebro University, School of Business.
- Zareei, Afsaneh & Falahi, Mohammad Ali & Wadensjö, Eskil & Sadati, Saeed Malek, 2024. "International Sanctions and Labor Emigration: A Case Study of Iran," IZA Discussion Papers 17062, Institute of Labor Economics (IZA).
- Charles Guy Njike Leunga & Donatien Hainaut, 2024. "Affine Heston model style with self-exciting jumps and long memory," Annals of Finance, Springer, vol. 20(1), pages 1-43, March.
- Perpetual Andam Boiquaye & Philip Protter, 2024. "Probability of no default for a microloan under uncertainty," Annals of Finance, Springer, vol. 20(4), pages 521-528, December.
- Vinícius Ferraz & Thomas Pitz, 2024. "Analyzing the Impact of Strategic Behavior in an Evolutionary Learning Model Using a Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 437-475, February.
- Markus Schulze, 2024. "Comment on “The best Condorcet‑compatible election method: Ranked Pairs”," Constitutional Political Economy, Springer, vol. 35(3), pages 439-442, September.
- Sidi Mohammed Chekouri & Abderrahim Chibi & Mohamed Benbouziane, 2024. "Public debt dynamics and fiscal sustainability in selected North African countries: new evidence from recurrent explosive behavior tests and quantile unit root analysis," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-27, April.
- Subhankar Jana & Anjali Patel & Juthika Mahanta, 2024. "Deriving fuzzy topological relations from incomplete observations," Journal of Geographical Systems, Springer, vol. 26(1), pages 117-147, January.
- Alan T. Murray & Luc Anselin & Sergio J. Rey, 2024. "Arthur Getis: a legend in geographical systems," Journal of Geographical Systems, Springer, vol. 26(2), pages 181-190, April.
- Yukio Sadahiro & Hidetaka Matsumoto, 2024. "Analysis of a spatial point pattern in relation to a reference point," Journal of Geographical Systems, Springer, vol. 26(3), pages 351-373, July.
- Markus Trunschke & Kenneth L. Judd, 2024. "Estimating Gross Output Production Functions," NBER Working Papers 33205, National Bureau of Economic Research, Inc.
- A. Smyk & K. Webel, 2024. "Vers une désaisonnalisation des séries temporelles infra-mensuelles avec JDemetra+," Documents de Travail de l'Insee - INSEE Working Papers m2024-04, Institut National de la Statistique et des Etudes Economiques.
- Ștefan RUSU & Marcel BOLOȘ, 2024. "Bridging Tradition And Innovation: A Literature Review On Portfolio Optimization," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 33(1), pages 337-344, July.
- Belal Ehsan Baaquie & Muhammad Mahmudul Karim, 2024. "Corporate bonds: fixed versus stochastic coupons—an empirical study," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 113-128, February.
- Morales-Oñate, Víctor & Morales-Oñate, Bolívar, 2024. "Cluster Evolution Analytics," MPRA Paper 120220, University Library of Munich, Germany.
- Harit, Aditya, 2024. "Macroeconomic Model of Generalized Feudal System," MPRA Paper 121771, University Library of Munich, Germany.
- Harit, Aditya, 2024. "Economic Model for Stubble Burning in India: A Keynesian Framework," MPRA Paper 122164, University Library of Munich, Germany.
- Harit, Aditya, 2024. "The Economic Implications of AI-Driven Automation: A Dynamic General Equilibrium Analysis," MPRA Paper 122244, University Library of Munich, Germany.
- Aknouche, Abdelhakim, 2024. "Periodically homogeneous Markov chains: The discrete state space case," MPRA Paper 122287, University Library of Munich, Germany.
- Andrianady, Josué R., 2024. "Estimation du choc de productivité et de préférence avec un petit modèle DSGE sans gouvernement et sans commerce [Estimating productivity and preference shocks using a small DSGE model without gove," MPRA Paper 122575, University Library of Munich, Germany.
- Luz Judith Rodriguez Esparza & Julio Cesar Macias Ponce & Roberto Alejandro Ku Carrillo, 2024. "Una nueva solucion para la distribucion de recursos basada en niveles y asignacion de incentivos," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 21(2), pages 29-46, July-Dece.
- Basiri, Reza & Abedian, Mansour & Aghasi, Saeed & Dashtaali, Zahra, 2024. "Presenting a Model to Determine the Equilibrium in an Electricity Oligopoly with Strategic Investment Decisions: a Case Study," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 11(2), pages 249-280, September.
- Deepankar Basu & Cameron Haas & Thanos Moraitis, 2024. "Intensification of Labor and the Rate and Form of Exploitation," Review of Radical Political Economics, Union for Radical Political Economics, vol. 56(1), pages 26-50, March.
- Dong-Min Rieu, 2024. "Labor Intensification and Value Production," Review of Radical Political Economics, Union for Radical Political Economics, vol. 56(4), pages 613-618, December.
- Deepankar Basu & Cameron Haas & Thanos Moraitis, 2024. "Labor Intensification and Value Production: A Rejoinder," Review of Radical Political Economics, Union for Radical Political Economics, vol. 56(4), pages 619-623, December.
- Cécile Bastidon & Antoine Parent, 2024.
"Cliometrics of world stock markets evolving networks,"
Annals of Operations Research, Springer, vol. 332(1), pages 23-53, January.
- Cécile Bastidon & Antoine Parent, 2022. "Cliometrics of world stock markets evolving networks," Post-Print hal-03570692, HAL.
- Cécile Bastidon & Antoine Parent, 2022. "Cliometrics of world stock markets evolving networks," Post-Print hal-04255788, HAL.
- Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2024. "CBI-time-changed Lévy processes for multi-currency modeling," Annals of Operations Research, Springer, vol. 336(1), pages 127-152, May.
- Bo Li & Guangle Du, 2024. "Reaction Function for Financial Market Reacting to Events or Information," Annals of Data Science, Springer, vol. 11(4), pages 1265-1290, August.
- Kouhei Kikuchi & Soushi Suzuki & Peter Nijkamp, 2024. "International efficiency evaluation of education and impacts of bullying: a value inversion–data envelopment analysis approach," Asia-Pacific Journal of Regional Science, Springer, vol. 8(1), pages 137-164, March.
- Thomas Brenner & Sonja Jeddeloh, 2024. "Path dependence in an evolving system: a modeling perspective," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 18(1), pages 1-36, January.
- Danial Saef & Odett Nagy & Sergej Sizov & Wolfgang Karl Härdle, 2024. "Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data," Digital Finance, Springer, vol. 6(4), pages 605-638, December.
- Motoki Otsuka, 2024. "The existence of Walrasian equilibrium: infinitely many commodities, measure space of agents, and discontinuous preferences," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 12(2), pages 119-140, December.
- Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2024. "Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems," Finance and Stochastics, Springer, vol. 28(3), pages 813-863, July.
- Carole Bernard & Gero Junike & Thibaut Lux & Steven Vanduffel, 2024.
"Cost-efficient payoffs under model ambiguity,"
Finance and Stochastics, Springer, vol. 28(4), pages 965-997, October.
- Carole Bernard & Gero Junike & Thibaut Lux & Steven Vanduffel, 2022. "Cost-efficient Payoffs under Model Ambiguity," Papers 2207.02948, arXiv.org, revised Aug 2023.
- Nidhal Mgadmi & Tarek Sadraoui & Ameni Abidi, 2024. "Causality between stock indices and cryptocurrencies before and during the Russo–Ukrainian war," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 71(2), pages 301-323, June.
- Konrad Podczeck & Nicholas C. Yannelis, 2024. "Existence of Walrasian equilibria with discontinuous, non-ordered, interdependent preferences, without free disposal, and with an infinite-dimensional commodity space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(2), pages 389-401, September.
- Peixuan Li & Chuangyin Dang & P. Jean-Jacques Herings, 2024.
"Computing perfect stationary equilibria in stochastic games,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(2), pages 347-387, September.
- Li, Peixuan & Dang, Chuangyin & Herings, P.J.J., 2023. "Computing Perfect Stationary Equilibria in Stochastic Games," Discussion Paper 2023-006, Tilburg University, Center for Economic Research.
- Li, Peixuan & Dang, Chuangyin & Herings, P.J.J., 2023. "Computing Perfect Stationary Equilibria in Stochastic Games," Other publications TiSEM 5b68f5d7-3209-4a1b-924c-6, Tilburg University, School of Economics and Management.
- Fausto Gozzi & Federica Masiero & Mauro Rosestolato, 2024. "An optimal advertising model with carryover effect and mean field terms," Mathematics and Financial Economics, Springer, volume 18, number 9, December.
- Fernando Alvarez & Francesco Lippi & Panagiotis Souganidis, 2024. "Caballero–Engel meet Lasry–Lions: A uniqueness result," Mathematics and Financial Economics, Springer, volume 18, number 13, December.
- Matheus Pereira Libório & Petr Iakovlevitch Ekel & Patrícia Bernardes & Luiz Flávio Autran Monteiro Gomes & Douglas Alexandre Gomes Vieira, 2024. "Specialists’ knowledge and cognitive stress in making pairwise comparisons," OPSEARCH, Springer;Operational Research Society of India, vol. 61(1), pages 51-70, March.
- Maria-Laura Torrente & Pierpaolo Uberti, 2024. "Risk-adjusted geometric diversified portfolios," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(1), pages 35-55, February.
- Fuat Sekmen & Isa Demirkol & Haşmet Gökırmak, 2024. "Evaluation of urban transportation preferences with analytical hierarchy process method," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(3), pages 2087-2101, June.
- Rosa Ferrentino & Luca Vota, 2024. "A statistical-mathematical procedure to estimate the output effect of wage rigidities," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(4), pages 4003-4028, August.
- Isabel Almudi & Francisco Fatas-Villafranca & John Foster & Jason Potts, 2024. "Coevolution and dynamic processes: an introduction to this issue and avenues for future research," Review of Evolutionary Political Economy, Springer, vol. 5(3), pages 399-423, October.
- Anouar Ben Mabrouk & Majed S. Balalaa, 2024. "A Backward-Forward Non-uniform Wavelet Forecasting Quality of Life Model in Digital Media Framework," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 172(2), pages 393-427, March.
- Oihana Aristondo & Olatz Grijalba & Eneritz Onaindia & Silvia Perez-Bezos, 2024. "Quantifying Household Discomfort Perception: An Application for Spain," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 175(2), pages 577-612, November.
- Carlier, Guillaume & Dupuis, Xavier & Rochet, Jean-Charles & Thanassoulis, John, 2024.
"A general solution to the quasi linear screening problem,"
Journal of Mathematical Economics, Elsevier, vol. 114(C).
- Rochet, Jean-Charles & Carlier, Guillaume & Dupuis, Xavier & Thanassoulis, John, 2024. "A General Solution to the Quasi Linear Screening Problem," TSE Working Papers 24-1537, Toulouse School of Economics (TSE).
- Rosen Nikolaev & Tanka Milkova, 2024. "One feature in the assessment of investments in a recession," Stroitelno predpriemachestvo i nedvizhima sobstvenost = Construction Entrepreneurship and Real Property, University of Economics Varna, issue 1, pages 15-25.
- Kopytko Marta & Sylkin Oleksandr & Ruda Iryna, 2024. "A methodological approach to optimizing financial resources to increase the level of economic security in a dynamic external environment," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 20(1), pages 29-38, March.
- Andriі Stasyshyn & Ruda Iryna & Tkachuk Dmytro & Galika Volodymyr, 2024. "Using Adaptive Potential to Counteract Crisis Situations in the Context of Ensuring Financial Security and Business Sustainability of Enterprises," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 20(2), pages 15-25.
- Andrew G. Atkeson & Karen A. Kopecky & Tao Zha, 2024.
"Four Stylized Facts About Covid‐19,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 3-42, February.
- Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," FRB Atlanta Working Paper 2020-15, Federal Reserve Bank of Atlanta.
- Andrew Atkeson & Karen Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," NBER Working Papers 27719, National Bureau of Economic Research, Inc.
- Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," Staff Report 611, Federal Reserve Bank of Minneapolis.
- Andrey Itkin (ed.), 2024. "Reviews in Modern Quantitative Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13553, August.
- Isaak D Mayergoyz & Can E Korman, 2024. "Theory of Macroeconomic Hysteresis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13766, August.
- Carlos Molina-Jimenez & Dann Toliver & Hazem Danny Nakib & Jon Crowcroft, 2024. "Fair Exchange:Theory and Practice of Digital Belongings," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0448, August.
- Archil Gulisashvili, 2024. "Multivariate Stochastic Volatility Models and Large Deviation Principles," World Scientific Book Chapters, in: Andrey Itkin (ed.), REVIEWS IN MODERN QUANTITATIVE FINANCE, chapter 1, pages 1-96, World Scientific Publishing Co. Pte. Ltd..
- Igor Halperin, 2024. "Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Nonlinear Market with Phase Transitions," World Scientific Book Chapters, in: Andrey Itkin (ed.), REVIEWS IN MODERN QUANTITATIVE FINANCE, chapter 2, pages 97-149, World Scientific Publishing Co. Pte. Ltd..
- Mengda Li & Charles-Albert Lehalle, 2024. "Mathematics of Embeddings: Spillover of Polarities over Financial Texts," World Scientific Book Chapters, in: Andrey Itkin (ed.), REVIEWS IN MODERN QUANTITATIVE FINANCE, chapter 3, pages 151-188, World Scientific Publishing Co. Pte. Ltd..
- Anatoly Schmidt & Xu Zhang, 2024. "Optimal ESG Portfolios: Which ESG Ratings to Use?," World Scientific Book Chapters, in: Andrey Itkin (ed.), REVIEWS IN MODERN QUANTITATIVE FINANCE, chapter 4, pages 189-208, World Scientific Publishing Co. Pte. Ltd..
- Liuren Wu, 2024. "Centrality of the Supply Chain Network," World Scientific Book Chapters, in: Andrey Itkin (ed.), REVIEWS IN MODERN QUANTITATIVE FINANCE, chapter 5, pages 209-228, World Scientific Publishing Co. Pte. Ltd..
- Valerii Salov, 2024. "Are E-mini S&P 500 Futures Prices Random?," World Scientific Book Chapters, in: Andrey Itkin (ed.), REVIEWS IN MODERN QUANTITATIVE FINANCE, chapter 6, pages 229-336, World Scientific Publishing Co. Pte. Ltd..
- Christian Ewerhart, 2024. "Solving the n-player Tullock contest," ECON - Working Papers 447, Department of Economics - University of Zurich.
2023
- Wisam Abed Shukur & Zaid M. Jawad Kubba & Saif Saad Ahmed, 2023. "Novel Standard Polynomial as New Mathematical Basis for Digital Information Encryption Process," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(3), pages 72-85, September.
- Tohmé Fernando, 2023. "Dynamic Arrangements in Economic Theory: Level-Agnostic Representations," Asociación Argentina de Economía Política: Working Papers 4694, Asociación Argentina de Economía Política.
- Carlo Drago & Loris Di Nallo & Maria Lucetta Russotto, 2023.
"Social Sustainability in European Banks: A Machine Learning Approach using Interval- Based Composite Indicators,"
Working Papers
2023.13, Fondazione Eni Enrico Mattei.
- Drago, Carlo & Di Nallo, Loris & Russotto, Maria Lucetta, 2023. "Social Sustainability in European Banks: A Machine Learning Approach using Interval- Based Composite Indicators," FEEM Working Papers 336986, Fondazione Eni Enrico Mattei (FEEM).
- Tekiner Kaya, 2023. "Efficiency and Effectiveness of the Hotels in the Covid-19 Period: Evidence from Cappadocia in Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(1), pages 130-140.
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- Molintas, Dominique Trual, 2023. "Inclusive Growth, The Cordillera Corridor Tea Trade Treaty," MPRA Paper 117014, University Library of Munich, Germany.
- Mohajan, Devajit & Mohajan, Haradhan, 2023. "A Study on Nonlinear Budget Constraint of a Local Industrial Firm of Bangladesh: A Profit Maximization Investigation," MPRA Paper 117324, University Library of Munich, Germany, revised 27 Mar 2023.
- Molintas, Dominique Trual, 2023. "Inclusive Growth, The Cordillera Corridor Tea Trade Treaty," MPRA Paper 118131, University Library of Munich, Germany.
- Glötzl, Erhard & Glötzl, Florentin & Richters, Oliver & Binter, Lucas, 2023. "General Constrained Dynamic Models in Economics - General Dynamic Theory of Economic Variables - Beyond Walras and Keynes," MPRA Paper 118314, University Library of Munich, Germany.
- Liu, Kaiola, 2023. "Quantitative and Qualitative Finance Practices: Anomaly Pattern Recognition," MPRA Paper 118393, University Library of Munich, Germany.
- Liu, Kaiola, 2023. "Quantitative and Qualitative Finance: ADSM," MPRA Paper 118399, University Library of Munich, Germany.
- Kleiner, George, 2023. "Доказательное Моделирование Как Перспективный Инструмент Научного Исследования Социально-Экономических Процессов [Evidence-based Modeling as a Perspective Tool for Scientific Research of Socio-econ," MPRA Paper 119300, University Library of Munich, Germany.
- Zhukovskiy, Vladislav & Zhukovskaya, Lidia & Mukhina, Yulia, 2023. "A New Approach To Optimal Solutions Of Noncooperative Games: Accounting For Savage–Niehans Risk," MPRA Paper 119395, University Library of Munich, Germany.
- Zhukovskiy, Vladislav & Zhukovskaya, Lidia & Mukhina, Yulia & Samsonov, Sergey, 2023. "Guaranteed Solution For Risk-Neutral Decision Maker: An Analog Of Maximin In Single-Criterion Choice Problem," MPRA Paper 119396, University Library of Munich, Germany.
- Zhukovskiy, Vladislav & Zhukovskaya, Lidia & Smirnova, Lidia, 2023. "Synthesis of equilibrium," MPRA Paper 119397, University Library of Munich, Germany.
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"Nowcasting Madagascar's real GDP using machine learning algorithms,"
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- Diderich, Claude, 2023. "The Truth Behind Artificial Intelligence: Illustrated by Designing an Investment Advice Solution," Journal of Financial Transformation, Capco Institute, vol. 58, pages 116-125.
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- Roman Kosmalski, 2023. "Równość czy efektywność. Wpływ polityki spójności na procesy wzrostu gospodarczego w województwach," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 54-71.
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Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(2), pages 347-387, September.
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- E. I. Ronn, 2023. "Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 20, pages 433-449, World Scientific Publishing Co. Pte. Ltd..
- H. Li & Q. Wang, 2023. "Options Markets in China: The New Frontier," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 21, pages 451-468, World Scientific Publishing Co. Pte. Ltd..
- D. B. Madan, 2023. "Risk Exposure Valuation Using Measure Distortions: An Overview," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 22, pages 469-482, World Scientific Publishing Co. Pte. Ltd..
- P. Protter, 2023. "Insider Trading," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 23, pages 483-493, World Scientific Publishing Co. Pte. Ltd..
- M. Crouhy & D. Galai & Z. Wiener, 2023. "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 24, pages 495-520, World Scientific Publishing Co. Pte. Ltd..
- Carlo Acerbi & Balazs Szekely, 2023. "Backtestability and the Ridge Backtest," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 3, pages 61-100, World Scientific Publishing Co. Pte. Ltd..
- Maxim Bichuch & Ke Chen, 2023. "A Deep Learning Scheme for Solving Fully Nonlinear Partial Differential Equation," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 4, pages 101-140, World Scientific Publishing Co. Pte. Ltd..
- Erhan Bayraktar & Tao Chen, 2023.
"Data-Driven Non-Parametric Robust Control under Dependence Uncertainty,"
World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 5, pages 141-178,
World Scientific Publishing Co. Pte. Ltd..
- Erhan Bayraktar & Tao Chen, 2022. "Data-Driven Nonparametric Robust Control under Dependence Uncertainty," Papers 2209.04976, arXiv.org.
- Peter Carr & Umberto Cherubini, 2023. "Option Pricing Generators," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 6, pages 179-209, World Scientific Publishing Co. Pte. Ltd..
- Tahir Choulli & Ferdoos Alharbi, 2023. "Representation for Martingales Living after a Random Time with Applications," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 7, pages 211-264, World Scientific Publishing Co. Pte. Ltd..
- Dorinel Bastide & Stéphane Crépey & Samuel Drapeau & Mekonnen Tadese, 2023. "Derivatives’ Risks as Costs in a One-Period Network Model," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 8, pages 265-310, World Scientific Publishing Co. Pte. Ltd..
- Freddy Delbaen & Chitro Majumdar, 2023. "Approximation with Independent Variables," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 9, pages 311-327, World Scientific Publishing Co. Pte. Ltd..
- Walter Farkas & Francesco Ferrari & Urban Ulrych, 2023. "Pricing Autocallables under Local-Stochastic Volatility," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 10, pages 329-378, World Scientific Publishing Co. Pte. Ltd..
- Helyette Geman & Yuanye Ma, 2023. "Not All Oil Storage Shocks Are Alike: The Case of WTI during Times of COVID-19," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 11, pages 379-392, World Scientific Publishing Co. Pte. Ltd..
- Paul Glasserman & Dan Pirjol, 2023. "Total Positivity and Relative Convexity of Option Prices," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 12, pages 393-443, World Scientific Publishing Co. Pte. Ltd..
- Tugce Karatas & Amir Oskoui & Ali Hirsa, 2023. "Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 13, pages 445-474, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Yuxuan Liu, 2023. "Asset Price Bubbles, Wealth Preserving, Dominating and Replicating Trading Strategies," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 14, pages 475-510, World Scientific Publishing Co. Pte. Ltd..
- Xiaodong Chen & Roger Lee, 2023. "EMA-Type Trading Strategies Maximize Utility under Partial Information," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 15, pages 511-536, World Scientific Publishing Co. Pte. Ltd..
- Dilip B. Madan & Wim Schoutens & King Wang, 2023. "Option Returns," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 16, pages 537-568, World Scientific Publishing Co. Pte. Ltd..
- Erhan Bayraktar & Shuoqing Deng & Dominykas Norgilas, 2023.
"Supermartingale Brenier’s Theorem with Full-Marginal Constraint,"
World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 17, pages 569-636,
World Scientific Publishing Co. Pte. Ltd..
- Erhan Bayraktar & Shuoqing Deng & Dominykas Norgilas, 2022. "Supermartingale Brenier's Theorem with full-marginals constraint," Papers 2212.14174, arXiv.org.
- Maziar Raissi, 2023. "Forward–Backward Stochastic Neural Networks: Deep Learning of High-Dimensional Partial Differential Equations," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 18, pages 637-655, World Scientific Publishing Co. Pte. Ltd..
- Bastien Baldacci & Paul Jusselin & Mathieu Rosenbaum, 2023. "How to Design a Derivatives Market?," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 19, pages 657-699, World Scientific Publishing Co. Pte. Ltd..
- Jingyan Zhang & Wim Schoutens, 2023. "A Moment Matching Calibration under the Bilateral Gamma Model and Its Application," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 20, pages 701-724, World Scientific Publishing Co. Pte. Ltd..
- Eckhard Platen & Stefan Tappe, 2023. "Exploiting Arbitrage Requires Short Selling," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 21, pages 725-752, World Scientific Publishing Co. Pte. Ltd..
- Umut Çetin & Henri Waelbroeck, 2023. "Power Laws in Market Microstructure," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 22, pages 753-819, World Scientific Publishing Co. Pte. Ltd..
- Yuri Imamura & Ju-Yi Yen, 2023. "An Extension with Illustrations of the Azéma–Yor Algorithm for Solving Skorokhod Embedding Problem," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 23, pages 821-841, World Scientific Publishing Co. Pte. Ltd..
- Webel, Karsten & Smyk, Anna, 2023. "Towards seasonal adjustment of infra-monthly time series with JDemetra+," Discussion Papers 24/2023, Deutsche Bundesbank.
2022
- Iqbal Jebril & P. Dhanaraj & Ghaida Muttashar Abdulsahib & SatheeshKumar Palanisamy & T.Prabhu & Osamah Ibrahim Khalaf, 2022. "Analysis of Electrically Couple SRR EBG Structure for Sub 6 GHz Wireless Applications," Advances in Decision Sciences, Asia University, Taiwan, vol. 26(Special), pages 102-123, December.
- María Florencia Arnaudo & Fernando Delbianco, 2022.
"Metodología para la estimación de la necesidad sanitaria. Aplicación en una localidad intermedia de la Provincia de Buenos Aires,"
Asociación Argentina de Economía Política: Working Papers
4535, Asociación Argentina de Economía Política.
- María Florencia Arnaudo & Fernando Delbianco, 2023. "Metodología para la estimación de la necesidad sanitaria. Aplicación en una localidad intermedia de la Provincia de Buenos Aires," Working Papers 236, Red Nacional de Investigadores en Economía (RedNIE).
- Vladislav SKALOZUB & Vadim HORIACHKIN & Ivan KLYMENKO, 2022. "Models and intellectual technologies used for analysis and process management under uncertainty," Access Journal, Access Press Publishing House, vol. 3(2), pages 185-200, April.
- Anderson, Robert M. & Duanmu, Haosui & Ghosh, Aniruddha & Khan, M. Ali, 2024.
"On existence of Berk-Nash equilibria in misspecified Markov decision processes with infinite spaces,"
Journal of Economic Theory, Elsevier, vol. 217(C).
- Robert M. Anderson & Haosui Duanmu & Aniruddha Ghosh & M. Ali Khan, 2022. "On Existence of Berk-Nash Equilibria in Misspecified Markov Decision Processes with Infinite Spaces," Papers 2206.08437, arXiv.org, revised Jul 2023.
- Carole Bernard & Gero Junike & Thibaut Lux & Steven Vanduffel, 2024.
"Cost-efficient payoffs under model ambiguity,"
Finance and Stochastics, Springer, vol. 28(4), pages 965-997, October.
- Carole Bernard & Gero Junike & Thibaut Lux & Steven Vanduffel, 2022. "Cost-efficient Payoffs under Model Ambiguity," Papers 2207.02948, arXiv.org, revised Aug 2023.
- Erhan Bayraktar & Tao Chen, 2023.
"Data-Driven Non-Parametric Robust Control under Dependence Uncertainty,"
World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 5, pages 141-178,
World Scientific Publishing Co. Pte. Ltd..
- Erhan Bayraktar & Tao Chen, 2022. "Data-Driven Nonparametric Robust Control under Dependence Uncertainty," Papers 2209.04976, arXiv.org.
- Erhan Bayraktar & Shuoqing Deng & Dominykas Norgilas, 2023.
"Supermartingale Brenier’s Theorem with Full-Marginal Constraint,"
World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 17, pages 569-636,
World Scientific Publishing Co. Pte. Ltd..
- Erhan Bayraktar & Shuoqing Deng & Dominykas Norgilas, 2022. "Supermartingale Brenier's Theorem with full-marginals constraint," Papers 2212.14174, arXiv.org.
- Faraje, Farhad & Alimoradi, Mehrdad & Farhang Moghaddam, Babak & Fadaee, Mahdi, 2022. "Optimal Planning for Transportation of Petroleum Products via Pipe-line According to the Demand Time Window for Minimizing Costs (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه), Institute for Management and Planning studies, vol. 27(3), pages 175-221, December.
- James Younker, 2022. "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers 2022-19, Bank of Canada.
- Adem BABACAN, 2022. "Toplu Taşımada Kullanılabilen Özel Halk Otobüsü Seçimi Çok Kriterli Karar Verme Yöntemi Analitik Hiyerarşi Prosesi Uygulaması," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 6(2), pages 127-146, December.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022.
"Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 213.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Economics Letters, Elsevier, vol. 213(C).
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," MPRA Paper 112493, University Library of Munich, Germany.
- Daniel Levy & Hashem Dezhbakhsh, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers 2022-02, Bar-Ilan University, Department of Economics.
- Hashem Dezhbakhsh & Daniel Levy, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Working Paper series 22-05, Rimini Centre for Economic Analysis.
- Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022. "Goodness-of-Fit Tests for SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, vol. 14(2), pages 107-140, July.
- Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022. "Estimating SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, vol. 14(2), pages 141-174, July.
- Mba Jules Clement & Mwambetania Mwambi Sutene, 2022. "Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(2), pages 173-190, April.
- Topcu Guloksuz Cigdem & Kumar Pranesh, 2022. "A new bivariate Archimedean copula with application to the evaluation of VaR," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(2), pages 273-285, April.
- Rémi Lauvergne & Yannick Perez & Alberto Tejeda, 2022. "Modeling electric vehicle charging patterns: A review," Revue d'économie industrielle, De Boeck Université, vol. 0(2), pages 247-286.
- Markus Roth, 2022. "Reformperspektiven für die deutsche Altersvorsorge Der Koalitionsvertrag aus rechtsvergleichender Sicht: Von Schweden lernen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 75(02), pages 28-38, February.
- Didier Sornette & Sandro Claudio Lera & Jianhong Lin & Ke Wu, 2022. "Non-Normal Interactions Create Socio-Economic Bubbles," Swiss Finance Institute Research Paper Series 22-43, Swiss Finance Institute.
- Rafael Torres Gaviria, 2022. "Horsemen of the apocalypse: The Mongol Empire and the great divergence," Documentos CEDE 20533, Universidad de los Andes, Facultad de Economía, CEDE.
- Karen Gabriela Rojas Contreras, 2022. "¿El tratado de libre comercio entre Colombia y Estados Unidos incentivó el comercio bilateral?," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 41(86), pages 1-45, May.
- Leobaldo Molero Oliva & Esmeralda Matilde Villegas Pocaterra & Emmanuel Victorio Borgucci García & Nelson José Labarca Ferrer, 2022. "Convergencia estocástica en el Índice de Complejidad Económica: el caso de América Latina y el Caribe, 1995-2019," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 14(2), pages 313-350, June.
- Damián Pierri & Hernán D. Seoane, 2022.
"An Ergodic Theory of Sovereign Default,"
Working Papers
206, Red Nacional de Investigadores en Economía (RedNIE).
- Pierri, Damian Rene, 2022. "An ergodic theory of sovereign default," UC3M Working papers. Economics 36164, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024.
"Temporal networks and financial contagion,"
Journal of Financial Stability, Elsevier, vol. 71(C).
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022. "Temporal networks in the analysis of financial contagion," Working Paper Series 2667, European Central Bank.
- Atilla AYDIN, 2022. "Turkiye Havayolu Tasimaciligi Sektorunun Yapisal Analizi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, vol. 10(2), pages 55-69.
- Vogl, Markus, 2022. "Controversy in financial chaos research and nonlinear dynamics: A short literature review," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
- Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum, 2022. "Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
- Dezhbakhsh, Hashem & Levy, Daniel, 2022.
"Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 213.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Economics Letters, Elsevier, vol. 213(C).
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," MPRA Paper 112493, University Library of Munich, Germany.
- Hashem Dezhbakhsh & Daniel Levy, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Working Paper series 22-05, Rimini Centre for Economic Analysis.
- Daniel Levy & Hashem Dezhbakhsh, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers 2022-02, Bar-Ilan University, Department of Economics.
- Mignanego, Fausto & Sbuelz, Alessandro, 2022. "Analytical cyclical price–dividend ratios," Economics Letters, Elsevier, vol. 215(C).
- Attar, M. Aykut & Tekin-Koru, Ayça, 2022. "Latent social distancing: Identification, causes and consequences," Economic Systems, Elsevier, vol. 46(1).
- Keles, Dogan & Dehler-Holland, Joris, 2022. "Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming," Energy Economics, Elsevier, vol. 106(C).
- Mahler, Valentin & Girard, Robin & Kariniotakis, Georges, 2022. "Data-driven structural modeling of electricity price dynamics," Energy Economics, Elsevier, vol. 107(C).
- Secomandi, Nicola, 2022. "Quadratic hedging of risk neutral values," Energy Economics, Elsevier, vol. 112(C).
- Huang, Zhehao & Dong, Hao & Jia, Shuaishuai, 2022. "Equilibrium pricing for carbon emission in response to the target of carbon emission peaking," Energy Economics, Elsevier, vol. 112(C).
- Göke, Leonard & Kendziorski, Mario & Kemfert, Claudia & Hirschhausen, Christian von, 2022. "Accounting for spatiality of renewables and storage in transmission planning," Energy Economics, Elsevier, vol. 113(C).
- Falbo, Paolo & Pelizzari, Cristian & Rizzini, Giorgio, 2022. "Optimal incentive for electric vehicle adoption," Energy Economics, Elsevier, vol. 114(C).
- Ghabri, Yosra & Ben Rhouma, Oussama & Gana, Marjène & Guesmi, Khaled & Benkraiem, Ramzi, 2022. "Information transmission among energy markets, cryptocurrencies, and stablecoins under pandemic conditions," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Orlando, Giuseppe & Bufalo, Michele, 2022. "Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model," Finance Research Letters, Elsevier, vol. 47(PA).
- Su, Zhifang & Bao, Haohua & Li, Qifang & Xu, Boyu & Cui, Xin, 2022. "The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model," Finance Research Letters, Elsevier, vol. 47(PB).
- Vazirani, Vijay V., 2022. "The general graph matching game: Approximate core," Games and Economic Behavior, Elsevier, vol. 132(C), pages 478-486.
- Chi, Yichun & Zhuang, Sheng Chao, 2022. "Regret-based optimal insurance design," Insurance: Mathematics and Economics, Elsevier, vol. 102(C), pages 22-41.
- Marri, Fouad & Moutanabbir, Khouzeima, 2022. "Risk aggregation and capital allocation using a new generalized Archimedean copula," Insurance: Mathematics and Economics, Elsevier, vol. 102(C), pages 75-90.
- Huang, Yiming & Mamon, Rogemar & Xiong, Heng, 2022. "Valuing guaranteed minimum accumulation benefits by a change of numéraire approach," Insurance: Mathematics and Economics, Elsevier, vol. 103(C), pages 1-26.
- Wang, Qiuqi & Wang, Ruodu & Zitikis, Ričardas, 2022. "Risk measures induced by efficient insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 103(C), pages 56-65.
- Liang, Xiaoqing & Wang, Ruodu & Young, Virginia R., 2022. "Optimal insurance to maximize RDEU under a distortion-deviation premium principle," Insurance: Mathematics and Economics, Elsevier, vol. 104(C), pages 35-59.
- Albrecher, Hansjörg & Finger, Dina & Goffard, Pierre-O., 2022. "Blockchain mining in pools: Analyzing the trade-off between profitability and ruin," Insurance: Mathematics and Economics, Elsevier, vol. 105(C), pages 313-335.
- Hu, Changyue & Quan, Zhiyu & Chong, Wing Fung, 2022. "Imbalanced learning for insurance using modified loss functions in tree-based models," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 13-32.
- Cheung, Eric C.K. & Peralta, Oscar & Woo, Jae-Kyung, 2022. "Multivariate matrix-exponential affine mixtures and their applications in risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 364-389.
- Goegebeur, Yuri & Guillou, Armelle & Pedersen, Tine & Qin, Jing, 2022. "Extreme-value based estimation of the conditional tail moment with application to reinsurance rating," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 102-122.
- Mercè Claramunt, M. & Lefèvre, Claude & Loisel, Stéphane & Montesinos, Pierre, 2022. "Basis risk management and randomly scaled uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 123-139.
- Li, Shu & Zhou, Xiaowen, 2022. "The Parisian and ultimate drawdowns of Lévy insurance models," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 140-160.
- Gómez, Fabio & Tang, Qihe & Tong, Zhiwei, 2022. "The gradient allocation principle based on the higher moment risk measure," Journal of Banking & Finance, Elsevier, vol. 143(C).
- Gorokhovsky, Alexander & Rubinchik, Anna, 2022.
"Necessary and sufficient conditions for determinacy of asymptotically stationary equilibria in OLG models,"
Journal of Economic Theory, Elsevier, vol. 204(C).
- Alexander Gorokhovsky & Anna Rubinchik, 2019. "Necessary and Sufficient Conditions for Determinacy of Asymptotically Stationary Equilibria in Olg Models," Cowles Foundation Discussion Papers 2179, Cowles Foundation for Research in Economics, Yale University.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022.
"Learning about profitability and dynamic cash management,"
Journal of Economic Theory, Elsevier, vol. 205(C).
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," TSE Working Papers 22-1301, Toulouse School of Economics (TSE).
- Jean-Paul Décamps & Stéphane Villeneuve, 2022. "Learning about profitability and dynamic cash management," Post-Print hal-04164661, HAL.
- Escobar-Anel, Marcos & Gollart, Maximilian & Zagst, Rudi, 2022.
"Closed-form portfolio optimization under GARCH models,"
Operations Research Perspectives, Elsevier, vol. 9(C).
- Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst, 2021. "Closed-form portfolio optimization under GARCH models," Papers 2109.00433, arXiv.org.
- Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2022.
"A new measure of the resilience for networks of funds with applications to socially responsible investments,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
- Roy Cerqueti & R. Ciciretti A. Dalo, M. Nicolosi, 2022. "A new measure of the resilience for networks of funds with applications to socially responsible investments," Post-Print hal-03789131, HAL.
- Amvella Motaze, Serge Patrick, 2022. "The determinants of the lending interest rate in a cost-based approach: Theoretical model and empirical analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 36-51.
- Nocera Alves Junior, Paulo & Costa Melo, Isotilia & de Moraes Santos, Rodrigo & da Rocha, Fernando Vinícius & Caixeta-Filho, José Vicente, 2022. "How did COVID-19 affect green-fuel supply chain? - A performance analysis of Brazilian ethanol sector," Research in Transportation Economics, Elsevier, vol. 93(C).
- Jiménez-Fernández, Eduardo & Sánchez, Angeles & Ortega-Pérez, Mario, 2022. "Dealing with weighting scheme in composite indicators: An unsupervised distance-machine learning proposal for quantitative data," Socio-Economic Planning Sciences, Elsevier, vol. 83(C).
- Orlando, Giuseppe, 2022. "Simulating heterogeneous corporate dynamics via the Rulkov map," Structural Change and Economic Dynamics, Elsevier, vol. 61(C), pages 32-42.
- Cesar Ramos & Álvaro Aruquipa, 2022. "Evaluación del Bienestar de los Hogares en el Consumo de Alimentos: Una Aplicación del Algoritmo de Vartia," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, vol. 5(2), pages 117-160, Diciembre.
- Vasileios Ouranos & Alexandra Livada, 2022. "Probability of Default Estimation as a Credit Risk Parameter: A Markov Chain Approach Applied in Real Data," Contemporary Studies in Economic and Financial Analysis, in: The New Digital Era: Other Emerging Risks and Opportunities, volume 109, pages 151-176, Emerald Group Publishing Limited.
- Emna Mnif & Khaireddine Mouakhar & Anis Jarboui, 2022. "Energy-conserving cryptocurrency response during the COVID-19 pandemic and amid the Russia–Ukraine conflict," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 24(2), pages 169-185, December.
- Anna Borucka & Pawel Kler, 2022. "Food Safety Delivered for Polish Military Cadets during the COVID-19 Pandemic," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 530-542.
- Dana Dluhosova & Karolina Lisztwanova & Antonín Poncik & Iveta Ratmanová & Zdenek Zmeskal, 2022. "Dynamic and Static Decomposition Analysis of the Czech Automotive Production Sector," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 84-95.
- Paulo Rotella Junior & Luiz Célio Souza Rocha & Rogério Santana Peruchi & Giancarlo Aquila & Edson de Oliveira Pamplona & Karel Janda & Arthur Leandro Guerra Pires, 2023.
"Robust portfolio optimization: a stochastic evaluation of worst-case scenarios,"
Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 36(3), pages 2165525-216, December.
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- Jean-Paul Décamps & Stéphane Villeneuve, 2022. "Learning about profitability and dynamic cash management," Post-Print hal-04164661, HAL.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," TSE Working Papers 22-1301, Toulouse School of Economics (TSE).
- Rosen Nikolaev, 2022. "Long-term Recurring Deposits with Variable Installments," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, vol. 11(1), pages 149-156, April.
- Račić Željko V. & Kovačević Slaviša & Babić Nemanja, 2022. "I distance application in the ranking of Group 8 and European Union countries by level of development," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 8(2), pages 43-52, December.
- Kantšukov Mark & Sander Priit, 2022. "Optimal Holding Period of an Investment Property Under Different Systems of Income Taxation – An Individual Investor’s Perspective," Real Estate Management and Valuation, Sciendo, vol. 30(3), pages 12-29, September.
- Sulejmani Artan & Tevdovski Dragan, 2022. "How the Contagion is Transmitted to the Macedonian Stock Market? an Analysis of Co-Exceedances," South East European Journal of Economics and Business, Sciendo, vol. 17(1), pages 1-13, June.
- Dorje Brody & Lane Hughston & Andrea Macrina (ed.), 2022. "Financial Informatics:An Information-Based Approach to Asset Pricing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12533, August.
- Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), 2022. "Recent Trends in Financial Engineering:Towards More Sustainable Social Impact," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12892, August.
- J Robert Buchanan, 2022. "An Undergraduate Introduction to Financial Mathematics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12964, August.
- Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Beyond Hazard Rates: A New Framework for Credit-Risk Modelling," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 1, pages 1-27, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Information-Based Asset Pricing," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 2, pages 29-64, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Dam rain and cumulative gain," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 3, pages 65-86, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Mark H. A. Davis & Robyn L. Friedman & Lane P. Hughston, 2022. "Informed traders," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 4, pages 87-106, World Scientific Publishing Co. Pte. Ltd..
- Dorje Brody & Robyn Friedman, 2022. "Information of interest," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 5, pages 107-112, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Credit Risk, Market Sentiment and Randomly-Timed Default," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 6, pages 113-126, World Scientific Publishing Co. Pte. Ltd..
- Edward Hoylea & Lane P. Hughston & Andrea Macrina, 2022. "Lévy random bridges and the modelling of financial information," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 7, pages 127-155, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Modelling Information Flows in Financial Markets," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 8, pages 157-177, World Scientific Publishing Co. Pte. Ltd..
- Jirô Akahori & Andrea Macrina, 2022.
"Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes,"
World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 9, pages 179-193,
World Scientific Publishing Co. Pte. Ltd..
- Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1-15.
- Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 1, pages 1-15, World Scientific Publishing Co. Pte. Ltd..
- Jiro Akahori & Andrea Macrina, 2010. "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers 1012.1878, arXiv.org.
- Dorje C. Brody & Lane P. Hughston, 2022. "Lévy information and the aggregation of risk aversion," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 10, pages 195-213, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Lane P. Hughston & Xun Yang, 2022. "Signal processing with Lévy information," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 11, pages 215-236, World Scientific Publishing Co. Pte. Ltd..
- Andrea Macrina, 2022. "Heat Kernel Models For Asset Pricing," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 12, pages 237-270, World Scientific Publishing Co. Pte. Ltd..
- Andrea Macrina & Priyanka A. Parbhoo, 2022. "Randomised Mixture Models for Pricing Kernels," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 13, pages 271-305, World Scientific Publishing Co. Pte. Ltd..
- Andrea Macrina & Jun Sekine, 2022. "Stochastic modelling with randomized Markov bridges," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 14, pages 307-333, World Scientific Publishing Co. Pte. Ltd..
- Edward Hoyle & Andrea Macrina & Levent Ali Menguturk, 2022. "Modulated Information Flows In Financial Markets," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 15, pages 335-369, World Scientific Publishing Co. Pte. Ltd..
- Lane P. Hughston & Leandro Sánchez-Betancourt, 2022. "Pricing with Variance Gamma Information," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 16, pages 371-392, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Lane P. Hughston & Xun Yang, 2022. "On the Pricing of Storable Commodities," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 17, pages 393-404, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & David M. Meier, 2022. "Mathematical Models for Fake News," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 18, pages 405-423, World Scientific Publishing Co. Pte. Ltd..
- Eleni Androulidaki & Michalis Doumpos & Constantin Zopounidis, 2022. "Evaluation of Innovation in EU Member States: A Multi-Dimensional Approach," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 1, pages 3-27, World Scientific Publishing Co. Pte. Ltd..
- Véronique Bessière & Eric Stéphany, 2022. "Reward-Based Crowdfunding: A Key Component in Development and Funding Strategies," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 2, pages 29-37, World Scientific Publishing Co. Pte. Ltd..
- Mathieu Mercadier, 2022. "CDS Approximation Accuracy Improvement with Cart and Random Forest Algorithms Based on a Time Span Including the COVID-19 Pandemic Period," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 3, pages 39-63, World Scientific Publishing Co. Pte. Ltd..
- Yves Rannou & Pascal Barneto & Mohamed Amine Boutabba, 2022. "Green Bond Market vs. Carbon Market in Europe: Two Different Trajectories but Some Complementarities," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 4, pages 67-94, World Scientific Publishing Co. Pte. Ltd..
- Vincenzo Buffa & Benjamin Le Pendeven, 2022. "Innovative Public Sustainability-Oriented Financial Mechanisms: The Case of Social Impact Bonds," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 5, pages 95-113, World Scientific Publishing Co. Pte. Ltd..
- Marianna Eskantar & Michalis Doumpos & Aggeliki Liadaki & Constantin Zopounidis, 2022. "A Multi-Criteria Comparison of Financial Performance between Sustainable and Non-Sustainable Companies," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 6, pages 115-129, World Scientific Publishing Co. Pte. Ltd..
- Carine Girard-Guerraud & Jennifer Goodman & Céline Louche, 2022. "Transformations in Shareholder Activism: Past, Present, and Future," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 7, pages 133-164, World Scientific Publishing Co. Pte. Ltd..
- Sandrine Frémeaux & Carine Girard-Guerraud, 2022. "Ethics of the Sharing Economy: The Example of Reward- and Equity-Based Crowdfunding," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 8, pages 165-193, World Scientific Publishing Co. Pte. Ltd..
- Delphine Gibassier, 2022. "Measuring, Accounting, and Reporting Impact," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 9, pages 195-227, World Scientific Publishing Co. Pte. Ltd..
- Webel, Karsten, 2022. "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers 31/2022, Deutsche Bundesbank.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022.
"Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration,"
Economics Letters, Elsevier, vol. 213(C).
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 213.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," MPRA Paper 112493, University Library of Munich, Germany.
- Hashem Dezhbakhsh & Daniel Levy, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Working Paper series 22-05, Rimini Centre for Economic Analysis.
- Daniel Levy & Hashem Dezhbakhsh, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers 2022-02, Bar-Ilan University, Department of Economics.
2021
- Aditya Chakraborty & Chris P. Tsokos, 2021. "A Real Data-Driven Clustering Approach for Countries Based on Happiness Score," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 23(Special15), pages 1031-1031, November.
- Carlo Drago, 2021.
"The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator,"
Working Papers
2021.21, Fondazione Eni Enrico Mattei.
- Drago, Carlo, 2021. "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator," FEEM Working Papers 313282, Fondazione Eni Enrico Mattei (FEEM).
- Serdar Alnıpak & Süleyman Kale, 2021. "Covid-19 Sürecinin Ulaştırma Sektörü Finansal Performansına Etkileri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(SI), pages 139-156.
- Petr Malecek, 2021. "Effects Of Demographic Structure In Growth Accounting And Labour Market Decompositions," International Journal of Economic Sciences, European Research Center, vol. 10(2), pages 103-113, December.
- Petr Malecek, 2021. "Effects Of Demographic Structure In Growth Accounting And Labour Market Decompositions," International Journal of Economic Sciences, European Research Center, vol. 10(2), pages 104-114, December.
- Olkhov, Victor, 2021.
"To VaR, or Not to VaR, That is the Question,"
MPRA Paper
105458, University Library of Munich, Germany.
- Victor Olkhov, 2021. "To VaR, or Not to VaR, That is the Question," Papers 2101.08559, arXiv.org, revised Apr 2024.
- Roncalli, Thierry & Cherief, Amina & Karray-Meziou, Fatma & Regnault, Margaux, 2021.
"Liquidity Stress Testing in Asset Management - Part 2. Modeling the Asset Liquidity Risk,"
MPRA Paper
108295, University Library of Munich, Germany.
- Thierry Roncalli & Amina Cherief & Fatma Karray-Meziou & Margaux Regnault, 2021. "Liquidity Stress Testing in Asset Management -- Part 2. Modeling the Asset Liquidity Risk," Papers 2105.08377, arXiv.org.
- Giorgia Callegaro & Alessandro Gnoatto & Martino Grasselli, 2021.
"A Fully Quantization-based Scheme for FBSDEs,"
Working Papers
07/2021, University of Verona, Department of Economics.
- Giorgia Callegaro & Alessandro Gnoatto & Martino Grasselli, 2021. "A Fully Quantization-based Scheme for FBSDEs," Papers 2105.09276, arXiv.org.
- Olkhov, Victor, 2021.
"Three Remarks On Asset Pricing,"
MPRA Paper
107938, University Library of Munich, Germany.
- Victor Olkhov, 2021. "Three Remarks On Asset Pricing," Papers 2105.13903, arXiv.org, revised Jan 2024.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 109238, University Library of Munich, Germany.
- Mikhail Freer & César Martinelli, 2023.
"An algebraic approach to revealed preference,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(3), pages 717-742, April.
- Mikhail Freer & Cesar Martinelli, 2020. "An Algebraic Approach to Revealed Preference," Working Papers 1078, George Mason University, Interdisciplinary Center for Economic Science.
- Mikhail Freer & Cesar Martinelli, 2021. "An algebraic approach to revealed preferences," Papers 2105.15175, arXiv.org.
- Escobar-Anel, Marcos & Gollart, Maximilian & Zagst, Rudi, 2022.
"Closed-form portfolio optimization under GARCH models,"
Operations Research Perspectives, Elsevier, vol. 9(C).
- Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst, 2021. "Closed-form portfolio optimization under GARCH models," Papers 2109.00433, arXiv.org.
- Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2021.
"CBI-time-changed Lévy processes for multi-currency modeling,"
Working Papers
14/2021, University of Verona, Department of Economics.
- Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2021. "CBI-time-changed L\'evy processes for multi-currency modeling," Papers 2112.02440, arXiv.org, revised Jul 2022.
- Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2021.
"Unanimity under Ambiguity,"
Working Papers
2021-07, Auckland University of Technology, Department of Economics.
- Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2024. "Unanimity under Ambiguity," Working Papers 2024-01, Auckland University of Technology, Department of Economics.
- Osoolian, Mohammad & Koushki, Ali, 2021. "Prediction of Crisis in Tehran Stock Exchange with Entropy and Analyzing the Identified Crises such as Covid-19 (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه), Institute for Management and Planning studies, vol. 26(2), pages 133-152, September.
- Ahmadi, Akbar, 2021. "Optimal Pricing for Services of Iran’s Internet Exchange Points: A Fuzzy Geometric Programming Approach (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 26(2), pages 3-41, September.
- Viktoriia Kyfyak & Andrii Antokhov & Serhii Todoriuk, 2021. "Business Model As A Value Management Tool," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 7(2).
- B. Venkatraja, 2021. "Does China exhibit any evidence of an Environmental Kuznets Curve? An ARDL bounds testing approach," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 88-110,111-.
- Simón A. Rella & Yuliya A. Kulikova & Emmanouil T. Dermitzakis & Fyodor A. Kondrashov, 2021. "Rates of SARS-COV-2 transmission and vaccination impact the fate of vaccine-resistant strains," Working Papers 2129, Banco de España.
- Drobne Samo, 2021. "Differences in Slovenian NUTS 3 Regions and Functional Regions by Gender," Business Systems Research, Sciendo, vol. 12(1), pages 45-59, May.
- Hajdinjak Melita, 2021. "Functions with Linear Price Elasticity for Forecasting Demand and Supply," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 21(1), pages 149-168, January.
- Yuechen Dai & Tonghui Xu, 2021. "A Lifecycle Approach to Insurance Solvency," Working Papers in Economics 21/13, University of Canterbury, Department of Economics and Finance.
- Luis Armando Galvis Aponte & Gabriel Rodríguez-Puello & Sara Ovallos Bencardino, 2021. "Calidad de vida laboral en Cartagena, Barranquilla y Santa Marta," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 40(82), pages 307-338, February.
- Gloria Isabel Rodriguez Lozano, 2021. "Los cambios en la productividad del sector bancario colombiano en el período 2002-2016," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 40(71), pages 105-132, February.
- Jorge Enrique Horbath Corredor, 2021. "La probabilidad de contagio y deceso por COVID-19 en pacientes indígenas y no indígenas iniciando la pandemia en México," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 40(72), pages 205-232, July.
- Héctor Darío Balseiro Barrios & Jorge Armando Luna Amador & Francisco Javier Maza Ávila, 2021. "Análisis de eficiencia financiera de las empresas cotizantes en el mercado accionario colombiano para el periodo 2012- 2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 13(1), pages 19-41, March.
- Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Nguyen, Hien Phuc & Khieu, Hoang, 2021. "Progressive wealth tax: An inquiry into Biden’s tax policy," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 735-742.
- Zhang, Guangyong & Jiang, Le & Tian, Lixin & Fu, Min, 2021. "Analysis of the gold fixing price fluctuation in different times based on the directed weighted networks," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Deschatre, Thomas & Féron, Olivier & Gruet, Pierre, 2021. "A survey of electricity spot and futures price models for risk management applications," Energy Economics, Elsevier, vol. 102(C).
- Lumsdaine, R.L. & Rockmore, D.N. & Foti, N.J. & Leibon, G. & Farmer, J.D., 2021.
"The intrafirm complexity of systemically important financial institutions,"
Journal of Financial Stability, Elsevier, vol. 52(C).
- Robin L. Lumsdaine & Daniel N. Rockmore & Nicholas Foti & Gregory Leibon & J. Doyne Farmer, 2015. "The Intrafirm Complexity of Systemically Important Financial Institutions," Papers 1505.02305, arXiv.org.
- Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2021.
"ESG investing: A chance to reduce systemic risk,"
Journal of Financial Stability, Elsevier, vol. 54(C).
- Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2020. "ESG Investing: A Chance To Reduce Systemic Risk," CEIS Research Paper 498, Tor Vergata University, CEIS, revised 04 Aug 2020.
- Roy Cerqueti & R. Ciciretti & A. Dalo & M. Nicolosi, 2021. "ESG Investing: A Chance To Reduce Systemic Risk," Post-Print hal-03789135, HAL.
- Goffard, Pierre-Olivier & Laub, Patrick J., 2021. "Approximate Bayesian Computations to fit and compare insurance loss models," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 350-371.
- Colaneri, Katia & Frey, Rüdiger, 2021. "Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 498-507.
- Guerra, M. & de Moura, A.B., 2021. "Reinsurance of multiple risks with generic dependence structures," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 547-571.
- Furman, Edward & Kye, Yisub & Su, Jianxi, 2021. "Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 153-167.
- Koike, Takaaki & Hofert, Marius, 2021. "Modality for scenario analysis and maximum likelihood allocation," Insurance: Mathematics and Economics, Elsevier, vol. 97(C), pages 24-43.
- Christiansen, Marcus C. & Furrer, Christian, 2021. "Dynamics of state-wise prospective reserves in the presence of non-monotone information," Insurance: Mathematics and Economics, Elsevier, vol. 97(C), pages 81-98.
- Campani, Carlos Heitor & Garcia, René & Lewin, Marcelo, 2021. "Optimal portfolio strategies in the presence of regimes in asset returns," Journal of Banking & Finance, Elsevier, vol. 123(C).
- Spelta, A. & Flori, A. & Pecora, N. & Pammolli, F., 2021. "Financial crises: Uncovering self-organized patterns and predicting stock markets instability," Journal of Business Research, Elsevier, vol. 129(C), pages 736-756.
- Magdalou, Brice, 2021.
"A model of social welfare improving transfers,"
Journal of Economic Theory, Elsevier, vol. 196(C).
- Brice Magdalou, 2018. "A model of social welfare improving transfers," Working Papers hal-01975452, HAL.
- Brice Magdalou, 2021. "A model of social welfare improving transfers," Post-Print hal-03287960, HAL.
- Brice Magdalou, 2019. "A model of social welfare improving transfers," Post-Print halshs-02108590, HAL.
- Brice Magdalou, 2018. "A model of social welfare improving transfers," CEE-M Working Papers hal-01975452, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Liu, Yan, 2021. "Index option returns and generalized entropy bounds," Journal of Financial Economics, Elsevier, vol. 139(3), pages 1015-1036.
- Łuczak, Aleksandra & Kozera, Agnieszka, 2021. "A model to assess the development priorities of local administrations through the hierarchy of strategic factors," Journal of Policy Modeling, Elsevier, vol. 43(2), pages 474-492.
- Talbi, Marwa & Bedoui, Rihab & de Peretti, Christian & Belkacem, Lotfi, 2021.
"Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches,"
Resources Policy, Elsevier, vol. 73(C).
- Marwa Talbi & Rihab Bedoui & Christian de Peretti & Lotfi Belkacem, 2021. "Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches," Post-Print hal-03671370, HAL.
- Attar, M. Aykut, 2021. "Growth, distribution and dynamic inefficiency in Turkey: An analysis of the naïve neoclassical theory of capital," Structural Change and Economic Dynamics, Elsevier, vol. 59(C), pages 20-30.
- Husson, Michel, 2021. "La econometría y la modelización de la ideología," El Trimestre Económico, Fondo de Cultura Económica, vol. 88(352), pages 989-1010, octubre-d.
- Mahmut Bakır & Emircan Özdemir & Şahap Akan, 2021. "A novel MADM approach to the ground-handling agent selection problem in B2B markets," Journal of Advances in Management Research, Emerald Group Publishing Limited, vol. 18(5), pages 684-707, March.
- Mahmut Bakır & Emircan Özdemir & Şahap Akan, 2021. "A novel MADM approach to the ground-handling agent selection problem in B2B markets," Journal of Advances in Management Research, Emerald Group Publishing Limited, vol. 18(5), pages 684-707, March.
- Wellington Charles Lacerda Nobrega & Cássio da Nóbrega Besarria & Edilean Kleber da Silva Bejarano Aragón, 2021. "Public debt management and the interaction between fiscal and monetary policies," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(6), pages 1092-1116, December.
- Emanuelle A. Alemar & Carlos A. RodrÃguez, 2021. "Efectos reales de impulsos tecnológicos: el caso de Puerto Rico/Real effects of technology shocks: The case of Puerto Rico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 36(2), pages 235-277.
- Zoumpoulidis Vassilios, 2021. "The Relationship between Taxation Levels and Economic Growth in Greece: Comparison with Selected Countries," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 321-343.
- Artem Stopochkin & Inessa Sytnik & Janusz Wielki & Nataliia Zemlianska, 2021. "Methodology for Building Trader's Investment Strategy Based on Assessment of the Market Value of the Company," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 913-935.
- Ewa Wiecek-Janka & Rafal Mierzwiak & Marcin Nowak & Agnieszka Kujawinska & Joanna Majchrzak, 2021. "Application of Grey Systems Theory in the Analysis of Data Obtained from Family Businesses," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 494-510.
- Antonio López Velarde Loera & José Antonio Núñez Mora & M. Beatriz Mota Aragón, 2021. "Modelling Crude Oil and Refined Petroleum Product Spreads: An Alternative Tool for Risk Quantification," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 54(1), pages 109-136, Enero-Jun.
- Necati Berk & Nurbek Madmarov, 2021. "Traditional Values and Institutional Quality," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 38-58.
- Karl-Gustaf L?fgren & Chuan-Zhong Li, 2021. "Envelope Theorems in Economics: Historical Development and Modern Cost-Benefit Applications," Frontiers of Economics in China, IAR, Shanghai University of Finance and Economics, vol. 16(2), pages 377-404, June.
- Casoli, Chiara & Lucchetti, Riccardo (Jack), 2021.
"Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices,"
FEEM Working Papers
312367, Fondazione Eni Enrico Mattei (FEEM).
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"The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator,"
FEEM Working Papers
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"The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator Approach,"
Economies, MDPI, vol. 9(4), pages 1-17, October.
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- Drago, Carlo, 2021. "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator Approach," MPRA Paper 109307, University Library of Munich, Germany.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2021.
"A statistical field approach to capital accumulation,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(4), pages 817-908, October.
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"A model of social welfare improving transfers,"
Journal of Economic Theory, Elsevier, vol. 196(C).
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"Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches,"
Resources Policy, Elsevier, vol. 73(C).
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"ESG investing: A chance to reduce systemic risk,"
Journal of Financial Stability, Elsevier, vol. 54(C).
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"Una pequeña contribución de la teoría racional del consumidor a la resolución de ecuaciones diferenciales de primer orden no homogéneas con condiciones inicial y final,"
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"Exploiting Symmetry in High-Dimensional Dynamic Programming,"
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"Three Remarks On Asset Pricing,"
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"Three Remarks On Asset Pricing,"
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- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
- Carlo Drago, 2021.
"The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator Approach,"
Economies, MDPI, vol. 9(4), pages 1-17, October.
- Drago, Carlo, 2020. "The Analysis and the Measurement of Poverty: An Interval Based Composite Indicator Approach," MPRA Paper 104462, University Library of Munich, Germany.
- Drago, Carlo, 2021. "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator Approach," MPRA Paper 109307, University Library of Munich, Germany.
- Pihnastyi, Oleh & Sytnikova, Anastasiya, 2021. "Construction of Control Systems of Flow Parameters of the Smart Conveyor using a Neural Network," MPRA Paper 109770, University Library of Munich, Germany, revised 03 Sep 2021.
- Pihnastyi, Oleh & Ivanovska, Olha, 2021. "The problem of stabilizing the productivity of the technological equipment of the production line," MPRA Paper 110084, University Library of Munich, Germany, revised 25 Sep 2021.
- Pihnastyi, Oleh & Khodusov, Valery & Kozhevnikov, Georgii & Bondarenko, Tetiana, 2021. "Analysis of dynamic mechanic belt stresses of the magistral conveyor," MPRA Paper 110216, University Library of Munich, Germany, revised 05 Feb 2021.
- Harin, Alexander, 2021. "Sub-interval images. Big Data," MPRA Paper 110782, University Library of Munich, Germany.
- Wang, Frank Xuyan, 2021. "Shape factor asymptotic analysis II," MPRA Paper 110827, University Library of Munich, Germany.
- Medel-Ramírez, Carlos & Medel-López, Hilario & Lara-Mérida, Jennifer, 2021. "(SARS-CoV-2) COVID 19: Vigilancia genómica y evaluación del impacto en la población hablante de lengua indígena en México [(SARS-CoV-2) COVID 19: Genomic surveillance and impact assessment on the i," MPRA Paper 110858, University Library of Munich, Germany.
- Pihnastyi, Oleh & Ivanovska, Olha, 2021. "Using a two-level dynamic PDE model to synchronize the performance of technological equipment of a production line," MPRA Paper 111138, University Library of Munich, Germany, revised Sep 2021.
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- Obregon, Carlos, 2021. "Today’s Problems: In The Minds of The Great Economists," MPRA Paper 122464, University Library of Munich, Germany.
- Dimitriadou, Athanasia & Agrapetidou, Anna & Gogas, Periklis & Papadimitriou, Theophilos, 2021. "Credit Rating Agencies: Evolution or Extinction?," DUTH Research Papers in Economics 9-2021, Democritus University of Thrace, Department of Economics.
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"Cost Minimization Is Essential For The Sustainable Development Of An Industry: A Mathematical Economic Model Approach,"
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"Fairness and formation rules of coalitions,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(4), pages 933-960, December.
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- Sierra Juárez, Guillermo, 2021. "Curvatura de Ricci como Indicador de Fragilidad en el Contagio del COVID-19 y de los Mercados Financieros en el mundo / Ricci Curvature as an indicator of fragility in the contagium of COVID-19 and in," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 11(1), pages 81-112, enero-jun.
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- Giacomo Morelli, 2021. "Fair prices under a unified lattice approach for interest rate derivatives," Annals of Operations Research, Springer, vol. 299(1), pages 429-441, April.
- Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2021.
"Better to stay apart: asset commonality, bipartite network centrality, and investment strategies,"
Annals of Operations Research, Springer, vol. 299(1), pages 177-213, April.
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- Roy Cerqueti & Gian Paolo Clemente & Rosanna Grassi, 2021. "Systemic risk assessment through high order clustering coefficient," Annals of Operations Research, Springer, vol. 299(1), pages 1165-1187, April.
- Gaetano Bua & Daniele Marazzina, 2021. "On the application of Wishart process to the pricing of equity derivatives: the multi-asset case," Computational Management Science, Springer, vol. 18(2), pages 149-176, June.
- Fabio Baione & Davide Biancalana & Paolo Angelis, 2021. "An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 5-22, June.
- Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela, 2021.
"Challenges in approximating the Black and Scholes call formula with hyperbolic tangents,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 73-100, June.
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- Stelios Arvanitis, 2021. "Stochastic dominance efficient sets and stochastic spanning," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 401-409, June.
- Markus Hess, 2021. "A new approach to wind power futures pricing," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 1235-1252, December.
- Laura Casula & Giovanni Masala, 2021. "Electricity derivatives: an application to the futures Italian market," Empirical Economics, Springer, vol. 61(2), pages 637-666, August.
- Alan Beggs, 2021. "Demand functions and demand manifolds," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(2), pages 195-207, October.
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"A statistical field approach to capital accumulation,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(4), pages 817-908, October.
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"The Yannelis–Prabhakar theorem on upper semi-continuous selections in paracompact spaces: extensions and applications,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 799-840, April.
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"A Note On Gensys’ Minimality,"
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"CBI-time-changed L\'evy processes for multi-currency modeling,"
Papers
2112.02440, arXiv.org, revised Jul 2022.
- Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2021. "CBI-time-changed Lévy processes for multi-currency modeling," Working Papers 14/2021, University of Verona, Department of Economics.
- Samuel Medina-Claros & Francisca García-Pardo & Salvador Pérez-Moreno Corresponding author & Elena Bárcena-Martín, 2021. "Economic Gender Gap: Which Countries Are Falling Behind?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 68(2), pages 213-230, April.
- Samuel Medina-Claros & Francisca García-Pardo & Salvador Pérez-Moreno & Elena Bárcena-Martín, 2021. "Economic Gender Gap: Which Countries Are Falling Behind?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 68(2), pages 213-230.
- Dzik-Walczak Aneta & Odziemczyk Maciej, 2021. "Modelling cross-sectional tabular data using convolutional neural networks: Prediction of corporate bankruptcy in Poland," Central European Economic Journal, Sciendo, vol. 8(55), pages 352-377, January.
- Chlebus Marcin & Dyczko Michał & Woźniak Michał, 2021.
"Nvidia's Stock Returns Prediction Using Machine Learning Techniques for Time Series Forecasting Problem,"
Central European Economic Journal, Sciendo, vol. 8(55), pages 44-62, January.
- Marcin Chlebus & Michał Dyczko & Michał Woźniak, 2020. "Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem," Working Papers 2020-22, Faculty of Economic Sciences, University of Warsaw.
- Kądziołka Kinga, 2021. "A Proposal of Data – Driven Method for Determining the Weights of Composite Indicators," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(1), pages 49-62, March.
- Gaspars-Wieloch Helena, 2021. "On some analogies between one-criterion decision making under uncertainty and multi-criteria decision making under certainty," Economics and Business Review, Sciendo, vol. 7(2), pages 17-36, June.
- Kądziołka Kinga, 2021. "The Promethee II Method in Multi-Criteria Evaluation of Cryptocurrency Exchanges," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 14(2), pages 131-145, June.
- Kasprzyk Beata & Wojnar Jolanta, 2021. "An Evaluation of the Implementation of the Europe 2020 Strategy," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 14(2), pages 146-157, June.
- Kądziołka Kinga, 2021. "Ranking and Classification of Cryptocurrency Exchanges Using the Methods of a Multidimensional Comparative Analysis," Folia Oeconomica Stetinensia, Sciendo, vol. 21(2), pages 38-56, December.
- Senyshyn Oksana & Kundytskyj Oleksandr & Zamroz Marianna & Kutsyk Petro & Vasyunyk Taras, 2021. "State Regulation of Fixed Capital Reproduction in Ukraine Using Taxonomic Analysis Methodology," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, vol. 43(1), pages 38-51, March.
- Talajić Mirko & Vrankić Ilko & Kopal Robert, 2021. "Analytical approach to the influence of motivation on the dynamics of heterogeneous employees and expected average costs of efficient work," Zagreb International Review of Economics and Business, Sciendo, vol. 24(2), pages 77-104.
- Cowling, Keith, 1975. "Oligopoly and the Distribution of Income," The Warwick Economics Research Paper Series (TWERPS) 69, University of Warwick, Department of Economics.
- Charles-Cadogan, G., 2021. "Incoherent Preferences," CRETA Online Discussion Paper Series 69, Centre for Research in Economic Theory and its Applications CRETA.
- Charles-Cadogan, G., 2021. "Utility Representation in Abstract Wiener Space," CRETA Online Discussion Paper Series 70, Centre for Research in Economic Theory and its Applications CRETA.
- Charles-Cadogan, G., 2021. "Market Instability, Investor Sentiment, And Probability Judgment Error in Index Option Prices," CRETA Online Discussion Paper Series 71, Centre for Research in Economic Theory and its Applications CRETA.
- Oliviero A. Carboni & Paolo Russu, 2021. "Taxation, Corruption and Punishment: Integrating Evolutionary Game into the Optimal Control of Government Policy," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 23(02), pages 1-22, June.
- Alexander Lipton & Adrien Treccani, 2021. "Blockchain and Distributed Ledgers:Mathematics, Technology, and Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11857, August.
- Andrey Itkin & Alexander Lipton & Dmitry Muravey, 2021. "Generalized Integral Transforms in Mathematical Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12147, August.
- Anatoly B Schmidt, 2021. "Modern Equity Investing Strategies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12347, August.
- Hao Ni & Xin Dong & Jinsong Zheng & Guangxi Yu, 2021. "An Introduction to Machine Learning in Quantitative Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0275, August.
- Anatoly B. Schmidt, 2021. "Equity Markets: Traders, Orders, and Structures," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 1, pages 3-24, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Models of Dealer Markets," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 2, pages 25-42, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Models of the Limit-Order Markets," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 3, pages 43-64, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Dynamics of Returns," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 4, pages 67-86, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Price Volatility," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 5, pages 87-99, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Agent-Based Modeling of Financial Markets," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 6, pages 101-117, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Mean–Variance Portfolio Theory," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 7, pages 121-148, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Portfolio Optimization," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 8, pages 149-155, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Risk-Based Asset Allocation," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 9, pages 157-163, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Factor Models," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 10, pages 165-176, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Technical Analysis-Based Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 11, pages 179-196, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Arbitrage Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 12, pages 197-216, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "News and Sentiment-Based Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 13, pages 217-236, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Back-Testing of Trading Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 14, pages 237-252, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Execution Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 15, pages 253-269, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Appendices," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 16, pages 271-291, World Scientific Publishing Co. Pte. Ltd..
- Bubalo, Branko, 2021. "Airport Capacity and Performance in Europe - A study of transport economics, service quality and sustainability," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 229442, September.
- Chen, Shi & Härdle, Wolfgang & Schienle, Melanie, 2021. "High-dimensional statistical learning techniques for time-varying limit order book networks," IRTG 1792 Discussion Papers 2021-015, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Christian Ewerhart, 2021. "A typology of military conflict based on the Hirshleifer contest," ECON - Working Papers 400, Department of Economics - University of Zurich.
2020
- Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020.
"Risk Matters: Breaking Certainty Equivalence,"
CESifo Working Paper Series
8250, CESifo.
- Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020. "Risk Matters: Breaking Certainty Equivalence," CREATES Research Papers 2020-02, Department of Economics and Business Economics, Aarhus University.
- Carmen Nadia Ciocoiu & Adina Liliana Prioteasa & Sofia Elena Colesca, 2020. "Risk Management Implementation for Sustainable Development of Romanian SMEs: A Fuzzy Approach ...........," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 22(55), pages 726-726, August.
- Sultan RAMAZANOV & Mariana PETROVA, 2020. "Development, management and forecasting in a green innovative economy, based on the integral dynamics model in the conditions of "INDUSTRY - 4.0"," Access Journal, Access Press Publishing House, vol. 1(1), pages 9-30, May.
- Sultan RAMAZANOV & Mariana PETROVA, 2020. "Development, management and forecasting in a green innovative economy, based on the integral dynamics model in the conditions of "INDUSTRY - 4.0"," Access Journal, Access Press Publishing House, vol. 1(1), pages 9-30, May.
- Sultan RAMAZANOV & Ludmila STEMPLEWSKA, 2020. "Decision-making in conditions of dilemma: risks and mixed information uncertainty," Access Journal, Access Press Publishing House, vol. 1(2), pages 112-121, September.
- A.F. Shorikov & A.S. Filippova & V.A. Tyulyukin, 2020. "Optimal Adaptive Control of Employees Number and Sales System of the Bank," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 19(3), pages 348-369.
- Zsolt Tibor Kosztyán & Vivien Valéria Csányi & András Telcs, 2020. "Scores and Clusters of Hungarian Universities," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 70(2), pages 229-249, June.
- Zahra Cheraitia & Hanya Kherchi Medjden, 2020. "Application of Convex Optimization Results of DE FINETTI's Problem for Proportional Reinsurance (A Case Study of CAARAMA Insurance Company in Algiers)," Management & Economics Research Journal, Faculty of Economics, Commercial and Management Sciences, Ziane Achour University of Djelfa, vol. 2(4), pages 86-100, September.
- Sharofiddin Ashurov & Anwar Hasan Abdullah Othman & Romzie Bin Rosman & Razali Bin Haron, 2020. "The determinants of foreign direct investment in Central Asian region: A case study of Tajikistan, Kazakhstan, Kyrgyzstan, Turkmenistan and Uzbekistan (A quantitative analysis using GMM)," Russian Journal of Economics, ARPHA Platform, vol. 6(2), pages 162-176, June.
- Govindan, Srihari & Laraki, Rida & Pahl, Lucas, 2023.
"On sustainable equilibria,"
Journal of Economic Theory, Elsevier, vol. 213(C).
- Srihari Govindan & Rida Laraki & Lucas Pahl, 2020. "On Sustainable Equilibria," Post-Print hal-03084834, HAL.
- Srihari Govindan & Rida Laraki & Lucas Pahl, 2020. "On Sustainable Equilibria," Papers 2005.14094, arXiv.org, revised Aug 2021.
- Srihari Govindan & Rida Laraki & Lucas Pahl, 2020. "On Sustainable Equilibria," Post-Print hal-03767987, HAL.
- Srihari Govindan & Rida Laraki & Lucas Pahl, 2023. "On sustainable equilibria," Post-Print hal-04305157, HAL.
- M. Ali Khan & Metin Uyanik, 2021.
"The Yannelis–Prabhakar theorem on upper semi-continuous selections in paracompact spaces: extensions and applications,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 799-840, April.
- M. Ali Khan & Metin Uyanik, 2020. "The Yannelis-Prabhakar Theorem on Upper Semi-Continuous Selections in Paracompact Spaces: Extensions and Applications," Papers 2006.16681, arXiv.org.
- Olkhov, Victor, 2020.
"Volatility Depend on Market Trades and Macro Theory,"
MPRA Paper
102434, University Library of Munich, Germany.
- Victor Olkhov, 2020. "Volatility Depends on Market Trades and Macro Theory," Papers 2008.07907, arXiv.org, revised Jun 2024.
- Lesia Tkachyk & Mariya Rubakha & Nataliia Ilkiv, 2020. "Optimization of Corporate Profit Taxation in the Context of Stimulating Their Investment Activity: The Case of Ukraine," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 28-51.
- Christopher Demone & Olivia Di Matteo & Barbara Collignon, 2020. "Classical Decomposition of Markowitz Portfolio Selection," Staff Working Papers 20-21, Bank of Canada.
- Sara Cecchetti, 2020. "An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?," Temi di discussione (Economic working papers) 1271, Bank of Italy, Economic Research and International Relations Area.
- Drobne Samo & Garre Alberto & Hontoria Eloy & Konjar Miha, 2020. "Comparison of Two Network-Theory-Based Methods for detecting Functional Regions," Business Systems Research, Sciendo, vol. 11(2), pages 21-35, October.
- BRAILA Alexandru & TOACA Zinovia, 2020. "Identification Of The Production Function By The Form Of The Marginal Characteristics, The Marginal Substitution Rate, The Elasticities And The Cost Function," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 72(3), pages 8-18, November.
- Park Jaeok, 2020. "Decision Making and Games with Vector Outcomes," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 20(1), pages 1-14, January.
- Park Jaeok, 2020. "Decision Making and Games with Vector Outcomes," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 20(1), pages 1-14, January.
- Gabriela-Mariana IONESCU, 2020. "Multiplying And Dividing In The Fiscal Process. An Algebraic Approach," Contemporary Economy Journal, Constantin Brancoveanu University, vol. 5(3), pages 141-148.
- Marco Paulo Vianna Franco & Leonardo Costa Ribeiro & Eduardo da Motta e Albuquerque, 2020. "Jean-Baptiste Fourier at the Moscow Conjuncture Institute: Harmonic Analysis of Business Cycles," Textos para Discussão Cedeplar-UFMG 621, Cedeplar, Universidade Federal de Minas Gerais.
- Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020.
"Risk Matters: Breaking Certainty Equivalence,"
CREATES Research Papers
2020-02, Department of Economics and Business Economics, Aarhus University.
- Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020. "Risk Matters: Breaking Certainty Equivalence," CESifo Working Paper Series 8250, CESifo.
- Christopher Avery & William Bossert & Adam Thomas Clark & Glenn Ellison & Sara Ellison, 2020. "Policy Implications of Models of the Spread of Coronavirus: Perspectives and Opportunities for Economists," CESifo Working Paper Series 8293, CESifo.
- María Florencia Arnaudo & Fernando Pablo Lago & José Alberto Bandoni, 2020. "Toma de decisiones en el sistema de salud: aportes interdisciplinarios desde la Economía de la Salud y la Ingeniería de Sistemas de Procesos," Ensayos de Economía 18310, Universidad Nacional de Colombia Sede Medellín.
- Baccara, Mariagiovanna & Lee, SangMok & Yariv, Leeat, 2023.
"Task allocation and on-the-job training,"
Journal of Economic Theory, Elsevier, vol. 207(C).
- Mariagiovanna Baccara & SangMok Lee & Leeat Yariv, 2020. "Task Allocation and On-the-job Training," Working Papers 270, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Mariagiovanna Baccara & SangMok Lee & Leeat Yariv, 2021. "Task Allocation and On-the-job Training," NBER Working Papers 29312, National Bureau of Economic Research, Inc.
- Mariagiovanna Baccara & SangMok Lee & Leeat Yariv, 2021. "Task Allocation and On-the-job Training," Working Papers 2021-21, Princeton University. Economics Department..
- Yariv, Leeat & Baccara, Mariagiovanna & Lee, SangMok, 2020. "Task Allocation and On-the-job Training," CEPR Discussion Papers 15356, C.E.P.R. Discussion Papers.
- Hu, Ming & Momot, Ruslan & Wang, Jianfu, 2020. "Privacy Management in Service Systems," HEC Research Papers Series 1379, HEC Paris.
- Lei, Yanzhe (Murray) & Miao, Sentao & Momot, Ruslan, 2020. "Privacy-Preserving Personalized Revenue Management," HEC Research Papers Series 1391, HEC Paris.
- Rosa Ferrentino & Luca Vota, 2020. "A Mathematical Model for the Study of the Effects of the Economic Cycle on the Real GDP Growth Rate through the Expectations-Adjusted Phillips Curve," International Journal of Economics and Financial Issues, Econjournals, vol. 10(2), pages 222-234.
- Oksana A. Kravchenko, 2020. "Principles of Strategy Formation and Tools for the Analysis and Forecasting of Work of Organizations Engaged in Energy Sales Activities," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 208-214.
- Fezzeh Abanavaz & Morteza Khakzar Bafruei, 2020. "Investigating the Return of Goods in Supply Chain," International Review of Management and Marketing, Econjournals, vol. 10(4), pages 170-176.
- Bárcena-Martín, Elena & Pérez-Moreno, Salvador & Rodríguez-Díaz, Beatriz, 2020. "Rethinking multidimensional poverty through a multi-criteria analysis," Economic Modelling, Elsevier, vol. 91(C), pages 313-325.
- Charlin, Ventura & Cifuentes, Arturo, 2020. "An options-based approach to analyze auction guarantees in the art market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Khieu, Hoang & Van Nguyen, Tien, 2020. "Progressive consumption tax, minimum consumption, and inequality," Economics Letters, Elsevier, vol. 197(C).
- David, S.A. & Inácio, C.M.C. & Quintino, D.D. & Machado, J.A.T., 2020. "Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension," Energy Economics, Elsevier, vol. 85(C).
- Arcos-Vargas, A. & Nuñez, F. & Román-Collado, R., 2020. "Short-term effects of PV integration on global welfare and CO2 emissions. An application to the Iberian electricity market," Energy, Elsevier, vol. 200(C).
- Jahmane, Abderrahmane & Gaies, Brahim, 2020. "Corporate social responsibility, financial instability and corporate financial performance: Linear, non-linear and spillover effects – The case of the CAC 40 companies," Finance Research Letters, Elsevier, vol. 34(C).
- Rudkin, Wanling, 2020. "Mispricing, returns and the quest for parsimony," Finance Research Letters, Elsevier, vol. 37(C).
- Furman, Edward & Hackmann, Daniel & Kuznetsov, Alexey, 2020. "On log-normal convolutions: An analytical–numerical method with applications to economic capital determination," Insurance: Mathematics and Economics, Elsevier, vol. 90(C), pages 120-134.
- Chi, Yichun & Zhuang, Sheng Chao, 2020. "Optimal insurance with belief heterogeneity and incentive compatibility," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 104-114.
- Počuča, Nikola & Jevtić, Petar & McNicholas, Paul D. & Miljkovic, Tatjana, 2020. "Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models," Insurance: Mathematics and Economics, Elsevier, vol. 94(C), pages 79-93.
- Pinquet, Jean, 2020. "Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 159-165.
- Abdellaoui, Mohammed & Wakker, Peter P., 2020. "Savage for dummies and experts," Journal of Economic Theory, Elsevier, vol. 186(C).
- Bharathkumar, Sai Ranjani & Gupta, Santanu, 2020. "Simplex representation of insurance performance analysis," Journal of Policy Modeling, Elsevier, vol. 42(2), pages 419-436.
- Talbi, Marwa & de Peretti, Christian & Belkacem, Lotfi, 2020. "Dynamics and causality in distribution between spot and future precious metals: A copula approach," Resources Policy, Elsevier, vol. 66(C).
- Ha-Huy, Thai & Tran, Nhat Thien, 2020.
"A simple characterisation for sustained growth,"
Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 141-147.
- Thai Ha-Huy & Nhat-Thien Tran, 2019. "A simple characterization for sustained growth," Documents de recherche 19-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Ha-Huy, Thai & Tran, Nhat-Thien, 2019. "A simple characterization for sustained growth," MPRA Paper 94250, University Library of Munich, Germany.
- Ha-Huy, Thai & Tran, Nhat-Thien, 2019. "A simple characterization for sustained growth," MPRA Paper 94061, University Library of Munich, Germany.
- Dam, My & Ha-Huy, Thai & Le Van, Cuong & Nguyen, Thi Tuyet Mai, 2020.
"Economic dynamics with renewable resources and pollution,"
Mathematical Social Sciences, Elsevier, vol. 108(C), pages 14-26.
- Dam, My & Ha-Huy, Thai & Le Van, Cuong & Nguyen, Thi Tuyet Mai, 2019. "Economic Dynamics with Renewable Resources and Pollution," MPRA Paper 96672, University Library of Munich, Germany.
- My Dam & Thai Ha-Huy & Cuong Le Van & Thi Tuyet Mai Nguyen, 2020. "Economic dynamics with renewable resources and pollution," Post-Print hal-04131071, HAL.
- My Dam & Thai Ha-Huy & Cuong Le Van & Thi Tuyet Mai Nguyen, 2020. "Economic dynamics with renewable resources and pollution," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-04131071, HAL.
- My Dam & Thai Ha-Huy & Cuong Le Van & Thi Tuyet Mai Nguyen, 2020. "Economic dynamics with renewable resources and pollution," PSE-Ecole d'économie de Paris (Postprint) hal-04131071, HAL.
- Bueno-Guerrero, Alberto & Moreno, Manuel & Navas, Javier F., 2020. "Valuation of caps and swaptions under a stochastic string model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
- Aydilek, Harun & Aydilek, Asiye, 2020. "Do we really need heterogeneous agent models?," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 147-153.
- Nguyen, Tien Van & Khieu, Hoang, 2020. "Does a global wealth tax reduce inequality? When Piketty meets Mankiw," Research in Economics, Elsevier, vol. 74(2), pages 119-130.
- Ilker Topcu, Y. & Ulengin, Fusun & Kabak, Özgür & Ekici, Sule Onsel & Unver, Berna, 2020. "A decision support methodology for increasing the efficiency of the largest border crossing between Europe and Turkey," Research in Transportation Economics, Elsevier, vol. 80(C).
- Bonollo, Michele & Di Persio, Luca & Oliva, Immacolata, 2020.
"A quantization approach to the counterparty credit exposure estimation,"
International Review of Economics & Finance, Elsevier, vol. 70(C), pages 335-356.
- M. Bonollo & L. Di Persio & I. Oliva & A. Semmoloni, 2015. "A Quantization Approach to the Counterparty Credit Exposure Estimation," Papers 1503.01754, arXiv.org.
- Bhuyan, Biswabhusan & Sahoo, Bimal Kishore & Suar, Damodar, 2020. "Nutritional status, poverty, and relative deprivation among socio-economic and gender groups in India: Is the growth inclusive?," World Development Perspectives, Elsevier, vol. 18(C).
- C. E. Phelan & D. Marazzina & G. Germano, 2020.
"Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities,"
Quantitative Finance, Taylor & Francis Journals, vol. 20(6), pages 899-918, June.
- Phelan, C. E. & Marazzina, D. & Germano, G., 2020. "Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities," LSE Research Online Documents on Economics 103780, London School of Economics and Political Science, LSE Library.
- Gandy, Axel & Veraart, Luitgard A. M., 2021. "Compound poisson models for weighted networks with applications in finance," LSE Research Online Documents on Economics 104185, London School of Economics and Political Science, LSE Library.
- Ziemba, William, 2020. "Parimutuel betting markets: racetracks and lotteries revisited," LSE Research Online Documents on Economics 118873, London School of Economics and Political Science, LSE Library.
- Varun Mahajan, 2020. "Is productivity of Indian pharmaceutical industry affected with the introduction of product patent act?," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 13(1), pages 227-258, February.
- Varun Mahajan, 2020. "Is productivity of Indian pharmaceutical industry affected with the introduction of product patent act?," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 13(1), pages 227-258, February.
- Hakan Saribas & İbrahim Güran Yumuşak, 2020. "The just economic system: a model and its simulations," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 14(2), pages 317-338, November.
- Hakan Saribas & İbrahim Güran Yumuşak, 2020. "The just economic system: a model and its simulations," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 14(2), pages 317-338, November.
- Hakan Saribas & Ibrahim Güran Yumusak, 2020. "The just economic system: a model and its simulations," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 14(2), pages 317-338, November.
- José Francisco Martínez-Sánchez & Salvador Cruz-García & Francisco Venegas-Martínez, 2020. "Money laundering control in Mexico," Journal of Money Laundering Control, Emerald Group Publishing Limited, vol. 23(2), pages 427-439, March.
- Mariarosaria Coppola & Maria Russolillo & Rosaria Simone, 2020. "On the management of retirement age indexed to life expectancy: a scenario analysis of the Italian longevity experience," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 21(3), pages 217-231, July.
- Mariarosaria Coppola & Maria Russolillo & Rosaria Simone, 2020. "On the management of retirement age indexed to life expectancy: a scenario analysis of the Italian longevity experience," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 21(3), pages 217-231, July.
- Malgorzata K. Guzowska & Barbara Kryk, 2020. "Implementation of the Social Goals of the Europe 2020 Strategy by EU Member States," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1213-1229.
- Malgorzata K. Guzowska & Barbara Kryk, 2020. "Implementation of the Social Goals of the Europe 2020 Strategy by EU Member States," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 58-74.
- Natalya Gennadievna Dzhurka & Olga Valeryevna Dyomina, 2020. "Evaluating Impacts of the New Industry on the Regional Economy: Petrochemistry in the Far East," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 51-65.
- Yifan Liu & Shi-Dong Liang, 2020. "A Global-Optimal Portfolio Theory beyond the R-s Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 15(1), pages 124-139, March.
- Andrew G. Atkeson & Karen A. Kopecky & Tao Zha, 2024.
"Four Stylized Facts About Covid‐19,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 3-42, February.
- Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," Staff Report 611, Federal Reserve Bank of Minneapolis.
- Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," FRB Atlanta Working Paper 2020-15, Federal Reserve Bank of Atlanta.
- Andrew Atkeson & Karen Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," NBER Working Papers 27719, National Bureau of Economic Research, Inc.
- Emil Heesche & Mette Asmild, 2020. "Controlling for environmental conditions in regulatory benchmarking," IFRO Working Paper 2020/03, University of Copenhagen, Department of Food and Resource Economics.
- Emil Heesche & Mette Asmild, 2020. "Incorporating quality in economic regulatory benchmarking," IFRO Working Paper 2020/13, University of Copenhagen, Department of Food and Resource Economics.
- Mikhail Freer & César Martinelli, 2023.
"An algebraic approach to revealed preference,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(3), pages 717-742, April.
- Mikhail Freer & Cesar Martinelli, 2020. "An Algebraic Approach to Revealed Preference," Working Papers 1078, George Mason University, Interdisciplinary Center for Economic Science.
- Mikhail Freer & Cesar Martinelli, 2021. "An algebraic approach to revealed preferences," Papers 2105.15175, arXiv.org.
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Mathematical Social Sciences, Elsevier, vol. 108(C), pages 14-26.
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- Liliana Garrido-da-Silva & Sofia B. S. D. Castro, 2020. "Cyclic dominance in a two-person rock–scissors–paper game," International Journal of Game Theory, Springer;Game Theory Society, vol. 49(3), pages 885-912, September.
- Jules Sadefo Kamdem & Zoulkiflou Moumouni, 2020.
"Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 631-655, September.
- Jules Sadefo-Kamdem & Zoulkiflou Moumouni, 2020. "Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty," Post-Print hal-02920323, HAL.
- Varun Mahajan & D. K. Nauriyal & S. P. Singh, 2020. "Domestic market competitiveness of Indian drug and pharmaceutical industry," Review of Managerial Science, Springer, vol. 14(3), pages 519-559, June.
- Chien-Jung Ting & Yi-Long Hsiao, 2020. "Exploring Solutions for the Trade Barriers in Taiwan," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 10(5), pages 1-2.
- Rosa Ferrentino & Luca Vota, 2020. "Are the Italian government's quarantine measures about the Covid-19 lethality effective? A mathematical statistical analysis," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(4), pages 1-9.
- C. E. Phelan & D. Marazzina & G. Germano, 2020.
"Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities,"
Quantitative Finance, Taylor & Francis Journals, vol. 20(6), pages 899-918, June.
- Phelan, C. E. & Marazzina, D. & Germano, G., 2020. "Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities," LSE Research Online Documents on Economics 103780, London School of Economics and Political Science, LSE Library.
- Christoph Belak & Daniel Hoffmann & Frank T. Seifried, 2020. "Branching Diffusions with Jumps and Valuation with Systemic Counterparties," Working Paper Series 2020-04, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Christoph Belak & Daniel Hoffmann & Frank T. Seifried, 2020. "Continuous-Time Mean Field Games with Finite StateSpace and Common Noise," Working Paper Series 2020-05, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- James P. Gander, 2020. "A Complementary Micro Coronavirus Model Under Uncertainty and Utility," Working Paper Series, Department of Economics, University of Utah 2020_03, University of Utah, Department of Economics.
- Tullio Buccellato & Riccardo Busin & Roberto Casarin & Giancarlo Corò, 2020. "Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective," Working Papers 2020:25, Department of Economics, University of Venice "Ca' Foscari".
- Rachele Foschi & Francesca Lilla & Cecilia Mancini, 2020. "Warnings about future jumps: properties of the exponential Hawkes model," Working Papers 13/2020, University of Verona, Department of Economics.
- IONESCU, Gabriela-Mariana, 2020. "Principles Of Social Justice In Romanian Constitution," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 8(1), pages 53-62, October.
- Velina Yordanova, 2020. "Global Economic-Mathematical Model Of The Construction Enterprise Production Program," INTERNATIONAL SCIENTIFIC AND PRACTICAL CONFERENCE "CONSTRUCTION ENTREPRENEURSHIP AND REAL PROPERTY", University of Economics - Varna, issue 1, pages 82-87.
- Papadopoulos Panagiotis & Ezziane Zoheir, 2020. "Managing Expats and Their Effectiveness: A Comparative Study," Journal of Intercultural Management, Sciendo, vol. 12(1), pages 138-157, March.
- Bartłomiej Bollin & Robert Ślepaczuk, 2020. "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers 2020-31, Faculty of Economic Sciences, University of Warsaw.
- Andrey Itkin, 2020. "Fitting Local Volatility:Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11623, August.
- Andrey Itkin, 2020. "Local Volatility and Dupire’s Equation," World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 1, pages 3-12, World Scientific Publishing Co. Pte. Ltd..
- Andrey Itkin, 2020. "Local Volatility Surface and No-arbitrage," World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 2, pages 13-23, World Scientific Publishing Co. Pte. Ltd..
- Andrey Itkin, 2020. "Analytical Methods of Building the Local Volatility Surface," World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 3, pages 27-60, World Scientific Publishing Co. Pte. Ltd..
- Andrey Itkin, 2020. "Regression-based Methods," World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 4, pages 61-97, World Scientific Publishing Co. Pte. Ltd..
- P. Carr & A. Itkin, 2021.
"An Expanded Local Variance Gamma Model,"
Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 949-987, April.
- Andrey Itkin, 2020. "An Expanded Local Variance Gamma Model," World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 5, pages 101-136, World Scientific Publishing Co. Pte. Ltd..
- Peter Carr & Andrey Itkin, 2018. "An Expanded Local Variance Gamma model," Papers 1802.09611, arXiv.org, revised Dec 2018.
- Andrey Itkin, 2020.
"Geometric Local Variance Gamma Model,"
World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 6, pages 137-173,
World Scientific Publishing Co. Pte. Ltd..
- Peter Carr & Andrey Itkin, 2018. "Geometric Local Variance Gamma model," Papers 1809.07727, arXiv.org, revised Dec 2018.
- Sallam, Walid & Ahmed, Osama, 2020. "The socio-economic assessment to evaluate the potentiality of developing the rural community in Upper Egypt," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 8(2), pages 143-165.
- Shi Chen & Wolfgang Karl Härdle & Weining Wang, 2022.
"The common and specific components of inflation expectations across European countries,"
Empirical Economics, Springer, vol. 62(2), pages 553-580, February.
- Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2020. "The common and speci fic components of inflation expectation across European countries," IRTG 1792 Discussion Papers 2020-023, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
2019
- Federico Carlini & Paolo Santucci de Magistris, 2019. "Resuscitating the co-fractional model of Granger (1986)," CREATES Research Papers 2019-02, Department of Economics and Business Economics, Aarhus University.
- Kristoffer Pons Bertelsen, 2019. "Comparing Tests for Identification of Bubbles," CREATES Research Papers 2019-16, Department of Economics and Business Economics, Aarhus University.
- Elsadig Musa Ahmed & Rahim Kialashaki, 2019. "FDI inflows spillover effect implications on the Asian-Pacific's catching up process," Review of Development Finance Journal, Chartered Institute of Development Finance, vol. 9(2), pages 1-15.
- Zhengyuan Gao & Christian M. Hafner, 2019.
"Looking Backward and Looking Forward,"
Econometrics, MDPI, vol. 7(2), pages 1-24, June.
- GAO, Zhengyuan & HAFNER, Christian, 2016. "Looking Backward and Looking Forward," LIDAM Discussion Papers CORE 2016014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gao, Zhengyuan & Hafner, Christian, 2019. "Looking Backward and Looking Forward," LIDAM Reprints ISBA 2019057, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Zhengyuan Gao & Christian M. Hafner, 2019. "Looking backward and looking forward," LIDAM Reprints CORE 3024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Oumou Kalsoum Diallo & Pierre Mendy, 2019. "Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 5(1), pages 1-23, June.
- D. Brigo, 2023.
"Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility,"
World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 4, pages 47-61,
World Scientific Publishing Co. Pte. Ltd..
- Damiano Brigo, 2019. "Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility," Papers 1904.01889, arXiv.org, revised Aug 2021.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2021.
"A statistical field approach to capital accumulation,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(4), pages 817-908, October.
- Pierre Gosselin & Aileen Lotz & Marc Wambst, 2019. "A Statistical Field Approach to Capital Accumulation," Papers 1909.11635, arXiv.org.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2021. "A Statistical Field Approach to Capital Accumulation," Post-Print hal-02280634, HAL.
- Koundouri, Phoebe & Englezos, Nikos & Kartala, Xanthi & Tsionas, Mike, 2019.
"A Decision-Analytic Framework to explore the water-energy-food nexus in complex and transboundary water resources systems, with Climate Change Uncertainty,"
MPRA Paper
122240, University Library of Munich, Germany.
- Phoebe Koundouri & Nikolaos Englezos & Xanthi Kartala & Mike Tsionas, 2019. "A Decision-Analytic Framework to explore the water-energy-food nexus in complex and transboundary water resources systems, with Climate Change Uncertainty," DEOS Working Papers 1907, Athens University of Economics and Business.
- Olesia Finahina & Anna Pavlovska & Serhii Mylnichenko, 2019. "Methodological Bases Of Assessment Of The Level Of Development Of The World Business Environment: Global And Regional View," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 5(5).
- Luis Armando Galvis-Aponte & Gabriel Orlando Rodríguez-Puello & Sara Ovallos-Bencardino, 2019.
"Desempleo y calidad de vida laboral en las áreas metropolitanas de Barranquilla, Cartagena y Santa Marta,"
Documentos de Trabajo Sobre Economía Regional y Urbana
17230, Banco de la República, Economía Regional.
- Luis Armando Galvis-Aponte & Gabriel Orlando Rodríguez-Puello & Sara Ovallos-Bencardino, 2019. "Desempleo y calidad de vida laboral en las áreas metropolitanas de Barranquilla, Cartagena y Santa Marta," Documentos de trabajo sobre Economía Regional y Urbana 279, Banco de la Republica de Colombia.
- Lutz Bornmann & Klaus Wohlrabe, 2019. "Die Normierung von Zitaten in der Volkswirtschaftslehre," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 72(20), pages 29-33, October.
- Paul Schneider, 2019. "A Theory of Scenario Generation," Swiss Finance Institute Research Paper Series 19-17, Swiss Finance Institute.
- Luis Armando Galvis-Aponte & Gabriel Orlando Rodríguez-Puello & Sara Ovallos-Bencardino, 2019.
"Desempleo y calidad de vida laboral en las áreas metropolitanas de Barranquilla, Cartagena y Santa Marta,"
Documentos de trabajo sobre Economía Regional y Urbana
279, Banco de la Republica de Colombia.
- Luis Armando Galvis-Aponte & Gabriel Orlando Rodríguez-Puello & Sara Ovallos-Bencardino, 2019. "Desempleo y calidad de vida laboral en las áreas metropolitanas de Barranquilla, Cartagena y Santa Marta," Documentos de Trabajo Sobre Economía Regional y Urbana 17230, Banco de la República, Economía Regional.
- Fernando Gómez-Villaraga, 2019. "A simple extension of Rolle's theorem and its relation with multiple internal rates of return (IRR)," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 11(2), pages 241-258, November.
- Flórez, Marco Antonio Burgos & Suárez, Katherin Julieth Ruales & García, Yhony Estivel Bastidas & Benavides, Edinson Ortiz, 2019. "Cálculo del valor agregado generado por la Universidad de Narino en relación a las pruebas saber 11 - saber pro 2010-2014," Revista Tendencias, Universidad de Narino, vol. 20(2), pages 203-226, July.
- Mario Eduardo Firmenich, 2019. "Control óptimo de las expectativas de inversión. Una política alternativa para la administración contracíclica de la demanda efectiva," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 42(118), pages 33-48, Enero.
- Gorokhovsky, Alexander & Rubinchik, Anna, 2022.
"Necessary and sufficient conditions for determinacy of asymptotically stationary equilibria in OLG models,"
Journal of Economic Theory, Elsevier, vol. 204(C).
- Alexander Gorokhovsky & Anna Rubinchik, 2019. "Necessary and Sufficient Conditions for Determinacy of Asymptotically Stationary Equilibria in Olg Models," Cowles Foundation Discussion Papers 2179, Cowles Foundation for Research in Economics, Yale University.
- Caleb M. Koch & Heinrich H. Nax, 2019. ""Follow the Data" What Data Says About Real-world Behavior in Commons Problems," Cowles Foundation Discussion Papers 2198, Cowles Foundation for Research in Economics, Yale University.
- Robert W. Dimand, 2019. "The Cowles Commission and Foundation for Research in Economics," Cowles Foundation Discussion Papers 2207, Cowles Foundation for Research in Economics, Yale University.
- Neusser, Klaus, 2019. "Time–varying rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- George, Halkos E. & George, Papageorgiou J. & Emmanuel, Halkos G. & John, Papageorgiou G., 2019.
"Environmental regulation and economic cycles,"
Economic Analysis and Policy, Elsevier, vol. 64(C), pages 172-177.
- Halkos, George & Papageorgiou, George & Halkos, Emmanuel & Papageorgiou, John, 2018. "Environmental regulation and economic cycles," MPRA Paper 90681, University Library of Munich, Germany.
- Campani, Carlos Heitor & Garcia, René, 2019.
"Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon,"
The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 364-384.
- Carlos Heitor Campania & René Garcia, 2019. "Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon," Post-Print hal-02894663, HAL.
- Aiube, Fernando Antonio Lucena & Faquieri, Winicius Botelho, 2019. "Can Gaussian factor models of commodity prices capture the financialization phenomenon?," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Mykland, Per A. & Zhang, Lan & Chen, Dachuan, 2019. "The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times," Journal of Econometrics, Elsevier, vol. 208(1), pages 101-119.
- Clinet, Simon & Potiron, Yoann, 2019.
"Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book,"
Journal of Econometrics, Elsevier, vol. 209(2), pages 289-337.
- Simon Clinet & Yoann Potiron, 2017. "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Papers 1709.02502, arXiv.org, revised Feb 2019.
- Schennach, Susanne M., 2019.
"Convolution without independence,"
Journal of Econometrics, Elsevier, vol. 211(1), pages 308-318.
- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers CWP46/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers 46/13, Institute for Fiscal Studies.
- La Vecchia, Davide & Ronchetti, Elvezio, 2019. "Saddlepoint approximations for short and long memory time series: A frequency domain approach," Journal of Econometrics, Elsevier, vol. 213(2), pages 578-592.
- Jiao, Ying & Ma, Chunhua & Scotti, Simone & Sgarra, Carlo, 2019. "A branching process approach to power markets," Energy Economics, Elsevier, vol. 79(C), pages 144-156.
- Meran, Georg, 2019. "Thermodynamic constraints and the use of energy-dependent CES-production functions A cautionary comment," Energy Economics, Elsevier, vol. 81(C), pages 63-69.
- Goutte, Stéphane & Vassilopoulos, Philippe, 2019.
"The value of flexibility in power markets,"
Energy Policy, Elsevier, vol. 125(C), pages 347-357.
- Stéphane Goutte & Philippe Vassilopoulos, 2019. "The Value of Flexibility in Power Markets," Working Papers hal-01968081, HAL.
- Boroumand, Raphaël-Homayoun & Goutte, Stéphane & Guesmi, Khaled & Porcher, Thomas, 2019.
"Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers,"
Energy Policy, Elsevier, vol. 132(C), pages 1120-1129.
- Raphaël Boroumand & Stéphane Goutte & Thomas Porcher & Khaled Guesmi, 2019. "Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers," Working Papers halshs-02175358, HAL.
- Ghossoub, Mario, 2019. "Budget-constrained optimal insurance without the nonnegativity constraint on indemnities," Insurance: Mathematics and Economics, Elsevier, vol. 84(C), pages 22-39.
- Boonen, Tim J. & Guillen, Montserrat & Santolino, Miguel, 2019. "Forecasting compositional risk allocations," Insurance: Mathematics and Economics, Elsevier, vol. 84(C), pages 79-86.
- Blostein, Martin & Miljkovic, Tatjana, 2019. "On modeling left-truncated loss data using mixtures of distributions," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 35-46.
- Ghossoub, Mario, 2019. "Optimal insurance under rank-dependent expected utility," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 51-66.
- Ghossoub, Mario, 2019. "Budget-constrained optimal insurance with belief heterogeneity," Insurance: Mathematics and Economics, Elsevier, vol. 89(C), pages 79-91.
- Lin, Li & Guo, Xin-Yu, 2019. "Identifying fragility for the stock market: Perspective from the portfolio overlaps network," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 132-151.
- Morelli, Giacomo & Santucci de Magistris, Paolo, 2019. "Volatility tail risk under fractionality," Journal of Banking & Finance, Elsevier, vol. 108(C).
- Barletta, Andrea & Santucci de Magistris, Paolo & Violante, Francesco, 2019.
"A non-structural investigation of VIX risk neutral density,"
Journal of Banking & Finance, Elsevier, vol. 99(C), pages 1-20.
- Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante, 2017. "A Non-Structural Investigation of VIX Risk Neutral Density," CREATES Research Papers 2017-15, Department of Economics and Business Economics, Aarhus University.
- Scotchmer, Suzanne & Shannon, Chris, 2019.
"Verifiability and group formation in markets,"
Journal of Economic Theory, Elsevier, vol. 183(C), pages 417-477.
- Suzanne Scotchmer & Chris Shannon, 2010. "Verifiability and Group Formation in Markets," Levine's Working Paper Archive 661465000000000289, David K. Levine.
- Gorno, Leandro, 2019. "Revealed preference and identification," Journal of Economic Theory, Elsevier, vol. 183(C), pages 698-739.
- Bich, Philippe, 2019. "Strategic uncertainty and equilibrium selection in discontinuous games," Journal of Economic Theory, Elsevier, vol. 183(C), pages 786-822.
- Ceparano, Maria Carmela & Quartieri, Federico, 2019.
"A second welfare theorem in a non-convex economy: The case of antichain-convexity,"
Journal of Mathematical Economics, Elsevier, vol. 81(C), pages 31-47.
- Ceparano, Maria Carmela & Quartieri, Federico, 2018. "A Second Welfare Theorem in a Non-convex Economy: The Case of Antichain-convexity," MPRA Paper 87531, University Library of Munich, Germany.
- Sun, Chao & Wang, Chao & Lai, Weike, 2019. "Gait analysis and recognition prediction of the human skeleton based on migration learning," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 532(C), pages 1-1.
- Rathgeber, A.W. & Stadler, J. & Stöckl, S., 2019. "Financial modelling applying multivariate Lévy processes: New insights into estimation and simulation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 532(C).
- Alje van Dam, 2019. "Diversity and its decomposition into variety, balance and disparity," Papers in Evolutionary Economic Geography (PEEG) 1913, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised May 2019.
- Dassios, Angelos & Jang, Jiwook & Zhao, Hongbiao, 2019. "A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance," LSE Research Online Documents on Economics 102043, London School of Economics and Political Science, LSE Library.
- Ha-Huy, Thai & Tran, Nhat Thien, 2020.
"A simple characterisation for sustained growth,"
Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 141-147.
- Ha-Huy, Thai & Tran, Nhat-Thien, 2019. "A simple characterization for sustained growth," MPRA Paper 94061, University Library of Munich, Germany.
- Thai Ha-Huy & Nhat-Thien Tran, 2019. "A simple characterization for sustained growth," Documents de recherche 19-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Ha-Huy, Thai & Tran, Nhat-Thien, 2019. "A simple characterization for sustained growth," MPRA Paper 94250, University Library of Munich, Germany.
- Vasile BRÄ‚TIAN, 2019. "Evaluation of Options using the Black-Scholes Methodology," Expert Journal of Economics, Sprint Investify, vol. 7(2), pages 59-65.
- Zhengyuan Gao & Christian M. Hafner, 2019.
"Looking Backward and Looking Forward,"
Econometrics, MDPI, vol. 7(2), pages 1-24, June.
- GAO, Zhengyuan & HAFNER, Christian, 2016. "Looking Backward and Looking Forward," LIDAM Discussion Papers CORE 2016014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Zhengyuan Gao & Christian M. Hafner, 2019. "Looking backward and looking forward," LIDAM Reprints CORE 3024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gao, Zhengyuan & Hafner, Christian, 2019. "Looking Backward and Looking Forward," LIDAM Reprints ISBA 2019057, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Rene van den Brink & Agnieszka Rusinowska, "undated".
"The Degree Ratio Ranking Method for Directed Networks,"
Tinbergen Institute Discussion Papers
19-026/II, Tinbergen Institute.
- René van den Brink & Agnieszka Rusinowska, 2019. "The Degree Ratio Ranking Method for Directed Networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02143874, HAL.
- René van den Brink & Agnieszka Rusinowska, 2019. "The Degree Ratio Ranking Method for Directed Networks," Post-Print halshs-02143874, HAL.
- René van den Brink & Agnieszka Rusinowska, 2019. "The Degree Ratio Ranking Method for Directed Networks," Documents de travail du Centre d'Economie de la Sorbonne 19009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Campani, Carlos Heitor & Garcia, René, 2019.
"Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon,"
The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 364-384.
- Carlos Heitor Campania & René Garcia, 2019. "Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon," Post-Print hal-02894663, HAL.
- Magdalou, Brice, 2021.
"A model of social welfare improving transfers,"
Journal of Economic Theory, Elsevier, vol. 196(C).
- Brice Magdalou, 2018. "A model of social welfare improving transfers," Working Papers hal-01975452, HAL.
- Brice Magdalou, 2019. "A model of social welfare improving transfers," Post-Print halshs-02108590, HAL.
- Brice Magdalou, 2021. "A model of social welfare improving transfers," Post-Print hal-03287960, HAL.
- Brice Magdalou, 2018. "A model of social welfare improving transfers," CEE-M Working Papers hal-01975452, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Rene van den Brink & Agnieszka Rusinowska, "undated".
"The Degree Ratio Ranking Method for Directed Networks,"
Tinbergen Institute Discussion Papers
19-026/II, Tinbergen Institute.
- René van den Brink & Agnieszka Rusinowska, 2019. "The Degree Ratio Ranking Method for Directed Networks," Post-Print halshs-02143874, HAL.
- René van den Brink & Agnieszka Rusinowska, 2019. "The Degree Ratio Ranking Method for Directed Networks," Documents de travail du Centre d'Economie de la Sorbonne 19009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- René van den Brink & Agnieszka Rusinowska, 2019. "The Degree Ratio Ranking Method for Directed Networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02143874, HAL.
- Goutte, Stéphane & Vassilopoulos, Philippe, 2019.
"The value of flexibility in power markets,"
Energy Policy, Elsevier, vol. 125(C), pages 347-357.
- Stéphane Goutte & Philippe Vassilopoulos, 2019. "The Value of Flexibility in Power Markets," Working Papers hal-01968081, HAL.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2019. "A Statistical Field Approach to Capital Accumulation," Working Papers hal-02280634, HAL.
- Boroumand, Raphaël-Homayoun & Goutte, Stéphane & Guesmi, Khaled & Porcher, Thomas, 2019.
"Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers,"
Energy Policy, Elsevier, vol. 132(C), pages 1120-1129.
- Raphaël Boroumand & Stéphane Goutte & Thomas Porcher & Khaled Guesmi, 2019. "Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers," Working Papers halshs-02175358, HAL.
- Herbetsson, Alexander, 2019. "CDS index options in Markov chain models," Working Papers in Economics 748, University of Gothenburg, Department of Economics.
- Djaffar Lessy & Fouad Khoudjeti & Marc Diener & Francine Diener, 2019. "A Markov Chain Model For Islamic Micro-Financing," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 5(4), pages 763-784, November.
- Djaffar Lessy & Fouad Khoudjeti & Marc Diener & Francine Diener, 2019. "A Markov Chain Model For Islamic Micro-Financing," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 5(4), pages 763-784.
- Miguel Antonio Alba Suárez & Wilmer Pineda-Ríos & Javier Deaza Chaves, 2019. "Análisis comparativo de las metodologías de estimación semiparamétricas y vía cópulas del Valor en Riesgo (VaR) en el mercado accionario colombiano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(2), pages 279-307, Abril-Jun.
- Florin Marius PAVELESCU, 2019. "Curvatures of Productivity, Elasticities of the Output and Stages of Production," Romanian Journal of Economics, Institute of National Economy, vol. 49(2(58)), pages 73-85, December.
- GENEVOIS Anne-Sophie & LIEGEOIS Philippe & PI ALPERIN Maria Noel, 2019. "DyMH_LU: a simple tool for modelling and simulating the health status of the Luxembourgish elderly in the longer run," LISER Working Paper Series 2019-06, Luxembourg Institute of Socio-Economic Research (LISER).
- Guglielmo D’Amico & Ada Lika & Filippo Petroni, 2019. "Change point dynamics for financial data: an indexed Markov chain approach," Annals of Finance, Springer, vol. 15(2), pages 247-266, June.
- Florence Guillaume & Gero Junike & Peter Leoni & Wim Schoutens, 2019. "Implied liquidity risk premia in option markets," Annals of Finance, Springer, vol. 15(2), pages 233-246, June.
- Dong Chul Won, 2019. "A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 367-396, January.
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"Government expenditure ceiling and public debt dynamics in a demand-led macromodel,"
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"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
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"An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox,"
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"A simple characterisation for sustained growth,"
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"A simple characterisation for sustained growth,"
Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 141-147.
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- Ha-Huy, Thai & Tran, Nhat-Thien, 2019. "A simple characterization for sustained growth," MPRA Paper 94250, University Library of Munich, Germany.
- Ha-Huy, Thai & Tran, Nhat-Thien, 2019. "A simple characterization for sustained growth," MPRA Paper 94061, University Library of Munich, Germany.
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"A simple characterization for sustained growth,"
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"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
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- Alghalith, Moawia, 2019. "The distribution of the average of log-normal variables and Exact Pricing of the Arithmetic Asian Options: A Simple, closed-form Formula," MPRA Paper 97324, University Library of Munich, Germany.
- Mudiangombe, Benjamin & Muteba Mwamba, John Weirstrass, 2019. "Dependence Structure of Insurance Credit Default Swaps," MPRA Paper 97335, University Library of Munich, Germany.
- Harin, Alexander, 2019. "Behavioral sciences and auto-transformations. Introduction," MPRA Paper 97344, University Library of Munich, Germany.
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- Liurui Deng & Lan Yang & Bolin Ma, 2019. "How Does a Portfolio Manager Balance the Relationship Between Money Management and Investment?," Applied Economics and Finance, Redfame publishing, vol. 6(4), pages 62-71, July.
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"Dimensional Analysis in Economics: A Study of the Neoclassical Economic Growth Model,"
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- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2021. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-702, University of Toronto, Department of Economics.
- Malinda Coa Ravelo & Ernesto Ponsot Balaguer, 2019. "Alternative link functions in binomial response models," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 44(48), pages 9-35, july-dece.
- Laura Gardini & Noemi Schmitt & Iryna Sushko & Fabio Tramontana & Frank Westerhoff, 2019. "Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps," Working Papers 1908, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2019.
- Alex Backwell & Andrea Macrina & Erik Schlogl & David Skovmand, 2019. "Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: A Roll-Over Risk Approach," Research Paper Series 400, Quantitative Finance Research Centre, University of Technology, Sydney.
- Bistra Vasileva (ed.), 2019. "Bulgarian-Chinese Forum (BCF 2018) on International Cluster Policies," Conferences of the department Marketing, Publishing house Science and Economics Varna, number 2.
- Kacprzak Dariusz, 2019. "Solving Systems of Linear Equations under Conditions of Uncertainty on the Example of the Leontief Model," Central European Economic Journal, Sciendo, vol. 5(52), pages 244-259, January.
- Ćosić Karlo & Časni Anita Čeh, 2019. "The impact of cryptocurrency on the efficient frontier of emerging markets," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 5(2), pages 64-75, December.
- Bakır Mahmut & Akan Şahap & Durmaz Emrah, 2019. "Exploring service quality of low-cost airlines in Europe: An integrated MCDM approach," Economics and Business Review, Sciendo, vol. 5(2), pages 109-130, June.
- Pekár Juraj & Brezina Ivan & Čičková Zuzana, 2019. "Car Scrap Yards Network in Slovakia," Economics, Sciendo, vol. 7(1), pages 51-59, June.
- Osamu Tsuchiya, 2019. "A Practical Approach to XVA:The Evolution of Derivatives Valuation after the Financial Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11057, August.
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11118, August.
- Cornelis W Oosterlee & Lech A Grzelak, 2019. "Mathematical Modeling and Computation in Finance:With Exercises and Python and MATLAB Computer Codes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0236, February.
- Osamu Tsuchiya, 2019. "Underpinnings of Traditional Derivatives Pricing and Implications of Current Environment," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 1, pages 3-14, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "CVA and its Relation to Traditional Bond Pricing," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 2, pages 17-38, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "DVA and FVA — Price and Value for Accountants, Regulators and Others," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 3, pages 39-50, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Theoretical Framework behind FVA and its Computation," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 4, pages 51-76, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Ingredients of the Modern Yield Curve and Overlaps with XVA," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 5, pages 77-97, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Margin Valuation Adjustment (MVA)," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 6, pages 99-109, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "KVA and Other Adjustments and Costs," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 7, pages 111-123, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Typical Balance Sheet and Trade Relations of Banks and Implications for XVA," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 8, pages 127-145, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Framework for Computing XVA," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 9, pages 147-167, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Calculation of KVA and MVA," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 10, pages 169-196, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "CVA Hedging, Default Arrangements and Implications for XVA Modeling," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 11, pages 199-207, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Managing XVA in Practice," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 12, pages 209-232, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Appendixes," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 13, pages 233-286, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Introduction," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 1, pages 3-21, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Random Variables," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 2, pages 23-70, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Stochastic Processes with Jumps," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 3, pages 71-106, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "The Generalized Hyperbolic Distribution," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 4, pages 109-148, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "The Class of Stable Distributions," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 5, pages 149-224, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Tempered Stable Distributions," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 6, pages 225-275, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Multivariate Time-Changed Brownian Motion," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 7, pages 277-321, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Multivariate Time-Changed Brownian Motion: The Expectation–Maximization Estimation Method," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 8, pages 323-366, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Extreme Value Theory," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 9, pages 367-430, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "A Portfolio Selection Analysis with Non-Gaussian Models," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 10, pages 433-461, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Implied Volatility Smile with Non-Gaussian Processes," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 11, pages 463-516, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Application of Extreme Value Theory to Estimate Tail Thickness for Asset Return Distributions," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 12, pages 517-547, World Scientific Publishing Co. Pte. Ltd..
- Rolf Färe & Shawna Grosskopf & Robin C. Sickles & Chenjun Shang, 2019.
"Pricing Characteristics: An Application of Shephard’s Dual Lemma,"
World Scientific Book Chapters, in: Pricing Non-marketed Goods using Distance Functions, chapter 8, pages 63-86,
World Scientific Publishing Co. Pte. Ltd..
- Fare, Rolf & Grosskopf, Shawna & Shang, Chenjun & Sickles, Robin, 2015. "Pricing Characteristics: An Application of Shepard's Dual Lemma," Working Papers 15-013, Rice University, Department of Economics.
- Jaeok Park, 2019. "Decision Making and Games with Vector Outcomes," Working papers 2019rwp-146, Yonsei University, Yonsei Economics Research Institute.
- Patra, Sudip, 2019. "A quantum framework for economic science: New directions," Economics Discussion Papers 2019-20, Kiel Institute for the World Economy (IfW Kiel).
2018
- Agnieszka Tłuczak & Sabina Kauf, 2018. "The Cost As The Main Determinant Of The Location Of Logstics Centers," CBU International Conference Proceedings, ISE Research Institute, vol. 6(0), pages 480-485, September.
- Abderrazak Said Belabes, 2018. "Book Review of "The Lie of Financial Markets: Mathematics, Price Signal and the Planet By: Nicolas Bouleau, Reviewed by: Abderrazak Said Belabes مراجعة علمية لكتاب: "أكذوبة الأسواق المالية: ," Book reviews and book reports published in the Journal of King Abdulaziz University: Islamic Economics. 723, King Abdulaziz University, Islamic Economics Institute..
- Marina FaÄ oÅ¡ & Mária Bohdalová, 2018. "Calculation Method of the Proposed Unemployment Gender Inequality Indicator," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(3), pages 269-281, September.
- Kirill Bukin & Mark Levin, 2018. "Formation of sects in a religious market," Russian Journal of Economics, ARPHA Platform, vol. 4(4), pages 386-396, December.
- P. Carr & A. Itkin, 2021.
"An Expanded Local Variance Gamma Model,"
Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 949-987, April.
- Andrey Itkin, 2020. "An Expanded Local Variance Gamma Model," World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 5, pages 101-136, World Scientific Publishing Co. Pte. Ltd..
- Peter Carr & Andrey Itkin, 2018. "An Expanded Local Variance Gamma model," Papers 1802.09611, arXiv.org, revised Dec 2018.
- Miguel Alvarez Texocotitla & M. David Alvarez-Hernández & Shanà Eneida Alvarez-Hernández, 2019.
"Dimensional Analysis in Economics: A Study of the Neoclassical Economic Growth Model,"
Journal of Interdisciplinary Economics, , vol. 32(2), pages 123-144, July.
- Miguel Alvarez Texocotitla & M. David Alvarez Hernandez & Shani Alvarez Hernandez, 2018. "Dimensional Analysis in Economics: A Study of the Neoclassical Economic Growth Model," Papers 1802.10528, arXiv.org.
- Andrey Itkin, 2020.
"Geometric Local Variance Gamma Model,"
World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 6, pages 137-173,
World Scientific Publishing Co. Pte. Ltd..
- Peter Carr & Andrey Itkin, 2018. "Geometric Local Variance Gamma model," Papers 1809.07727, arXiv.org, revised Dec 2018.
- Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela, 2021.
"Challenges in approximating the Black and Scholes call formula with hyperbolic tangents,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 73-100, June.
- Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela, 2018. "Challenges in approximating the Black and Scholes call formula with hyperbolic tangents," Papers 1810.04623, arXiv.org.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2020.
"A path integral approach to business cycle models with large number of agents,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 899-942, October.
- Gosselin, Pierre & Lotz, Aïleen & Wambst, Marc, 2018. "A Path Integral Approach to Business Cycle Models with Large Number of Agents," MPRA Paper 89488, University Library of Munich, Germany.
- Aileen Lotz & Pierre Gosselin & Marc Wambst, 2018. "A Path Integral Approach to Business Cycle Models with Large Number of Agents," Papers 1810.07178, arXiv.org.
- Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2021.
"Better to stay apart: asset commonality, bipartite network centrality, and investment strategies,"
Annals of Operations Research, Springer, vol. 299(1), pages 177-213, April.
- Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2018. "Better to stay apart: asset commonality, bipartite network centrality, and investment strategies," Papers 1811.01624, arXiv.org.
- Volodymyr Onyshchenko & Olha Bondarevska, 2018. "Principles Of Assessing The Economic Security Of The Region," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(3).
- Halyna Fyliuk & Kateryna Akulenko, 2018. "Methodological Principles Of Evaluation Of Investment Attractiveness Of The Enterprise," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(5).
- Srini Vasan (Correspondence author) & Jack Baker & Ad¨¦lamar Alc¨¢ntara, 2018. "Use of Kernel Density and Raster Manipulation in GIS to Predict Population in New Mexico Census Tracts," Review of Economics & Finance, Better Advances Press, Canada, vol. 14, pages 25-38, November.
- David M. Mandy, 2018. "Leading Principal Minors And Semidefiniteness," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 1396-1398, April.
- Bondarev, Anton, 2018. "Robust policy schemes for R&D games with asymmetric information," Working papers 2018/01, Faculty of Business and Economics - University of Basel.
- Rafael S. M. Ribeiro & Gilberto Tadeu Lima, 2019.
"Government expenditure ceiling and public debt dynamics in a demand-led macromodel,"
Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 42(3), pages 363-389, July.
- Rafael Saulo Marques Ribeiro & Gilberto Tadeu Lima, 2017. "Government Expenditure Ceiling and Public Debt Dynamics in a Demand-led Macromodel," Working Papers, Department of Economics 2017_35, University of São Paulo (FEA-USP).
- Rafael S. M. Ribeiro & Gilberto Tadeu Lima, 2018. "Government expenditure ceiling and public debt dynamics in a demand-led macromodel," Textos para Discussão Cedeplar-UFMG 573, Cedeplar, Universidade Federal de Minas Gerais.
- Tatyana Kovalenko & Didier Sornette, 2018. "The Conjunction Fallacy in Quantum Decision Theory," Swiss Finance Institute Research Paper Series 18-15, Swiss Finance Institute, revised Mar 2018.
- Florencia Médici, 2018.
"Términos de intercambio, cuenta capital y el modelo de crecimiento restringido por la balanza de pagos: un análisis empírico,"
Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 37(74), pages 443-470, July.
- Florencia Médici, 2018. "Términos de intercambio, cuenta capital y el modelo de crecimiento restringido por la balanza de pagos: un análisis empírico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 37(74), pages 470-443, July.
- Florencia Médici, 2018.
"Términos de intercambio, cuenta capital y el modelo de crecimiento restringido por la balanza de pagos: un análisis empírico,"
Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 37(74), pages 470-443, July.
- Florencia Médici, 2018. "Términos de intercambio, cuenta capital y el modelo de crecimiento restringido por la balanza de pagos: un análisis empírico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 37(74), pages 443-470, July.
- María T. Bull & Eric Martínez Bustos & Claudia Carrasco Sagredo, 2018. "Propuesta metodológica para implementar la primera fase del modelo de gestión del cambio organizacional de Lewin," Estudios Gerenciales, Universidad Icesi, vol. 34(146), pages 88-98, February.
- Erick Translateur, 2018. "Predicción del mercado de TES en el corto plazo," Documentos de Trabajo 16556, Quantil.
- Jonathan James, 2018. "Estimation of Factor Structured Covariance Mixed Logit Models," Working Papers 1802, California Polytechnic State University, Department of Economics.
- Faik Bilgili, 2018. "Piyasa Ekonomisine Geçiþ Süreci ve Sonrasýnda Türkiye'de GINI Katsayýlarýnýn Analizi: Alternatif GINI Formülü Yaklaþýmý," Isletme ve Iktisat Calismalari Dergisi, Econjournals, vol. 6(1), pages 36-58.
- Soares, Helena & Sequeira, Tiago Neves & Marques, Pedro Macias & Gomes, Orlando & Ferreira-Lopes, Alexandra, 2018.
"Social infrastructure and the preservation of physical capital: Equilibria and transitional dynamics,"
Applied Mathematics and Computation, Elsevier, vol. 321(C), pages 614-632.
- Helena Soares & Tiago Neves Sequeira & Pedro Macias Marques & Orlando Gomes & Alexandra Ferreira-Lopes, 2012. "Social Infrastructure and the Preservation of Physical Capital: Equilibria and Transitional Dynamics," Working Papers Series 2 12-04, ISCTE-IUL, Business Research Unit (BRU-IUL).
- Grassetti, Francesca & Mammana, Cristiana & Michetti, Elisabetta, 2018. "Substitutability between production factors and growth. An analysis using VES production functions," Chaos, Solitons & Fractals, Elsevier, vol. 113(C), pages 53-62.
- Mertens, Thomas M. & Judd, Kenneth L., 2018. "Solving an incomplete markets model with a large cross-section of agents," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 349-368.
- Jansen, Jeroen & Das, Sanjiv R. & Fabozzi, Frank J., 2018. "Local volatility and the recovery rate of credit default swaps," Journal of Economic Dynamics and Control, Elsevier, vol. 92(C), pages 1-29.
- Halkos, George & Kitsos, Christos, 2018. "Uncertainty in environmental economics: The problem of entropy and model choice," Economic Analysis and Policy, Elsevier, vol. 60(C), pages 127-140.
- Liu, Zhi & Kong, Xin-Bing & Jing, Bing-Yi, 2018. "Estimating the integrated volatility using high-frequency data with zero durations," Journal of Econometrics, Elsevier, vol. 204(1), pages 18-32.
- Clinet, Simon & Potiron, Yoann, 2018.
"Efficient asymptotic variance reduction when estimating volatility in high frequency data,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 103-142.
- Simon Clinet & Yoann Potiron, 2017. "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Papers 1701.01185, arXiv.org, revised Jun 2018.
- James, Jonathan, 2018. "Estimation of factor structured covariance mixed logit models," Journal of choice modelling, Elsevier, vol. 28(C), pages 41-55.
- Trinh Thi, Huong & Simioni, Michel & Thomas-Agnan, Christine, 2018.
"Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014,"
Economics & Human Biology, Elsevier, vol. 31(C), pages 259-275.
- Thi Huong Trinh & Michel Simioni & Christine Thomas-Agnan, 2017. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Post-Print hal-02787147, HAL.
- Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," TSE Working Papers 18-910, Toulouse School of Economics (TSE).
- Huong Thi Trinh & Michel Simioni & Christine Thomas-Agnan, 2018. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Post-Print hal-02621238, HAL.
- Marchioni, Andrea & Magni, Carlo Alberto, 2018.
"Investment decisions and sensitivity analysis: NPV-consistency of rates of return,"
European Journal of Operational Research, Elsevier, vol. 268(1), pages 361-372.
- Marchioni, Andrea & Magni, Carlo Alberto, 2018. "Investment decisions and sensitivity analysis: NPV-consistency of rates of return," MPRA Paper 95266, University Library of Munich, Germany.
- Özmen, Ayşe & Yılmaz, Yavuz & Weber, Gerhard-Wilhelm, 2018. "Natural gas consumption forecast with MARS and CMARS models for residential users," Energy Economics, Elsevier, vol. 70(C), pages 357-381.
- Wang, Minggang & Tian, Lixin & Zhou, Peng, 2018. "A novel approach for oil price forecasting based on data fluctuation network," Energy Economics, Elsevier, vol. 71(C), pages 201-212.
- Caunhye, Aakil M. & Cardin, Michel-Alexandre, 2018. "Towards more resilient integrated power grid capacity expansion: A robust optimization approach with operational flexibility," Energy Economics, Elsevier, vol. 72(C), pages 20-34.
- He, Weijun & Wang, Bo & Danish, & Wang, Zhaohua, 2018. "Will regional economic integration influence carbon dioxide marginal abatement costs? Evidence from Chinese panel data," Energy Economics, Elsevier, vol. 74(C), pages 263-274.
- Aristondo, Oihana & Onaindia, Eneritz, 2018. "Counting energy poverty in Spain between 2004 and 2015," Energy Policy, Elsevier, vol. 113(C), pages 420-429.
- Bondarev, Anton & Weigt, Hannes, 2018. "Sensitivity of energy system investments to policy regulation changes: Too many, too fast?," Energy Policy, Elsevier, vol. 119(C), pages 196-205.
- Aristondo, Oihana & Onaindia, Eneritz, 2018. "Inequality of energy poverty between groups in Spain," Energy, Elsevier, vol. 153(C), pages 431-442.
- Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2018.
"New bid-ask spread estimators from daily high and low prices,"
International Review of Financial Analysis, Elsevier, vol. 60(C), pages 69-86.
- Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2017. "New Bid-Ask Spread Estimators from Daily High and Low Prices," MPRA Paper 79102, University Library of Munich, Germany.
- Bongini, Paola & Clemente, Gian Paolo & Grassi, Rosanna, 2018. "Interconnectedness, G-SIBs and network dynamics of global banking," Finance Research Letters, Elsevier, vol. 27(C), pages 185-192.
- Mallahi-Karai, Keivan & Safari, Pedram, 2018. "Future exchange rates and Siegel's paradox," Global Finance Journal, Elsevier, vol. 37(C), pages 168-172.
- Furman, Edward & Kuznetsov, Alexey & Zitikis, Ričardas, 2018. "Weighted risk capital allocations in the presence of systematic risk," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 75-81.
- Schneider, Lorenz & Tavin, Bertrand, 2018. "From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 185-202.
- Benth, Fred Espen & Paraschiv, Florentina, 2018. "A space-time random field model for electricity forward prices," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 203-216.
- Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2018.
"Dynamic directed random matching,"
Journal of Economic Theory, Elsevier, vol. 174(C), pages 124-183.
- Darrell Duffie & Lei Qiao & Yeneng Sun, 2015. "Dynamic Directed Random Matching," NBER Working Papers 21731, National Bureau of Economic Research, Inc.
- Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2017. "Dynamic Directed Random Matching," Research Papers repec:ecl:stabus:3359, Stanford University, Graduate School of Business.
- Camacho, Carmen & Kamihigashi, Takashi & Sağlam, Çağrı, 2018.
"Robust comparative statics for non-monotone shocks in large aggregative games,"
Journal of Economic Theory, Elsevier, vol. 174(C), pages 288-299.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2015. "Robust Comparative Statics of Non-monotone Shocks in Large Aggregative Games," Discussion Paper Series DP2015-25, Research Institute for Economics & Business Administration, Kobe University.
- Carmen Camacho & Takashi Kamihigashi & Çağrı Sağlam, 2017. "Robust Comparative Statics for Non-monotone Shocks in Large Aggregative Games," Discussion Paper Series DP2017-34, Research Institute for Economics & Business Administration, Kobe University.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2018. "Robust comparative statics of non-monotone shocks in large aggregative games," PSE-Ecole d'économie de Paris (Postprint) halshs-01883907, HAL.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2018. "Robust comparative statics of non-monotone shocks in large aggregative games," Post-Print halshs-01883907, HAL.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2016. "Robust Comparative Statics for Non-monotone Shocks in Large Aggregative Games," Discussion Paper Series DP2016-02, Research Institute for Economics & Business Administration, Kobe University.
- Gorokhovsky, Alexander & Rubinchik, Anna, 2018.
"Regularity of a general equilibrium in a model with infinite past and future,"
Journal of Mathematical Economics, Elsevier, vol. 74(C), pages 35-45.
- Rubinchik, Anna & Gorokhovsky, Alexander, "undated". "Regularity of a general equilibrium in a model with infinite past and future," Working Papers WP2017/1, University of Haifa, Department of Economics.
- Bondarev, Anton, 2018. "Does stronger intellectual property rights protection foster structural change? Effects of heterogeneity in innovations," Structural Change and Economic Dynamics, Elsevier, vol. 46(C), pages 26-42.
- Warwick J. McKibbin & Adam Triggs, 2018. "Modelling the G20," CAMA Working Papers 2018-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Dirk Becherer & Todor Bilarev & Peter Frentrup, 2018. "Optimal liquidation under stochastic liquidity," Finance and Stochastics, Springer, vol. 22(1), pages 39-68, January.
- Fred Espen Benth & Paul Krühner, 2018. "Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models," Finance and Stochastics, Springer, vol. 22(2), pages 327-366, April.
- Stefan Gerhold & Paul Krühner, 2018. "Dynamic trading under integer constraints," Finance and Stochastics, Springer, vol. 22(4), pages 919-957, October.
- Massimo Marinacci & Federico Severino, 2018. "Weak time-derivatives and no-arbitrage pricing," Finance and Stochastics, Springer, vol. 22(4), pages 1007-1036, October.
- M. L. Bertotti & G. Modanese, 2018. "Mathematical models describing the effects of different tax evasion behaviors," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 351-363, July.
- Diederik Aerts & Emmanuel Haven & Sandro Sozzo, 2018. "A proposal to extend expected utility in a quantum probabilistic framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(4), pages 1079-1109, June.
- Naouel Chtioui & Mohamed Ayadi, 2018. "Rank-based poverty measures and poverty ordering with an application to Tunisia," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 17(2), pages 117-139, July.
- Tilo Bellof & Carsten S. Wehn, 2018. "On the Treatment of Model Risk in the Internal Capital Adequacy Assessment Process," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(4), pages 1-1.
- Rui de S. Camposinhos & M. Rosário Oliveira, 2018. "Real estate and matricial analysis," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 7(2), pages 1-1.
- Rimvydas Labanauskis & Aurelija Kasparavičiūtė & Vida Davidavičienė & Dovilė Deltuvienė, 2018. "Towards quality assurance of the study process using the Multi-Criteria Decision-Making Method," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 6(2), pages 799-819, December.
- Mawuli Segnon & Mark Trede, 2018.
"Forecasting market risk of portfolios: copula-Markov switching multifractal approach,"
The European Journal of Finance, Taylor & Francis Journals, vol. 24(14), pages 1123-1143, September.
- Mawuli Segnon & Mark Trede, 2017. "Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach," CQE Working Papers 6617, Center for Quantitative Economics (CQE), University of Muenster.
- Nicholas Burgess, 2018. "Interest Rate Swaptions: A Review and Derivation of Swaption Pricing Formulae," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(2), pages 87-103.
- Trinh Thi, Huong & Simioni, Michel & Thomas-Agnan, Christine, 2018.
"Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014,"
Economics & Human Biology, Elsevier, vol. 31(C), pages 259-275.
- Thi Huong Trinh & Michel Simioni & Christine Thomas-Agnan, 2017. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Post-Print hal-02787147, HAL.
- Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," TSE Working Papers 18-910, Toulouse School of Economics (TSE).
- Huong Thi Trinh & Michel Simioni & Christine Thomas-Agnan, 2018. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Post-Print hal-02621238, HAL.
- Do Thi Thuy, Thuy & Nguyen, Quang Dung & Nguyen Van, Huy & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018. "Measuring the progress of the timeliness childhood immunization compliance in Vietnam between 2006-2014: A decomposition analysis," TSE Working Papers 18-920, Toulouse School of Economics (TSE).
- Beal, Ty & Le Danh, Tuyen & Nguyen, Duy Son & Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018. "Macronutrient balances and body mass index: a new insight using compositional data analysis with a total at various quantile orders," TSE Working Papers 18-921, Toulouse School of Economics (TSE).
- W. Erwin Diewert, 2022.
"Duality in Production,"
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- Klaus Neusser, 2018. "The New Keynesian Model with Stochastically Varying Policies," Diskussionsschriften dp1801, Universitaet Bern, Departement Volkswirtschaft.
- Yury B. Melnikov & Yelena A. Onokhina & Sergey A. Shitikov, 2018. "Improving the Adequacy of Economic Models," Journal of New Economy, Ural State University of Economics, vol. 19(1), pages 94-106, February.
- Vladimir N. Kononov & Yevgenia S. Zambrzhitskaya & Maksim V. Kharchenko, 2018. "The Life Cycle of an Industrial Technology as an Object of Modelling and Control," Journal of New Economy, Ural State University of Economics, vol. 19(3), pages 137-150, June.
- Faďoš Marina & Bohdalová Mária, 2018. "Calculation Method of the Proposed Unemployment Gender Inequality Indicator," Scientific Annals of Economics and Business, Sciendo, vol. 65(3), pages 269-281, September.
- Kacprzak Dariusz, 2018. "Solving Systems of Linear Equations under Conditions of Uncertainty on the Example of the Leontief Model," Central European Economic Journal, Sciendo, vol. 5(1), pages 244-259, January.
- Moravcikova Dominika & Krizanova Anna & Svabova Lucia, 2018. "Evaluation of the Effectiveness of Selected Slovak Brands on the Principle of DEA Models with the Possibility to Optimise them," Economics and Culture, Sciendo, vol. 15(1), pages 22-34, June.
- Mushkudiani Nino, 2018. "Development of Electronic Payments in Georgia," Economics and Culture, Sciendo, vol. 15(2), pages 64-74, December.
- Giovanni Lombardo & Harald Uhlig, 2018.
"A Theory Of Pruning,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 1825-1836, November.
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- DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018.
"Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-23, June.
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- David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers 866, Kyoto University, Institute of Economic Research.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Documentos de Trabajo del ICAE 2013-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Hongzhong Zhang, 2018. "Stochastic Drawdowns," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10078, August.
- Zhang Hongzhong, 2018. "Introduction," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 1, pages 1-13, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Drawdowns Preceding Drawups in a Finite Time-Horizon," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 2, pages 17-40, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Drawdowns and the Speed of Market Crashes," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 3, pages 41-57, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Frequency of Drawdowns in a Brownian Motion Model," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 4, pages 59-80, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Occupation Times Related to Drawdowns," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 5, pages 81-97, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Duration of Drawdowns Under Lévy Models," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 6, pages 99-129, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Maximum Drawdown Insurance Using Options," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 7, pages 133-173, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Fair Premiums of Drawdown Insurances," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 8, pages 175-201, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Optimal Trading with a Trailing Stop," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 9, pages 203-223, World Scientific Publishing Co. Pte. Ltd..
- Gualandi, Stefano & Toscani, Giuseppe, 2018. "Pareto tails in socio-economic phenomena: A kinetic description," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-17.
- Härdle, Wolfgang Karl & Chen, Shi & Liang, Chong & Schienle, Melanie, 2018. "Time-varying Limit Order Book Networks," IRTG 1792 Discussion Papers 2018-016, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
2017
- Jarmila Horváthová & Martina Mokrišová, 2017. "Innovative Approaches And Their Application In Measuring Business Performance," CBU International Conference Proceedings, ISE Research Institute, vol. 5(0), pages 178-183, September.
- Barletta, Andrea & Santucci de Magistris, Paolo & Violante, Francesco, 2019.
"A non-structural investigation of VIX risk neutral density,"
Journal of Banking & Finance, Elsevier, vol. 99(C), pages 1-20.
- Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante, 2017. "A Non-Structural Investigation of VIX Risk Neutral Density," CREATES Research Papers 2017-15, Department of Economics and Business Economics, Aarhus University.
- Shenglang Yang & Yixiao Zhou, 2017. "Determinants and impacts of intangible investment: Evidence from Chinese private manufacturing firms," ANU Working Papers in Economics and Econometrics 2017-649, Australian National University, College of Business and Economics, School of Economics.
- Muriel Hernández, Beatriz & Herrera Jiménez, Alejandro, 2018.
"Cadenas Globales de Valor: el caso de Bolivia,"
Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 29, pages 1-42, May.
- Beatriz Muriel Hernández & Alejandro Herrera J., 2017. "Cadenas Globales de Valor: El caso de Bolivia," Development Research Working Paper Series 08/2017, Institute for Advanced Development Studies.
- Stelios Arvanitis, 2017. "Non-Emptyness of Stochastic Dominance Effiicient Sets via Stochastic Spanning," Working Papers 201710, Athens University Of Economics and Business, Department of Economics.
- Ion Pohoata & Gabriel Cariman & Vladimir-Mihai Crupenschi, 2017. "Demographic Optimum in the Context of Migration. The German Case," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 19(46), pages 654-654, August.
- Tekiner KAYA & Burak ERTOK, 2017. "2008 Küresel Kri̇z Süreci̇nde Türki̇ye Bankacilik Sektörü Etki̇nli̇k Anali̇zi̇," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 2(2), pages 162-197.
- Youssef Lamrani Alaoui & Mohamed Tkiouat, 2017. "Managing Operational Risk Related to Microfinance Lending Process using Fuzzy Inference System based on the FMEA Method: Moroccan Case Study," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 64(4), pages 459-471, December.
- Youssef Lamrani Alaoui & Mohamed Tkiouat, 2017. "Managing Operational Risk Related to Microfinance Lending Process using Fuzzy Inference System based on the FMEA Method: Moroccan Case Study," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 64(4), pages 459-471, December.
- Giorgio Fabbri & Francesco Russo, 2017.
"HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition,"
LIDAM Discussion Papers IRES
2017003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Giorgio Fabbri & Francesco Russo, 2017. "HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations via Generalized Fukushima Decomposition," AMSE Working Papers 1704, Aix-Marseille School of Economics, France.
- Fabbri, G. & Russo, F., 2017. "HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition," Working Papers 2017-07, Grenoble Applied Economics Laboratory (GAEL).
- Clinet, Simon & Potiron, Yoann, 2018.
"Efficient asymptotic variance reduction when estimating volatility in high frequency data,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 103-142.
- Simon Clinet & Yoann Potiron, 2017. "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Papers 1701.01185, arXiv.org, revised Jun 2018.
- Charles-Albert Lehalle & Eyal Neuman, 2019.
"Incorporating signals into optimal trading,"
Finance and Stochastics, Springer, vol. 23(2), pages 275-311, April.
- Charles-Albert Lehalle & Eyal Neuman, 2017. "Incorporating Signals into Optimal Trading," Papers 1704.00847, arXiv.org, revised Jun 2018.
- Claudio Fontana & Markus Pelger & Eckhard Platen, 2017. "On the existence of sure profits via flash strategies," Papers 1708.03099, arXiv.org, revised Jul 2019.
- Clinet, Simon & Potiron, Yoann, 2019.
"Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book,"
Journal of Econometrics, Elsevier, vol. 209(2), pages 289-337.
- Simon Clinet & Yoann Potiron, 2017. "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Papers 1709.02502, arXiv.org, revised Feb 2019.
- Tetyana Calinescu & Olena Zelenko, 2017. "Development Of Scenarios For Democratic Transformations Of Socio-Economic Relations In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 3(3).
- Viktoriia Druzhynina & Ganna Likhonosova, 2017. "Strategic Imperatives Ensuring Population Welfare Under Transformation Exclusion Conditions," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 3(5).
- Sara Cecchetti & Marco Taboga, 2017. "Assessing the risks of asset overvaluation: models and challenges," Temi di discussione (Economic working papers) 1114, Bank of Italy, Economic Research and International Relations Area.
- Sara Cecchetti, 2017. "A quantitative analysis of risk premia in the corporate bond market," Temi di discussione (Economic working papers) 1141, Bank of Italy, Economic Research and International Relations Area.
- Hector M. Zarate-Solano & Daniel R. Zapata-Sanabria, 2017. "Clustering and forecasting inflation expectations using the World Economic Survey: the case of the 2014 oil price shock on inflation targeting countries," Borradores de Economia 993, Banco de la Republica de Colombia.
- Elisa Alòs & Antoine Jacquier & Jorge A. León, 2017.
"The implied volatility of forward starting options: ATM short-time level, skew and curvature,"
Economics Working Papers
1568, Department of Economics and Business, Universitat Pompeu Fabra.
- Elisa Alòs & Antoine Jacquier & Jorge A. León, 2017. "The Implied Volatility of Forward Starting Options: ATM Short-Time Level, Skew and Curvature," Working Papers 988, Barcelona School of Economics.
- Elisa Luciano & Luca Regis & Elena Vigna, 2017.
"Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(3), pages 961-986, September.
- Elisa Luciano & Luca Regis & Elena Vigna, 2012. "Single and cross-generation natural hedging of longevity and financial risk," ICER Working Papers 04-2012, ICER - International Centre for Economic Research.
- Elisa Luciano & Luca Regis & Elena Vigna, 2012. "Single and cross-generation natural hedging of longevity and financial risk," Carlo Alberto Notebooks 257, Collegio Carlo Alberto.
- BRATIAN Vasile, 2017. "Options Evaluation Using Monte Carlo Simulation," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(4), pages 30-42, November.
- BRATIAN Vasile, 2017. "Portfolio Optimization - Application Of Sharpe Model Using Lagrange," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(5), pages 8-21, December.
- Bondarev, Anton & Weigt, Hannes, 2017. "Sensitivity of energy system investments to policy regulation changes: Application of the blue sky catastrophe," Working papers 2017/08, Faculty of Business and Economics - University of Basel.
- Bondarev, Anton & Krysiak, Frank C., 2017. "Dynamic heterogeneous R&D with cross-technologies interactions," Working papers 2017/13, Faculty of Business and Economics - University of Basel.
- Maïmouna Diakite & Jean-François Brun & Souleymane Diarra & Nasser Ary Tanimoune, 2017.
"The effects of tax coordination on the tax revenue mobilization in West African Economic and Monetary Union (WAEMU),"
CERDI Working papers
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- Maïmouna DIAKITE & Jean-François BRUN & Souleymane DIARRA & Nasser ARY TANIMOUNE, 2017. "The effects of tax coordination on the tax revenue mobilization in West African Economic and Monetary Union (WAEMU)," Working Papers 201712, CERDI.
- Maïmouna Diakite & Jean-François Brun & Souleymane Diarra & Nasser Ary Tanimoune, 2017. "The effects of tax coordination on the tax revenue mobilization in West African Economic and Monetary Union (WAEMU)," Working Papers halshs-01535104, HAL.
- Damian Smug & Peter Ashwin & Didier Sornette, 2017. "Predicting Financial Market Crashes Using Ghost Singularities," Swiss Finance Institute Research Paper Series 17-23, Swiss Finance Institute.
- Dr. Thannaletchimy Thanagopal & Félix Housset, 2017. "A quality-adjusted AIDS model in the study of French imports," International Economics, CEPII research center, issue 151, pages 85-99.
- Mawuli Segnon & Mark Trede, 2018.
"Forecasting market risk of portfolios: copula-Markov switching multifractal approach,"
The European Journal of Finance, Taylor & Francis Journals, vol. 24(14), pages 1123-1143, September.
- Mawuli Segnon & Mark Trede, 2017. "Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach," CQE Working Papers 6617, Center for Quantitative Economics (CQE), University of Muenster.
- Pierre Bernhard & Marc Deschamps, 2017. "Kalman on dynamics and contro, Linear System Theory, Optimal Control, and Filter," Working Papers 2017-10, CRESE.
- Fabbri, G. & Russo, F., 2017.
"HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition,"
Working Papers
2017-07, Grenoble Applied Economics Laboratory (GAEL).
- Giorgio Fabbri & Francesco Russo, 2017. "HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition," LIDAM Discussion Papers IRES 2017003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Giorgio Fabbri & Francesco Russo, 2017. "HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations via Generalized Fukushima Decomposition," AMSE Working Papers 1704, Aix-Marseille School of Economics, France.
- Vytautas PALEVIČIUS & Henrikas SIVILEVIČIUS & Askoldas PODVIEZKO & Aušrinė GRIŠKEVIČIŪTĖ - GEČIENĖ & Tomas KARPAVIČIUS, 2017. "Evaluation of Park and Ride Facilities at Communication Corridors in a Middle-Sized City," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(2), pages 231-248.
- Santoyo Federico GONZÁLEZ & Romero Beatriz FLORES & Ana María GIL LAFUENTE & Juan FLORES J., 2017. "Fuzzy Logic in the Design of Public Policies: Application of Law," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(2), pages 281-290.
- Cristinca FULGA, 2017. "Integrated Decision Support System for Portfolio Selection with Enhanced Behavioral Content," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 127-142.
- Dilbagh PANCHAL & Prasenjit CHATTERJEE & Rajendra Kumar SHUKLA & Tanupriya CHOUDHURY & Jolanta TAMOSAITIENE, 2017. "Integrated Fuzzy AHP-Codas Framework for Maintenance Decision in Urea Fertilizer Industry," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 179-196.
- Dragisa STANUJKIC & Darjan KARABASEVIC & Edmundas Kazimieras ZAVADSKAS, 2017. "A New Approach for Selecting Alternatives Based on the Adapted Weighted Sum and the SWARA Methods: A Case of Personnel Selection," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 39-56.
- Manuel E. SANSALVADOR & José M. BROTONS, 2017. "The Application of OWAs in Expertise Processes: The Development of a Model for the Quantification of Hidden Quality Costs," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 73-90.
- Das, Bikramjit & Kratz, Marie, 2017. "Diversification benefits under multivariate second order regular variation," ESSEC Working Papers WP1706, ESSEC Research Center, ESSEC Business School.
- Cadena, Meitner & Kratz, Marie & Omey, Edward, 2017. "New results on the order of functions at infinity," ESSEC Working Papers WP1708, ESSEC Research Center, ESSEC Business School.
- Tomas Konecny & Jakub Seidler & Aelta Belyaeva & Konstantin Belyaev, 2017.
"The Time Dimension of the Links Between Loss Given Default and the Macroeconomy,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(6), pages 462-491, October.
- Seidler, Jakub & Konečný, Tomáš & Belyaeva, Aelita & Belyaev, Konstantin, 2017. "The time dimension of the links between loss given default and the macroeconomy," Working Paper Series 2037, European Central Bank.
- Tobback, Ellen & Nardelli, Stefano & Martens, David, 2017. "Between hawks and doves: measuring central bank communication," Working Paper Series 2085, European Central Bank.
- Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2018.
"Dynamic directed random matching,"
Journal of Economic Theory, Elsevier, vol. 174(C), pages 124-183.
- Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2015. "Dynamic Directed Random Matching," Research Papers 3359, Stanford University, Graduate School of Business.
- Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2017. "Dynamic Directed Random Matching," Research Papers repec:ecl:stabus:3359, Stanford University, Graduate School of Business.
- Darrell Duffie & Lei Qiao & Yeneng Sun, 2015. "Dynamic Directed Random Matching," NBER Working Papers 21731, National Bureau of Economic Research, Inc.
- Adithi Ramesh & C. B Senthil Kumar, 2017. "Structure and Intensity Based Approach in Credit Risk Models: A Literature Review," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 609-612.
- Wei-Wen Wu & Jian-Fa Li & Cheng-Yih Hong, 2017. "Verifying the Determinants of the Mortgage Defaults on Home Mortgage," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 266-273.
- Vasile Bratian & Claudiu Opreana & Amelia Bucur, 2017. "Evaluation of the Stock Quote Stochastic Approach, Market Efficiency and Technical Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 307-316.
- Tarasova, Valentina V. & Tarasov, Vasily E., 2017. "Logistic map with memory from economic model," Chaos, Solitons & Fractals, Elsevier, vol. 95(C), pages 84-91.
- Christensen, Finn, 2017.
"A necessary and sufficient condition for a unique maximum with an application to potential games,"
Economics Letters, Elsevier, vol. 161(C), pages 120-123.
- Finn Christensen, 2017. "A Necessary and Sufficient Condition for a Unique Maximum with an Application to Potential Games," Working Papers 2017-04, Towson University, Department of Economics, revised Oct 2017.
- Potiron, Yoann & Mykland, Per A., 2017.
"Estimation of integrated quadratic covariation with endogenous sampling times,"
Journal of Econometrics, Elsevier, vol. 197(1), pages 20-41.
- Yoann Potiron & Per Mykland, 2015. "Estimation of integrated quadratic covariation with endogenous sampling times," Papers 1507.01033, arXiv.org, revised Nov 2016.
- Pałka, Piotr, 2017. "Derivatives of the nodal prices in market power screening," Energy Economics, Elsevier, vol. 64(C), pages 149-157.
- Cardin, Michel-Alexandre & Zhang, Sizhe & Nuttall, William J., 2017. "Strategic real option and flexibility analysis for nuclear power plants considering uncertainty in electricity demand and public acceptance," Energy Economics, Elsevier, vol. 64(C), pages 226-237.
- Pérez, Karen & González-Araya, Marcela C. & Iriarte, Alfredo, 2017. "Energy and GHG emission efficiency in the Chilean manufacturing industry: Sectoral and regional analysis by DEA and Malmquist indexes," Energy Economics, Elsevier, vol. 66(C), pages 290-302.
- Hanaka, Tesshu & Kagawa, Shigemi & Ono, Hirotaka & Kanemoto, Keiichiro, 2017. "Finding environmentally critical transmission sectors, transactions, and paths in global supply chain networks," Energy Economics, Elsevier, vol. 68(C), pages 44-52.
- Gzyl, H. & Milev, M. & Tagliani, A., 2017. "Discontinuous payoff option pricing by Mellin transform: A probabilistic approach," Finance Research Letters, Elsevier, vol. 20(C), pages 281-288.
- Charlin, Ventura & Cifuentes, Arturo, 2017. "On the uncertainty of art market returns," Finance Research Letters, Elsevier, vol. 21(C), pages 186-189.
- Jun, Doobae & Ahn, Changmo & Kim, Gwangil, 2017. "Analysis of the global financial crisis using statistical moments," Finance Research Letters, Elsevier, vol. 21(C), pages 47-52.
- Russo, Vincenzo & Giacometti, Rosella & Fabozzi, Frank J., 2017. "Intensity-based framework for surrender modeling in life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 189-196.
- Su, Jianxi & Furman, Edward, 2017. "Multiple risk factor dependence structures: Copulas and related properties," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 109-121.
- Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2017. "Unit-linked life insurance policies: Optimal hedging in partially observable market models," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 149-163.
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- Thanagopal, Dr. Thannaletchimy & Housset, Félix, 2017. "A quality-adjusted AIDS model in the study of French imports," International Economics, Elsevier, vol. 151(C), pages 85-99.
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"Longevity, age-structure, and optimal schooling,"
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"Modelling a complex world: improving macro-models,"
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"The Time Dimension of the Links Between Loss Given Default and the Macroeconomy,"
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1704, Aix-Marseille School of Economics, France.
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"The degree measure as utility function over positions in networks,"
Documents de travail du Centre d'Economie de la Sorbonne
17035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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- René van den Brink & Agnieszka Rusinowska, 2017. "The degree measure as utility function over positions in networks," Post-Print halshs-01592181, HAL.
- Rene (J.R.) van den Brink & Agnieszka Rusinowska, 2017. "The Degree Measure as Utility Function over Positions in Networks," Tinbergen Institute Discussion Papers 17-065/II, Tinbergen Institute.
- Bonneuil, Noël & Boucekkine, Raouf, 2017.
"Longevity, age-structure, and optimal schooling,"
Journal of Economic Behavior & Organization, Elsevier, vol. 136(C), pages 63-75.
- Noël Bonneuil & Raouf Boucekkine, 2014. "Longevity, Age-Structure, and Optimal Schooling," AMSE Working Papers 1449, Aix-Marseille School of Economics, France.
- Noël Bonneuil & Raouf Boucekkine, 2017. "Longevity, age-structure, and optimal schooling," Post-Print hal-01590008, HAL.
- Noël Bonneuil & Raouf Boucekkine, 2016. "Longevity, Age-Structure, and Optimal Schooling," Working Papers halshs-01082317, HAL.
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"HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition,"
Working Papers
2017-07, Grenoble Applied Economics Laboratory (GAEL).
- Giorgio Fabbri & Francesco Russo, 2017. "HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition," Post-Print hal-02617995, HAL.
- Giorgio Fabbri & Francesco Russo, 2017. "HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition," LIDAM Discussion Papers IRES 2017003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Giorgio Fabbri & Francesco Russo, 2017. "HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations via Generalized Fukushima Decomposition," AMSE Working Papers 1704, Aix-Marseille School of Economics, France.
- Trinh Thi, Huong & Simioni, Michel & Thomas-Agnan, Christine, 2018.
"Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014,"
Economics & Human Biology, Elsevier, vol. 31(C), pages 259-275.
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- Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," TSE Working Papers 18-910, Toulouse School of Economics (TSE).
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- Rene (J.R.) van den Brink & Agnieszka Rusinowska, 2017.
"The Degree Measure as Utility Function over Positions in Networks,"
Tinbergen Institute Discussion Papers
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- René van den Brink & Agnieszka Rusinowska, 2017. "The degree measure as utility function over positions in networks," Post-Print halshs-01592181, HAL.
- René van den Brink & Agnieszka Rusinowska, 2017. "The degree measure as utility function over positions in networks," Documents de travail du Centre d'Economie de la Sorbonne 17035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- René van den Brink & Agnieszka Rusinowska, 2017. "The degree measure as utility function over positions in networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01592181, HAL.
- Gosselin, Pierre & Lotz, Aïleen & Wambst, Marc, 2017.
"A Path Integral Approach to Interacting Economic Systems with Multiple Heterogeneous Agents,"
MPRA Paper
79488, University Library of Munich, Germany.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2017. "A Path Integral Approach to Interacting Economic Systems with Multiple Heterogeneous Agents," Working Papers hal-01549586, HAL.
- Maïmouna DIAKITE & Jean-François BRUN & Souleymane DIARRA & Nasser ARY TANIMOUNE, 2017.
"The effects of tax coordination on the tax revenue mobilization in West African Economic and Monetary Union (WAEMU),"
Working Papers
201712, CERDI.
- Maïmouna Diakite & Jean-François Brun & Souleymane Diarra & Nasser Ary Tanimoune, 2017. "The effects of tax coordination on the tax revenue mobilization in West African Economic and Monetary Union (WAEMU)," Working Papers halshs-01535104, HAL.
- Maïmouna Diakite & Jean-François Brun & Souleymane Diarra & Nasser Ary Tanimoune, 2017. "The effects of tax coordination on the tax revenue mobilization in West African Economic and Monetary Union (WAEMU)," CERDI Working papers halshs-01535104, HAL.
- Rendahl, Pontus, 2017. "Linear Time Iteration," Economics Series 330, Institute for Advanced Studies.
- Semei Coronado Ramírez & Rafael Romero Meza & Francisco Venegas Martinez, 2017. "Non-Linear Multivariate Dependence between the Mexican Stock Market Index and the Exchange Rate: Efficiency Hypothesis and Political Cycle in Mexico (1994-2012)," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 12(1), pages 91-102, Enero-Mar.
- María Teresa Verónica Martínez-Palacios & Ambrosio Ortiz-Ramírez & José Francisco Martínez-Sánchez, 2017. "Valuación de opciones asiáticas con precio de ejercicio flotante igual a la media aritmética: un enfoque de control óptimo estocástico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 12(4), pages 389-404, Octubre-D.
- Alonso-Rivera, Angélica & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2017. "Variables monetarias y formación de burbujas especulativas: un análisis de sincronización de frecuencias (1992-2013)," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 12(24), pages 7-24, Primer se.
- Vlad Stefan Barbu & Guglielmo D’Amico & Riccardo Blasis, 2017. "Novel advancements in the Markov chain stock model: analysis and inference," Annals of Finance, Springer, vol. 13(2), pages 125-152, May.
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- Ji Cao, 2017. "How does the underlying affect the risk-return profiles of structured products?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(1), pages 27-47, February.
- Hugo Ledoux & Ken Arroyo Ohori, 2017. "Solving the horizontal conflation problem with a constrained Delaunay triangulation," Journal of Geographical Systems, Springer, vol. 19(1), pages 21-42, January.
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"Robust comparative statics for non-monotone shocks in large aggregative games,"
Journal of Economic Theory, Elsevier, vol. 174(C), pages 288-299.
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- Carmen Camacho & Takashi Kamihigashi & Çağrı Sağlam, 2017. "Robust Comparative Statics for Non-monotone Shocks in Large Aggregative Games," Discussion Paper Series DP2017-34, Research Institute for Economics & Business Administration, Kobe University.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2018. "Robust comparative statics of non-monotone shocks in large aggregative games," PSE-Ecole d'économie de Paris (Postprint) halshs-01883907, HAL.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2018. "Robust comparative statics of non-monotone shocks in large aggregative games," Post-Print halshs-01883907, HAL.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2016. "Robust Comparative Statics for Non-monotone Shocks in Large Aggregative Games," Discussion Paper Series DP2016-02, Research Institute for Economics & Business Administration, Kobe University.
- Mario COCCIA, 2017. "New directions in measurement of economic growth, development and under development," Journal of Economics and Political Economy, KSP Journals, vol. 4(4), pages 382-395, December.
- Engin ÇAKIR, 2017. "Application of Fuzzy Multi-Criteria Decision Making Methods on Six Sigma Projects Selection," Journal of Social and Administrative Sciences, KSP Journals, vol. 4(1), pages 132-138, March.
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- Ron W. NIELSEN, 2017. "Puzzling Features of the Historical Income per Capita Distributions Explained," Journal of Economics Bibliography, KSP Journals, vol. 4(1), pages 10-24, March.
- Ron W. NIELSEN, 2017. "Application of differential equations in projecting growth trajectories," Journal of Economics Bibliography, KSP Journals, vol. 4(3), pages 203-221, September.
- Md Sharif Hossain, & Md.Thasinul Abedin, 2017. "Socio-economy and stock market volatility," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 5(4), pages 1-11, August.
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- Rene (J.R.) van den Brink & Agnieszka Rusinowska, 2017.
"The Degree Measure as Utility Function over Positions in Networks,"
Tinbergen Institute Discussion Papers
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- René van den Brink & Agnieszka Rusinowska, 2017. "The degree measure as utility function over positions in networks," Documents de travail du Centre d'Economie de la Sorbonne 17035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- René van den Brink & Agnieszka Rusinowska, 2017. "The degree measure as utility function over positions in networks," Post-Print halshs-01592181, HAL.
- René van den Brink & Agnieszka Rusinowska, 2017. "The degree measure as utility function over positions in networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01592181, HAL.
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- Gustavo Ramiro Rodríguez Jáuregui & Ana Karen González Pérez & Salvador Hernández González & Manuel Darío Hernández Ripalda, 2017. "Análisis del servicio de Urgencias aplicando teoría de líneas de espera," Contaduría y Administración, Accounting and Management, vol. 62(3), pages 719-732, Julio-Sep.
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"The Complexity of Bank Holding Companies: A Topological Approach,"
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- Vasile-Aurel Caus & Daniel Badulescu & Mircea Cristian Gherman, 2017. "Using Wavelets In Economics. An Application On The Analysis Of Wage-Price Relation," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 2(1), pages 32-42, March.
- Gábor Péli, 2017. "Population adaptation with newcomers and incumbents: The effects of the organizational niche," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 26(1), pages 103-124.
- Maria Grith & Wolfgang K. Härdle & Volker Krätschmer, 2017. "Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle," Review of Finance, European Finance Association, vol. 21(1), pages 269-298.
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- Natalia Dudkiewicz, 2017. "Wskazniki handlu miedzynarodowego a wybrane aspekty dzialalnoœci Indykpol SA w latach 2011–2016 [International trade indicators and selected aspects of the Indykpol SA activity in the years 2011–20," Catallaxy, Institute of Economic Research, vol. 2(2), pages 51-58, December.
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- Пигнастый, Олег, 2017. "Дискретно-Событийная Модель Производственной Линии [Discrete-event model of the production line]," MPRA Paper 113648, University Library of Munich, Germany, revised 2017.
- Niu, Cuizhen & Wong, Wing-Keung & Xu, Qunfang, 2017. "Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance," MPRA Paper 75948, University Library of Munich, Germany.
- Harin, Alexander, 2017. "Can forbidden zones for the expectation explain noise influence in behavioral economics and decision sciences?," MPRA Paper 76240, University Library of Munich, Germany.
- Gourène, Grakolet Arnold Zamereith & Mendy, Pierre & Ake N'gbo, Gilbert Marie, 2017. "Multiple time-xcales analysis of global stock markets spillovers effects in African stock markets," MPRA Paper 77632, University Library of Munich, Germany.
- Polterovich, Victor, 2017. "Теория Эндогенного Экономического Роста И Уравнения Математической Физики [The theory of endogenous economic growth and equations of mathematical physics]," MPRA Paper 78622, University Library of Munich, Germany.
- de Rigo, Daniele & Caudullo, Giovanni & San-Miguel-Ayanz, Jesús & Barredo, José I., 2017. "Robust modelling of the impacts of climate change on the habitat suitability of forest tree species," MPRA Paper 78623, University Library of Munich, Germany.
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"New bid-ask spread estimators from daily high and low prices,"
International Review of Financial Analysis, Elsevier, vol. 60(C), pages 69-86.
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- Chtioui, Naouel & Ayadi, Mohamed, 2017. "Multidimensional Rank Based Poverty Measures A Case Study: Tunisia," MPRA Paper 79142, University Library of Munich, Germany.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2017.
"A Path Integral Approach to Interacting Economic Systems with Multiple Heterogeneous Agents,"
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- Yang, Bill Huajian, 2017. "Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure," MPRA Paper 79934, University Library of Munich, Germany.
- Sokolovskyi, Dmytro, 2017. "Informal and formal meaning of the norm and the institution," MPRA Paper 80355, University Library of Munich, Germany.
- Sokolovskyi, Dmytro, 2017. "Evaluations of endogenous efficiency of the norm," MPRA Paper 80356, University Library of Munich, Germany.
- Bilgili, Faik, 2017. "Piyasa ekonomisine geçiş süreci ve sonrasında Türkiye'de GINI katsayılarının analizi: Alternatif GINI formülü yaklaşımı [During and after the process of transition to market economy, an analysis of," MPRA Paper 81043, University Library of Munich, Germany.
- O'Callaghan, Patrick, 2017. "Axioms for Measuring without mixing apples and Oranges," MPRA Paper 81196, University Library of Munich, Germany.
- Bell, Peter, 2017. "Application of the Net Present Value Profile to Anaconda Mining," MPRA Paper 81197, University Library of Munich, Germany.
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"Reconciling International Trade Data,"
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- Tahiri, Noor Rahman, 2017. "Impact of Foreign Direct Investment on Economic of Afghanistan," MPRA Paper 82264, University Library of Munich, Germany, revised 29 Oct 2017.
- Limani, Jeta & Bettinger, Régis & Dacorogna, Michel M, 2017. "On the diversification benefit of reinsurance portfolios," MPRA Paper 82466, University Library of Munich, Germany.
- Yang, Yingrui, 2017. "Sub-economic impulse and consciousness with quantum chromodynamic modeling," MPRA Paper 82921, University Library of Munich, Germany.
- Harin, Alexander, 2017. "Behavioral economics and auto-images of distributions of random variables," MPRA Paper 83025, University Library of Munich, Germany.
- Olkhov, Victor, 2017. "Quantitative Description of Financial Transactions and Risks," MPRA Paper 87316, University Library of Munich, Germany.
- Пигнастый, Олег & Ходусов, Валерий, 2017. "Диффузионное Описание Производственного Процесса [Diffusion description of the production process]," MPRA Paper 89250, University Library of Munich, Germany, revised 01 Nov 2017.
- Pihnastyi, Oleh, 2017. "The model of the production process of the party of the subjects of labour," MPRA Paper 89605, University Library of Munich, Germany, revised 23 Mar 2017.
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- Gavira Durón, Nora & Aguilar Galindo, Julio Irving, 2017. "Métodos numéricos para cálculo de la prima de opciones asiáticas / Numerical Methods for Calculation of Asian Options Premium," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 7(1), pages 27-66, enero-jun.
- Rafael S. M. Ribeiro & Gilberto Tadeu Lima, 2019.
"Government expenditure ceiling and public debt dynamics in a demand-led macromodel,"
Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 42(3), pages 363-389, July.
- Rafael Saulo Marques Ribeiro & Gilberto Tadeu Lima, 2017. "Government Expenditure Ceiling and Public Debt Dynamics in a Demand-led Macromodel," Working Papers, Department of Economics 2017_35, University of São Paulo (FEA-USP).
- Rafael S. M. Ribeiro & Gilberto Tadeu Lima, 2018. "Government expenditure ceiling and public debt dynamics in a demand-led macromodel," Textos para Discussão Cedeplar-UFMG 573, Cedeplar, Universidade Federal de Minas Gerais.
- Alan T. Murray, 2017. "Regional analytics," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 59(1), pages 1-13, July.
- Massimiliano Giuli, 2017. "Cyclically monotone equilibrium problems and Ekeland’s principle," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 231-242, November.
- Hocine Mokhtar-Kharroubi, 2017. "Convex and convex-like optimization over a range inclusion problem and first applications," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 277-299, November.
- M. Papi & L. Pontecorvi & C. Donatucci, 2017. "Weighted average price in the Heston stochastic volatility model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 351-373, November.
- Philippe Bich & Rida Laraki, 2017. "Externalities in economies with endogenous sharing rules," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(2), pages 127-137, October.
- D. Baños & T. Meyer-Brandis & F. Proske & S. Duedahl, 2017. "Computing deltas without derivatives," Finance and Stochastics, Springer, vol. 21(2), pages 509-549, April.
- Carole Bernard & Ludger Rüschendorf & Steven Vanduffel & Ruodu Wang, 2017. "Risk bounds for factor models," Finance and Stochastics, Springer, vol. 21(3), pages 631-659, July.
- Stefano Pagliarani & Andrea Pascucci, 2017. "The exact Taylor formula of the implied volatility," Finance and Stochastics, Springer, vol. 21(3), pages 661-718, July.
- Ying Jiao & Chunhua Ma & Simone Scotti, 2017. "Alpha-CIR model with branching processes in sovereign interest rate modeling," Finance and Stochastics, Springer, vol. 21(3), pages 789-813, July.
- Theodore Tsekeris, 2017. "Network analysis of inter-sectoral relationships and key sectors in the Greek economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 413-435, July.
- Florian Kreuchauff & Vladimir Korzinov, 2017. "A patent search strategy based on machine learning for the emerging field of service robotics," Scientometrics, Springer;Akadémiai Kiadó, vol. 111(2), pages 743-772, May.
- Mónica Sofía Gómez-Salcedo & Luis Armando Galvis-Aponte & Vicente Royuela, 2017. "Quality of Work Life in Colombia: A Multidimensional Fuzzy Indicator," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 130(3), pages 911-936, February.
- Elie Daher & Sylvain Kubicki & Annie Guerriero, 2017. "Data-driven development in the smart city: Generative design for refugee camps in Luxembourg," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 4(3), pages 364-379, March.
- Bich, Philippe & Laraki, Rida, 2017. "On the existence of approximate equilibria and sharing rule solutions in discontinuous games," Theoretical Economics, Econometric Society, vol. 12(1), January.
- René van den Brink & Agnieszka Rusinowska, 2017.
"The degree measure as utility function over positions in networks,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01592181, HAL.
- Rene (J.R.) van den Brink & Agnieszka Rusinowska, 2017. "The Degree Measure as Utility Function over Positions in Networks," Tinbergen Institute Discussion Papers 17-065/II, Tinbergen Institute.
- René van den Brink & Agnieszka Rusinowska, 2017. "The degree measure as utility function over positions in networks," Documents de travail du Centre d'Economie de la Sorbonne 17035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- René van den Brink & Agnieszka Rusinowska, 2017. "The degree measure as utility function over positions in networks," Post-Print halshs-01592181, HAL.
- Nathalie HILMI & Alain SAFA & Victor PLANAS-BIELSA & Yasser KADMIRI & Mine CINAR, 2017. "Ocean acidification in the Middle East and North African region," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 46, pages 43-57.
- Christensen, Finn, 2017.
"A necessary and sufficient condition for a unique maximum with an application to potential games,"
Economics Letters, Elsevier, vol. 161(C), pages 120-123.
- Finn Christensen, 2017. "A Necessary and Sufficient Condition for a Unique Maximum with an Application to Potential Games," Working Papers 2017-04, Towson University, Department of Economics, revised Oct 2017.
- Morais, Joanna & Trinh, Thi-Huong, 2017. "Impact of socioeconomic factors on nutritional diet in Vietnam from 2004 to 2014: new insights using compositional data analysis," TSE Working Papers 17-825, Toulouse School of Economics (TSE).
- Klaus Neusser, 2017. "Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation," Diskussionsschriften dp1701, Universitaet Bern, Departement Volkswirtschaft.
- Jaime Tinto Arandes & Kléber Antonio Luna Altamirano & William Henry Sarmiento Espinoza & Diego Patricio Cisneros Quintanilla, 2017. "STIM12 creativity model for the design lady shoes under the approach of fuzzy subsets," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 42(44), pages 129-152, july-dece.
- Elisa Alòs & Antoine Jacquier & Jorge A. León, 2017.
"The Implied Volatility of Forward Starting Options: ATM Short-Time Level, Skew and Curvature,"
Working Papers
988, Barcelona School of Economics.
- Elisa Alòs & Antoine Jacquier & Jorge A. León, 2017. "The implied volatility of forward starting options: ATM short-time level, skew and curvature," Economics Working Papers 1568, Department of Economics and Business, Universitat Pompeu Fabra.
- Vsevolod Andreev, 2017. "Territorial Distribution of the Population in the Russian Federation," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(3), pages 803-811.
- Claudio Fontana & Markus Pelger & Eckhard Platen, 2017. "Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps," Research Paper Series 385, Quantitative Finance Research Centre, University of Technology, Sydney.
- Alaoui Youssef Lamrani & Tkiouat Mohamed, 2017. "Managing Operational Risk Related to Microfinance Lending Process using Fuzzy Inference System based on the FMEA Method: Moroccan Case Study," Scientific Annals of Economics and Business, Sciendo, vol. 64(4), pages 459-471, December.
- Kutu Adebayo Augustine & Ngalawa Harold, 2017. "Monetary Policy and Industrial Output in the BRICS Countries: A Markov-Switching Model," Folia Oeconomica Stetinensia, Sciendo, vol. 17(2), pages 35-55, December.
- Eryk Kopczyński & Dorota Celińska, 2017. "Hyperbolic grids and discrete random graphs," Working Papers 2017-20, Faculty of Economic Sciences, University of Warsaw.
- Mathieu Le Bellac & Arnaud Viricel, 2017. "Deep Dive into Financial Models:Modeling Risk and Uncertainty," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10093, February.
- Luca Spadafora & Gennady P Berman, 2017. "Theoretical Foundations for Quantitative Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10326, February.
- Tim J. Boonen & Montserrat Guillén & Miguel Santolino, 2017. "Forecasting compositional risk allocations," Working Papers XREAP2017-04, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2017.
- Iritié, B. G. Jean Jacques, 2017. "Innovation clusters effects on adoption of a general purpose technology under uncertainty," EconStor Preprints 180668, ZBW - Leibniz Information Centre for Economics.
- Dannenberg, Alia Asha & Estola, Matti & Dannenberg, Anna, 2017. "A dynamic theory of economics: What are the market forces?," Economics Discussion Papers 2017-110, Kiel Institute for the World Economy (IfW Kiel).
- Gualandi, Stefano & Toscani, Giuseppe, 2017. "Pareto tails in socio-economic phenomena: A kinetic description," Economics Discussion Papers 2017-111, Kiel Institute for the World Economy (IfW Kiel).
2016
- Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante, 2016. "Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach," CREATES Research Papers 2016-20, Department of Economics and Business Economics, Aarhus University.
- Salgueiro Perobelli, Fernando & de Almeida Vale, Vinícius & Mesquita Belgo, Túlio & Lanziotti, Felipe, 2016. "Avaliação Espacial Das Fontes De Crescimento De Um Conjunto De Commodities Agrícolas Brasileiras Exportáveis Entre 2003-2013," Revista de Economia e Agronegócio / Brazilian Review of Economics and Agribusiness, Federal University of Vicosa, Department of Agricultural Economics, vol. 14(1-2-3), pages 1-38.
- Tisdell, Clem, 2016. "Financial Implications of Seasonal Variability in Demand for Tourism Services (A Draft)," Economic Theory, Applications and Issues Working Papers 243922, University of Queensland, School of Economics.
- Tisdell, Clem, 2016. "Financial Implications of Seasonal Variability in Demand for Tourism Services (Final Draft)," Economic Theory, Applications and Issues Working Papers 244574, University of Queensland, School of Economics.
- Zsuzsanna Katalin Szabó & Lucian Chiriac, 2016. "Investigations Concerning E-Government Adoption in Transition Economies," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 66(1), pages 57-78, March.
- Iñigo Aranzábal Martín & Carlos Carredano & Hugo Alexer Pérez Vicente, 2016. "Study of welfare indicators by federal entity in Mexico using principal component analysis," The Anahuac Journal, Business and Economics School. Anahuac University (Mexico)., vol. 16(1), pages 25-45, June.
- Gamze Özel & Rıdvan Ceylan, 2016. "Investigating The Factors Which Are Effective On Ice Cream Consumption Of Consumers," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 4(2), pages 147-158, December.
- George H.M. Cunha & Michel A.C. Oliveira & Michel A.C. Oliveira & Wilfredo Sosa, 2016. "Remarks on Fenchel-Moreau conjugate in the setting of consumer theory," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 17(2), pages 176-184.
- Tonci Svilokos, 2016. "Heuristic approach for determining efficient frontier portfolios with more than two assets, the case of ZSE," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 99-115,116-.
- BRATIAN Vasile, 2016. "Brownian Movement Of Stock Quotes Of The Companies Listed On The Bucharest Stock Exchange And Probability Ranges," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 68(1), pages 7-20, June.
- Paul Schneider, 2015. "An Anatomy of the Equity Premium," Swiss Finance Institute Research Paper Series 15-61, Swiss Finance Institute.
- Oscar Claveria & Enric Monte & Salvador Torra, 2016. "A self-organizing map analysis of survey-based agents? expectations before impending shocks for model selection: The case of the 2008 financial crisis," International Economics, CEPII research center, issue 146, pages 40-58.
- Hernando Quevedo & María N. Quevedo, 2016. "Income distribution in the Colombian economy from an econophysics perspective," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 35(69), pages 691-707, April.
- Zhengyuan Gao & Christian M. Hafner, 2019.
"Looking Backward and Looking Forward,"
Econometrics, MDPI, vol. 7(2), pages 1-24, June.
- GAO, Zhengyuan & HAFNER, Christian, 2016. "Looking Backward and Looking Forward," LIDAM Discussion Papers CORE 2016014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Zhengyuan Gao & Christian M. Hafner, 2019. "Looking backward and looking forward," LIDAM Reprints CORE 3024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gao, Zhengyuan & Hafner, Christian, 2019. "Looking Backward and Looking Forward," LIDAM Reprints ISBA 2019057, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Nicolò Pecora & Alessandro Spelta, 2016. "Discovering SIFIs in interbank communities," DISCE - Working Papers del Dipartimento di Economia e Finanza def037, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Alessandro Spelta, 2016. "Stock prices prediction via tensor decomposition and links forecast," DISCE - Working Papers del Dipartimento di Economia e Finanza def041, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2016. "VaR as the CVaR sensitivity : applications in risk optimization," INDEM - Working Paper Business Economic Series id-16-01, Instituto para el Desarrollo Empresarial (INDEM).
- Balbás, Beatriz & Balbás, Raquel, 2016. "VaR as the CVaR sensitivity : applications in risk optimization," IC3JM - Estudios = Working Papers id-16-01, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM).
- Dietrich, Franz & List, Christian, 2016.
"Reason-Based Choice And Context-Dependence: An Explanatory Framework,"
Economics and Philosophy, Cambridge University Press, vol. 32(2), pages 175-229, July.
- Dietrich, Franz & List, Christian, 2015. "Reason-based choice and context-dependence: An explanatory framework," MPRA Paper 64666, University Library of Munich, Germany.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01249514, HAL.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," Post-Print halshs-01249514, HAL.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," PSE-Ecole d'économie de Paris (Postprint) halshs-01249514, HAL.
- Dietrich, Franz & List, Christian, 2016. "Reason-based choice and context-dependence: an explanatory framework," LSE Research Online Documents on Economics 64219, London School of Economics and Political Science, LSE Library.
- Abbas Sheikh Aboumasoudi & Saeed Mirzamohammadi Ahmad Makui & Ahmad Makui & Jolanta Tamošaitienė, 2016. "Development of Network-Ranking Model to Create the Best Production Line Value Chain: A Case Study in Textile Industry," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(1), pages 215-234.
- Mehdi KESHAVARZ GHORABAEE & Edmundas Kazimieras ZAVADSKAS & Maghsoud AMIRI & Jurgita ANTUCHEVICIENE, 2016. "A New Method Of Assessment Based On Fuzzy Ranking And Aggregated Weights (Afraw) For Mcdm Problems Under Type-2 Fuzzy Environment," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(1), pages 39-68.
- Kyoung-Sook Moon & Yunju Jeong & Hongjoong Kim, 2016. "An Efficient Binomial Method for Pricing Asian Options," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(2), pages 151-164.
- Mehdi KESHAVARZ GHORABAEE & Edmundas Kazimieras ZAVADSKAS & Zenonas TURSKIS & Jurgita ANTUCHEVICIENE, 2016. "A New Combinative Distance-Based Assessment(Codas) Method For Multi-Criteria Decision-Making," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 25-44.
- Cătălina-Lucia COCIANU & Hakob GRIGORYAN, 2016. "Machine Learning Techniques For Stock Market Prediction.Acase Study Of Omv Petrom," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 63-82.
- Joan Carles FERRER-COMALAT & Salvador LINARES-MUSTAROS & Dolors COROMINAS-COLL, 2016. "A Model For Optimal Investment Project Choice Using Fuzzy Probability," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(4), pages 187-203.
- Nehla, Debbabi & Marie, Kratz & Mamadou , Mboup, 2016. "A self-calibrating method for heavy tailed data modeling : Application in neuroscience and finance," ESSEC Working Papers WP1619, ESSEC Research Center, ESSEC Business School.
- Farida F. Galimulina & Alexey I. Shinkevich & Irina P. Komissarova & Albina N. Mayorova & Irina A. Astafyeva & Natalia V. Klimova & Karina R. Nabiullina & Irina V. Zhukovskaya, 2016. "Technology Platforms as an Efficient Tool to Modernize Russia's Economy," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 163-168.
- Hathroubi, Salem & Aloui, Chaker, 2016. "On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets," Economic Modelling, Elsevier, vol. 59(C), pages 32-45.
- Mykland, Per A. & Zhang, Lan, 2016. "Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price," Journal of Econometrics, Elsevier, vol. 194(2), pages 242-262.
- Ji, Qiang & Fan, Ying, 2016. "Evolution of the world crude oil market integration: A graph theory analysis," Energy Economics, Elsevier, vol. 53(C), pages 90-100.
- Gündüz, Güngör & Gündüz, Yalin, 2016. "A thermodynamical view on asset pricing," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 310-327.
- Shi, Guangping & Liu, Xiaoxing & Tang, Pan, 2016. "Pricing options under the non-affine stochastic volatility models: An extension of the high-order compact numerical scheme," Finance Research Letters, Elsevier, vol. 16(C), pages 220-229.
- Han, Heejae & Jeon, Junkee & Kang, Myungjoo, 2016. "Closed form valuation of American chained knock-in options," Finance Research Letters, Elsevier, vol. 17(C), pages 176-185.
- Fong, Wai Mun, 2016. "Stochastic dominance and the omega ratio," Finance Research Letters, Elsevier, vol. 17(C), pages 7-9.
- Energy Sonono, Masimba & Phillip Mashele, Hopolang, 2016. "Estimation of bid-ask prices for options on LIBOR based instruments," Finance Research Letters, Elsevier, vol. 19(C), pages 33-41.
- Xiao, Shuang & Ma, Shihua, 2016. "Pricing discrete double barrier options under Lévy processes: An extension of the method by Milev and Tagliani," Finance Research Letters, Elsevier, vol. 19(C), pages 67-74.
- Belles-Sampera, Jaume & Guillen, Montserrat & Santolino, Miguel, 2016. "What attitudes to risk underlie distortion risk measure choices?," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 101-109.
- Cui, Zhenyu & Nguyen, Duy, 2016. "Omega diffusion risk model with surplus-dependent tax and capital injections," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 150-161.
- Furman, Edward & Kuznetsov, Alexey & Su, Jianxi & Zitikis, Ričardas, 2016. "Tail dependence of the Gaussian copula revisited," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 97-103.
- Zhu, Jinxia & Yang, Hailiang, 2016. "Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 259-271.
- Miljkovic, Tatjana & Grün, Bettina, 2016. "Modeling loss data using mixtures of distributions," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 387-396.
- Biagini, Francesca & Zhang, Yinglin, 2016. "Polynomial diffusion models for life insurance liabilities," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 114-129.
- Claveria, Oscar & Monte, Enric & Torra, Salvador, 2016. "A self-organizing map analysis of survey-based agents׳ expectations before impending shocks for model selection: The case of the 2008 financial crisis," International Economics, Elsevier, vol. 146(C), pages 40-58.
- Easley, David & de Prado, Marcos Lopez & O'Hara, Maureen, 2016. "Discerning information from trade data," Journal of Financial Economics, Elsevier, vol. 120(2), pages 269-285.
- Hilbert, Martin, 2016. "Formal definitions of information and knowledge and their role in growth through structural change," Structural Change and Economic Dynamics, Elsevier, vol. 38(C), pages 69-82.
- Ziemba, William, 2016. "A response to Professor Paul A. Samuelson's objections to Kelly capital growth investing," LSE Research Online Documents on Economics 119002, London School of Economics and Political Science, LSE Library.
- Reiner Franke & Boyan Yanovski, 2016. "On the long-run equilibrium value of Tobin’s average Q," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 13(1), pages 103-113, April.
- J.C. Ferrer Comalat & S. Linares Mustarós & D. Corominas Coll, 2016. "A Formalization Of The Theory Of Expertons. Theoretical Foundations, Properties And Development Of Software For Its Calculation," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(1), pages 23-39, May.
- A. Syed & I. Beg & A. Khalid, 2016. "Aggregation Methods For Fuzzy Judgments," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(1), pages 3-21, May.
- O. Kurama & P. Luukka & M. Collan, 2016. "Real Option Approach For Comparing Lifetime Costs Of Alternative Diabetes Type I Treatment Methods," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(2), pages 93-109, November.
- O. Kurama & P. Luukka & M. Collan, 2016. "Similarity Classifier With Weighted Ordered Weighted Averaging Operator," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(2), pages 93-109, November.
- Francesca Biagini & Andreas Groll & Jan Widenmann, 2016. "Risk Minimization for Insurance Products via F-Doubly Stochastic Markov Chains," Risks, MDPI, vol. 4(3), pages 1-26, July.
- Dietrich, Franz & List, Christian, 2016.
"Reason-Based Choice And Context-Dependence: An Explanatory Framework,"
Economics and Philosophy, Cambridge University Press, vol. 32(2), pages 175-229, July.
- Dietrich, Franz & List, Christian, 2015. "Reason-based choice and context-dependence: An explanatory framework," MPRA Paper 64666, University Library of Munich, Germany.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01249514, HAL.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," PSE-Ecole d'économie de Paris (Postprint) halshs-01249514, HAL.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," Post-Print halshs-01249514, HAL.
- Dietrich, Franz & List, Christian, 2016. "Reason-based choice and context-dependence: an explanatory framework," LSE Research Online Documents on Economics 64219, London School of Economics and Political Science, LSE Library.
- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016.
"Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model,"
Documents de travail du Centre d'Economie de la Sorbonne
16013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016. "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01278126, HAL.
- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016. "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Post-Print halshs-01278126, HAL.
- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016.
"Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model,"
Documents de travail du Centre d'Economie de la Sorbonne
16013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016. "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Post-Print halshs-01278126, HAL.
- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016. "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01278126, HAL.
- Bonneuil, Noël & Boucekkine, Raouf, 2017.
"Longevity, age-structure, and optimal schooling,"
Journal of Economic Behavior & Organization, Elsevier, vol. 136(C), pages 63-75.
- Noël Bonneuil & Raouf Boucekkine, 2014. "Longevity, Age-Structure, and Optimal Schooling," AMSE Working Papers 1449, Aix-Marseille School of Economics, France.
- Noël Bonneuil & Raouf Boucekkine, 2017. "Longevity, age-structure, and optimal schooling," Post-Print hal-01590008, HAL.
- Noël Bonneuil & Raouf Boucekkine, 2016. "Longevity, Age-Structure, and Optimal Schooling," Working Papers halshs-01082317, HAL.
- E. Roy Weintraub, 2016. "McCarthyism and the Mathematization of Economics," Center for the History of Political Economy Working Paper Series 2016-18, Center for the History of Political Economy.
- E. Roy Weintraub, 2016. "Game Theory and Cold War Rationality: A Review Essay," Center for the History of Political Economy Working Paper Series 2016-19, Center for the History of Political Economy.
- Herbertsson, Alexander & Frey, Rüdiger, 2016. "Cds Index Options Under Incomplete Information," Working Papers in Economics 685, University of Gothenburg, Department of Economics.
- John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 2016. "Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 9(2), pages 31-47.
- Kazi Md. Tarique & Kazi Tanvir Mahmud & Md. Kamrul Hasan, 2016. "Opinion Of The Zakah Recipients About The Role Of Zakah On The Household Food Security: Evidence From The Rural Bangladesh," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 2(1), pages 1-18, August.
- Kazi Md. Tarique & Kazi Tanvir Mahmud & Md. Kamrul Hasan, 2016. "Opinion Of The Zakah Recipients About The Role Of Zakah On The Household Food Security: Evidence From The Rural Bangladesh," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 2(1), pages 93-110, August.
- Massimo Marinacci & Federico Severino, 2018.
"Weak time-derivatives and no-arbitrage pricing,"
Finance and Stochastics, Springer, vol. 22(4), pages 1007-1036, October.
- Massimo Marinacci & Federico Severino, 2016. "Weak time-derivatives and no arbitrage pricing," Working Papers 581, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Jasso, Guillermina, 2016. "(In)Equality and (In)Justice," IZA Discussion Papers 10125, Institute of Labor Economics (IZA).
- Vogel, Matt & van Ham, Maarten, 2016. "Disentangling Neighborhood Effects in Person-Context Research: An Application of a Neighborhood-Based Group Decomposition," IZA Discussion Papers 9793, Institute of Labor Economics (IZA).
- Klaus Wälde, 2016. "Pareto-Improving Redistribution of Wealth - The Case of the NLSY 1979 Cohort," Working Papers 1610, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Roman V. Ivanov & Katsunori Ano, 2016. "On exact pricing of FX options in multivariate time-changed Lévy models," Review of Derivatives Research, Springer, vol. 19(3), pages 201-216, October.
- Mi-Hsiu Chiang & Chang-Yi Li & Son-Nan Chen, 2016. "Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 459-482, April.
- Camacho, Carmen & Kamihigashi, Takashi & Sağlam, Çağrı, 2018.
"Robust comparative statics for non-monotone shocks in large aggregative games,"
Journal of Economic Theory, Elsevier, vol. 174(C), pages 288-299.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2015. "Robust Comparative Statics of Non-monotone Shocks in Large Aggregative Games," Discussion Paper Series DP2015-25, Research Institute for Economics & Business Administration, Kobe University.
- Carmen Camacho & Takashi Kamihigashi & Çağrı Sağlam, 2017. "Robust Comparative Statics for Non-monotone Shocks in Large Aggregative Games," Discussion Paper Series DP2017-34, Research Institute for Economics & Business Administration, Kobe University.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2016. "Robust Comparative Statics for Non-monotone Shocks in Large Aggregative Games," Discussion Paper Series DP2016-02, Research Institute for Economics & Business Administration, Kobe University.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2018. "Robust comparative statics of non-monotone shocks in large aggregative games," PSE-Ecole d'économie de Paris (Postprint) halshs-01883907, HAL.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2018. "Robust comparative statics of non-monotone shocks in large aggregative games," Post-Print halshs-01883907, HAL.
- Merza, Ádám & London, András & Kiss, István Márton & Pelle, Anita & Dombi, József & Németh, Tamás, 2016. "A világkereskedelem hálózatelméleti vizsgálatának lehetőségeiről [The scope for analysis of world trade through network theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 79-98.
- Lotfali AGHELI & Fatemeh ABDI, 2016. "Decomposition of Natural Gas Intensity in Energy-Intensive Industries in Iran," Journal of Economics and Political Economy, KSP Journals, vol. 3(1), pages 134-141, March.
- Ron W. NIELSEN, 2016. "Interpretations of Hyperbolic Growth," Journal of Economics and Political Economy, KSP Journals, vol. 3(4), pages 594-626, December.
- Ron W. NIELSEN, 2016. "Mathematical Analysis of Income Per Capita in the United Kingdom," Turkish Economic Review, KSP Journals, vol. 3(4), pages 551-561, December.
- Ron W. NIELSEN, 2016. "The Law of Growth," Journal of Economic and Social Thought, KSP Journals, vol. 3(4), pages 481-489, December.
- Javier E. CONTRERAS-REYES, 2016. "Credit Allocation Based on Journal Impact Factor and Co-authorship Contribution," Journal of Social and Administrative Sciences, KSP Journals, vol. 3(2), pages 111-118, June.
- Ron W. NIELSEN, 2016. "Puzzling Properties of the Historical Growth Rate of Income Per Capita Explained," Journal of Economics Library, KSP Journals, vol. 3(2), pages 241-256, June.
- Ron W. NIELSEN, 2016. "Mechanism of Hyperbolic Growth Explained," Journal of Economics Library, KSP Journals, vol. 3(4), pages 603-620, December.
- Domingo Alberto Tarzia, 2016. "Properties of the Financial Break-Even Point in a Simple Investment Project As a Function of the Discount Rate," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(2), pages 31-45, April.
- V. Alpagut Yavuz, 2016. "An Analysis of Job Change Decision Using a Hybrid Mcdm Method: A Comparative Analysis," International Journal of Business and Social Research, LAR Center Press, vol. 6(3), pages 60-75, March.
- Fausto, Cavalli, 2016. "A model of monopoly with lags in the planning and production activity," Working Papers 326, University of Milano-Bicocca, Department of Economics, revised 07 Feb 2016.
- V. Alpagut Yavuz, 2016. "An Analysis of Job Change Decision Using a Hybrid Mcdm Method: A Comparative Analysis," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 6(3), pages 60-75, March.
- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016.
"Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model,"
Post-Print
halshs-01278126, HAL.
- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016. "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Documents de travail du Centre d'Economie de la Sorbonne 16013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016. "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01278126, HAL.
- Dominique Guegan & Bertrand K. Hassani, 2016. "Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regul," Documents de travail du Centre d'Economie de la Sorbonne 16066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bertrand K. Hassani, 2016. "Bringing the Customer Black to the Foreground: The End of Conduct Risk?," Documents de travail du Centre d'Economie de la Sorbonne 16067, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Lars P. Hansen & Thomas J. Sargent, 2016. "Sets of Models and Prices of Uncertainty," NBER Working Papers 22000, National Bureau of Economic Research, Inc.
- Пигнастый, Олег, 2016. "Проектирование Технологических Траекторий Производства Изделий В Фазовом Пространстве Состояний [Designing technological trajectories of production in the phase space of states]," MPRA Paper 112765, University Library of Munich, Germany, revised 10 Feb 2016.
- Пигнастый, Олег & Pihnastyi, Oleh, 2016. "Балансовые Уравнения Двухуровневой Модели Описания Производственной Поточной Линии [Equation of balance for the two-level description of the manufacturing production line]," MPRA Paper 112901, University Library of Munich, Germany.
- Li, Hui, 2016. "A true measure of dependence," MPRA Paper 69735, University Library of Munich, Germany.
- O'Callaghan, Patrick, 2016. "Parametric continuity from preferences when the topology is weak and actions are discrete," MPRA Paper 72356, University Library of Munich, Germany.
- Pennoni, Fulvia & Romeo, Isabella, 2016. "Latent Markov and growth mixture models for ordinal individual responses with covariates: a comparison," MPRA Paper 72939, University Library of Munich, Germany.
- Glötzl, Erhard, 2016. "Continuous time, continuous decision space prisoner’s dilemma: A bridge between game theory and economic GCD-models," MPRA Paper 72965, University Library of Munich, Germany.
- Fusari, Angelo, 2016. "A New Economics for Modern Dynamic Economies," MPRA Paper 74008, University Library of Munich, Germany, revised 2016.
- Lozano, Sebastián & Villa, Gabriel, 2016. "Data Envelopment Analysis of systems with multiple modes of functioning," MPRA Paper 76076, University Library of Munich, Germany.
- Bobrikov, Vladimir & Nenova, Elena & Ignatov, Dmitry I., 2016. "What is a Fair Value of Your Recommendation List?," MPRA Paper 77604, University Library of Munich, Germany.
- Coleman, Charles, 2016. "A SAS® Macro for the Generalized RAS Algorithm," MPRA Paper 77651, University Library of Munich, Germany, revised 19 Mar 2017.
- Abueg, Luisito, 2016. "A historical walkthrough with L’Hospital, from indeterminates to applied problems in mathematics," MPRA Paper 79011, University Library of Munich, Germany, revised Apr 2016.
- Vorobyev, Oleg Yu., 2016. "An element-set labelling a Cartesian product by measurable binary relations which leads to postulates of the theory of experience and chance as a theory of co~events," MPRA Paper 81891, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2016. "Postulating the theory of experience and chance as a theory of co~events (co~beings)," MPRA Paper 81892, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2016. "The theory of dual co~event means," MPRA Paper 81893, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2016. "Triangle room paradox of negative probabilities of events," MPRA Paper 81894, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2016. "The bet on a bald," MPRA Paper 81895, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2016. "Blyth’s paradox «of three pies»: setwise vs. pairwise event preferences," MPRA Paper 81897, University Library of Munich, Germany.
- Trabelsi, Mohamed Ali, 2016. "Analyse des données : Résumé de cours avec exercices d’application [Data analysis: course summary with case studies]," MPRA Paper 82947, University Library of Munich, Germany, revised 03 May 2016.
- Olkhov, Victor, 2016. "Finance, risk and economic space," MPRA Paper 87172, University Library of Munich, Germany.
- Olkhov, Victor, 2016. "On Hidden Problems of Option Pricing," MPRA Paper 87173, University Library of Munich, Germany.
- Pihnastyi, Oleh & Bondarenko, Kristina, 2016. "About the problem of selecting models for production line," MPRA Paper 91235, University Library of Munich, Germany, revised 07 Jan 2018.
- Pihnastyi, Oleh & Korsun, Roman, 2016. "The construction a kinetic equation of the production process," MPRA Paper 92073, University Library of Munich, Germany, revised 19 Mar 2016.
- Пигнастый, Олег, 2016. "Анализ Принципов И Методов Построения Систем Управления Производственным Процессом [Analysis Of The Principles And Methods Of Construction Control Systems Of Technological Process]," MPRA Paper 92908, University Library of Munich, Germany, revised 10 Jan 2016.
- Jaroslav Sixta & Kristýna Vltavská, 2016. "Změny v měření ekonomiky a dopady do odhadu produktivity [Changes in the Measuring of Economy and Its Impact on Productivity Estimation]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(3), pages 351-368.
- Martina Šimková & Jaroslav Sixta & Jitka Langhamrová, 2016. "Penzijní závazky stárnoucí populace České republiky [Pension Liabilities to Ageing Population of the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(5), pages 591-607.
- Luboš Marek & Stanislava Hronová & Richard Hindls, 2016. "Příspěvek k časnějším odhadům hodnot čtvrtletních národních účtů [Contribution to the Earlier Estimations of Quarterly National Accounts]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(6), pages 633-650.
- Zuzanna Wośko, 2016. "Credit Risk of FX Loans in Poland. Debt Service Burden and the Effect of Neutralization of Currency Depreciation by Foreign Interest Rates," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 8(1), pages 43-59, March.
- Çakır, Engin & Özdemir, Muhsin, 2016. "Application of Fuzzy Multi-Criteria Decision Making Methods on Six Sigma Projects Selection," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 7(2), pages 167-201, April.
- Salimian, Salah & Shahbazi, Kiumars, 2016. "Dealerships Location Choice in the Spokes Model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 3(3), pages 69-92, November.
- Mateescu, Dan, 2016. "The Linear Regression Of Weighted Segments," Working Papers of Institute for Economic Forecasting 160720, Institute for Economic Forecasting.
- Sorin Gabriel Badea & Florin Radu, 2016. "Theoretical Assessment of Effects on Taxation and Tax System on Property Market," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, vol. 5(2), pages 53-60, August.
- Sorin Gabriel Badea & Florin Radu, 2016. "Balanced economic growth," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, vol. 5(2), pages 67-75, August.
- Bucio, Christian & De Jesús, Raul & Cabello, Alejandra, 2016. "Valor en riesgo anual de los mercados accionarios de México y Estados Unidos: VaR tradicional vs VaR cópulas elípticas," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 6(1), pages 83-114, enero-jun.
- Somayeh Koohborfardhaghighi & Jorn Altmann, 2016. "How Network Visibility and Strategic Networking Leads to the Emergence of Certain Network Characteristics: A Complex Adaptive System Approach," TEMEP Discussion Papers 2016130, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Aug 2016.
- Somayeh Koohborfardhaghighi & Jorn Altmann, 2016. "How Strategic Networking Impacts the Networking Outcome: A Complex Adaptive System Approach," TEMEP Discussion Papers 2016131, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Aug 2016.
- Liang Hong, 2016. "On the choice between two delta-hedging strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(1), pages 69-80, April.
- Fabio Antonelli & Carlo Mancini, 2016. "Consumption optimization for recursive utility in a jump-diffusion model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 293-310, November.
- Joshin Murai, 2016. "A model of transaction signs with order splitting and public information," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 469-480, December.
- Koji Kuroda, 2016. "Investment time horizon and multifractality of stock price process," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 481-496, December.
- Mahelet G. Fikru & Matt Insall, 2016. "Is it more profitable to acquire cleaner or dirtier firms?," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 18(4), pages 443-457, October.
- Philip Brookins & Dmitry Ryvkin, 2016.
"Equilibrium existence in group contests,"
Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 4(2), pages 265-276, October.
- Philip Brookins & Dmitry Ryvkin, 2014. "Equilibrium existence in group contests," Working Papers wp2014_12_02, Department of Economics, Florida State University.
- Farhad Hüsseinov, 2016. "Separation of several convex sets," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 4(2), pages 351-354, October.
- Magdalena Olczyk, 2016. "A systematic retrieval of international competitiveness literature: a bibliometric study," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 429-457, December.
- Aurélien Alfonsi & Pierre Blanc, 2016. "Dynamic optimal execution in a mixed-market-impact Hawkes price model," Finance and Stochastics, Springer, vol. 20(1), pages 183-218, January.
- Aurélien Alfonsi & Pierre Blanc, 2016. "Dynamic optimal execution in a mixed-market-impact Hawkes price model," Finance and Stochastics, Springer, vol. 20(1), pages 183-218, January.
- Eyal Neuman & Alexander Schied, 2016. "Optimal portfolio liquidation in target zone models and catalytic superprocesses," Finance and Stochastics, Springer, vol. 20(2), pages 495-509, April.
- Anton Bondarev, 2016. "Intensity of R&D competition and the generation of innovations in heterogeneous setting," Journal of Evolutionary Economics, Springer, vol. 26(3), pages 621-653, July.
- Endre Boros & Khaled Elbassioni & Vladimir Gurvich & Kazuhisa Makino & Vladimir Oudalov, 2016. "Sufficient conditions for the existence of Nash equilibria in bimatrix games in terms of forbidden $$2 \times 2$$ 2 × 2 subgames," International Journal of Game Theory, Springer;Game Theory Society, vol. 45(4), pages 1111-1131, November.
- Mariano Luque & Salvador Pérez-Moreno & Beatriz Rodríguez, 2016. "Measuring Human Development: A Multi-criteria Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 125(3), pages 713-733, February.
- Yinghao LUO & Mingmin LUO, 2016.
"Discrete Time Or Continuous Time, That Is The Question: The Case Of Samuelson’S Multiplier-Accelerator Model,"
Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 7(2), pages 155-159.
- Luo, Yinghao, 1998. "Discrete Time or Continuous Time, That is the Question: the Case of Samuelson’s Multiplier-Accelerator Model," MPRA Paper 74493, University Library of Munich, Germany.
- Hasan Ersel, 2016. "BELİTSEL YAKLAŞIM, İKTİSAT VE Von NEUMANN’IN KAYGILARI," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 5(1), pages 1-24, January.
- Aiste Ruseckaite & Dennis Fok & Peter Goos, 2016. "Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes," Tinbergen Institute Discussion Papers 16-075/III, Tinbergen Institute.
- David M. Mandy, 2016.
"Verifying Curvature of Profit and Cost/Expenditure Functions,"
Working Papers
1611, Department of Economics, University of Missouri, revised 17 Apr 2017.
- David M. Mandy, 2017. "Verifying Curvature of Profit and Cost/Expenditure Functions," Working Papers 1705, Department of Economics, University of Missouri.
- David M. Mandy, 2016.
"Verifying Curvature of Profit and Cost/Expenditure Functions,"
Working Papers
1611, Department of Economics, University of Missouri, revised 17 Apr 2017.
- David M. Mandy, 2017. "Verifying Curvature of Profit and Cost/Expenditure Functions," Working Papers 1705, Department of Economics, University of Missouri.
- Eufrosina Otlãcan, 2016. "Symmetry and Dynamism in Systems Theory," HOLISTICA Journal of Business and Public Administration, Association Holistic Research Academic (HoRA), vol. 7(2), pages 9-17, August.
- Benth, Fred Espen & Paraschiv, Florentina, 2016. "A Structural Model for Electricity Forward Prices," Working Papers on Finance 1611, University of St. Gallen, School of Finance.
- Loreno Cecconi, 2016. "Modello Baumol–Oates in tempo discreto e tempo continuo: analisi deterministica e stocastica," Department of Economics University of Siena 734, Department of Economics, University of Siena.
- Roberto Marchionatti Author-Email: roberto.marchionatti@unito.it & Fiorenzo Mornati Author-Email: fiorenzo.mornati@unito.it, 2016.
"Economic Theories in Competition A New Narrative of the Debate on the General Economic Equilibrium Theory in the 1930s,"
Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(5), pages 503-523, December.
- Marchionatti, Roberto & Mornati, Fiorenzo, 2014. "Economic Theories in Competition. A New Narrative of the Debate on General Economic Equilibrium Theory in the 1930s," CESMEP Working Papers 201404, University of Turin.
- Marchionatti, Roberto & Mornati, Fiorenzo, 2014. "Economic Theories in Competition. A New Narrative of the Debate on General Economic Equilibrium Theory in the 1930s," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201436, University of Turin.
- Roberto Marchionatti & Fiorenzo Mornati, 2016. "Economic Theories in Competition - A New Narrative of the Debate on the General Economic Equilibrium Theory in the 1930s," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(5), pages 503-523.
- Cimmino, Francesco & Mastelic, Joelle & Genoud, Stephane, 2016. "Multi-Method Approach to Compare the Socio-Demographic Typology of Residents and Clusters of Electricity Load Curves in a Swiss Sustainable Neighbourhood," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2016), Rovinj, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 8-9 September 2016, pages 310-314, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
- Covei, Dragos-Patru & Gheorghe-Ivanescu, Ioan, 2016. "A profit-maximization model for a company that sells an arbitrary number of products," Economics Discussion Papers 2016-1, Kiel Institute for the World Economy (IfW Kiel).
- Ben-Haim, Yakov & Demertzis, Maria, 2016.
"Decision making in times of Knightian uncertainty: An info-gap perspective,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-30.
- Ben-Haim, Yakov & Demertzis, Maria, 2015. "Decision making in times of Knightian uncertainty: An info-gap perspective," Economics Discussion Papers 2015-42, Kiel Institute for the World Economy (IfW Kiel).
- Nöldeke, Georg & Peña, Jorge, 2016.
"The symmetric equilibria of symmetric voter participation games with complete information,"
Games and Economic Behavior, Elsevier, vol. 99(C), pages 71-81.
- Nöldeke, Georg & Peña, Jorge, 2015. "The symmetric equilibria of symmetric voter participation games with complete information," Working papers 2015/08, Faculty of Business and Economics - University of Basel.
- Nöldeke, Georg & Peña, Jorge, 2016. "The symmetric equilibria of symmetric voter participation games with complete information," VfS Annual Conference 2016 (Augsburg): Demographic Change 145647, Verein für Socialpolitik / German Economic Association.
- Nöldeke, Georg & Peña, Jorge, 2015. "The symmetric equilibria of symmetric voter participation games with complete information," CEPR Discussion Papers 10751, C.E.P.R. Discussion Papers.
- Christian Ewerhart, 2022.
"A “fractal” solution to the chopstick auction,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(4), pages 1025-1041, November.
- Christian Ewerhart, 2016. "A "fractal" solution to the chopstick auction," ECON - Working Papers 229, Department of Economics - University of Zurich, revised Apr 2017.
2015
- Li, Xiaofei & Escalante, Cesar L. & Dodson, Charles B., 2015. "A Credit Migration Analysis of the Financial Vitality of Female and Racial Minority Borrowers of the Farm Service Agency under Recessionary Conditions," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205038, Agricultural and Applied Economics Association.
- Berg, Ernst & Huffaker, Ray, 2015. "Explaining the German hog price cycle: A nonlinear dynamics approach," 144th Seminar, February 9-13, 2015, Innsbruck-Igls, Austria 206210, European Association of Agricultural Economists.
- Berg, Ernst & Huffaker, Ray, 2015. "Explaining the German hog price cycle: A nonlinear dynamics approach," 2015 International European Forum (144th EAAE Seminar), February 9-13, 2015, Innsbruck-Igls, Austria 206210, International European Forum on System Dynamics and Innovation in Food Networks.
- Wailes, Eric J. & Chavez, Eddie C., 2015. "International Rice Outlook, Baseline Projections 2014-2024," Staff Papers 199846, University of Arkansas, Department of Agricultural Economics and Agribusiness.
- Antonin Macé, 2015. "Voting with Evaluations: When Should We Sum? What Should We Sum?," AMSE Working Papers 1544, Aix-Marseille School of Economics, France, revised 29 Oct 2015.
- Timur Keskintürk & Eyüp Çetin, 2015. "A Genetic Algorithm Metaheuristic For The Weapon-Target Based Media Allocation Problem," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(1), pages 1-6, June.
- Murat Atan & Sibel Atan & Şenol Altan, 2015. "An Efficiency Planning in Supply Chain Management with Mathematical Programming," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(1), pages 15-24, June.
- Hatice Çiçek & Sinan Saraçlı, 2015. "Performance Of Shannon's Maximum Entropy Distribution Under Some Restrictions: An Application On Turkey's Annual Temperatures," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(1), pages 7-14, June.
- Murat Oturakçı & Cansu Dağsuyu & Ali Kokangül, 2015. "A New Approach to Fine Kinney Method and an Implementation Study," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(2), pages 83-92, December.
- Oscar Claveria & Enric Monte & Salvador Torra, 2015.
"“Regional Forecasting with Support Vector Regressions: The Case of Spain”,"
IREA Working Papers
201507, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
- Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Regional Forecasting with Support Vector Regressions: The Case of Spain”," AQR Working Papers 201506, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2015.
- Oscar Claveria & Enric Monte & Salvador Torra, 2015.
"“Self-organizing map analysis of agents' expectations. Different patterns of anticipation of the 2008 financial crisis”,"
IREA Working Papers
201511, University of Barcelona, Research Institute of Applied Economics, revised Mar 2015.
- Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis”," AQR Working Papers 201508, University of Barcelona, Regional Quantitative Analysis Group, revised Mar 2015.
- Daniel Mónica Sofía Gómez & Javier Luis Armando Galvis-Aponte & Vicente Royuela, 2015.
"“Calidad de vida laboral en Colombia: un índice multidimensional difuso”,"
IREA Working Papers
201528, University of Barcelona, Research Institute of Applied Economics, revised Dec 2015.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Vicente Royuela, 2015. "“Calidad de vida laboral en Colombia: un índice multidimensional difuso”," AQR Working Papers 201513, University of Barcelona, Regional Quantitative Analysis Group, revised Apr 2016.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Andrés Fernando Carreño & Vicente Royuela, 2015. "Calidad de vida laboral en Colombia: un índice multidimensional difuso," Documentos de trabajo sobre Economía Regional y Urbana 230, Banco de la Republica de Colombia.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Vicente Royuela, 2015. "Calidad de vida laboral en Colombia: un índice multidimensional difuso," Documentos de Trabajo Sobre Economía Regional y Urbana 14180, Banco de la República, Economía Regional.
- Bonollo, Michele & Di Persio, Luca & Oliva, Immacolata, 2020.
"A quantization approach to the counterparty credit exposure estimation,"
International Review of Economics & Finance, Elsevier, vol. 70(C), pages 335-356.
- M. Bonollo & L. Di Persio & I. Oliva & A. Semmoloni, 2015. "A Quantization Approach to the Counterparty Credit Exposure Estimation," Papers 1503.01754, arXiv.org.
- Lumsdaine, R.L. & Rockmore, D.N. & Foti, N.J. & Leibon, G. & Farmer, J.D., 2021.
"The intrafirm complexity of systemically important financial institutions,"
Journal of Financial Stability, Elsevier, vol. 52(C).
- Robin L. Lumsdaine & Daniel N. Rockmore & Nicholas Foti & Gregory Leibon & J. Doyne Farmer, 2015. "The Intrafirm Complexity of Systemically Important Financial Institutions," Papers 1505.02305, arXiv.org.
- Raphael Douady & Antoine Kornprobst, 2018.
"An Empirical Approach To Financial Crisis Indicators Based On Random Matrices,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(03), pages 1-22, May.
- Antoine Kornprobst & Raphael Douady, 2015. "An Empirical Approach to Financial Crisis Indicators Based on Random Matrices," Papers 1506.00806, arXiv.org, revised Sep 2017.
- Raphaël Douady & Antoine Kornprobst, 2018. "An empirical approach to financial crisis indicators based on random matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03265045, HAL.
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"Advantages of an Ellipse when Modeling Leisure Utility,"
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"“Calidad de vida laboral en Colombia: un índice multidimensional difuso”,"
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201528, University of Barcelona, Research Institute of Applied Economics, revised Dec 2015.
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Energy Economics, Elsevier, vol. 51(C), pages 215-226.
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Energy Economics, Elsevier, vol. 51(C), pages 503-509.
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"Comonotonic Monte Carlo and its applications in option pricing and quantification of risk,"
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"Comonotonic Monte Carlo and its applications in option pricing and quantification of risk,"
Documents de travail du Centre d'Economie de la Sorbonne
15015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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"Hedging strategies in energy markets: The case of electricity retailers,"
Energy Economics, Elsevier, vol. 51(C), pages 503-509.
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"A Pratical Approach to Financial Crisis Indicators Based on Random Matrices,"
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"Hedging strategies in energy markets: The case of electricity retailers,"
Energy Economics, Elsevier, vol. 51(C), pages 503-509.
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"“Regional Forecasting with Support Vector Regressions: The Case of Spain”,"
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"Calidad de vida laboral en Colombia: un índice multidimensional difuso,"
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- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2016. "Robust Comparative Statics for Non-monotone Shocks in Large Aggregative Games," Discussion Paper Series DP2016-02, Research Institute for Economics & Business Administration, Kobe University.
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- Amer Tabakovic, 2015. "On the Characterization of Steady-States in Three-Dimensional Discrete Dynamical Systems," DEM Discussion Paper Series 15-16, Department of Economics at the University of Luxembourg.
- Gianluca Cassese, 2015. "Conglomerability and representations," Working Papers 318, University of Milano-Bicocca, Department of Economics, revised 16 Dec 2015.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015.
"Comonotonic Monte Carlo and its applications in option pricing and quantification of risk,"
Post-Print
hal-01159741, HAL.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2015.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159741, HAL.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015.
"Comonotonic Monte Carlo and its applications in option pricing and quantification of risk,"
Documents de travail du Centre d'Economie de la Sorbonne
15015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2015.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159741, HAL.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Post-Print hal-01159741, HAL.
- Antoine Kornprobst & Raphaël Douady, 2015.
"A Pratical Approach to Financial Crisis Indicators Based on Random Matrices,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01169307, HAL.
- Antoine Kornprobst & Raphael Douady, 2015. "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne 15049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Post-Print halshs-01169307, HAL.
- Philippe Bich & Rida Laraki, 2015. "Abstract Economies with Endogenous Sharing Rules," Documents de travail du Centre d'Economie de la Sorbonne 15058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Matthieu Garcin & Clément Goulet, 2015. "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne 15086r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jul 2016.
- Matthieu Garcin & Clément Goulet, 2015. "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne 15086rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
- Mark Setterfield, 2015. "Heterodox economics, social ontology, and the use of mathematics," Working Papers 1503, New School for Social Research, Department of Economics, revised May 2015.
- Barnett, William A. & Chen, Guo, 2015.
"Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 8(1-2), pages 1-144, September.
- William A. Barnett & Guo Chen, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201411, University of Kansas, Department of Economics, revised Apr 2015.
- William, Barnett & Guo, Chen, 2015. "Bifurcation of macroeconometric models and robustness of dynamical inferences," MPRA Paper 63772, University Library of Munich, Germany.
- Barnett, William & Chen, Guo, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Studies in Applied Economics 32, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- Yingying Li & Per A. Mykland, 2015. "Rounding Errors and Volatility Estimation," Journal of Financial Econometrics, Oxford University Press, vol. 13(2), pages 478-504.
- Geoffrey Poitras & John Heaney, 2015.
"Classical Ergodicity and Modern Portfolio Theory,"
Post-Print
hal-03680380, HAL.
- Poitras, Geoffrey & Heaney, John, 2015. "Classical Ergodicity and Modern Portfolio Theory," MPRA Paper 113952, University Library of Munich, Germany.
- Kim, Minseong, 2015. "Dimensional Analysis of Production and Utility Functions in Economics," MPRA Paper 61147, University Library of Munich, Germany.
- Zhou, Richard, 2015. "Modeling Path Dependent Counterparty Credit Risk," MPRA Paper 61354, University Library of Munich, Germany.
- Albers, Scott & Albers, Andrew, 2015. "On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev Wave, revised and corrected, with a new appendix, February 12, 2015," MPRA Paper 62118, University Library of Munich, Germany.
- Bell, Peter N, 2015. "Mineral exploration as a game of chance," MPRA Paper 62159, University Library of Munich, Germany.
- Il'ina, Nadezhda & Menyaylo, Yuliya, 2015. "Системы Массового Обслуживания На Примере Модели Супермаркета [Queuing system on the model of the supermarket]," MPRA Paper 64014, University Library of Munich, Germany.
- Burmistrova, Natalya & Kireeva, Elena & Stelmakhov, Daniil, 2015. "Математическая Модель Коэффициента Эластичности В Анализе Ценовой Политики [Mathematical model of the coefficient of elasticity in the analysis of pricing policy]," MPRA Paper 64064, University Library of Munich, Germany.
- Il'ina, Nadezhda & Bahaev, Andrey, 2015. "Модели Управления Запасами В Экономике [Models of the inventory management in the economy]," MPRA Paper 64065, University Library of Munich, Germany.
- Aleksenko, Natalia & Kovcheg, Anastasiya & Kosykh, Victoriya, 2015. "Эконометрическое Моделирование Финансового Рынка [Econometric modelling of financial market]," MPRA Paper 64082, University Library of Munich, Germany.
- Aleksenko, Natalia & Eprikov, Ivan & Khorzova, Yana, 2015. "Непрерывное Начисление Процентов. Эквивалентные Ставки [Continuous accrued interest. Equivalent rates]," MPRA Paper 64083, University Library of Munich, Germany.
- Aleksenko, Natalia & Hlyanova, Yulia, 2015. "Исследование Эффективности Производства С Помощью Производной [Investigation of production efficiency through derivative]," MPRA Paper 64084, University Library of Munich, Germany.
- Aleksenko, Natalia & Lapina, Alena & Prosolova, Anastasiya, 2015. "Расчет потребительских кредитов с использованием Excel [Calculation of consumer loans with the use of Excel]," MPRA Paper 64085, University Library of Munich, Germany.
- Albers, Scott, 2015.
"An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox,"
MPRA Paper
64618, University Library of Munich, Germany.
- Albers, Scott, 2019. "An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox," MPRA Paper 93632, University Library of Munich, Germany.
- Dietrich, Franz & List, Christian, 2016.
"Reason-Based Choice And Context-Dependence: An Explanatory Framework,"
Economics and Philosophy, Cambridge University Press, vol. 32(2), pages 175-229, July.
- Dietrich, Franz & List, Christian, 2015. "Reason-based choice and context-dependence: An explanatory framework," MPRA Paper 64666, University Library of Munich, Germany.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01249514, HAL.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," PSE-Ecole d'économie de Paris (Postprint) halshs-01249514, HAL.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," Post-Print halshs-01249514, HAL.
- Dietrich, Franz & List, Christian, 2016. "Reason-based choice and context-dependence: an explanatory framework," LSE Research Online Documents on Economics 64219, London School of Economics and Political Science, LSE Library.
- Harin, Alexander, 2015. "Is Prelec’s function discontinuous at p = 1? (for the Einhorn Award of SJDM)," MPRA Paper 64672, University Library of Munich, Germany.
- Liu, Fengquan, 2015. "The Whole Economy Approach of the Input-Output Model," MPRA Paper 64746, University Library of Munich, Germany.
- Yang, Yingrui, 2015.
"Gauge field theory of market dynamics: Toward a solution of the "man vs. men" dilemma,"
MPRA Paper
65274, University Library of Munich, Germany, revised Jun 2015.
- Yang, Yingrui, 2015. "Gauge field theory of market dynamics: Toward a solution of the "man vs. men" dilemma," MPRA Paper 65015, University Library of Munich, Germany, revised 11 Jun 2015.
- Viktors Ajevskis, 2015.
"An Exchange Rate Target Zone Model with a Terminal Condition and Mean-Reverting Fundamentals,"
Papers
1506.04880, arXiv.org.
- Ajevskis, Viktors, 2015. "An exchange rate target zone model with a terminal condition and mean-reverting fundamentals," MPRA Paper 65078, University Library of Munich, Germany.
- Yang, Yingrui, 2015.
"Gauge field theory of market dynamics: Toward a solution of the "man vs. men" dilemma,"
MPRA Paper
65015, University Library of Munich, Germany, revised 11 Jun 2015.
- Yang, Yingrui, 2015. "Gauge field theory of market dynamics: Toward a solution of the "man vs. men" dilemma," MPRA Paper 65274, University Library of Munich, Germany, revised Jun 2015.
- Situngkir, Hokky, 2015. "Indonesia embraces the Data Science," MPRA Paper 66048, University Library of Munich, Germany.
- Glötzl, Erhard, 2015. "Why and How to overcome General Equilibrium Theory," MPRA Paper 66265, University Library of Munich, Germany.
- Li, Hua & Bai, Zhi Dong & Wong, Wing Keung, 2015. "High dimensional Global Minimum Variance Portfolio," MPRA Paper 66284, University Library of Munich, Germany.
- Cornillier, Fabien & Charles, Vincent, 2015. "Measuring the attractiveness of academic journals: A direct influence aggregation model," MPRA Paper 66556, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function in economics," MPRA Paper 66577, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015.
"Quantum macroeconomics theory,"
MPRA Paper
65442, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum microeconomics theory," MPRA Paper 66983, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum macroeconomics theory," MPRA Paper 65566, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Multivector strategy vs quantum strategy by Apple Inc," MPRA Paper 68515, University Library of Munich, Germany.
- KIKOMBA KAHUNGU, Michaël & OKITONYUMBE Y.F, Joseph & MABELA MAKENGO MATENDO, Rostin & NKUSU NDONGALA, Alexandre & M. NGOIE, Ruffin-Benoît & MAKENGO MBAMBALU, Fréderic, 2015. "Simultaneous optimization: sectorization and congolese air traffic assignment by the method of preferential reference of dominance," MPRA Paper 68562, University Library of Munich, Germany, revised Nov 2015.
- Gharyeni, Abdellatif, 2015. "Dette Extérieure, Croissance Économique et Crises dans Les Pays En Développement : Un Bref Aperçu Théorique, Historique et Statistique [External Debt, Economic Growth and Crisis in Developing Count," MPRA Paper 69244, University Library of Munich, Germany, revised 04 Feb 2106.
- Vlad, Mihaela Cristina & Nitu, Mihaela, 2015. "Designing a mathematical model to optimize the size activities in the production plan for SC RENTEA SRL," MPRA Paper 69380, University Library of Munich, Germany.
- Giandomenico, Rossano, 2015. "Financial Methods: A Quantitative Approach," MPRA Paper 71919, University Library of Munich, Germany.
- Wieland, Thomas, 2015. "Nahversorgung im Kontext raumökonomischer Entwicklungen im Lebensmitteleinzelhandel: Konzeption und Durchführung einer GIS-gestützten Analyse der Strukturen des Lebensmitteleinzelhandels und der Nahve," MPRA Paper 77145, University Library of Munich, Germany.
- Coleman, Charles, 2015. "SAS® Macros for Constraining Arrays of Numbers," MPRA Paper 77650, University Library of Munich, Germany.
- Пигнастый, Олег & Заруба, Виктор & Ходусов, Валерий, 2015. "Моделирование Движения Предмета Труда По Технологическому Маршруту В Двухкоординатном Описании [Simulation of the motion of the subject of labour on a technological route in the description of the ," MPRA Paper 93150, University Library of Munich, Germany, revised 14 Nov 2015.
- Пигнастый, Олег, 2015. "Обзор Моделей Управляемых Производственных Процессов Поточных Линий Производственных Систем [Overview of models of controlled production processes of production line production lines]," MPRA Paper 93413, University Library of Munich, Germany, revised 04 Mar 2015.
- Пигнастый, Олег, 2015. "О Выводе Кинетического Уравнения Производственного Процесса [Derivation of kinetic equations of the production process]," MPRA Paper 93529, University Library of Munich, Germany, revised 07 Aug 2015.
- Пигнастый, Олег & Ходусов, Валерий, 2015. "Использование Кинетической Теории Для Исследования Колебаний Потоковых Параметров Производственной Линии [Using the kinetic theory for the study of vibrations streaming parameters of the production," MPRA Paper 93657, University Library of Munich, Germany, revised 09 Jun 2015.
- Pavel Sirůček, 2015. "Half-Forgotten Personalities of Economic Thought - A. A. Cournot [Polozapomenuté postavy ekonomického myšlení - A. A. Cournot]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2015(3), pages 67-75.
- Kristýna Vltavská & Jaroslav Sixta, 2015. "A Historical View on the Development of Czech Economy from 1970," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(1), pages 105-122.
- Jitka Poměnková & Roman Maršálek, 2015. "Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(5), pages 485-502.
- Agnieszka Lipieta, 2015. "Producers’ Adjustment Trajectories Resulting in Equilibrium in the Economy with Linear Consumption Sets," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(4), pages 187-204, December.
- Barnett, William A. & Chen, Guo, 2015.
"Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 8(1-2), pages 1-144, September.
- William A. Barnett & Guo Chen, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201411, University of Kansas, Department of Economics, revised Apr 2015.
- Barnett, William & Chen, Guo, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Studies in Applied Economics 32, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- William, Barnett & Guo, Chen, 2015. "Bifurcation of macroeconometric models and robustness of dynamical inferences," MPRA Paper 63772, University Library of Munich, Germany.
- Bukin, Kirill (Букин, Кирилл), 2015. "Diffusion of innovation: a model of evolutionary processes [Диффузия Инноваций: Модель Эволюционных Процессов]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 133-143.
- Levin, Mark (Левин, Марк) & Matrosova, Kseniya (Матросова, Ксения), 2015. "Innovation management based concidering advertising and complementarity of public and private levels of technology [Управление Инновациями С Учетом Рекламы И Комплементарности Общественного И Частн," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 109-132.
- Mateescu, George Daniel, 2015. "Analiza Datelor Statistice Prin Serii Fourier," Studii Economice 151025, Institutul National de Cercetari Economice (INCE).
- Schatteles, Tiberiu, 2015. "Studiul economiei, sinteza unei aventuri," Studii Economice 151211, Institutul National de Cercetari Economice (INCE).
- R. REYTIER & A. Blanes & Q. Gaucher & S. Thiam & P. Debled, 2015. "Behavior of Covariance Matrices with Equi-Correlation Approach," Proceedings of International Academic Conferences 2805027, International Institute of Social and Economic Sciences.
- Concepción González-Concepción & María Candelaria Gil-Fariña & Celina Pestano-Gabino, 2015. "A dynamic analysis of relevant variables in the Spanish economy using decomposition data series with Daubechies wavelets," Proceedings of International Academic Conferences 3104993, International Institute of Social and Economic Sciences.
- Katarzyna Mroczek & Andrzej Nowosad & Tomasz Tokarski, 2015. "Oddziaływanie efektu grawitacyjnego na zróżnicowanie wydajności pracy w krajach bałkańskich," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 15-53.
- Katarzyna Filipowicz & Tomasz Tokarski & Mariusz Trojak, 2015. "Złote reguły akumulacji kapitału w grawitacyjnym modelu wzrostu gospodarczego," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 27-47.
- Yeongjun Yeo & Dongnyok Shim & Jeong-Dong Lee & Jörn Altmann, 2015.
"Driving Forces of CO 2 Emissions in Emerging Countries: LMDI Decomposition Analysis on China and India’s Residential Sector,"
Sustainability, MDPI, vol. 7(12), pages 1-22, December.
- Yeongjun Yeo & Dongnyok Shim & Jeong-Dong Lee & Jorn Altmann, 2015. "Driving Forces of CO2 Emissions in Emerging Countries: LMDI Decomposition Analysis on China and India’s Residential Sector," TEMEP Discussion Papers 2015128, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Dec 2015.
- K. Velupillai, 2015. "de Finetti’s theory of probability and its Jaynesian critique," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 32(1), pages 85-95, April.
- Martín Egozcue & Xu Guo & Wing-Keung Wong, 2015.
"Optimal output for the regret-averse competitive firm under price uncertainty,"
Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 279-295, December.
- Broll, Udo & Ergozue, Martin & Welzel, Peter & Wong, Wing-Keung, 2013. "Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty," MPRA Paper 51703, University Library of Munich, Germany.
- Philipp Mayer & Natalie Packham & Wolfgang Schmidt, 2015. "Static hedging under maturity mismatch," Finance and Stochastics, Springer, vol. 19(3), pages 509-539, July.
- Roman Ivanov, 2015. "The distribution of the maximum of a variance gamma process and path-dependent option pricing," Finance and Stochastics, Springer, vol. 19(4), pages 979-993, October.
- Hideaki Aoyama & Hiroshi Iyetomi & Hiroshi Yoshikawa, 2015. "Equilibrium distribution of labor productivity: a theoretical model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 57-66, April.
- Somayeh Koohborfardhaghighi & Jörn Altmann, 2015.
"A Network Formation Model for Social Object Networks,"
Springer Books, in: Zhenji Zhang & Zuojun Max Shen & Juliang Zhang & Runtong Zhang (ed.), Liss 2014, edition 127, pages 615-625,
Springer.
- Somayeh Koohborfardhaghighi & Jorn Altmann, 2014. "A Network Formation Model for Social Object Networks," TEMEP Discussion Papers 2014113, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jun 2014.
- Andreas Ortmann & Leonidas Spiliopoulos, 2017.
"The beauty of simplicity? (Simple) heuristics and the opportunities yet to be realized,"
Chapters, in: Morris Altman (ed.), Handbook of Behavioural Economics and Smart Decision-Making, chapter 7, pages 119-136,
Edward Elgar Publishing.
- Andreas Ortmann & Leonidas Spiliopoulos, 2015. "The beauty of simplicity? (Simple) heuristics and the opportunities yet to be realized," Discussion Papers 2015-25, School of Economics, The University of New South Wales.
- De Borger, Bruno & Mulalic, Ismir & Rouwendal, Jan, 2016.
"Measuring the rebound effect with micro data: A first difference approach,"
Journal of Environmental Economics and Management, Elsevier, vol. 79(C), pages 1-17.
- Bruno de Borger & Ismir Mulalic & Jan Rouwendal, 2015. "Measuring the Rebound Effect with Micro Data," Tinbergen Institute Discussion Papers 15-039/VIII, Tinbergen Institute.
- Samuel BATES & Valérie ANGEON, 2015. "Promoting The Sustainable Development Of Small Island Developing States: Insights From Vulnerability And Resilience Analysis," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 15-29.
- Andrés Fernández Díaz, 2015. "Chaos and Fractal Impact on Economics [El impacto en la ciencia económica de la teoría del caos y de los fractales: Teoría y aplicaciones]," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 15-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Turkeli, Serdar & Kemp, Rene, 2015. "Effective research and innovation (R&I) policy in the EU-28: A causal and configurational analysis of political governance determinants," MERIT Working Papers 2015-023, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Loreno Cecconi, 2015. "Using Pollutant and not-Pollutant Capital into a dynamic analysis of Environment-Economic integrated models: a critical approach," Department of Economics University of Siena 713, Department of Economics, University of Siena.
- John Bryant, 2015. "Entropy Man," Books, Economic Consultancy, Vocat International, edition 0, number em2015, July.
- John Bryant, 2015. "Entropy Man, Chapter 1 Setting the Entropy Scene," Working Papers em201501, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 2 A Short History of Human Development," Working Papers em201502, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 3 Connecting to Economic Value," Working Papers em201503, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 4 Economic Stocks and Flows," Working Papers em201504, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 5 Production and Consumption," Working Papers em201505, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 6 Money," Working Papers em201506, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 7 Labour and Unemployment," Working Papers em201507, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 8 Resource Dynamics and the Economy," Working Papers em201508, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 9 Non-renewable Resources," Working Papers em201509, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 10 Renewable Resources," Working Papers em201510, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 11 The Atmosphere, Oceans and Cryosphere," Working Papers em201511, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 12 Economics, Entropy and a Sustainable World," Working Papers em201512, Economic Consultancy, Vocat International.
- Piasecki Krzysztof & Siwek Joanna, 2015. "Behavioural Present Value Defined as Fuzzy Number – a New Approach," Folia Oeconomica Stetinensia, Sciendo, vol. 15(2), pages 27-41, December.
- Tomasz Kopczewski, 2015. "Think not calculate! Implementation of Felix Klein postulates in economic education with CAS software," Working Papers 2015-38, Faculty of Economic Sciences, University of Warsaw.
- Minqiang Li & Fabio Mercurio, 2015.
"Analytic Approximation of Finite‐Maturity Timer Option Prices,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(3), pages 245-273, March.
- Li, Minqiang, 2014. "Analytic Approximation of Finite-Maturity Timer Option Prices," MPRA Paper 54597, University Library of Munich, Germany.
- Minqiang Li, 2015.
"Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(6), pages 582-595, June.
- Li, Minqiang, 2014. "Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach," MPRA Paper 54595, University Library of Munich, Germany.
- Sharif Mozumder & Ghulam Sorwar & Kevin Dowd, 2015. "Revisiting variance gamma pricing: An application to S&P500 index options," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-24.
- Ryle S. Perera, 2015. "Dynamic asset allocation for a bank under CRRA and HARA framework," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(03), pages 1-19.
- Gunter H Meyer, 2015. "The Time-Discrete Method of Lines for Options and Bonds:A PDE Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9292, August.
- Kian Guan Lim, 2015. "Probability and Finance Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9437, February.
- Susheng Wang, 2015. "Math in Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9536, February.
- Gunter H. Meyer, 2015. "Comments on the Pricing Equations in Finance," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 1, pages 1-56, World Scientific Publishing Co. Pte. Ltd..
- Gunter H. Meyer, 2015. "The Method of Lines (MOL) for the Diffusion Equation," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 2, pages 57-74, World Scientific Publishing Co. Pte. Ltd..
- Gunter H. Meyer, 2015. "The Riccati Transformation Method for Linear Two Point Boundary Value Problems," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 3, pages 75-92, World Scientific Publishing Co. Pte. Ltd..
- Gunter H. Meyer, 2015. "European Options," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 4, pages 93-115, World Scientific Publishing Co. Pte. Ltd..
- Gunter H. Meyer, 2015. "American Puts and Calls," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 5, pages 117-151, World Scientific Publishing Co. Pte. Ltd..
- Gunter H. Meyer, 2015. "Bonds and Options for One-Factor Interest Rate Models," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 6, pages 153-179, World Scientific Publishing Co. Pte. Ltd..
- Gunter H. Meyer, 2015. "Two-Dimensional Diffusion Problems in Finance," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 7, pages 181-259, World Scientific Publishing Co. Pte. Ltd..
- Franke, Rainer & Yanovski, Boyan, 2015. "On the long-run equilibrium value of Tobin's average Q," FinMaP-Working Papers 49, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Ben-Haim, Yakov & Demertzis, Maria, 2016.
"Decision making in times of Knightian uncertainty: An info-gap perspective,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-30.
- Ben-Haim, Yakov & Demertzis, Maria, 2015. "Decision making in times of Knightian uncertainty: An info-gap perspective," Economics Discussion Papers 2015-42, Kiel Institute for the World Economy (IfW Kiel).
- Kreuchauff, Florian & Korzinov, Vladimir, 2015. "A patent search strategy based on machine learning for the emerging field of service robotics," Working Paper Series in Economics 71, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
2014
- Luciana C. Fiorini & José A. Rodrigues-Neto, 2014. "Self-Consistency and Common Prior in Non-Partitional Knowledge Models," ANU Working Papers in Economics and Econometrics 2014-621, Australian National University, College of Business and Economics, School of Economics.
- Ragona, Maddalena & Albertazzi, Sergio & Nicolli, Francesco & Mazzanti, Massimiliano & Montini, Anna & Vitali, Giuliano & Canavari, Maurizio, 2014. "Alternative subsidy scenarios for different agricultural practices: A sustainability assessment using fuzzy multi-criteria analysis," 2014 Third Congress, June 25-27, 2014, Alghero, Italy 173095, Italian Association of Agricultural and Applied Economics (AIEAA).
- Piroli, Giuseppe & Rajcaniova, Miroslava & Ciaian, Pavel & Kancs, d׳Artis, 2015.
"From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels,"
Renewable and Sustainable Energy Reviews, Elsevier, vol. 49(C), pages 921-930.
- Giuseppe Piroli & Miroslava Rajcaniova & Pavel Ciaian & d'Artis Kancs, 2014. "From a rise in B to a fall in C? Environmental impact of biofuels," EERI Research Paper Series EERI RP 2014/01, Economics and Econometrics Research Institute (EERI), Brussels.
- Pavel Ciaian & d'Artis Kancs & Giuseppe Pirolix & Miroslava Rajcaniova, 2015. "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," Working Papers of LICOS - Centre for Institutions and Economic Performance 516223, KU Leuven, Faculty of Economics and Business (FEB), LICOS - Centre for Institutions and Economic Performance.
- Pavel Ciaian & d'Artis Kancs & Giuseppe Piroli & Miroslava Rajcaniova, 2015. "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," JRC Research Reports JRC95503, Joint Research Centre.
- Piroli, Giuseppe & Rajcaniova, Miroslava & Ciaian, Pavel & Kancs, d'Artis, 2014. "From rise in B to fall in C? Global environmental impacts of biofuels," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182804, European Association of Agricultural Economists.
- Bonneuil, Noël & Boucekkine, Raouf, 2017.
"Longevity, age-structure, and optimal schooling,"
Journal of Economic Behavior & Organization, Elsevier, vol. 136(C), pages 63-75.
- Noël Bonneuil & Raouf Boucekkine, 2014. "Longevity, Age-Structure, and Optimal Schooling," AMSE Working Papers 1449, Aix-Marseille School of Economics, France.
- Noël Bonneuil & Raouf Boucekkine, 2017. "Longevity, age-structure, and optimal schooling," Post-Print hal-01590008, HAL.
- Noël Bonneuil & Raouf Boucekkine, 2016. "Longevity, Age-Structure, and Optimal Schooling," Working Papers halshs-01082317, HAL.
- Lucchetti, Riccardo & Pigini, Claudia, 2014.
"A simple and effective misspecification test for the double-hurdle model,"
Economics Letters, Elsevier, vol. 123(1), pages 75-78.
- Riccardo LUCCHETTI & Claudia PIGINI, 2014. "A simple and effective misspecification test for the double-hurdle model," Working Papers 397, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Roncalli, Thierry, 2013.
"Introduction to Risk Parity and Budgeting,"
MPRA Paper
47679, University Library of Munich, Germany.
- Thierry Roncalli, 2014. "Introduction to Risk Parity and Budgeting," Papers 1403.1889, arXiv.org.
- Tiziano De Angelis & Giorgio Ferrari & John Moriarty, 2014.
"A Non Convex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries,"
Papers
1405.2442, arXiv.org, revised Nov 2014.
- de Angelis, Tiziano & Ferrari, Giorgio & Moriarty, John, 2016. "A non convex singular stochastic control problem and its related optimal stopping boundaries," Center for Mathematical Economics Working Papers 508, Center for Mathematical Economics, Bielefeld University.
- Tiziano De Angelis & Salvatore Federico & Giorgio Ferrari, 2014.
"Optimal Boundary Surface for Irreversible Investment with Stochastic Costs,"
Papers
1406.4297, arXiv.org, revised Jan 2017.
- Tiziano De Angelis & Salvatore Federico & Giorgio Ferrari, 2015. "Optimal boundary surface for irreversible investment with stochastic costs," Working Papers - Mathematical Economics 2015-03, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2015.
"Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization,"
Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 47-60.
- Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2014. "Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization," Papers 1406.6902, arXiv.org.
- Anamaria Siclovan, 2014. "A Simple Model Used In Software Quality Evaluation For The Economic Applications," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 20.
- Farzad Alavi Fard, 2014. "Optimal Bid-Ask Spread in Limit-Order Books under Regime Switching Framework," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 33-48, November.
- Michele Leonardo Bianchi & Svetlozar T. Rachev & Frank J. Fabozzi, 2018.
"Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 339-378, March.
- Michele Leonardo Bianchi & Frank J. Fabozzi & Svetlozar T. Rachev, 2014. "Calibrating the Italian smile with time-varying volatility and heavy-tailed models," Temi di discussione (Economic working papers) 944, Bank of Italy, Economic Research and International Relations Area.
- Michele Leonardo Bianchi, 2014. "Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective," Temi di discussione (Economic working papers) 957, Bank of Italy, Economic Research and International Relations Area.
- Galvis-Aponte, Luis Armando, 2016.
"Eficiencia en el uso de los recursos del SGP : los casos de la salud y la educación,"
Chapters, in: Bonet-Morón, Jaime Alfredo & Galvis-Aponte, Luis Armando (ed.), Sistemas de transferencias subnacionales : lecciones para una reforma en Colombia, chapter 7, pages 163-191,
Banco de la Republica de Colombia.
- Luis Armando Galvis, 2014. "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de Trabajo Sobre Economía Regional y Urbana 12064, Banco de la República, Economía Regional.
- Luis Armando Galvis, 2014. "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de trabajo sobre Economía Regional y Urbana 207, Banco de la Republica de Colombia.
- Tiziano De Angelis & Giorgio Ferrari & John Moriarty, 2014.
"A Non Convex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries,"
Papers
1405.2442, arXiv.org, revised Nov 2014.
- de Angelis, Tiziano & Ferrari, Giorgio & Moriarty, John, 2016. "A non convex singular stochastic control problem and its related optimal stopping boundaries," Center for Mathematical Economics Working Papers 508, Center for Mathematical Economics, Bielefeld University.
- de Angelis, Tiziano & Federico, Salvatore & Ferrari, Giorgio, 2016. "On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment," Center for Mathematical Economics Working Papers 509, Center for Mathematical Economics, Bielefeld University.
- Ferrari, Giorgio & Salminen, Paavo, 2016. "Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary," Center for Mathematical Economics Working Papers 530, Center for Mathematical Economics, Bielefeld University.
- Brezavšček Alenka & Baggia Alenka, 2014. "Optimization of a Call Centre Performance Using the Stochastic Queueing Models," Business Systems Research, Sciendo, vol. 5(3), pages 6-18, September.
- Diego G. Fernández, 2014. "Reducción del ruido y predicción de series temporales de alta frecuencia mediante sistemas dinámicos no lineales y técnicas neurales," Documentos de trabajo 2014001, Banco Central del Uruguay.
- Angelo Antoci & Marcello Galeotti & Paolo Russu, 2014.
"Global analysis and indeterminacy in a two-sector growth model with human capital,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 10(4), pages 313-338, December.
- Antoci, Angelo & Galeotti, Marcello & Russu, Paolo, 2012. "Global analysis and indeterminacy in a two-sector growth model with human capital," MPRA Paper 39079, University Library of Munich, Germany.
- Angelo Antoci & Marcello Galeotti & Paolo Russu, 2012. "Global Analysis and Indeterminacy in a Two-sector Growth Model with Human Capital," Working Papers - Economics wp2012_14.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Lapatinas Athanasios, 2014. "Understanding Voting Behaviour in Complex Political Systems," Mathematical Economics Letters, De Gruyter, vol. 2(3-4), pages 59-65, November.
- Pierpaolo D'Urso & Marta Disegna & Riccardo Massari & Linda Osti, 2014. "Fuzzy segmentation in postmodern consumers," BEMPS - Bozen Economics & Management Paper Series BEMPS20, Faculty of Economics and Management at the Free University of Bozen.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2017.
"Risk Measurement and Risk Modelling Using Applications of Vine Copulas,"
Sustainability, MDPI, vol. 9(10), pages 1-34, September.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and risk modelling using applications of Vine Copulas," Documentos de Trabajo del ICAE 2014-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Working Papers in Economics 14/12, University of Canterbury, Department of Economics and Finance.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling using Applications of Vine Copulas," Tinbergen Institute Discussion Papers 14-054/III, Tinbergen Institute.
- Baltagi, Badi H. & Yen, Yin-Fang, 2014.
"Hospital treatment rates and spillover effects: Does ownership matter?,"
Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 193-202.
- Badi H. Baltagi & Yin-Fang Yen, 2014. "Hospital Treatment Rates and Spill-Over Effects: Does Ownership Matter?," Center for Policy Research Working Papers 165, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Yin-Fang Yen, 2014. "Hospital Treatment Rates and Spillover Effects: Does Ownership Matter?," CESifo Working Paper Series 4664, CESifo.
- Medel, Carlos A., 2014.
"The Typical Spectral Shape of an Economic Variable: A Visual Guide with 100 Examples,"
MPRA Paper
53584, University Library of Munich, Germany.
- Carlos Medel, 2014. "The Typical Spectral Shape of An Economic Variable: A Visual Guide with 100 Examples," Working Papers Central Bank of Chile 719, Central Bank of Chile.
- Anamaria ŞICLOVAN, 2014. "An Evaluation Of The Quality Of The Ums Application In The University Of Bacău," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 31, pages 313-318, November.
- T. Gudaitis & A. Fiori Maccioni, 2014. "Optimal Individual Choice of Contribution to Second Pillar Pension System in Lithuania," Working Paper CRENoS 201402, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Rafael Serrano, 2014. "Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors," Documentos de Trabajo 12233, Universidad del Rosario.
- Galvis-Aponte, Luis Armando, 2016.
"Eficiencia en el uso de los recursos del SGP : los casos de la salud y la educación,"
Chapters, in: Bonet-Morón, Jaime Alfredo & Galvis-Aponte, Luis Armando (ed.), Sistemas de transferencias subnacionales : lecciones para una reforma en Colombia, chapter 7, pages 163-191,
Banco de la Republica de Colombia.
- Luis Armando Galvis, 2014. "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de trabajo sobre Economía Regional y Urbana 207, Banco de la Republica de Colombia.
- Luis Armando Galvis, 2014. "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de Trabajo Sobre Economía Regional y Urbana 12064, Banco de la República, Economía Regional.
- Adel Alfonso Mendoza Mendoza & Tomás José Fontalvo Herrera & Delimiro Alberto Visbal Cadavid, 2014. "Optimización multiobjetivo en una cadena de suministro," Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana, December.
- Hodgson, Robert & Cao, Jing, 2014. "Criteria for Accrediting Expert Wine Judges," Journal of Wine Economics, Cambridge University Press, vol. 9(1), pages 62-74, May.
- Gahramanov, Emin & Tang, Xueli, 2014. "Career interruptions: a neglected aspect of a neoclassical model," Working Papers eco_2014_1, Deakin University, Department of Economics.
- Gahramanov, Emin & Tang, Xueli, 2014. "Impatient in experiments, but patient in simulations: a challenge to a neoclassical model," Working Papers eco_2014_2, Deakin University, Department of Economics.
- Giovanni Lombardo & Harald Uhlig, 2018.
"A Theory Of Pruning,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 1825-1836, November.
- Lombardo, Giovanni & Uhlig, Harald, 2014. "A theory of pruning," Working Paper Series 1696, European Central Bank.
- Bondarev, Anton, 2014.
"Endogenous specialization of heterogeneous innovative activities of firms under the technological spillovers,"
Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 235-249.
- Bondarev, Anton A., 2011. "Endogenous specialization of heterogeneous innovative activities of firms under technological spillovers," MPRA Paper 35424, University Library of Munich, Germany, revised 15 Dec 2011.
- Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo, 2014. "An empirical study of the Mexican banking system’s network and its implications for systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 242-265.
- Badescu, Alexandru & Elliott, Robert J. & Ortega, Juan-Pablo, 2014. "Quadratic hedging schemes for non-Gaussian GARCH models," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 13-32.
- Tseng, Chao-Tang & Wu, Mei-Fang & Lin, Hong-Dar & Chiu, Yuan-Shyi Peter, 2014. "Solving a vendor–buyer integrated problem with rework and a specific multi-delivery policy by a two-phase algebraic approach," Economic Modelling, Elsevier, vol. 36(C), pages 30-36.
- Chiu, Yuan-Shyi Peter & Chang, Huei-Hsin, 2014. "Optimal run time for EPQ model with scrap, rework and stochastic breakdowns: A note," Economic Modelling, Elsevier, vol. 37(C), pages 143-148.
- Ciałowicz, Beata, 2014. "The phenomenon of equifinality in innovative development of the monetary private ownership economy —An axiomatic set-up," Economic Modelling, Elsevier, vol. 38(C), pages 1-5.
- Chiu, Yuan-Shyi Peter & Chen, Yung-Chung & Lin, Hong-Dar & Chang, Huei-Hsin, 2014. "Combining an improved multi-delivery policy into a single-producer multi-retailer integrated inventory system with scrap in production," Economic Modelling, Elsevier, vol. 39(C), pages 163-167.
- Lucchetti, Riccardo & Pigini, Claudia, 2014.
"A simple and effective misspecification test for the double-hurdle model,"
Economics Letters, Elsevier, vol. 123(1), pages 75-78.
- Riccardo LUCCHETTI & Claudia PIGINI, 2014. "A simple and effective misspecification test for the double-hurdle model," Working Papers 397, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Walsh, D.M. & O'Sullivan, K. & Lee, W.T. & Devine, M.T., 2014.
"When to invest in carbon capture and storage technology: A mathematical model,"
Energy Economics, Elsevier, vol. 42(C), pages 219-225.
- Walsh, Darragh & O'Sullivan, Kevin & Lee, William & Devine, Mel, 2014. "When to Invest in Carbon Capture and Storage Technology: A Mathematical Model," Papers RB2014/1/4, Economic and Social Research Institute (ESRI).
- Lisi, Francesco & Nan, Fany, 2014. "Component estimation for electricity prices: Procedures and comparisons," Energy Economics, Elsevier, vol. 44(C), pages 143-159.
- Kobari, L. & Jaimungal, S. & Lawryshyn, Y., 2014. "A real options model to evaluate the effect of environmental policies on the oil sands rate of expansion," Energy Economics, Elsevier, vol. 45(C), pages 155-165.
- Lin, Chien-Chih, 2014. "Estimation accuracy of high–low spread estimator," Finance Research Letters, Elsevier, vol. 11(1), pages 54-62.
- Chen, Son-Nan & Chiang, Mi-Hsiu & Hsu, Pao-Peng & Li, Chang-Yi, 2014. "Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model," Finance Research Letters, Elsevier, vol. 11(2), pages 161-172.
- Leirvik, Thomas, 2014. "The bond–stock mix under time-varying interest rates and predictable stock returns," Finance Research Letters, Elsevier, vol. 11(3), pages 231-237.
- Cole, John A. & Cadogan, Godfrey, 2014.
"Bankruptcy risk induced by career concerns of regulators,"
Finance Research Letters, Elsevier, vol. 11(3), pages 259-271.
- Godfrey Charles-Cadogan & John A. Cole, 2013. "Bankruptcy Risk Induced by Career Concerns of Regulators," Papers 1312.7346, arXiv.org.
- He, Lixia & English, Burton C. & De La Torre Ugarte, Daniel G. & Hodges, Donald G., 2014. "Woody biomass potential for energy feedstock in United States," Journal of Forest Economics, Elsevier, vol. 20(2), pages 174-191.
- Hernandez, M. & Gómez, T. & Molina, J. & León, M.A. & Caballero, R., 2014. "Efficiency in forest management: A multiobjective harvest scheduling model," Journal of Forest Economics, Elsevier, vol. 20(3), pages 236-251.
- Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2014.
"A benchmark approach to risk-minimization under partial information,"
Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 129-146.
- Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2013. "A Benchmark Approach to Risk-Minimization under Partial Information," Papers 1307.6036, arXiv.org.
- Spreeuw, Jaap, 2014. "Archimedean copulas derived from utility functions," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 235-242.
- Baltagi, Badi H. & Yen, Yin-Fang, 2014.
"Hospital treatment rates and spillover effects: Does ownership matter?,"
Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 193-202.
- Badi H. Baltagi & Yin-Fang Yen, 2014. "Hospital Treatment Rates and Spillover Effects: Does Ownership Matter?," CESifo Working Paper Series 4664, CESifo.
- Badi H. Baltagi & Yin-Fang Yen, 2014. "Hospital Treatment Rates and Spill-Over Effects: Does Ownership Matter?," Center for Policy Research Working Papers 165, Center for Policy Research, Maxwell School, Syracuse University.
- Chen, Shu-Heng & Chang, Chia-Ling & Tseng, Yi-Heng, 2014. "Social networks, social interaction and macroeconomic dynamics: How much could Ernst Ising help DSGE?," Research in International Business and Finance, Elsevier, vol. 30(C), pages 312-335.
- Wallace, Rodrick & Fullilove, Robert E., 2014. "State policy and the political economy of criminal enterprise: mass incarceration and persistent organized hyperviolence in the USA," Structural Change and Economic Dynamics, Elsevier, vol. 31(C), pages 17-31.
- Flaminio, Tommaso & Godo, Lluis & Hosni, Hykel, 2014. "On the logical structure of de Finetti's notion of event," LSE Research Online Documents on Economics 47268, London School of Economics and Political Science, LSE Library.
- Mark Stelzner, 2014. "Political contest, policy control, and inequality in the United States," Review of Keynesian Economics, Edward Elgar Publishing, vol. 2(3), pages 365-383, July.
- Chi Wan & Zhijie Xiao, 2014. "Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 713-749, Emerald Group Publishing Limited.
- Apostolos Xanthopoulos Ph.D, 2014. "Financial Crisis, Intervention and Performance Measurement," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 14-35.
- Walsh, D.M. & O'Sullivan, K. & Lee, W.T. & Devine, M.T., 2014.
"When to invest in carbon capture and storage technology: A mathematical model,"
Energy Economics, Elsevier, vol. 42(C), pages 219-225.
- Walsh, Darragh & O'Sullivan, Kevin & Lee, William & Devine, Mel, 2014. "When to Invest in Carbon Capture and Storage Technology: A Mathematical Model," Papers RB2014/1/4, Economic and Social Research Institute (ESRI).
- Pinkovskiy, Maxim L., 2013.
"World welfare is rising: Estimation using nonparametric bounds on welfare measures,"
Journal of Public Economics, Elsevier, vol. 97(C), pages 176-195.
- Maxim L. Pinkovskiy, 2014. "World welfare is rising: estimation using nonparametric bounds on welfare measures," Staff Reports 662, Federal Reserve Bank of New York.
- Brookins, Philip & Lightle, John P. & Ryvkin, Dmitry, 2015.
"Optimal sorting in group contests with complementarities,"
Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 311-323.
- Philip Brookins & John Lightle & Dmitry Ryvkin, 2014. "Optimal sorting in group contests with complementarities," Working Papers wp2014_09_01, Department of Economics, Florida State University.
- Philip Brookins & Dmitry Ryvkin, 2016.
"Equilibrium existence in group contests,"
Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 4(2), pages 265-276, October.
- Philip Brookins & Dmitry Ryvkin, 2014. "Equilibrium existence in group contests," Working Papers wp2014_12_02, Department of Economics, Florida State University.
- Lenin Vera-Montenegro & Amparo Baviera-Puig & Jose-Maria Garcia-Alvarez-Coque, 2014. "Selection Of Cocoa Post-Harvest Technology Using Fuzzy Logic," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 3-19, November.
- Manuel Díaz-Madroñero & Josefa Mula & Mariano Jiménez, 2014. "An Extension On Fuzzy Integer Linear Programming With Equality Constrains," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 35-45, November.
- Karakaya, Emrah, 2014. "Finite Element Model of the Innovation Diffusion: An Application to Photovoltaic Systems," INDEK Working Paper Series 2014/6, Royal Institute of Technology, Department of Industrial Economics and Management.
- Andrei S. Akhremenko & Alexander Petrov, 2014. "Efficiency, Policy Selection, And Growth In Democracy And Autocracy: A Formal Dynamical Model," HSE Working papers WP BRP 16/PS/2014, National Research University Higher School of Economics.
- Aleksei Minabutdinov & Ilia Manaev & Maxim Bouev, 2014. "Finding The Nearest Valid Covariance Matrix: A Fx Market Case," HSE Working papers WP BRP 32/FE/2014, National Research University Higher School of Economics.
- Shaghayegh Kordnoori & Hamidreza Mostafaei & Shirin Kordnoori, 2014. "The Application of Fourier Residual Grey Verhulst and Grey Markov Model in Analyzing the Global ICT Development," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 2(1), pages 50-60, March.
- Yoannia Arean Rodriguez & Alejandro Rosete Suarez & Franklin Marin Vargas, 2014. "Evaluation Of A Mathematic Model To Support Complex Decision Makings, Evaluacion De Un Modelo Matematico Para Apoyar Decisiones Empresariales Complejas," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 7(6), pages 1-13.
- Marcello Pericoli, 2014.
"Real Term Structure and Inflation Compensation in the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(1), pages 1-42, March.
- Marcello Pericoli, 2012. "Real term structure and inflation compensation in the euro area," Temi di discussione (Economic working papers) 841, Bank of Italy, Economic Research and International Relations Area.
- Luis Antamba & Paúl Medina, 2014. "Movilidad endógena y variaciones demográficas: una aplicación para Ecuador," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 7(1), pages 51-71, Junio.
- Banda-Ortiz, Humberto & Hirsch, Julia, 2014. "Una aproximación a la crisis griega desde la teoría de juegos," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(40), pages 7-42, primer se.
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"Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without non-regulated companies,"
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"Analysis of Monetary Policy Responses after Financial Market Crises in a Continuous Time New Keynesian Model,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
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"Does Anti-dumping Enforcement Generate Threat?,"
Foreign Trade Review, , vol. 49(1), pages 31-44, February.
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"Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(6), pages 582-595, June.
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"Analytic Approximation of Finite‐Maturity Timer Option Prices,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(3), pages 245-273, March.
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"Multivariate bubbles and antibubbles,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 87(8), pages 1-7, August.
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Expert Journal of Economics, Sprint Investify, vol. 2(3), pages 100-108.
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"On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets,"
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59770, University Library of Munich, Germany.
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"On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets,"
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- Aleksenko, Natalia & Il'ina, Nadezhda & Motrich, Victoriya, 2014. "Использование Инструментов Аналитической Геометрии Для Поиска Экстремума Производственной Функции [Use of tools of analytical geometry for search of an extremum of production function]," MPRA Paper 63605, University Library of Munich, Germany.
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- Пигнастый, Олег, 2014. "Использование Pde-Моделей Для Построения Единой Теории Производственных Линий [Using PDE-models for a unified theory of production lines]," MPRA Paper 94647, University Library of Munich, Germany, revised 06 Sep 2014.
- Пигнастый, Олег, 2014. "Основы Статистической Теории Построения Континуальных Моделей Производственных Линий [Fundamentals Of The Statistical Theory Of The Construction Of Continuum Models Of Production Lines]," MPRA Paper 95240, University Library of Munich, Germany, revised 20 Aug 2014.
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- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2022. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-741, University of Toronto, Department of Economics.
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- Jose-Maria Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2016. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-558, University of Toronto, Department of Economics.
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- Florin Marius Pavelescu, 2014. "Methodological considerations on the size of Coefficient of Intensity of Structural Changes (CISC)," Romanian Statistical Review, Romanian Statistical Review, vol. 62(2), pages 95-107, June.
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"Does Anti-dumping Enforcement Generate Threat?,"
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"Multivariate bubbles and antibubbles,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 87(8), pages 1-7, August.
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"The Generalized Lognormal Distribution and the Stieltjes Moment Problem,"
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"Diffusion and spatial equilibrium of a social norm: voting participation in the United States, 1920–2008,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1769-1783, May.
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- Leo Freyer, 2014. "Robust rankings," Scientometrics, Springer;Akadémiai Kiadó, vol. 100(2), pages 391-406, August.
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"Risk Measurement and Risk Modelling Using Applications of Vine Copulas,"
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"Risk Measurement and Risk Modelling Using Applications of Vine Copulas,"
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"Volatility Spillovers from Australia's major trading partners across the GFC,"
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- Olga Kiuila & Thomas F. Rutherford, 2014. "Economic modeling approaches: optimization versus equilibrium," Working Papers 2014-04, Faculty of Economic Sciences, University of Warsaw.
- Vasileios Angelis & Athanasios Angelis-Dimakis & Katerina Dimaki, 2014. "Identifying Clusters of Regions in the European South, based on their Economic, Social and Environmental Characteristics," ERSA conference papers ersa14p647, European Regional Science Association.
- Xuemin Ren & George X. Yuan & Lishang Jiang, 2014. "The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-23.
- Bin Li & Qihe Tang & Lihe Wang & Xiaowen Zhou, 2014. "Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., vol. 1(03), pages 1-19.
- Shuntian Yao & Soon Beng Chew, 2014. "A Mathematical Model Of A Macro-Focused Labor Union," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 59(04), pages 1-10.
- Shuntian Yao & Soon Beng Chew, 2014. "A Mathematical Model Of A Macro-Focused Labor Union," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 59(04), pages 1-10.
- Raymond Hon Fu Chan & Spike Tsz Ho Lee & Wing-Keung Wong, 2014. "Technical Analysis and Financial Asset Forecasting:From Simple Tools to Advanced Techniques," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8625, February.
- Mark H A Davis & Sébastien Lleo, 2014. "Risk-Sensitive Investment Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9026, August.
- Zhaodong Wang & Weian Zheng, 2014. "High-Frequency Trading and Probability Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9233, August.
- Olivier Le Courtois & Christian Walter, 2014.
"Extreme Financial Risks and Asset Allocation,"
World Scientific Books,
World Scientific Publishing Co. Pte. Ltd., number p907, August.
- Olivier Le Courtois & Christian Walter, 2014. "Extreme Financial Risks and Asset Allocation," Post-Print hal-02298199, HAL.
- Mark H. A. Davis & Sébastien Lleo, 2014. "The Merton Problem," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 1, pages 3-15, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Risk-Sensitive Asset Management," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 2, pages 17-40, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Managing Against a Benchmark," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 3, pages 41-56, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Asset and Liability Management," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 4, pages 57-87, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Investment Constraints," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 5, pages 89-107, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Infinite Horizon Problems," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 6, pages 109-128, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Jumps in Asset Prices," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 7, pages 131-168, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "General Jump-Diffusion Setting," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 8, pages 169-205, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Fund Separation and Fractional Kelly Strategies," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 9, pages 207-226, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Managing Against a Benchmark: Jump-Diffusion Case," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 10, pages 227-260, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Asset and Liability Management: Jump-Diffusion Case," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 11, pages 261-304, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Factor and Securities Models," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 12, pages 307-315, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Case Studies," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 13, pages 317-347, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Numerical Methods," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 14, pages 349-365, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Factor Estimation: Filtering and Black-Litterman," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 15, pages 367-383, World Scientific Publishing Co. Pte. Ltd..
- Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014. "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series 208, Frankfurt School of Finance and Management.
- Bush, C. Anthony, 2014. "Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID," Economics Discussion Papers 2014-33, Kiel Institute for the World Economy (IfW Kiel).
- Bernd Hayo & Britta Niehof, 2014.
"Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model,"
MAGKS Papers on Economics
201421, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Niehof, Britta & Hayo, Bernd, 2014. "Analysis of Monetary Policy Responses after Financial Market Crises in a Continuous Time New Keynesian Model," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100410, Verein für Socialpolitik / German Economic Association.
- Böhm, Volker, 2014. "Rational Expectations and the Stability of Balanced Monetary Development," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100423, Verein für Socialpolitik / German Economic Association.
2013
- Amin W. Mugera, 2013.
"Measuring technical efficiency of dairy farms with imprecise data: a fuzzy data envelopment analysis approach,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(4), pages 501-520, October.
- Mugera, Amin W., 2013. "Measuring Technical Efficiency of Dairy Farms with Imprecise Data: A Fuzzy Data Envelopment Analysis Approach," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(4), pages 1-19.
- Mugera, Amin W., 2011. "Measuring Technical Efficiency of Dairy Farms with Imprecise Data: A Fuzzy Data Envelopment Analysis Approach," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103251, Agricultural and Applied Economics Association.
- Stergios Athanassoglou, 2013.
"Robust Multidimensional Welfare Comparisons: One Vector of Weights, One Vote,"
Working Papers
2013.40, Fondazione Eni Enrico Mattei.
- Athanassoglou, Stergios, 2013. "Robust Multidimensional Welfare Comparisons: One Vector of Weights, One Vote," Climate Change and Sustainable Development 150371, Fondazione Eni Enrico Mattei (FEEM).
- Daria Onori, 2013.
"Optimal Growth under Flow-Based Collaterals,"
Working Papers
halshs-00824672, HAL.
- Daria Onori, 2013. "Optimal Growth under Flow-Based Collaterals," AMSE Working Papers 1331, Aix-Marseille School of Economics, France, revised 21 May 2013.
- Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2014.
"A benchmark approach to risk-minimization under partial information,"
Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 129-146.
- Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2013. "A Benchmark Approach to Risk-Minimization under Partial Information," Papers 1307.6036, arXiv.org.
- Cole, John A. & Cadogan, Godfrey, 2014.
"Bankruptcy risk induced by career concerns of regulators,"
Finance Research Letters, Elsevier, vol. 11(3), pages 259-271.
- Godfrey Charles-Cadogan & John A. Cole, 2013. "Bankruptcy Risk Induced by Career Concerns of Regulators," Papers 1312.7346, arXiv.org.
- Schennach, Susanne M., 2019.
"Convolution without independence,"
Journal of Econometrics, Elsevier, vol. 211(1), pages 308-318.
- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers CWP46/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers 46/13, Institute for Fiscal Studies.
- Michele Leonardo Bianchi & Svetlozar T. Rachev & Frank J. Fabozzi, 2013. "Tempered stable Ornstein-Uhlenbeck processes: a practical view," Temi di discussione (Economic working papers) 912, Bank of Italy, Economic Research and International Relations Area.
- Sara Cecchetti & Laura Sigalotti, 2013. "Forward-looking robust portfolio selection," Temi di discussione (Economic working papers) 913, Bank of Italy, Economic Research and International Relations Area.
- Marcello Pericoli, 2013. "Macroeconomic and monetary policy surprises and the term structure of interest rates," Temi di discussione (Economic working papers) 927, Bank of Italy, Economic Research and International Relations Area.
- de Angelis, Tiziano & Ferrari, Giorgio, 2014. "A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis," Center for Mathematical Economics Working Papers 477, Center for Mathematical Economics, Bielefeld University.
- Herzberg, Frederik, 2014. "Aggregation of Monotonic Bernoullian Archimedean preferences: Arrovian impossibility results," Center for Mathematical Economics Working Papers 488, Center for Mathematical Economics, Bielefeld University.
- Brezavšček Alenka, 2013. "A Simple Discrete Approximation for the Renewal Function," Business Systems Research, Sciendo, vol. 4(1), pages 65-75, March.
- Mugera, Amin W., 2013.
"Measuring Technical Efficiency of Dairy Farms with Imprecise Data: A Fuzzy Data Envelopment Analysis Approach,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(4), pages 1-19.
- Amin W. Mugera, 2013. "Measuring technical efficiency of dairy farms with imprecise data: a fuzzy data envelopment analysis approach," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(4), pages 501-520, October.
- Mugera, Amin W., 2011. "Measuring Technical Efficiency of Dairy Farms with Imprecise Data: A Fuzzy Data Envelopment Analysis Approach," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103251, Agricultural and Applied Economics Association.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013.
"Financial dependence analysis: applications of vine copulas,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 403-435, November.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Tinbergen Institute Discussion Papers 13-022/III, Tinbergen Institute.
- David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," KIER Working Papers 843, Kyoto University, Institute of Economic Research.
- David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Documentos de Trabajo del ICAE 2013-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- BURTEA Elena & HURLOIU Iulian & MERUŢĂ Alexandrina, 2013. "Decision Importance For Customers Management," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 65(3), pages 30-37.
- Marie Vejsadová Dryjová, 2013. "The Possibilities of Difference Analysis Utilisation in Profit Rate Assessment," Acta Universitatis Bohemiae Meridionales, University of South Bohemia in Ceske Budejovice, vol. 16(1), pages 45-54.
- Christian Kleiber, 2013.
"On moment indeterminacy of the Benini income distribution,"
Statistical Papers, Springer, vol. 54(4), pages 1121-1130, November.
- Kleiber, Christian, 2013. "On moment indeterminacy of the Benini income distribution," Working papers 2013/08, Faculty of Business and Economics - University of Basel.
- Pierpaolo D'Urso & Girish Prayag & Marta Disegna & Riccardo Massari, 2013. "Market Segmentation using Bagged Fuzzy C–Means (BFCM): Destination Image of Western Europe among Chinese Travellers," BEMPS - Bozen Economics & Management Paper Series BEMPS13, Faculty of Economics and Management at the Free University of Bozen.
- Marco Frittelli & Loriano Mancini & Ilaria Peri, 2013. "Scientific Research Measures," Swiss Finance Institute Research Paper Series 13-37, Swiss Finance Institute.
- A. Fiori Maccioni & A. Bitinas, 2013. "Lithuanian pension system's reforms following demographic and social transitions," Working Paper CRENoS 201315, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Juan C. Duque & Alejandro Betancourt & Freddy Marin, 2013. "An algorithmic approach for simulating realistic irregular lattices," Documentos de Trabajo de Valor Público 10937, Universidad EAFIT.
- David Hincapié Vélez, 2013. "¿Está convergiendo el gasto gubernamental en las Universidades Públicas colombianas?," Ensayos de Economía 12250, Universidad Nacional de Colombia Sede Medellín.
- Jang Schiltz & Marc Boissaux, 2013. "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," LSF Research Working Paper Series 13-3, Luxembourg School of Finance, University of Luxembourg.
- Ramona Mariana CALINICA, 2013. "Analysis of Overnight ROBOR Interbank Interest Rate Recorded in October 2008 Using a Correlational Mathematical Model," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 53-58.
- Gahramanov, Emin & Tang, Xueli, 2013. "Solving for the retirement age in a continuous-time model with endogenous labor supply," Working Papers eco_2013_5, Deakin University, Department of Economics.
- Peter Stephensen, 2012.
"SBAM: An Algorithm for Pair Matching,"
DREAM Working Paper Series
201201, Danish Rational Economic Agents Model, DREAM.
- Peter Stephensen & Tobias Markeprand, 2013. "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series 201303, Danish Rational Economic Agents Model, DREAM.
- Stephensen, Peter & Markeprand, Tobias, 2013. "SBAM: An algorithm for pair matching," MPRA Paper 59580, University Library of Munich, Germany.
- Arora, Nitin, 2013. "Does Catching-up or Innovations Drive Total Factor Productivity Growth in Indian Sugar Industry? A Non-Parametric Analysis," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 48(2), pages 351-380.
- Castrén, Olli & Fitzpatrick, Trevor & Sydow, Matthias, 2009. "Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks," Working Paper Series 1002, European Central Bank.
- Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2013.
"The bull and bear market model of Huang and Day: Some extensions and new results,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2351-2370.
- Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2012. "The bull and bear market model of Huang and Day : Some extensions and new results," BERG Working Paper Series 89, Bamberg University, Bamberg Economic Research Group.
- Zhu, Song-Ping & Chen, Wen-Ting, 2013. "Pricing Parisian and Parasian options analytically," Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 875-896.
- Tacchella, A. & Cristelli, M. & Caldarelli, G. & Gabrielli, A. & Pietronero, L., 2013. "Economic complexity: Conceptual grounding of a new metrics for global competitiveness," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1683-1691.
- Lin, Shao-Bin & Chen, Chun-Da, 2013. "Applying the Model Order Reduction method to a European option pricing model," Economic Modelling, Elsevier, vol. 33(C), pages 533-536.
- Chiu, Singa Wang & Lin, Li-Wen & Chen, Kuang-Ku & Chou, Chung-Li, 2013. "Determining production–shipment policy for a vendor–buyer integrated system with rework and an amending multi-delivery schedule," Economic Modelling, Elsevier, vol. 33(C), pages 668-675.
- Chiu, Yuan-Shyi Peter & Huang, Chao-Chih & Wu, Mei-Fang & Chang, Huei-Hsin, 2013. "Joint determination of rotation cycle time and number of shipments for a multi-item EPQ model with random defective rate," Economic Modelling, Elsevier, vol. 35(C), pages 112-117.
- Chiu, Singa Wang & Chou, Chung-Li & Wu, Wen-Kuei, 2013. "Optimizing replenishment policy in an EPQ-based inventory model with nonconforming items and breakdown," Economic Modelling, Elsevier, vol. 35(C), pages 330-337.
- Chiu, Singa Wang & Pai, Fan-Yun & Wu, Wen Kuei, 2013. "Alternative approach to determine the common cycle time for a multi-item production system with discontinuous deliveries and failure in rework," Economic Modelling, Elsevier, vol. 35(C), pages 593-596.
- Cheng, Gang & Zervopoulos, Panagiotis & Qian, Zhenhua, 2013.
"A variant of radial measure capable of dealing with negative inputs and outputs in data envelopment analysis,"
European Journal of Operational Research, Elsevier, vol. 225(1), pages 100-105.
- Cheng, Gang & Zervopoulos, Panagiotis & Qian, Zhenhua, 2011. "A variant of radial measure capable of dealing with negative inputs and outputs in data envelopment analysis," MPRA Paper 30951, University Library of Munich, Germany.
- Méndez-Piñero, Mayra Ivelisse & Colón-Vázquez, Melitza, 2013. "Economic analysis of alternatives for optimizing energy use in manufacturing companies," Energy Economics, Elsevier, vol. 40(C), pages 146-154.
- Golbabai, A. & Ballestra, L.V. & Ahmadian, D., 2013. "Superconvergence of the finite element solutions of the Black–Scholes equation," Finance Research Letters, Elsevier, vol. 10(1), pages 17-26.
- Apartsin, Yevgenia & Maymon, Yafit & Cohen, Yuval & Singer, Gonen, 2013. "Nationality and risk attitude: Testing differences and similarities of investors' behavior in selected financial markets," Global Finance Journal, Elsevier, vol. 24(2), pages 114-118.
- Singor, Stefan N. & Grzelak, Lech A. & van Bragt, David D.B. & Oosterlee, Cornelis W., 2013. "Pricing inflation products with stochastic volatility and stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 286-299.
- Alai, Daniel H. & Landsman, Zinoviy & Sherris, Michael, 2013. "Lifetime dependence modelling using a truncated multivariate gamma distribution," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 542-549.
- López-Díaz, María Concepción & López-Díaz, Miguel, 2013. "A note on the family of extremality stochastic orders," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 230-236.
- Gerber, Hans U. & Shiu, Elias S.W. & Yang, Hailiang, 2013. "Valuing equity-linked death benefits in jump diffusion models," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 615-623.
- Maegebier, Alexander, 2013. "Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 802-811.
- Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2013. "Estimating non-linear serial and cross-interdependence between financial assets," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 837-846.
- Fuh, Cheng-Der & Luo, Sheng-Feng & Yen, Ju-Fang, 2013. "Pricing discrete path-dependent options under a double exponential jump–diffusion model," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2702-2713.
- Giammarino, Flavia & Barrieu, Pauline, 2013.
"Indifference pricing with uncertainty averse preferences,"
Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 22-27.
- Giammarino, Flavia & Barrieu, Pauline, 2011. "Indifference pricing with uncertainty averse preferences," MPRA Paper 40636, University Library of Munich, Germany, revised 09 Mar 2012.
- Pinkovskiy, Maxim L., 2013.
"World welfare is rising: Estimation using nonparametric bounds on welfare measures,"
Journal of Public Economics, Elsevier, vol. 97(C), pages 176-195.
- Maxim L. Pinkovskiy, 2014. "World welfare is rising: estimation using nonparametric bounds on welfare measures," Staff Reports 662, Federal Reserve Bank of New York.
- Ayse YILDIZ & Muhammed DEVECI, 2013. "Bulanik VIKOR Yontemine Dayali Personel Secim Sureci," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 13(4), pages 427-436.
- Erkan KOSE & Hakan Soner APLAK & Mehmet KABAK, 2013. "Personel Secimi icin Gri Sistem Teori Tabanli Butunlesik Bir Yaklasim," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 13(4), pages 461-471.
- Komarova, Tatiana, 2013. "A new approach to identifying generalized competing risks models with application to second-price auctions," LSE Research Online Documents on Economics 50245, London School of Economics and Political Science, LSE Library.
- Escobedo Martínez, Ramón & Laruelle, Annick, 2013. "Emergence of Cooperation in Heterogeneous Population: A Discrete-Time Replicator Dynamics Analysis," IKERLANAK info:eu-repo/grantAgreeme, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
- Balmaseda, Beatriz Irene. & Necoechea, Lizbeth., 2013. "Metodología de estimación del número de clientes del sistema bancario en México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(320), pages 943-963, octubre-d.
- Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2013. "Approximating High-dimensional Dynamic Models: Sieve Value Function Iteration," Advances in Econometrics, in: Structural Econometric Models, volume 31, pages 45-95, Emerald Group Publishing Limited.
- Eleftherios I. Thalassinos & Mike P. Hanias & Panayiotis G. Curtis & John E. Thalassinos, 2013. "Forecasting Financial Indices: The Baltic Dry Indices," International Journal of Maritime, Trade & Economic Issues (IJMTEI), International Journal of Maritime, Trade & Economic Issues (IJMTEI), vol. 0(1), pages 109-130.
- Maxim Bouev & Ilia Manaev & Aleksei Minabutdinov, 2013. "Finding the Nearest Valid Covariance Matrix: An FX Market Case," EUSP Department of Economics Working Paper Series Ec-07/13, European University at St. Petersburg, Department of Economics.
- Maxim Bouev & Ilia Manaev & Aleksei Minabutdinov, 2013. "Finding the Nearest Valid Covariance Matrix: An FX Market Case," EUSP Department of Economics Working Paper Series 2013/07, European University at St. Petersburg, Department of Economics.
- Jean-Yves Duclos & Bouba Housseini, 2013.
"Life Quantity, Life Quality and Longevity : an Intertemporal Social Evaluation framework,"
Cahiers de recherche
1315, CIRPEE.
- Jean-Yves DUCLOS & Bouba HOUSSEINI, 2013. "Life quantity, life quality and longevity: An intertemporal social evaluation framework," Working Papers P79, FERDI.
- Jean-Yves DUCLOS & Bouba HOUSSEINI, 2013. "Life quantity, life quality and longevity: An intertemporal social evaluation framework," Working Papers P79, FERDI.
- Jean-Yves DUCLOS & Bouba HOUSSEINI, 2013.
"Life quantity, life quality and longevity: An intertemporal social evaluation framework,"
Working Papers
P79, FERDI.
- Jean-Yves DUCLOS & Bouba HOUSSEINI, 2013. "Life quantity, life quality and longevity: An intertemporal social evaluation framework," Working Papers P79, FERDI.
- Jean-Yves Duclos & Bouba Housseini, 2013. "Life Quantity, Life Quality and Longevity : an Intertemporal Social Evaluation framework," Cahiers de recherche 1315, CIRPEE.
- Hui He & Hao Zhang, 2013. "A Rapid Grid Search Method for Solving Dynamic Programming Problems in Economics," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 8(2), pages 260-271, June.
- Athanassoglou, Stergios, 2013.
"Robust Multidimensional Welfare Comparisons: One Vector of Weights, One Vote,"
Climate Change and Sustainable Development
150371, Fondazione Eni Enrico Mattei (FEEM).
- Stergios Athanassoglou, 2013. "Robust Multidimensional Welfare Comparisons: One Vector of Weights, One Vote," Working Papers 2013.40, Fondazione Eni Enrico Mattei.
- S.G. de-los-Cobos-Silva & A. Terceño-Gómez & M.A. Gutiérrez-Andrade & E.A. Rincón-García & P. Lara-Velázquez & M. Aguilar-Cornejo, 2013. "Particle Swarm Optimization: An Alternative For Parameter Estimation In Regression," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 19-32, November.
- G.N. Botzoris & B.K. Papadopoulos & D.S. Sfiris, 2013. "Modeling Queueing Systems Using Fuzzy Estimators," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 3-17, November.
- Alfredo Medio, 2013. "Simple and Complex Dynamics: A Hidden Parameter," GREDEG Working Papers 2013-27, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Gosselin, Pierre & Lotz, Aileen & Wambst, Marc, 2013.
"On apparent irrational behaviors : interacting structures and the mind,"
MPRA Paper
44421, University Library of Munich, Germany.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2013. "On Apparent Irrational Behaviors : Interacting Structures and the Mind," Working Papers hal-00851309, HAL.
- Daria Onori, 2013.
"Optimal Growth under Flow-Based Collaterals,"
AMSE Working Papers
1331, Aix-Marseille School of Economics, France, revised 21 May 2013.
- Daria Onori, 2013. "Optimal Growth under Flow-Based Collaterals," Working Papers halshs-00824672, HAL.
- Maria Grith & Wolfgang Karl Härdle & Volker Krätschmer, 2013. "Reference Dependent Preferences and the EPK Puzzle," SFB 649 Discussion Papers SFB649DP2013-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Luke Miller & Mark Bertus, 2013. "An Exposition On The Mathematics And Economics Of Option Pricing," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 5(1), pages 1-16.
- Linda Margarita Medina Herrera & Ernesto Armando Pacheco Velazquez, 2013. "Spectral Analysis And Networks In Financial Correlation Matrices, Analisis Espectral Y Redes En Matrices De Correlacion Financiera," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 6(6), pages 15-28.
- Muhammad Faza Firdaus & Muhamad Nadratuzzaman Hosen, 2013. "Efisiensi Bank Umum Syariah Menggunakan Pendekatan Two-Stage Data Envelopment Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(2), pages 1-22, October.
- Muhammad Faza Firdaus & Muhamad Nadratuzzaman Hosen, 2013. "Efisiensi Bank Umum Syariah Menggunakan Pendekatan Two-Stage Data Envelopment Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(2), pages 155-176, October.
- Sri Hermuningsih, 2013. "Profitability, Growth Opportunity, Capital Structure and The Firm Value," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(2), pages 1-22, October.
- Muhammad Faza Firdaus & Muhamad Nadratuzzaman Hosen, 2013. "Efficiency of Islamic Banks Using Two Stage Approach of Data Envelopment Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(2), pages 1-22, October.
- Muhammad Faza Firdaus & Muhamad Nadratuzzaman Hosen, 2013. "Efficiency of Islamic Banks Using Two Stage Approach of Data Envelopment Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(2), pages 155-176, October.
- Schennach, Susanne M., 2019.
"Convolution without independence,"
Journal of Econometrics, Elsevier, vol. 211(1), pages 308-318.
- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers 46/13, Institute for Fiscal Studies.
- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers CWP46/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Lilia Quituisaca-Samaniego & Juan Mayorga-Zambrano & Paúl Medina, 2013. "Simulación estocástica de esquemas piramidales tipo Ponzi," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 6(2), pages 51-66, Diciembre.
- Biewen, Martin & Juhasz, Andos, 2013. "A Goodness-of-Fit Approach to Estimating Equivalence Scales," IZA Discussion Papers 7209, Institute of Labor Economics (IZA).
- Guglielmo D’Amico, 2013. "A semi-Markov approach to the stock valuation problem," Annals of Finance, Springer, vol. 9(4), pages 589-610, November.
- Srikanth Iyer & Seema Nanda & Swapnil Kumar, 2013. "An Empirical Comparison of Two Stochastic Volatility Models using Indian Market Data," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 20(3), pages 243-259, September.
- Bo Zhao & Stewart Hodges, 2013. "Parametric modeling of implied smile functions: a generalized SVI model," Review of Derivatives Research, Springer, vol. 16(1), pages 53-77, April.
- Andrey Itkin, 2013.
"New solvable stochastic volatility models for pricing volatility derivatives,"
Review of Derivatives Research, Springer, vol. 16(2), pages 111-134, July.
- Andrey Itkin, 2012. "New solvable stochastic volatility models for pricing volatility derivatives," Papers 1205.3550, arXiv.org, revised Jun 2012.
- Sharif Mozumder & Ghulam Sorwar & Kevin Dowd, 2013. "Option pricing under non-normality: a comparative analysis," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 273-292, February.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013.
"Financial dependence analysis: applications of vine copulas,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 403-435, November.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Tinbergen Institute Discussion Papers 13-022/III, Tinbergen Institute.
- David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," KIER Working Papers 843, Kyoto University, Institute of Economic Research.
- David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Documentos de Trabajo del ICAE 2013-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018.
"Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-23, June.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Tinbergen Institute Discussion Papers 13-072/III, Tinbergen Institute.
- David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers 866, Kyoto University, Institute of Economic Research.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Documentos de Trabajo del ICAE 2013-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Jang Schiltz & Marc Boissaux, 2013. "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," DEM Discussion Paper Series 13-3, Department of Economics at the University of Luxembourg.
- Jean-Yves DUCLOS & Bouba HOUSSEINI, 2013.
"Life quantity, life quality and longevity: An intertemporal social evaluation framework,"
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- Jean-Yves Duclos & Bouba Housseini, 2013. "Life Quantity, Life Quality and Longevity : an Intertemporal Social Evaluation framework," Cahiers de recherche 1315, CIRPEE.
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- Karl Inderfurth & Gudrun Kiesmüller, 2013. "Exact and heuristic linear-inflation policies for an inventory model with random yield and arbitrary lead times," FEMM Working Papers 130007, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- Bernd Hayo & Britta Niehof, 2013. "Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets," MAGKS Papers on Economics 201342, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Jafari Samimi, Ahmad & Tehranchian, Amirmansour & Balonejad, Rozbeh, 2013. "Optimal Control of the Import in Planning for Economic Growth (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(14), pages 69-86, March.
- Howard Kunreuther & Geoffrey Heal & Myles Allen & Ottmar Edenhofer & Christopher B. Field & Gary Yohe, 2013.
"Risk management and climate change,"
Nature Climate Change, Nature, vol. 3(5), pages 447-450, May.
- Howard Kunreuther & Geoffrey Heal & Myles Allen & Ottmar Edenhofer & Christopher B. Field & Gary Yohe, 2012. "Risk Management and Climate Change," NBER Working Papers 18607, National Bureau of Economic Research, Inc.
- Galina ULIAN & Iulia CAPRIAN, 2013. "The Problem Of Quantifying The Underground Economy: Applying The Method Of Metered Resources," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 4, pages 25-30.
- Thomas Breuer & Martin Summer, 2013. "Stress Test Robustness: Recent Advances and Open Problems," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 74-86.
- Buºu Mihail & Cioacã Sorin, 2013. "An Application of the Kalman Filter for Market Studies," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 726-731, May.
- Tenorio Villal¢n, Angel F. & Martín Caraballo, Ana M. & Paralera Morales, Concepción & Contreras Rubio, Ignacio, 2013. "Ecuaciones diferenciales y en diferencias aplicadas a los conceptos económicos y financieros || Differential and Difference Equations Applied to Economic and Financial Concepts," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 16(1), pages 165-199, December.
- Marc Boissaux & Jang Schiltz, 2013.
"Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control,"
Palgrave Macmillan Books, in: Virginie Terraza & Hery Razafitombo (ed.), Understanding Investment Funds, chapter 5, pages 106-128,
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- Marc Boissaux & Jang Schiltz, 2012. "Conditioned Higher Moment Portfolio Optimisation Using Optimal Control," LSF Research Working Paper Series 12-2, Luxembourg School of Finance, University of Luxembourg.
- Hamrita Mohamed Essaied, 2013.
"Export-led growth in Tunisia: A wavelet filtering based analysis,"
Business and Economic Horizons (BEH), Prague Development Center, vol. 9(3), pages 12-27, October.
- Hamrita, Mohamed Essaied, 2014. "Export-Led Growth in Tunisia: A wavelet filtering based analysis," MPRA Paper 52722, University Library of Munich, Germany.
- B S, Balakrishna, 2013. "On multi-particle Brownian survivals and the spherical Laplacian," MPRA Paper 43567, University Library of Munich, Germany.
- de Rigo, Daniele & Corti, Paolo & Caudullo, Giovanni & McInerney, Daniel & Di Leo, Margherita & San-Miguel-Ayanz, Jesús, 2013. "Toward open science at the European scale: geospatial semantic array programming for integrated environmental modelling," MPRA Paper 44194, University Library of Munich, Germany.
- de Rigo, Daniele, 2013.
"Software uncertainty in integrated environmental modelling: the role of semantics and open science,"
MPRA Paper
45960, University Library of Munich, Germany.
- de Rigo, Daniele, 2013. "Software uncertainty in integrated environmental modelling: the role of semantics and open science," MPRA Paper 44201, University Library of Munich, Germany.
- Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013.
"A note on almost stochastic dominance,"
Economics Letters, Elsevier, vol. 121(2), pages 252-256.
- Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013. "A Note on Almost Stochastic Dominance," MPRA Paper 44365, University Library of Munich, Germany.
- Albers, Scott, 2013. "Foundations of the economic and social history of the United States: Theoretical," MPRA Paper 44416, University Library of Munich, Germany.
- Albers, Scott, 2013. "Foundations of the economic and social history of the United States: Metaphysical," MPRA Paper 44417, University Library of Munich, Germany.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2013.
"On Apparent Irrational Behaviors : Interacting Structures and the Mind,"
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- Gosselin, Pierre & Lotz, Aileen & Wambst, Marc, 2013. "On apparent irrational behaviors : interacting structures and the mind," MPRA Paper 44421, University Library of Munich, Germany.
- Albers, Scott, 2013. "Of Jane Austen and the secret life of econometric quantities, or as otherwise entitled on Okun's Law and the 'multiplicative inverse surprise'," MPRA Paper 44594, University Library of Munich, Germany.
- Albers, Scott & Albers, Andrew L., 2013. "Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works," MPRA Paper 44843, University Library of Munich, Germany.
- Youssef El-Khatib & Abdulnasser Hatemi-J, 2013.
"On the pricing and hedging of options for highly volatile periods,"
Papers
1304.4688, arXiv.org.
- El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2013. "On the pricing and hedging of options for highly volatile periods," MPRA Paper 45272, University Library of Munich, Germany.
- O'Sullivan, John Linus, 2013. "Space and Time," MPRA Paper 45703, University Library of Munich, Germany, revised 25 Apr 2013.
- de Rigo, Daniele, 2013.
"Software uncertainty in integrated environmental modelling: the role of semantics and open science,"
MPRA Paper
44201, University Library of Munich, Germany.
- de Rigo, Daniele, 2013. "Software uncertainty in integrated environmental modelling: the role of semantics and open science," MPRA Paper 45960, University Library of Munich, Germany.
- Gagen, Michael, 2013. "Isomorphic Strategy Spaces in Game Theory," MPRA Paper 46176, University Library of Munich, Germany.
- Li, Minqiang & Mercurio, Fabio, 2013. "Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models," MPRA Paper 47465, University Library of Munich, Germany.
- Harin, Alexander, 2013. "A non-zero dispersion leads to the non-zero bias of mean," MPRA Paper 47559, University Library of Munich, Germany.
- Yashkir, Yuriy & Yashkir, Olga, 2013. "Overnight Index Rate: Model, Calibration, and Simulation," MPRA Paper 47574, University Library of Munich, Germany.
- Roncalli, Thierry, 2013.
"Introduction to Risk Parity and Budgeting,"
MPRA Paper
47679, University Library of Munich, Germany.
- Thierry Roncalli, 2014. "Introduction to Risk Parity and Budgeting," Papers 1403.1889, arXiv.org.
- Halkos, George, 2013. "Uncertainty in optimal pollution levels: Modeling the benefit area," MPRA Paper 47768, University Library of Munich, Germany.
- BILOA ESSIMI, Jean Aristide & CHAMENI NEMBUA, Celestin, 2013. "Estimation D’Une Ligne D’Affluence : Cas Du Cameroun [Affluence Line Estimation: Case Of Cameroon]," MPRA Paper 48095, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2013. "In search of a primary source: remaking the paper (1975) where at the first time a definition of lattice (Vorob’ev) expectation of a random set was given," MPRA Paper 48102, University Library of Munich, Germany, revised 27 Apr 2013.
- Vorobyev, Oleg Yu., 2013. "Applicable eventology of safety: inconclusive totals," MPRA Paper 48103, University Library of Munich, Germany, revised 27 Apr 2013.
- Oikonomou, V.K. & Jost, J, 2013. "Periodic strategies and rationalizability in perfect information 2-Player strategic form games," MPRA Paper 48117, University Library of Munich, Germany.
- Beja Jr, Edsel, 2013. "Does economic prosperity bring about a happier society? Mathematical remarks on the Easterlin Paradox debate," MPRA Paper 48229, University Library of Munich, Germany.
- Lombardi, Michele & Yoshihara, Naoki, 2013.
"Natural Implementation with Partially Honest Agents in Economic Environments,"
Discussion Paper Series
592, Institute of Economic Research, Hitotsubashi University.
- Lombardi, Michele & Yoshihara, Naoki, 2013. "Natural implementation with partially honest agents in economic environments," MPRA Paper 48294, University Library of Munich, Germany.
- Muntean, Mihaela & Muntean, Cornelia & Cabau, Liviu Gabriel, 2013. "Evaluating Business Intelligence Initiatives With Respect To BI Governance," MPRA Paper 48486, University Library of Munich, Germany, revised 22 Apr 2013.
- Skribans, Valerijs & Lektauers, Arnis & Merkuryev, Yuri, 2013. "Third Generation University Strategic Planning Model Development," MPRA Paper 49168, University Library of Munich, Germany.
- Chun, So Yeon & Kleywegt, Anton J & Shapiro, Alexander, 2011.
"Revenue management in resource exchange seller alliances,"
MPRA Paper
34657, University Library of Munich, Germany.
- Chun, So Yeon & Kleywegt, Anton & Shapiro, Alexander, 2013. "Resource Exchange Seller Alliances," MPRA Paper 49759, University Library of Munich, Germany.
- Zinn, Jesse, 2013. "Modelling Biased Judgement with Weighted Updating," MPRA Paper 50310, University Library of Munich, Germany.
- Alcantud, José Carlos R. & Díaz, Susana, 2013. "Szpilrajn-type extensions of fuzzy quasiorderings," MPRA Paper 50547, University Library of Munich, Germany.
- Mohajan, Haradhan, 2013. "Schwarzschild Geometry from Exact Solution of Einstein Equation," MPRA Paper 50795, University Library of Munich, Germany, revised 16 Oct 2013.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "An analysis of portfolio selection with multiplicative background risk," MPRA Paper 51331, University Library of Munich, Germany.
- Martín Egozcue & Xu Guo & Wing-Keung Wong, 2015.
"Optimal output for the regret-averse competitive firm under price uncertainty,"
Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 279-295, December.
- Broll, Udo & Ergozue, Martin & Welzel, Peter & Wong, Wing-Keung, 2013. "Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty," MPRA Paper 51703, University Library of Munich, Germany.
- Espinosa, Alexandra M., 2013. "Dynamic conditions for smooth convergence in the Ricardo–Mill model under commitment of trade and continuum of goods," MPRA Paper 52181, University Library of Munich, Germany.
- Mohajan, Haradhan, 2013. "Scope of Raychaudhuri equation in cosmological gravitational focusing and space-time singularities," MPRA Paper 52544, University Library of Munich, Germany, revised 10 Dec 2013.
- Alcantud, José Carlos R., 2013. "Fuzzy sets from the ethics of social preferences," MPRA Paper 53549, University Library of Munich, Germany.
- Mohajan, Haradhan, 2013. "Space-Time Singularities and Raychaudhuri Equations," MPRA Paper 54069, University Library of Munich, Germany, revised 10 Aug 2013.
- Yang, Bill Huajian, 2013. "Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models," MPRA Paper 57244, University Library of Munich, Germany.
- Didenko Alexander & Demicheva Svetlana, 2013.
"Application of Ensemble Learning for views generation in Meucci portfolio optimization framework,"
Review of Business and Economics Studies, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 1, pages 100-110.
- Didenko, Alexander & Demicheva, Svetlana, 2013. "Application of Ensemble Learning for Views Generation in Meucci Portfolio Optimization Framework," MPRA Paper 59348, University Library of Munich, Germany.
- Peter Stephensen, 2012.
"SBAM: An Algorithm for Pair Matching,"
DREAM Working Paper Series
201201, Danish Rational Economic Agents Model, DREAM.
- Stephensen, Peter & Markeprand, Tobias, 2013. "SBAM: An algorithm for pair matching," MPRA Paper 59580, University Library of Munich, Germany.
- Peter Stephensen & Tobias Markeprand, 2013. "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series 201303, Danish Rational Economic Agents Model, DREAM.
- Burmistrova, Natalya & Urlapov, Pavel & Thoy, Natalia, 2013. "Равновесные Экономические Модели В Управлении Экономикой [Balance economic models to manage the economy]," MPRA Paper 62935, University Library of Munich, Germany.
- KIKOMBA KAHUNGU, Michaël & MABELA MAKENGO MATENDO, Rostin & M. NGOIE, Ruffin-Benoît & MAKENGO MBAMBALU, Fréderic & OKITONYUMBE Y.F, Joseph, 2013. "Les fondements mathématiques pour une aide à la décision du réseau de transport aérien : cas de la République Démocratique du Congo [Mathematical Foundation for Air Traffic Network Decision Aid : C," MPRA Paper 68533, University Library of Munich, Germany, revised Mar 2013.
- Urbina, Jilber, 2013. "Financial Spillovers Across Countries: Measuring shock transmissions," MPRA Paper 75756, University Library of Munich, Germany.
- Jakub Fischer & Jaroslav Sixta & Stanislava Hronová & Richard Hindls & Kristýna Vltavská, 2013. "Odhady zdrojů a užití hrubého domácího produktu ČR pro roky 1970-1989 v metodice ESA 1995 [The Estimates of the Czech Gross Domestic Product for the Years 1970-1989 Based on ESA 1995]," Politická ekonomie, Prague University of Economics and Business, vol. 2013(1), pages 3-23.
- Tomáš Fiala & Jitka Langhamrová, 2013. "Vývoj ekonomického a sociálního zatížení a stárnutí populace [Development of Economic and Social Dependency and Population Ageing]," Politická ekonomie, Prague University of Economics and Business, vol. 2013(3), pages 338-355.
- Ivan Brezina & Juraj Pekár, 2013. "Analýza citlivosti hodnot Herfidalovho-Hirschmanovho indexu slovenského bankového sektora [Sensitivity Analysis of Herfindahl-Hirschman Index on the Slovak Banking Sector]," Politická ekonomie, Prague University of Economics and Business, vol. 2013(6), pages 735-751.
- Rahman, Md. Mizanur, 2013. "Estimation of Internal Migration by the National Growth Rate Method: An Alternative Approach," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 36(3), pages 79-87, September.
- Bailey, David H. & López de Prado, Marcos & del Pozo, Eva, 2013. "The strategy approval decision: A Sharpe ratio indifference curve approach," Algorithmic Finance, IOS Press, vol. 2(1), pages 99-109.
- Mateescu, George Daniel, 2013. "Multiple Points Regression," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 141-144, June.
- Angrisani Massimo & Di Palo Cinzia & Fantaccione Roberto & Palazzo Anna Maria, 2013. "The Leslie model and population stability: an application," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 6(2), pages 4-14, December.
- Didenko Alexander & Demicheva Svetlana, 2013.
"Application of Ensemble Learning for views generation in Meucci portfolio optimization framework,"
Review of Business and Economics Studies, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 1, pages 100-110.
- Didenko, Alexander & Demicheva, Svetlana, 2013. "Application of Ensemble Learning for Views Generation in Meucci Portfolio Optimization Framework," MPRA Paper 59348, University Library of Munich, Germany.
- Venegas Martínez, Francisco & Rodríguez Nava, Abigail & Ortíz Ramírez, Ambrosio, 2013. "Decisiones óptimas de consumo y portafolio con una restricción probabilista sobre la riqueza final : difusiones con saltos y horizonte finito /Optimal Consumption and Portfolio Decisions with a Probab," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 3(1), pages 23-38, enero-jun.
- Dariusz Cezary Kotlewski, 2013. "Impact of International Trade on Economic Growth," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1-2, pages 5-29.
- Elena Nisipeanu & Isabella Sima, 2013. "Study of Competitiveness for the Representative Companies in the National Domestic Dairy," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 3(2), pages 1-4, April.
- Çisem Bektur, 2013. "Performance of investment strategies in the absence of correct beliefs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(1), pages 23-37, May.
- Carl Lindberg, 2013. "Investing equally in risk," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(1), pages 39-46, May.
- Nicola Cufaro Petroni & Piergiacomo Sabino, 2013. "Multidimensional quasi-Monte Carlo Malliavin Greeks," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(2), pages 199-224, November.
- Flory Dieck-Assad & Ernesto Peralta, 2013. "Energy and capital inputs: cornerstones of productivity growth in Mexico: 1965–2004," Empirical Economics, Springer, vol. 44(2), pages 563-590, April.
- Athanasios Andrikopoulos, 2013. "Compactness in the choice and game theories: a characterization of rationality," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(2), pages 105-110, November.
- Michael Greinecker & Konrad Podczeck, 2013. "Liapounoff’s vector measure theorem in Banach spaces and applications to general equilibrium theory," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(2), pages 157-173, November.
- Björn Stollenwerk & Afschin Gandjour & Markus Lüngen & Uwe Siebert, 2013. "Accounting for increased non-target-disease-specific mortality in decision-analytic screening models for economic evaluation," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(6), pages 1035-1048, December.
- Marcin Dziubiński, 2013. "Non-symmetric discrete General Lotto games," International Journal of Game Theory, Springer;Game Theory Society, vol. 42(4), pages 801-833, November.
- Endre Boros & Vladimir Gurvich & Vladimir Oudalov, 2013. "A polynomial algorithm for a two parameter extension of Wythoff NIM based on the Perron–Frobenius theory," International Journal of Game Theory, Springer;Game Theory Society, vol. 42(4), pages 891-915, November.
- Alexander Cotte Poveda & Clara Pardo Martínez, 2013.
"Qualitative comparative analysis (QCA): an application for the industry,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 47(3), pages 1315-1321, April.
- Alexander Cotte Poveda - Clara Inés Pardo Martinez, 2012. "Qualitative comparative analysis (QCA): an application for the industry," Serie de Documentos en Economía y Violencia 10066, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE).
- Christian Kleiber, 2013.
"On moment indeterminacy of the Benini income distribution,"
Statistical Papers, Springer, vol. 54(4), pages 1121-1130, November.
- Kleiber, Christian, 2013. "On moment indeterminacy of the Benini income distribution," Working papers 2013/08, Faculty of Business and Economics - University of Basel.
- Antonio Paradiso & Saten Kumar & B. Bhaskara Rao, 2013.
"A New Keynesian IS curve for Australia: is it forward looking or backward looking?,"
Applied Economics, Taylor & Francis Journals, vol. 45(26), pages 3691-3700, September.
- Antonio, Paradiso & Kumar, Saten & Rao, B Bhaskara, 2011. "A New Keynesian IS Curve for Australia: Is it Forward Looking or Backward Looking?," MPRA Paper 35296, University Library of Munich, Germany.
- James E. Foster & Mark McGillivray & Suman Seth, 2013.
"Composite Indices: Rank Robustness, Statistical Association, and Redundancy,"
Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 35-56, January.
- James E. Foster & Mark McGillivray & Suman Seth, 2011. "Composite Indices: Rank Robustness, Statistical Association and Redundancy," Working Papers 2011-19, The George Washington University, Institute for International Economic Policy.
- Ata Ozkaya, 2013. "Public Debt Stock Sustainability in Selected OECD Countries," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 13(1), pages 31-49.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013.
"Financial dependence analysis: applications of vine copulas,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 403-435, November.
- David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Documentos de Trabajo del ICAE 2013-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Tinbergen Institute Discussion Papers 13-022/III, Tinbergen Institute.
- David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," KIER Working Papers 843, Kyoto University, Institute of Economic Research.
- DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018.
"Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-23, June.
- David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers 866, Kyoto University, Institute of Economic Research.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Tinbergen Institute Discussion Papers 13-072/III, Tinbergen Institute.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Documentos de Trabajo del ICAE 2013-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Engwerda, J.C., 2013.
"A Numerical Algorithm to find All Scalar Feedback Nash Equilibria,"
Other publications TiSEM
aa391d31-11df-4693-9583-1, Tilburg University, School of Economics and Management.
- Engwerda, J.C., 2013. "A Numerical Algorithm to find All Scalar Feedback Nash Equilibria," Discussion Paper 2013-050, Tilburg University, Center for Economic Research.
- Farhad Hassanzadeh & Hamid Nemati & Minghe Sun, 2013. "Robust Optimization for Interactive Multiobjective Programming with Imprecise Information Applied to R&D Project Portfolio Selection," Working Papers 0194mss, College of Business, University of Texas at San Antonio.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013.
"Financial dependence analysis: applications of vine copulas,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 403-435, November.
- David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," KIER Working Papers 843, Kyoto University, Institute of Economic Research.
- David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Documentos de Trabajo del ICAE 2013-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Tinbergen Institute Discussion Papers 13-022/III, Tinbergen Institute.
- DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018.
"Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-23, June.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Tinbergen Institute Discussion Papers 13-072/III, Tinbergen Institute.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Documentos de Trabajo del ICAE 2013-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers 866, Kyoto University, Institute of Economic Research.
- Luciano Stefanini & Maria Letizia Guerra, 2013. "Fuzzification via F-transform," Working Papers 1310, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2013.
- Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2013. "Value function computation in fuzzy models by differential evolution," Working Papers 1311, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2013.
- Vasilis Angelis & Athanasios Angelis-Dimakis & Katerina Dimaki, 2013. "The Attractiveness Of The European South As Described By A Cusp And A Butterfly Catastrophe Model," ERSA conference papers ersa13p768, European Regional Science Association.
- Todorova, Tamara, 2013.
"Solving optimal timing problems elegantly,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 4(6), pages 95-105.
- Todorova, Tamara, 2013. "Solving Optimal Timing Problems Elegantly," MPRA Paper 47591, University Library of Munich, Germany.
- Dufrfesne, Daniel & Vázquez-Abad, Felisa, 2013. "Cobweb theorems with production lags and price forecasting," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-49.
- Grith, Maria & Karl Härdle, Wolfgang & Krätschmer, Volker, 2013. "Reference dependent preferences and the EPK puzzle," SFB 649 Discussion Papers 2013-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Herzberg, Frederik, 2013. "Arrovian aggregation of MBA preferences: An impossibility result," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79957, Verein für Socialpolitik / German Economic Association.
2012
- Kock, Anders Bredahl & Callot, Laurent, 2015.
"Oracle inequalities for high dimensional vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 186(2), pages 325-344.
- Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, Department of Economics and Business Economics, Aarhus University.
- José Rodrigues-Neto, 2014.
"Monotonic models and cycles,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 43(2), pages 403-413, May.
- José Alvaro Rodrigues-Neto, 2012. "Monotonic models and cycles," ANU Working Papers in Economics and Econometrics 2012-586, Australian National University, College of Business and Economics, School of Economics.
- José Alvaro Rodrigues-Neto, 2012. "Cycles of length two in monotonic models," ANU Working Papers in Economics and Econometrics 2012-587, Australian National University, College of Business and Economics, School of Economics.
- Ragona, Maddalena & Mazzocchi, Mario & Alldrick, A.J., 2012. "Multi-criteria analysis for the impact assessment of food safety policies: The case of EU regulation on dietary arsenic," 2012 First Congress, June 4-5, 2012, Trento, Italy 124122, Italian Association of Agricultural and Applied Economics (AIEAA).
- Wailes, Eric J. & Chavez, Eddie C., 2012. "International Rice Baseline with Deterministic and Stochastic Projections, 2012-2021," Staff Papers 123203, University of Arkansas, Department of Agricultural Economics and Agribusiness.
- Dumitru Ciobanu, 2012. "Chaos Tests For Time Series," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(40), pages 159-166.
- Liviu Popescu & Radu Criveanu, 2012. "A Study On Distributional Systems," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(40), pages 96-103.
- Andrey Itkin, 2013.
"New solvable stochastic volatility models for pricing volatility derivatives,"
Review of Derivatives Research, Springer, vol. 16(2), pages 111-134, July.
- Andrey Itkin, 2012. "New solvable stochastic volatility models for pricing volatility derivatives," Papers 1205.3550, arXiv.org, revised Jun 2012.
- St'ephane Goutte & Nadia Oudjane & Francesco Russo, 2012. "Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets," Papers 1205.4089, arXiv.org.
- Daniel Alai & Zinoviy Landsman & Michael Sherris, 2012. "Lifetime Dependence Modelling using the Truncated Multivariate Gamma Distribution," Working Papers 201211, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
- Marco Corazza & Stefania Funari & Riccardo Gusso, 2012. "Creditworthiness and scoring analysis of the Italian Smes using multiple informative sources during the financia," BANCARIA, Bancaria Editrice, vol. 1, pages 47-63, January.
- Alexander Harin, 2012. "Data Dispersion in Economics (I) - Possibility of Restrictions," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 59-70, August.
- Alexander Harin, 2012. "Data Dispersion in Economics(II) - Inevitability and Consequences of Restrictions," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 24-36, November.
- Yuli Radev, 2012. "Complete Markets of Arrow and Debreu and the Dynamic Disequilibrium," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 35-56,57-75.
- Beatriz Irene Balmaseda Perez & Lizbeth Necoechea, 2012. "Metodologia de estimación del numero de clientes del Sistema Bancario en Mexico," Working Papers 1224, BBVA Bank, Economic Research Department.
- Marcello Pericoli, 2014.
"Real Term Structure and Inflation Compensation in the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(1), pages 1-42, March.
- Marcello Pericoli, 2012. "Real term structure and inflation compensation in the euro area," Temi di discussione (Economic working papers) 841, Bank of Italy, Economic Research and International Relations Area.
- Marcello Pericoli, 2012. "Expected inflation and inflation risk premium in the euro area and in the United States," Temi di discussione (Economic working papers) 842, Bank of Italy, Economic Research and International Relations Area.
- Sara Cecchetti & Giovanna Nappo, 2012. "A dynamic default dependence model," Temi di discussione (Economic working papers) 892, Bank of Italy, Economic Research and International Relations Area.
- Martínez-Jaramillo Serafín & Alexandrova-Kabadjova Biliana & Bravo-Benítez Bernardo & Solórzano-Margain Juan Pablo, 2012. "An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk," Working Papers 2012-07, Banco de México.
- Maria B. Chiarolla & Giorgio Ferrari & Frank Riedel, 2012.
"Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources,"
Papers
1203.3757, arXiv.org, revised Aug 2013.
- Chiarolla, Maria B. & Ferrari, Giorgio & Riedel, Frank, 2014. "Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources," Center for Mathematical Economics Working Papers 463, Center for Mathematical Economics, Bielefeld University.
- Ruth Delzeit & Karin Holm-Müller & Wolfgang Britz, 2012.
"Ökonomische Bewertung des Erneuerbare Energien Gesetzes zur Förderung von Biogas,"
Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 13(3), pages 251-265, August.
- Delzeit, Ruth & Holm-Müller, Karin & Britz, Wolfgang, 2011. "Ökonomische Bewertung des Erneuerbare Energien Gesetzes zur Förderung von Biogas," Kiel Working Papers 1682, Kiel Institute for the World Economy (IfW Kiel).
- Claudia Fabiola Soruco Carballo, 2012. "Espacio, convergencia y crecimiento regional en Bolivia: 1990–2010," Serie de Documentos de Trabajo 2012/01, Banco Central de Bolivia.
- Rolando Manuel Gonzáles Martínez, 2012. "¿How plural is the plural economy of Bolivia? Constructing a plural economy indicator with fuzzy sets," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 16(1), pages 9-29, June.
- Christian Kleiber, 2014.
"The Generalized Lognormal Distribution and the Stieltjes Moment Problem,"
Journal of Theoretical Probability, Springer, vol. 27(4), pages 1167-1177, December.
- Kleiber, Christian, 2012. "The Generalized Lognormal Distribution and the Stieltjes Moment Problem," Working papers 2012/15, Faculty of Business and Economics - University of Basel.
- Elisa Luciano & Luca Regis & Elena Vigna, 2017.
"Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(3), pages 961-986, September.
- Elisa Luciano & Luca Regis & Elena Vigna, 2012. "Single and cross-generation natural hedging of longevity and financial risk," ICER Working Papers 04-2012, ICER - International Centre for Economic Research.
- Elisa Luciano & Luca Regis & Elena Vigna, 2012. "Single and cross-generation natural hedging of longevity and financial risk," Carlo Alberto Notebooks 257, Collegio Carlo Alberto.
- Konstantin Belyaev & Aelita Belyaeva & Tomas Konecny & Jakub Seidler & Martin Vojtek, 2012. "Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic," Working Papers 2012/12, Czech National Bank.
- Alexander Cotte Poveda & Clara Pardo Martínez, 2013.
"Qualitative comparative analysis (QCA): an application for the industry,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 47(3), pages 1315-1321, April.
- Alexander Cotte Poveda - Clara Inés Pardo Martinez, 2012. "Qualitative comparative analysis (QCA): an application for the industry," Serie de Documentos en Economía y Violencia 10066, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE).
- Marjon Ruijter & Kees Oosterlee, 2012. "Two-dimensional Fourier cosine series expansion method for pricing financial options," CPB Discussion Paper 225, CPB Netherlands Bureau for Economic Policy Analysis.
- Marjon Ruijter & Kees Oosterlee, 2012. "Two-dimensional Fourier cosine series expansion method for pricing financial options," CPB Discussion Paper 225.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Marc Boissaux & Jang Schiltz, 2013.
"Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control,"
Palgrave Macmillan Books, in: Virginie Terraza & Hery Razafitombo (ed.), Understanding Investment Funds, chapter 5, pages 106-128,
Palgrave Macmillan.
- Marc Boissaux & Jang Schiltz, 2012. "Conditioned Higher Moment Portfolio Optimisation Using Optimal Control," LSF Research Working Paper Series 12-2, Luxembourg School of Finance, University of Luxembourg.
- Paweł Zając & Piotr Gurgul, 2012. "Forecasting of migration matrices in business demography," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 13(2), pages 387-404, June.
- Peter Stephensen, 2012.
"SBAM: An Algorithm for Pair Matching,"
DREAM Working Paper Series
201201, Danish Rational Economic Agents Model, DREAM.
- Stephensen, Peter & Markeprand, Tobias, 2013. "SBAM: An algorithm for pair matching," MPRA Paper 59580, University Library of Munich, Germany.
- Peter Stephensen & Tobias Markeprand, 2013. "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series 201303, Danish Rational Economic Agents Model, DREAM.
- Grass, D., 2012. "Numerical computation of the optimal vector field: Exemplified by a fishery model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1626-1658.
- Bajeux-Besnainou, Isabelle & Bandara, Wachindra & Bura, Efstathia, 2012. "A Krylov subspace approach to large portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 36(11), pages 1688-1699.
- Kim, Jerim & Kim, Bara & Moon, Kyoung-Sook & Wee, In-Suk, 2012. "Valuation of power options under Heston's stochastic volatility model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(11), pages 1796-1813.
- Tang, Hui-Wen Vivian & Yin, Mu-Shang, 2012. "Forecasting performance of grey prediction for education expenditure and school enrollment," Economics of Education Review, Elsevier, vol. 31(4), pages 452-462.
- Chilarescu, Constantin & Viasu, Ioana, 2012. "Dimensions and logarithmic function in economics: A comment," Ecological Economics, Elsevier, vol. 75(C), pages 10-11.
- Vostroknutov, Alexander, 2012. "Non-probabilistic decision making with memory constraints," Economics Letters, Elsevier, vol. 117(1), pages 303-305.
- Brissimis, Sophocles N. & Zervopoulos, Panagiotis D., 2012.
"Developing a step-by-step effectiveness assessment model for customer-oriented service organizations,"
European Journal of Operational Research, Elsevier, vol. 223(1), pages 226-233.
- Brissimis, Sophocles & Zervopoulos, Panagiotis, 2011. "Developing a step-by-step effectiveness assessment model for customer-oriented service organizations," MPRA Paper 30765, University Library of Munich, Germany.
- Zhang, Xing-Ping & Tan, Ya-Kun & Tan, Qin-Liang & Yuan, Jia-Hai, 2012. "Decomposition of aggregate CO2 emissions within a joint production framework," Energy Economics, Elsevier, vol. 34(4), pages 1088-1097.
- Recktenwald, G.D. & Deinert, M.R., 2012. "Cost probability analysis of reprocessing spent nuclear fuel in the US," Energy Economics, Elsevier, vol. 34(6), pages 1873-1881.
- Pineda, S. & Conejo, A.J., 2012. "Managing the financial risks of electricity producers using options," Energy Economics, Elsevier, vol. 34(6), pages 2216-2227.
- Hsu, Pao-Peng & Chen, Ying-Hsiu, 2012. "Barrier option pricing for exchange rates under the Levy–HJM processes," Finance Research Letters, Elsevier, vol. 9(3), pages 176-181.
- Philippart, Julien & Sun, Minghe & Doucet, Jean-Louis & Lejeune, Philippe, 2012. "Mathematical formulation and exact solution for landing location problem in tropical forest selective logging, a case study in Southeast Cameroon," Journal of Forest Economics, Elsevier, vol. 18(2), pages 113-122.
- Baillon, Aurélien & Driesen, Bram & Wakker, Peter P., 2012. "Relative concave utility for risk and ambiguity," Games and Economic Behavior, Elsevier, vol. 75(2), pages 481-489.
- Cai, Jun & Wei, Wei, 2012. "On the invariant properties of notions of positive dependence and copulas under increasing transformations," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 43-49.
- Cai, Jun & Wei, Wei, 2012. "Optimal reinsurance with positively dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 57-63.
- Barz, Christiane & Müller, Alfred, 2012. "Comparison and bounds for functionals of future lifetimes consistent with life tables," Insurance: Mathematics and Economics, Elsevier, vol. 50(2), pages 229-235.
- Gerber, Hans U. & Shiu, Elias S.W. & Yang, Hailiang, 2012. "Valuing equity-linked death benefits and other contingent options: A discounted density approach," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 73-92.
- Landriault, David & Lemieux, Christiane & Willmot, Gordon E., 2012. "An adaptive premium policy with a Bayesian motivation in the classical risk model," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 370-378.
- Chen, Yiqing & Yuen, Kam C., 2012. "Precise large deviations of aggregate claims in a size-dependent renewal risk model," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 457-461.
- Iscoe, Ian & Kreinin, Alexander & Mausser, Helmut & Romanko, Oleksandr, 2012. "Portfolio credit-risk optimization," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1604-1615.
- Ekmekci, Mehmet & Gossner, Olivier & Wilson, Andrea, 2012.
"Impermanent types and permanent reputations,"
Journal of Economic Theory, Elsevier, vol. 147(1), pages 162-178.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2010. "Impermanent Types and Permanent Reputations," Discussion Papers 1511, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2012. "Impermanent types and permanent reputations," PSE-Ecole d'économie de Paris (Postprint) halshs-00754608, HAL.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2012. "Impermanent types and permanent reputations," Post-Print halshs-00754608, HAL.
- Duffie, Darrell & Sun, Yeneng, 2012.
"The exact law of large numbers for independent random matching,"
Journal of Economic Theory, Elsevier, vol. 147(3), pages 1105-1139.
- Darrell Duffie & Yeneng Sun, 2011. "The Exact Law of Large Numbers for Independent Random Matching," NBER Working Papers 17280, National Bureau of Economic Research, Inc.
- Xanthopoulos, Apostolos, 2012. "The Entrenched Kurtosis in Current Portfolio Returns," The Journal of Economic Asymmetries, Elsevier, vol. 9(2), pages 77-97.
- Rodrigues-Neto, José Alvaro, 2012.
"The cycles approach,"
Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 207-211.
- Jose Alvaro Rodrigues-Neto, 2011. "The Cycles Approach," ANU Working Papers in Economics and Econometrics 2011-547, Australian National University, College of Business and Economics, School of Economics.
- Bossert, Walter & Suzumura, Kotaro, 2012.
"Product filters, acyclicity and Suzumura consistency,"
Mathematical Social Sciences, Elsevier, vol. 64(3), pages 258-262.
- BOSSERT, Walter & SUZUMURA, Kotaro, 2010. "Product Filters, Acyclicity and Suzumura Consistency," Cahiers de recherche 2010-11, Universite de Montreal, Departement de sciences economiques.
- BOSSERT, Walter & SUZUMURA, Kotaro, 2010. "Product Filters, Acyclicity and Suzumura Consistency," Cahiers de recherche 20-2010, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- José Faustino Barrón Domínguez, 2012. "Evaluación del impacto en la eficiencia operacional de las empresas, por la aplicación del sistema de evaluación y retroalimentación cliente- proveedor de la cadena interna de valor (SIERCaVI)," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 6(1), pages 73-88.
- Stephanie Rendón de la Torre, 2012. "Estimación del coeficiente de Hurst con wavelets de índices accionarios de Turquía, Indonesia, México y Corea del Sur," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 6(2), pages 27-50.
- Cigdem SOFYALIOGLU & Ilker TUNAIL, 2012. "Kano Modelinin Kalite Fonksiyon Gocerimi Planlama Matrisinde Kullanimi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 12(1), pages 127-137.
- Fredy Yair Montes Rivera & Paulino Pérez RodrÃguez & Sergio Pérez Elizalde, 2012. "Ajuste del ingreso en México con un enfoque bayesiano," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(2), pages 273-293.
- M. Hanias & P. Curtis & E. Thalassinos, 2012. "Time Series Prediction with Neural Networks for the Athens Stock Exchange Indicator," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 23-32.
- Şenay AÇIKGÖZ, 2012. "Fertility, Employment and Capital Accumulation: A Case Study For Turkey," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 23(83), pages 1-36.
- Lara-Velázquez, P. & Gallardo-López, L. & de-los-Cobos-Silva, S.G. & Gutiérrez-Andrade, M.Á. & Rincón-García, E.A., 2012. "Optimal Use Of Cellphone Frequencies With Robust Graph Coloring," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 59-68, November.
- Jérôme Trotignon, 2012. "Les émissions de CO2 du Brésil- L’impact du secteur UTCATF (usage des terres, changement d’affectation des terres et foresterie)," Working Papers 1232, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Timothy Halliday, 2012. "A Note on the Asymptotic Variance of Sample Roots," Working Papers 201209, University of Hawaii at Manoa, Department of Economics.
- Bernard Cornet & Abhishek Ranjan, 2012.
"A remark on arbitrage free prices in multi-period economy,"
Post-Print
halshs-00707401, HAL.
- Bernard Cornet & Abhishek Ranjan, 2012. "A remark on arbitrage free prices in multi-period economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00707401, HAL.
- Bernard Cornet & Abhishek Ranjan, 2012. "A remark on arbitrage free prices in multi-period economy," Documents de travail du Centre d'Economie de la Sorbonne 12035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bernard Cornet & Abhishek Ranjan, 2012.
"A remark on arbitrage free prices in multi-period economy,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00707401, HAL.
- Bernard Cornet & Abhishek Ranjan, 2012. "A remark on arbitrage free prices in multi-period economy," Post-Print halshs-00707401, HAL.
- Bernard Cornet & Abhishek Ranjan, 2012. "A remark on arbitrage free prices in multi-period economy," Documents de travail du Centre d'Economie de la Sorbonne 12035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Ekmekci, Mehmet & Gossner, Olivier & Wilson, Andrea, 2012.
"Impermanent types and permanent reputations,"
Journal of Economic Theory, Elsevier, vol. 147(1), pages 162-178.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2010. "Impermanent Types and Permanent Reputations," Discussion Papers 1511, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2012. "Impermanent types and permanent reputations," Post-Print halshs-00754608, HAL.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2012. "Impermanent types and permanent reputations," PSE-Ecole d'économie de Paris (Postprint) halshs-00754608, HAL.
- Bernard Cornet & Abhishek Ranjan, 2012.
"A remark on arbitrage free prices in multi-period economy,"
Post-Print
halshs-00707401, HAL.
- Bernard Cornet & Abhishek Ranjan, 2012. "A remark on arbitrage free prices in multi-period economy," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00707401, HAL.
- Bernard Cornet & Abhishek Ranjan, 2012. "A remark on arbitrage free prices in multi-period economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00707401, HAL.
- Bernard Cornet & Abhishek Ranjan, 2012. "A remark on arbitrage free prices in multi-period economy," Documents de travail du Centre d'Economie de la Sorbonne 12035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Ekmekci, Mehmet & Gossner, Olivier & Wilson, Andrea, 2012.
"Impermanent types and permanent reputations,"
Journal of Economic Theory, Elsevier, vol. 147(1), pages 162-178.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2010. "Impermanent Types and Permanent Reputations," Discussion Papers 1511, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2012. "Impermanent types and permanent reputations," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00754608, HAL.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2012. "Impermanent types and permanent reputations," PSE-Ecole d'économie de Paris (Postprint) halshs-00754608, HAL.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2012. "Impermanent types and permanent reputations," Post-Print halshs-00754608, HAL.
- Ekmekci, Mehmet & Gossner, Olivier & Wilson, Andrea, 2012.
"Impermanent types and permanent reputations,"
Journal of Economic Theory, Elsevier, vol. 147(1), pages 162-178.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2010. "Impermanent Types and Permanent Reputations," Discussion Papers 1511, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2012. "Impermanent types and permanent reputations," PSE-Ecole d'économie de Paris (Postprint) halshs-00754608, HAL.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2012. "Impermanent types and permanent reputations," Post-Print halshs-00754608, HAL.
- Bielecki, T.R. & Cousin, A. & Crépey, S. & Herbertsson, Alexander, 2012. "A Markov Copula Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries," Working Papers in Economics 545, University of Gothenburg, Department of Economics.
- Ziv Hellman, 2014.
"Countable spaces and common priors,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 43(1), pages 193-213, February.
- Ziv Hellman, 2012. "Countable Spaces and Common Priors," Discussion Paper Series dp604, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Linda Margarita Medina Herrera & Ernesto Armando Pacheco Velázquez, 2012. "Distances And Networks: The Case Of Mexico," Accounting & Taxation, The Institute for Business and Finance Research, vol. 4(2), pages 39-48.
- Elisa Luciano & Luca Regis & Elena Vigna, 2017.
"Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(3), pages 961-986, September.
- Elisa Luciano & Luca Regis & Elena Vigna, 2012. "Single and cross-generation natural hedging of longevity and financial risk," Carlo Alberto Notebooks 257, Collegio Carlo Alberto.
- Elisa Luciano & Luca Regis & Elena Vigna, 2012. "Single and cross-generation natural hedging of longevity and financial risk," ICER Working Papers 04-2012, ICER - International Centre for Economic Research.
- Rodrigo Cajamarca & Hermann Mena, 2012. "Modelación de series económicas mediante métodos automáticos de regresión difusa," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 3(1), pages 23-42, Junio.
- Diego Chamorro, 2012. "Algunas herramientas matemáticas para la economía y las finanzas: el movimiento Browniano y la integral de Wiener," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 3(1), pages 7-19, Junio.
- Soares, Helena & Sequeira, Tiago Neves & Marques, Pedro Macias & Gomes, Orlando & Ferreira-Lopes, Alexandra, 2018.
"Social infrastructure and the preservation of physical capital: Equilibria and transitional dynamics,"
Applied Mathematics and Computation, Elsevier, vol. 321(C), pages 614-632.
- Helena Soares & Tiago Neves Sequeira & Pedro Macias Marques & Orlando Gomes & Alexandra Ferreira-Lopes, 2012. "Social Infrastructure and the Preservation of Physical Capital: Equilibria and Transitional Dynamics," Working Papers Series 2 12-04, ISCTE-IUL, Business Research Unit (BRU-IUL).
- Christopher Connell & Eric Rasmusen, 2012. "Concavifying the Quasiconcave," Working Papers 2012-10, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Biewen, Martin, 2012. "Additive Decompositions with Interaction Effects," IZA Discussion Papers 6730, Institute of Labor Economics (IZA).
- Jean-Pierre Fouque & Adam Tashman, 2012. "Option pricing under a stressed-beta model," Annals of Finance, Springer, vol. 8(2), pages 183-203, May.
- Per Mykland, 2012. "A Gaussian calculus for inference from high frequency data," Annals of Finance, Springer, vol. 8(2), pages 235-258, May.
- Lan Zhang, 2012. "Implied and realized volatility: empirical model selection," Annals of Finance, Springer, vol. 8(2), pages 259-275, May.
- Justin Yates & Sujeevraja Sanjeevi, 2012. "Assessing the impact of vulnerability modeling in the protection of critical infrastructure," Journal of Geographical Systems, Springer, vol. 14(4), pages 415-435, October.
- Carlos Veiga & Uwe Wystup & Manuel Esquível, 2012. "Unifying exotic option closed formulas," Review of Derivatives Research, Springer, vol. 15(2), pages 99-128, July.
- Marroquín Arreola, Juan & Rios Bolívar, Humberto, 2012. "Gasto público, permanencia en el poder y crecimiento económico /Public Spending, Staying Power and Economic Growth," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 30, pages 363(22)-363, Abril.
- Marc Boissaux & Jang Schiltz, 2012. "Conditioned Higher Moment Portfolio Optimisation Using Optimal Control," DEM Discussion Paper Series 12-2, Department of Economics at the University of Luxembourg.
- Bahiraie , Alireza & Arshadi , Ali, 2012. "Bankruptcy Prediction: Dynamic Geometric Genetic Programming (DGGP) Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(4), pages 101-132, July.
- Bernard Cornet & Abhishek Ranjan, 2012.
"A remark on arbitrage free prices in multi-period economy,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00707401, HAL.
- Bernard Cornet & Abhishek Ranjan, 2012. "A remark on arbitrage free prices in multi-period economy," Documents de travail du Centre d'Economie de la Sorbonne 12035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bernard Cornet & Abhishek Ranjan, 2012. "A remark on arbitrage free prices in multi-period economy," Post-Print halshs-00707401, HAL.
- Philippe Bich & Rida Laraki, 2012. "A Unified Approach to Equilibrium Existence in Discontinuous Strategic Games," Documents de travail du Centre d'Economie de la Sorbonne 12040, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Łukasz Lenart & Mateusz Pipień, 2012. "Almost periodically correlated time series in business fluctuations analysis," NBP Working Papers 107, Narodowy Bank Polski.
- Howard Kunreuther & Geoffrey Heal & Myles Allen & Ottmar Edenhofer & Christopher B. Field & Gary Yohe, 2013.
"Risk management and climate change,"
Nature Climate Change, Nature, vol. 3(5), pages 447-450, May.
- Howard Kunreuther & Geoffrey Heal & Myles Allen & Ottmar Edenhofer & Christopher B. Field & Gary Yohe, 2012. "Risk Management and Climate Change," NBER Working Papers 18607, National Bureau of Economic Research, Inc.
- Vizgunov, A. & Goldengorin, B. & Zamaraev, V. & Kalyagin, V. & Koldanov, A. & Koldanov, P. & Pardalos, P., 2012. "Applying Market Graphs for Russian Stock Market Analysis," Journal of the New Economic Association, New Economic Association, vol. 15(3), pages 66-81.
- Bogdan OANCEA & Tudorel ANDREI & Raluca DRAGOESCU, 2012. "Cuda Based Computational Methods For Macroeconomic Forecasts," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 1(1), pages 42-53, January.
- Neil Shephard & Kevin Sheppard, 2012.
"Efficient and feasible inference for the components of financial variation using blocked multipower variation,"
Economics Series Working Papers
593, University of Oxford, Department of Economics.
- Per A. Mykland & Neil Shephard & Kevin Sheppard, 2012. "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Papers 2012-W02, Economics Group, Nuffield College, University of Oxford.
- Ghossoub, Mario, 2015.
"Vigilant measures of risk and the demand for contingent claims,"
Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 27-35.
- Mario Ghossoub, 2012. "Vigilant Measures of Risk and the Demand for Contingent Claims," Discussion Papers 1555, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Robert Ferstl & David Seres, 2012. "Clustering Austrian Banks’ Business Models and Peer Groups in the European Banking Sector," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 24, pages 79-95.
- Serban Florentin & Busu Mihail & Tudorache Ana, 2012. "Building an Optimal Portfolio Using Fundamental Analysis of Stocks," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1672-1677, May.
- Jeflea Antoneta, 2012. "The Importance of the Study of Algebras of Fuzzy Logic," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 560-563, May.
- Covrig Mihaela, 2012. "Premiums in non-Life Insurance: on the Property of Iterativity," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1055-1058, Decembre.
- Per A. Mykland & Neil Shephard & Kevin Sheppard, 2012.
"Efficient and feasible inference for the components of financial variation using blocked multipower variation,"
Economics Papers
2012-W02, Economics Group, Nuffield College, University of Oxford.
- Neil Shephard & Kevin Sheppard, 2012. "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers 593, University of Oxford, Department of Economics.
- Guillermo Moloche, 2012. "Introducción Al Cálculo De Malliavin Para Las Finanzas Con Aplicación A La Elección Dinámica De Portafolio," Documentos de Trabajo / Working Papers 2012-347, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Marek £adyga & Maciej Tkacz, 2012. "The Explicitness Of Vector Balancing The Unsustainable Production And Consumption Mode," Polish Journal of Management Studies, Czestochowa Technical University, Department of Management, vol. 5(1), pages 274-279, June.
- Raul V. Fabella & Vigile Marie B. Fabella, 2012. "The Robust Nash Equilibrium and Equilibrium Selection in 2x2 Coordination Games," UP School of Economics Discussion Papers 201216, University of the Philippines School of Economics.
- Márcia Oliveira & João Gama, 2012. "Visualization of Evolving Social Networks using Actor-Level and Community-Level Trajectories," FEP Working Papers 446, Universidade do Porto, Faculdade de Economia do Porto.
- Sabino Porto Junior & Cassandro Maria da Veiga Mendes, 2012. "Assimetria de Informação e Incentivos na Formação do Capital Humano-Uma Análise Teórica Sobre o Caso do Programa Bolsa Família," Série Textos para Discussão (Working Papers) 9, Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba.
- Michael J. Murray, 2012.
"The Regional Benefits of the Employer of Last Resort Program,"
Review of Radical Political Economics, Union for Radical Political Economics, vol. 44(3), pages 327-336, September.
- Murray, Michael/ M J, 2012. "The Regional Benefits of the Employer of Last Resort Program," MPRA Paper 35981, University Library of Munich, Germany.
- Travaglini, Giuseppe, 2012. "Note sulla teoria del consumo [Notes on consumption theory]," MPRA Paper 36146, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012.
"Ranking agricultural, environmental and natural resource economics journals: A note,"
MPRA Paper
36233, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking accounting, banking and finance journals: A note," MPRA Paper 36166, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking socio-demographic journals," MPRA Paper 36803, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking mainstream economics journals: A note," MPRA Paper 36198, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking policy and political economic journals," MPRA Paper 36951, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking the ‘Diamond Core’ economic journals: A note," MPRA Paper 36589, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012.
"Ranking agricultural, environmental and natural resource economics journals: A note,"
MPRA Paper
36233, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking mainstream economics journals: A note," MPRA Paper 36198, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking socio-demographic journals," MPRA Paper 36803, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking policy and political economic journals," MPRA Paper 36951, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking the ‘Diamond Core’ economic journals: A note," MPRA Paper 36589, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking accounting, banking and finance journals: A note," MPRA Paper 36166, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012.
"Ranking accounting, banking and finance journals: A note,"
MPRA Paper
36166, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking agricultural, environmental and natural resource economics journals: A note," MPRA Paper 36233, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking socio-demographic journals," MPRA Paper 36803, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking mainstream economics journals: A note," MPRA Paper 36198, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking policy and political economic journals," MPRA Paper 36951, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking the ‘Diamond Core’ economic journals: A note," MPRA Paper 36589, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012.
"Ranking agricultural, environmental and natural resource economics journals: A note,"
MPRA Paper
36233, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking the ‘Diamond Core’ economic journals: A note," MPRA Paper 36589, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking socio-demographic journals," MPRA Paper 36803, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking mainstream economics journals: A note," MPRA Paper 36198, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking policy and political economic journals," MPRA Paper 36951, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking accounting, banking and finance journals: A note," MPRA Paper 36166, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012.
"Ranking agricultural, environmental and natural resource economics journals: A note,"
MPRA Paper
36233, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking socio-demographic journals," MPRA Paper 36803, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking mainstream economics journals: A note," MPRA Paper 36198, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking policy and political economic journals," MPRA Paper 36951, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking the ‘Diamond Core’ economic journals: A note," MPRA Paper 36589, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking accounting, banking and finance journals: A note," MPRA Paper 36166, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012.
"Ranking agricultural, environmental and natural resource economics journals: A note,"
MPRA Paper
36233, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking policy and political economic journals," MPRA Paper 36951, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking socio-demographic journals," MPRA Paper 36803, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking mainstream economics journals: A note," MPRA Paper 36198, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking the ‘Diamond Core’ economic journals: A note," MPRA Paper 36589, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2012. "Ranking accounting, banking and finance journals: A note," MPRA Paper 36166, University Library of Munich, Germany.
- David Carfì & Emanuele Perrone, 2013.
"Asymmetric Cournot Duopoly: A Game Complete Analysis,"
Journal of Reviews on Global Economics, Lifescience Global, vol. 2, pages 194-202.
- Carfì, David & Perrone, Emanuele, 2012. "Asymmetric Cournot duopoly: game complete analysis," MPRA Paper 37093, University Library of Munich, Germany.
- Russu, Paolo, 2012. "Dynamics in a environmental model with tourism taxation," MPRA Paper 37213, University Library of Munich, Germany.
- Albers, Scott & Albers, Andrew L., 2012. "On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev wave," MPRA Paper 37771, University Library of Munich, Germany.
- TINANG NZESSEU, Jules Valery, 2012. "Offre optimale de liquidité bancaire par la Banque Centrale : une approche microéconomique [Optimal Bank’s Liquidity Supply by the Central Bank: A Microeconomic Approach]," MPRA Paper 37940, University Library of Munich, Germany.
- Bondarev, Anton A., 2012.
"Optimal control over a continuous range of homogeneous and heterogeneous innovations with finite life-cycles,"
MPRA Paper
40068, University Library of Munich, Germany.
- Bondarev, Anton A., 2012. "Heterogeneous product and process innovations for a multi-product monopolist under finite life-cycles of production technologies," MPRA Paper 38243, University Library of Munich, Germany.
- Kaizoji, Taisei, 2012. "A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction," MPRA Paper 38730, University Library of Munich, Germany.
- Angelo Antoci & Marcello Galeotti & Paolo Russu, 2014.
"Global analysis and indeterminacy in a two-sector growth model with human capital,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 10(4), pages 313-338, December.
- Angelo Antoci & Marcello Galeotti & Paolo Russu, 2012. "Global Analysis and Indeterminacy in a Two-sector Growth Model with Human Capital," Working Papers - Economics wp2012_14.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Antoci, Angelo & Galeotti, Marcello & Russu, Paolo, 2012. "Global analysis and indeterminacy in a two-sector growth model with human capital," MPRA Paper 39079, University Library of Munich, Germany.
- Stravelakis, Nikos, 2012. "Why recession and depression policies differ," MPRA Paper 39128, University Library of Munich, Germany.
- Strati, Francesco, 2012. "A mathematical introduction to transitional lotteries," MPRA Paper 39377, University Library of Munich, Germany.
- Strati, Francesco, 2012. "A first introduction to S-Transitional Lotteries," MPRA Paper 39399, University Library of Munich, Germany.
- Strati, Francesco, 2012. "The nature of the S-linear algebra: For an S-propagator," MPRA Paper 39525, University Library of Munich, Germany.
- Czinkota, Thomas, 2012. "Zeitpunktsignale zum aktiven Portfoliomanagement [Time-Point-Signals for Active Portfolio Management]," MPRA Paper 39565, University Library of Munich, Germany.
- Kuzmin, Evgeny Anatol'evich, 2012. "Analytical content of properties of uncertainty and certainty of organizational-economic systems: derivatives indicators," MPRA Paper 39584, University Library of Munich, Germany.
- Strati, Francesco, 2012. "From the Bochner integral to the superposition integral," MPRA Paper 39615, University Library of Munich, Germany.
- Bondarev, Anton A., 2012.
"Heterogeneous product and process innovations for a multi-product monopolist under finite life-cycles of production technologies,"
MPRA Paper
38243, University Library of Munich, Germany.
- Bondarev, Anton A., 2012. "Optimal control over a continuous range of homogeneous and heterogeneous innovations with finite life-cycles," MPRA Paper 40068, University Library of Munich, Germany.
- Bartolucci, Francesco, 2012. "Measuring concentration in economic sectors by h-index and g-index," MPRA Paper 40628, University Library of Munich, Germany.
- Strati, Francesco, 2012. "On superpositional filtrations," MPRA Paper 40879, University Library of Munich, Germany.
- Harin, Alexander, 2012. "О Содержании Книги "Введение В Суб-Интервальный Анализ И Его Приложения" [About the contents of the book "Introduction to Sub-Interval Analysis and its Applications"]," MPRA Paper 41317, University Library of Munich, Germany.
- Kaminski, Bogumil & Latek, Maciej, 2012. "A Simple Model of Bertrand Duopoly with Noisy Prices," MPRA Paper 41333, University Library of Munich, Germany.
- Harin, Alexander, 2012. "О Содержании Книги "Введение В Суб-Интервальный Анализ …" [About the contents of the book "Introduction to Sub-Interval Analysis …"]," MPRA Paper 41361, University Library of Munich, Germany.
- Halkos, George & Tsilika, Kyriaki, 2012. "Stability analysis in economic dynamics: A computational approach," MPRA Paper 41371, University Library of Munich, Germany.
- Jin XU & Panagiotis ZERVOPOULOS & Zhenhua QIAN & Gang CHENG, 2012.
"A Universal Solution For Units - Invariance In Data Envelopment Analysis,"
Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 3(2), pages 121-128.
- Xu, Jin & Zervopoulos, Panagiotis & Qian, Zhenhua & Cheng, Gang, 2012. "A universal solution for units-invariance in data envelopment analysis," MPRA Paper 41633, University Library of Munich, Germany.
- Djennas, Meriem & Benbouziane, Mohamed & Djennas, Mustapha, 2012. "Agent-Based Modeling in Supply Chain Management:A Genetic Algorithm and Fuzzy Logic Approach," MPRA Paper 41782, University Library of Munich, Germany.
- Cheng, Gang & Zervopoulos, Panagiotis, 2012. "A proxy approach to dealing with the infeasibility problem in super-efficiency data envelopment analysis," MPRA Paper 42064, University Library of Munich, Germany.
- Cheng, Gang & Zervopoulos, Panagiotis, 2012. "A generalized directional distance function in data envelopment analysis and its application to a cross-country measurement of health efficiency," MPRA Paper 42068, University Library of Munich, Germany.
- Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2012. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 42676, University Library of Munich, Germany.
- Maslov, Alexander, 2012. "Исследование Возможностей И Диапазонов Применения Методологии Экономико-Математического Моделирования На Основе Тензорного Анализа Денежного Поля: Теоретические И Методологические Вопросы Взаимодейств," MPRA Paper 42764, University Library of Munich, Germany.
- Harin, Alexander, 2012. "Sub-interval analysis and possibilities of its use," MPRA Paper 43414, University Library of Munich, Germany.
- Albers, Scott, 2012. "Predicting crises: Five essays on the mathematic prediction of economic and social crises," MPRA Paper 43484, University Library of Munich, Germany.
- Harin, Alexander, 2012. "Суб-Интервальный Анализ И Возможности Его Применения [Sub-interval analysis and possibilities of its applications]," MPRA Paper 43494, University Library of Munich, Germany.
- Stephen Coleman, 2014.
"Diffusion and spatial equilibrium of a social norm: voting participation in the United States, 1920–2008,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1769-1783, May.
- Coleman, Stephen, 2012. "Diffusion and Spatial Equilibrium of a Social Norm: Voting Participation in the United States, 1920-2008," MPRA Paper 43509, University Library of Munich, Germany.
- Halkos, George & Tsilika, Kyriaki, 2012. "Constructing a Generator of Matrices with Pattern," MPRA Paper 43614, University Library of Munich, Germany.
- Muntean, Mihaela & Muntean, Cornelia, 2012. "Evaluating A Business Intelligence Solution. Feasibility Analysis Based On Monte Carlo Method," MPRA Paper 48478, University Library of Munich, Germany, revised 28 May 2013.
- Skribans, Valerijs, 2012. "European Union Economy System Dynamic Model Development," MPRA Paper 49170, University Library of Munich, Germany.
- Michaelides, Panayotis G. & Belegri-Roboli, Athena & Markaki, Maria, 2012. "A non-linear Leontief–type input-output model," MPRA Paper 74447, University Library of Munich, Germany.
- Dilip Abreu & David Pearce & Ennio Stacchetti, 2012. "One-Sided Uncertainty And Delay In Reputational Bargaining," Working Papers 1430, Princeton University, Department of Economics, Econometric Research Program..
- Marco Battaglini & Rohit Lamba, 2012. "Optimal Dynamic Contracting," Working Papers 1431, Princeton University, Department of Economics, Econometric Research Program..
- Michael J. Murray, 2012.
"The Regional Benefits of the Employer of Last Resort Program,"
Review of Radical Political Economics, Union for Radical Political Economics, vol. 44(3), pages 327-336, September.
- Murray, Michael/ M J, 2012. "The Regional Benefits of the Employer of Last Resort Program," MPRA Paper 35981, University Library of Munich, Germany.
- Malliaris, A. G. & Mlliaris, Mary, 2012. "Are foreign currency markets interdependent? Evidence from data mining technologies / ¿Son interdependientes los mercados de divisas? Evidencia de tecnologías de minería de datos," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 2(1), pages 31-47, enero-jun.
- Ortíz Arango, Francsco & Cabrera Llanos, Agustín I. & Cruz Aranda, Fernando, 2012. "Modelado del comportamiento del tipo de cambio peso-dólar mediante redes neuronales diferenciales / Peso-Dollar Exchange Rate Behavior Modelling by means of Differential Neural Networks," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 2(1), pages 49-64, enero-jun.
- Marek Barowicz, 2012. "Determinants of corporate capital structure in the trade-off theories (Determinanty struktury kapitalowej w teoriach substytucji)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(14-15), pages 25-47.
- Soyoung Kim & Junseok Hwang & Jorn Altmann, 2012. "Dynamic Scenarios of Trust Establishment in the Public Cloud Service Market," TEMEP Discussion Papers 201298, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jun 2012.
- Quan-Hoang Vuong & Nancy K. Napier & Tri Dung Tran, 2012. "Examining Relationships between Culture, Creativity and Business Stage in an Emerging Market: A Categorical Data Analysis of Vietnam’s Data Set," Working Papers CEB 12-006, ULB -- Universite Libre de Bruxelles.
- Yiming Wang, 2012. "Decomposing the entropy index of racial diversity: in search of two types of variance," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(3), pages 897-915, June.
- Mark Birkin & Graham Clarke, 2012. "The enhancement of spatial microsimulation models using geodemographics," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(2), pages 515-532, October.
- Martin Bohner & Gregory Gelles, 2012. "Risk aversion and risk vulnerability in the continuous and discrete case," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 35(1), pages 1-28, May.
- Song-Ping Zhu & Jing Zhang, 2012. "How should a convertible bond be decomposed?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 35(2), pages 113-149, November.
- S. Kaji & S. Kotani, 2012. "Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component," Finance and Stochastics, Springer, vol. 16(1), pages 45-62, January.
- René Carmona & Sergey Nadtochiy, 2012. "Tangent Lévy market models," Finance and Stochastics, Springer, vol. 16(1), pages 63-104, January.
- Aleksandar Mijatović & Mikhail Urusov, 2012. "Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models," Finance and Stochastics, Springer, vol. 16(2), pages 225-247, April.
- Cristina Costantini & Marco Papi & Fernanda D’Ippoliti, 2012. "Singular risk-neutral valuation equations," Finance and Stochastics, Springer, vol. 16(2), pages 249-274, April.
- Christopher Lorenz & Alexander Schied, 2013. "Drift dependence of optimal trade execution strategies under transient price impact," Finance and Stochastics, Springer, vol. 17(4), pages 743-770, October.
- Guan Wang & Pierre Yourougou & Yue Wang, 2012. "Which implied volatility provides the best measure of future volatility?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 93-105, January.
- Konrad Podczeck & Daniela Puzzello, 2012.
"Independent random matching,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(1), pages 1-29, May.
- Podczeck, Konrad & Puzzello, Daniela, 2009. "Independent Random Matching," MPRA Paper 27687, University Library of Munich, Germany, revised Sep 2010.
- Jianwei Wang & Yongchao Zhang, 2012.
"Purification, saturation and the exact law of large numbers,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(3), pages 527-545, August.
- Wang, Jianwei & Zhang, Yongchao, 2010. "Purification, Saturation and the Exact Law of Large Numbers," MPRA Paper 22119, University Library of Munich, Germany.
- Camelia Bejan & Florin Bidian, 2012.
"Ownership structure and efficiency in large economies,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(3), pages 571-602, August.
- Bejan, Camelia & Bidian, Florin, 2009. "Ownership Structure and Efficiency in Large Economies," MPRA Paper 17677, University Library of Munich, Germany.
- Jean-Paul Chavas & Walter Briec, 2012. "On economic efficiency under non-convexity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(3), pages 671-701, August.
- Mauricio Uriona-Maldonado & Raimundo N. M. Santos & Gregorio Varvakis, 2012. "State of the art on the Systems of Innovation research: a bibliometrics study up to 2009," Scientometrics, Springer;Akadémiai Kiadó, vol. 91(3), pages 977-996, June.
- Hildrun Kretschmer & Ramesh Kundra & Donald deB. Beaver & Theo Kretschmer, 2012. "Gender bias in journals of gender studies," Scientometrics, Springer;Akadémiai Kiadó, vol. 93(1), pages 135-150, October.
- Dirk Simons & Dennis Voeller & Martina Corsten, 2012. "Erbschaftsteuerliche Verschonungsregeln Für das Betriebsvermögen — Ein Theoretischer Ansatz zur Steuerplanung," Schmalenbach Journal of Business Research, Springer, vol. 64(1), pages 2-36, February.
- Jirí MAZUREK, 2012. "On Pre-Selection Of Alternatives In The Analytic Hierarchy Process," Journal of Applied Economic Sciences Quarterly, ASERS Publishing, vol. 0(4), pages 410-417, December.
- Majid MADDAH & Fahimeh Eslami KALANTARI & Reza HAMEDI, 2012. "Forecasting Exchange Rate in Iranian Economy, a New Approach," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 43-45, June.
- Jin XU & Panagiotis ZERVOPOULOS & Zhenhua QIAN & Gang CHENG, 2012.
"A Universal Solution For Units - Invariance In Data Envelopment Analysis,"
Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 3(2), pages 121-128.
- Xu, Jin & Zervopoulos, Panagiotis & Qian, Zhenhua & Cheng, Gang, 2012. "A universal solution for units-invariance in data envelopment analysis," MPRA Paper 41633, University Library of Munich, Germany.
- Jin XU & Panagiotis D. ZERVOPOULOS & Zhenhua QIAN & Gang CHENG, 2012.
"A Universal Solution For Units - Invariance In Data Envelopment Analysis,"
Theoretical and Practical Research in Economic Fields,
ASERS Publishing, vol. 0(2), pages 124-131, January.
- Xu, Jin & Zervopoulos, Panagiotis & Qian, Zhenhua & Cheng, Gang, 2012. "A universal solution for units-invariance in data envelopment analysis," MPRA Paper 41633, University Library of Munich, Germany.
- Anton Bondarev, 2012. "The long-run dynamics of product and process innovations for a multi-product monopolist," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 21(8), pages 775-799, November.
- Bondarev, Anton A., 2010. "The long run Dynamics of heterogeneous Product and Process Innovations for a Multi Product Monopolist," MPRA Paper 35195, University Library of Munich, Germany, revised 26 Nov 2011.
- Emanuela-Alisa NICA, 2012. "Survival estimation: the Kaplan–Meier method applied in endoprosthetics," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, vol. 0, pages 373-375, May.
- Delia DAVID & Luminita PAIUSAN, 2012. "Methods used by banks when taking medium term and long term financing decisions," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, vol. 0, pages 431-439, May.
- Tarsha EASON & Ahjond S. GARMESTANI, 2012. "Cross-Scale Dynamics Of A Regional Urban System Through Time," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 36, pages 55-77.
- K. Vela Velupillai, 2012. "Bourbaki's Destructive Influence on the Mathematization of Economics," ASSRU Discussion Papers 1201, ASSRU - Algorithmic Social Science Research Unit.
- Beladi, Hamid & Chakrabarti, Avik & Marjit, Sugata, 2010. "Exchange rate pass-through: A generalization," Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 493-504, July.
- Hamid Beladi & Avik Chakrabarti & Sugata Marjit, 2010. "Exchange Rate Pass-Through: A Generalization," Working Papers 0009, College of Business, University of Texas at San Antonio.
- Julien Philippart & Minghe Sun & Jean-Louis Doucet, 2012. "Mathematical formulation and exact solution for landing location problem in tropical forest selective logging, a case study in Southeast Cameroon," Working Papers 0009, College of Business, University of Texas at San Antonio.
- Sylvain Barde, 2012. "Back to the future: economic rationality and maximum entropy prediction," Studies in Economics 1202, School of Economics, University of Kent.
- Robert BUCKI & Petr SUCHÃ NEK, 2012. "Computational Modelling Of The Parallel Logistic System," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(1(19)/ Sp), pages 17-23.
- Andrea Giovannetti, 2012. "Financial Contagion in Industrial Clusters: A Dynamical Analysis and Network Simulation," Department of Economics University of Siena 654, Department of Economics, University of Siena.
- Dinga, Emil & Baltaretu, Camelia, 2012. "On A General Frame For Macroeconomic Modelling," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 16(1), pages 97-116.
- John Bryant, 2012. "Thermoeconomics - A Thermodynamic Approach to Economics (Third edition)," Books, Economic Consultancy, Vocat International, edition 0, number tebp2012, July.
- VASILIS ANGELIS & Athanasios Angelis-Dimakis & Katerina Dimaki, 2012. "The Role Of Environment In A Region’S Sustainable Development As Described By A Butterfly Catastrophe," ERSA conference papers ersa12p1157, European Regional Science Association.
- Iris Wanzenböck & Thomas Scherngell & Rafael Lata, 2012. "What determines the embeddedness of European regions in EU funded R&D networks? Evidence using graph theoretic approaches and spatial panel modeling techniques," ERSA conference papers ersa12p451, European Regional Science Association.
- Jirô Akahori & Andrea Macrina, 2022. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 9, pages 179-193, World Scientific Publishing Co. Pte. Ltd..
- Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1-15.
- Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 1, pages 1-15, World Scientific Publishing Co. Pte. Ltd..
- Jiro Akahori & Andrea Macrina, 2010. "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers 1012.1878, arXiv.org.
- Edwin J Elton & Martin J Gruber (ed.), 2010. "Investments and Portfolio Performance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8034, August.
- Ilona Murynets, 2012. "Optimal Investment and Marketing Strategies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8349, August.
- Jirô Akahori & Andrea Macrina, 2022. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 9, pages 179-193, World Scientific Publishing Co. Pte. Ltd..
- Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 1, pages 1-15, World Scientific Publishing Co. Pte. Ltd..
- Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1-15.
- Jiro Akahori & Andrea Macrina, 2010. "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers 1012.1878, arXiv.org.
- Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2013. "The bull and bear market model of Huang and Day: Some extensions and new results," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2351-2370.
- Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2012. "The bull and bear market model of Huang and Day : Some extensions and new results," BERG Working Paper Series 89, Bamberg University, Bamberg Economic Research Group.
- Harin, Alexander, 2012. "Introduction to Sub-Interval Analysis and its Applications (Selected Chapters)," EconStor Books, ZBW - Leibniz Information Centre for Economics, number 62286, September.
- Mehmke, Fabian & Cremers, Heinz & Packham, Natalie, 2012. "Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall," Frankfurt School - Working Paper Series 192, Frankfurt School of Finance and Management.
- Dufresne, Daniel & Vázquez-Abad, Felisa, 2012. "Cobweb theorems with production lags and price forecasting," Economics Discussion Papers 2012-17, Kiel Institute for the World Economy (IfW Kiel).
2011
- Rodrigues-Neto, José Alvaro, 2012.
"The cycles approach,"
Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 207-211.
- Jose Alvaro Rodrigues-Neto, 2011. "The Cycles Approach," ANU Working Papers in Economics and Econometrics 2011-547, Australian National University, College of Business and Economics, School of Economics.
- Daniel Dumitru BARBU, 2011. "Investigation Of Human Resources Competitiveness," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, vol. 3(2), pages 59-81, June.
- Camelia DELCEA & Maria DASCALU, 2011. "A Method For Identifying The Possible Causes Of Failure In The Case Of Service Companies," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, vol. 3(3), pages 48-61, September.
- Amin W. Mugera, 2013.
"Measuring technical efficiency of dairy farms with imprecise data: a fuzzy data envelopment analysis approach,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(4), pages 501-520, October.
- Mugera, Amin W., 2013. "Measuring Technical Efficiency of Dairy Farms with Imprecise Data: A Fuzzy Data Envelopment Analysis Approach," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(4), pages 1-19.
- Mugera, Amin W., 2011. "Measuring Technical Efficiency of Dairy Farms with Imprecise Data: A Fuzzy Data Envelopment Analysis Approach," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103251, Agricultural and Applied Economics Association.
- Wailes, Eric J. & Chavez, Eddie C., 2011. "World Rice Outlook International Rice Baseline Projections, 2011-2020," Staff Papers 112998, University of Arkansas, Department of Agricultural Economics and Agribusiness.
- Patrick Withey & G. Cornelis van Kooten, 2011.
"The Effect of Climate Change on Land Use and Wetlands Conservation in Western Canada: An Application of Positive Mathematical Programming,"
Working Papers
2011-04, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group.
- Withey, Patrick & van Kooten, G. Cornelis, 2011. "The Effect of Climate Change on Land Use and Wetlands Conservation in Western Canada: An Application of Positive Mathematical Programming," Working Papers 107095, University of Victoria, Resource Economics and Policy.
- Popescu Liviu, 2011. "A Study On Control Affine Systems With Degenerate Cost," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(16), pages 117-122, April.
- Christian Bluhm & Christoph Wagner, 2011. "Valuation and Risk Management of Collateralized Debt Obligations and Related Securities," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 193-222, December.
- Iliya Balabanov & Nikolay Ê. Vitanov, 2011. "The Economic Metronome," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 3-30.
- Nataša Teodorović, 2011. "Liquidity, Price Impact And Trade Informativeness – Evidence From The London Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 56(188), pages 91-124, January –.
- Fabrício J. Missio & José Luis Oreiro, 2011. "Convergência para o Equilíbrio no Modelo Keynesiano: algumas considerações," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 356, Departamento de Economia da Universidade de Brasilia.
- Admir Antonio Betarelli Junior & Rodrigo Ferreira Simões, 2011. "A dinâmica setorial e os determinantes locacionais das microrregiões paulistas," Textos para Discussão Cedeplar-UFMG td418, Cedeplar, Universidade Federal de Minas Gerais.
- Yadira Milena Felizzola Cruz, 2011. "Metodología De Evaluación De Desempeno De Los Mecanismos De Control Social De La Gestión Pública En Colombia," Revista de Economía y Administración, Universidad Autónoma de Occidente, May.
- Oscar Andrés Espinosa A. & Juan Fernando García B., 2011. "Mercados clásicos: una aplicación en estructura de conjuntos y lógica difusa," Econógrafos, Escuela de Economía 7878, Universidad Nacional de Colombia, FCE, CID.
- Jang Schiltz & Marc Boissaux, 2011. "Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals," LSF Research Working Paper Series 11-12, Luxembourg School of Finance, University of Luxembourg.
- Paweł Zając & Henryk Gurgul, 2011. "The dynamic model of birth and death of enterprises," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 12(2), pages 381-400, October.
- Mohamed Essaied Hamrita & Abdelkader Trifi, 2011. "The Relationship between Interest Rate, Exchange Rate and Stock Price: A Wavelet Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 1(4), pages 220-228.
- Amano, Tomoyuki & Taniguchi, Masanobu, 2011. "Control variate method for stationary processes," Journal of Econometrics, Elsevier, vol. 165(1), pages 20-29.
- DeCarolis, Joseph F., 2011. "Using modeling to generate alternatives (MGA) to expand our thinking on energy futures," Energy Economics, Elsevier, vol. 33(2), pages 145-152, March.
- Tangman, D.Y. & Thakoor, N. & Dookhitram, K. & Bhuruth, M., 2011. "Fast approximations of bond option prices under CKLS models," Finance Research Letters, Elsevier, vol. 8(4), pages 206-212.
- Husmann, Sven & Todorova, Neda, 2011. "CAPM option pricing," Finance Research Letters, Elsevier, vol. 8(4), pages 213-219.
- Kumabe, Masahiro & Mihara, H. Reiju, 2011.
"Preference aggregation theory without acyclicity: The core without majority dissatisfaction,"
Games and Economic Behavior, Elsevier, vol. 72(1), pages 187-201, May.
- Kumabe, Masahiro & Mihara, H. Reiju, 2008. "Preference aggregation theory without acyclicity: The core without majority dissatisfaction," MPRA Paper 11728, University Library of Munich, Germany.
- Ryvkin, Dmitry, 2011. "The optimal sorting of players in contests between groups," Games and Economic Behavior, Elsevier, vol. 73(2), pages 564-572.
- Abbasi, Alireza & Altmann, Jörn & Hossain, Liaquat, 2011.
"Identifying the effects of co-authorship networks on the performance of scholars: A correlation and regression analysis of performance measures and social network analysis measures,"
Journal of Informetrics, Elsevier, vol. 5(4), pages 594-607.
- Alireza Abbasi & Jorn Altmann & Liaquat Hossain, 2011. "Identifying the Effects of Co-Authorship Networks on the Performance of Scholars: A Correlation and Regression Analysis of Performance Measures and Social Network Analysis Measures," TEMEP Discussion Papers 201176, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jun 2011.
- Brill, Percy H. & Yu, Kaiqi, 2011. "Analysis of risk models using a level crossing technique," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 298-309.
- George Emm Halkos & Nickolaos G. Tzeremes, 2011.
"Measuring economic journals’ citation efficiency: a data envelopment analysis approach,"
Scientometrics, Springer;Akadémiai Kiadó, vol. 88(3), pages 979-1001, September.
- Halkos, George & Tzeremes, Nickolaos, 2011. "Measuring economic journals’ citation efficiency: A data envelopment analysis approach," MPRA Paper 29893, University Library of Munich, Germany.
- George Emm. Halkos & Nickolaos G. Tzeremes, 2011. "Measuring Economic Journals' Citation Efficiency: A Data Envelopment Analysis Approach," EERI Research Paper Series EERI_RP_2011_13, Economics and Econometrics Research Institute (EERI), Brussels.
- Linda Margarita Medina Herrera & Ernesto Pacheco Velázquez, 2011. "Comparando distancias en los mercados financieros mundiales," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 6(2), pages 88-98.
- Alpern, Steven & Morton, Alec & Papadaki, Katerina, 2011. "Patrolling games," LSE Research Online Documents on Economics 32210, London School of Economics and Political Science, LSE Library.
- Chesney, Marc & Taschini, Luca & Wang, Mei, 2011. "Regulated and non-regulated companies, technology adoption in experimental markets for emission permits, and options contracts," LSE Research Online Documents on Economics 37577, London School of Economics and Political Science, LSE Library.
- Cesarino Bertini & Gianfranco Gambarelli & Antonino Scarelli & Zoltán Varga, 2011. "Equilibrium Solution in a Game between a Cooperative and its Members," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 5(2), pages 162-171, August.
- Sylvain Barde, 2011.
"Ignorance is bliss: rationality, information and equilibrium,"
SciencePo Working papers Main
hal-01069478, HAL.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Documents de Travail de l'OFCE 2011-04, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Working Papers hal-01069478, HAL.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Studies in Economics 1103, School of Economics, University of Kent.
- Figà-Talamanca, G. & Guerra, M.L. & Stefanini, L., 2011. "Fuzzy uncertainty in the heston stochastic volatility model," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 3-19, November.
- Francesco Copello & Cristiana Pellicanò, 2011. "Esemplificazione della Data Envelopment Analysis per la valutazione di efficienza in una grande azienda ospedaliera universitaria," DEP - series of economic working papers 3/2011, University of Genoa, Research Doctorate in Public Economics.
- Rui Pascoal & Jorge Marques, 2011. "Fitting Broadband Diffusion by Cable Modem in Portugal," GEMF Working Papers 2011-20, GEMF, Faculty of Economics, University of Coimbra.
- James E. Foster & Mark McGillivray & Suman Seth, 2013.
"Composite Indices: Rank Robustness, Statistical Association, and Redundancy,"
Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 35-56, January.
- James E. Foster & Mark McGillivray & Suman Seth, 2011. "Composite Indices: Rank Robustness, Statistical Association and Redundancy," Working Papers 2011-19, The George Washington University, Institute for International Economic Policy.
- Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2006.
"A Generalization of Fan's Matching Theorem,"
Cahiers de la Maison des Sciences Economiques
b06060a, Université Panthéon-Sorbonne (Paris 1), revised Jan 2008.
- Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2008. "A generalization of Fan's matching theorem," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00756058, HAL.
- Sylvain Barde, 2011.
"Ignorance is bliss: rationality, information and equilibrium,"
Studies in Economics
1103, School of Economics, University of Kent.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," SciencePo Working papers Main hal-01069478, HAL.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Working Papers hal-01069478, HAL.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Documents de Travail de l'OFCE 2011-04, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sylvain Barde, 2011.
"Ignorance is bliss: rationality, information and equilibrium,"
SciencePo Working papers Main
hal-01069478, HAL.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Working Papers hal-01069478, HAL.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Studies in Economics 1103, School of Economics, University of Kent.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Documents de Travail de l'OFCE 2011-04, Observatoire Francais des Conjonctures Economiques (OFCE).
- Gökhan Cebiro˜glu & Ulrich Horst, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers SFB649DP2011-058, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Michael Godfrey & Andrew Manikas, 2011. "Going Green: Incentives For The Electric Power Industry," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 5(1), pages 77-84.
- Andrew Manikas & Michael Godfrey, 2011. "Enabling Triple Bottom Line Compliance Via Principal-Agent Incentive Mechanisms," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 5(2), pages 105-114.
- Zhen-Hua Feng & Chun-Feng Liu & Yi-Ming Wei, 2011.
"How does carbon price change? Evidences from EU ETS,"
International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 35(2/3/4), pages 132-144.
- Zhen-Hua Feng & Chun-Feng Liu & Yi-Ming Wei, 2010. "How does carbon price change? Evidences from EU ETS," CEEP-BIT Working Papers 11, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
- Ana Corina Miller & Alan Matthews & Trevor Donnellan & Cathal O'Donoghue, 2011. "A 2005 Social Accounting Matrix (SAM) for Ireland," The Institute for International Integration Studies Discussion Paper Series iiisdp365, IIIS.
- Juan Mayorga-Zambrano, 2011. "Un modelo matemático para esquemas piramidales tipo Ponzi," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 1(1), pages 123-133, Junio.
- Eduardo Cepeda, 2011. "Portafolio de consumo: problema de Merton," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 2(2), pages 37-51, Diciembre.
- Oihana Aristondo & José Luis García-Lapresta & Casilda Lasso de la Vega & Ricardo Alberto Marques Pereira, 2011. "The Gini index,the dual decomposition of aggregation functions, and the consistent measurement of inequality," Working Papers 203, ECINEQ, Society for the Study of Economic Inequality.
- Aliye Ayca Supciller & Ozan Capraz, 2011. "AHP-TOPSIS Yontemine Dayali Tedarikci Secimi Uygulamasi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 13(1), pages 1-22, Special I.
- S. Casellina & S. Landini & M. Uberti, 2011. "Credit market dynamics: a cobweb model," Computational Economics, Springer;Society for Computational Economics, vol. 38(3), pages 221-239, October.
- William Ziemba, 2011. "Investing in the turn-of-the-year effect," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(4), pages 455-472, December.
- Juan Duque & Jared Aldstadt & Ermilson Velasquez & Jose Franco & Alejandro Betancourt, 2011. "A computationally efficient method for delineating irregularly shaped spatial clusters," Journal of Geographical Systems, Springer, vol. 13(4), pages 355-372, December.
- Yukio Sadahiro, 2011. "Analysis of the relations among spatial tessellations," Journal of Geographical Systems, Springer, vol. 13(4), pages 373-391, December.
- Alexander Herbertsson, 2011. "Modelling default contagion using multivariate phase-type distributions," Review of Derivatives Research, Springer, vol. 14(1), pages 1-36, April.
- Wim Schoutens & Geert Damme, 2011. "The β-variance gamma model," Review of Derivatives Research, Springer, vol. 14(3), pages 263-282, October.
- Ruth Delzeit & Karin Holm-Müller & Wolfgang Britz, 2011. "Ökonomische Bewertung des Erneuerbare Energien Gesetzes zur Förderung von Biogas," Kiel Working Papers 1682, Kiel Institute for the World Economy.
- Bőgel, György, 2011. "Az adatrobbanás mint közgazdasági jelenség [The data explosion as an economic phenomenon]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 877-889.
- Luca Taschini & Marc Chesney & Mei Wang, 2014.
"Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without non-regulated companies,"
Journal of Regulatory Economics, Springer, vol. 46(1), pages 23-50, August.
- Marc Chesney & Luca Taschini & Mei Wang, 2011. "Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without nonregulated companies," GRI Working Papers 41, Grantham Research Institute on Climate Change and the Environment.
- Thierry Bréchet & Yann Ménière & Pierre M. Picard, 2016.
"The Clean Development Mechanism in a world carbon market,"
Canadian Journal of Economics, Canadian Economics Association, vol. 49(4), pages 1569-1598, November.
- Jang Schiltz & Marc Boissaux, 2011. "Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals," DEM Discussion Paper Series 11-12, Department of Economics at the University of Luxembourg.
- Thierry Brechet & Yann Meniere & Pierre M. Picard, 2012. "The Clean Development Mechanism in a Global Carbon Market," CEEES Paper Series CE3S-06/12, European University at St. Petersburg, Department of Economics.
- K. Vela Velupillai, 2011.
"The Phillips Machine, the Analogue Computing Tradition in Economics and Computability,"
Economia politica, Società editrice il Mulino, issue 1, pages 39-62.
- K. Vela Velupillai, 2011. "The Phillips Machine, The Analogue Computing Traditoin in Economics and Computability," ASSRU Discussion Papers 1112, ASSRU - Algorithmic Social Science Research Unit.
- Brian Hayes, 2011. "Economics, Control Theory and the Phillips Machine," Economia politica, Società editrice il Mulino, issue 1, pages 83-96.
- Michael Kuczynski, 2011. "Goodwin's Lectures on the Phillips Machine in 1963," Economia politica, Società editrice il Mulino, issue 1, pages 97-102.
- Allan McRobie, 2011. "Business Cycles in the Phillips Machine," Economia politica, Società editrice il Mulino, issue 1, pages 131-150.
- Michael Stevenson, 2011. "The Search for the Fountain of Prosperity," Economia politica, Società editrice il Mulino, issue 1, pages 151-166.
- Duffie, Darrell & Sun, Yeneng, 2012.
"The exact law of large numbers for independent random matching,"
Journal of Economic Theory, Elsevier, vol. 147(3), pages 1105-1139.
- Darrell Duffie & Yeneng Sun, 2004. "The Exact Law of Large Numbers for Independent Random Matching," Levine's Bibliography 122247000000000328, UCLA Department of Economics.
- Darrell Duffie & Yeneng Sun, 2011. "The Exact Law of Large Numbers for Independent Random Matching," NBER Working Papers 17280, National Bureau of Economic Research, Inc.
- Bolos Marcel & Otgon Cristian & Pop Razvan, 2011. "Substantiation Of The Public Debt Sustainability Using Kalman Filter," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 323-334, December.
- Jeflea Antoneta, 2011. "The Lattice of Filters of a Pseudo BL-Algebra," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1086-1089, May.
- David Hendry, 2011. "Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics," Economics Series Working Papers 530, University of Oxford, Department of Economics.
- Cornelia Muntean & Ileana Hauer & Antoaneta Butuza, 2011. "Decisions in Negotiations Using Expert Systems and Mathematical Methods," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 11(1), pages 151-160.
- Пигнастый, Олег & Заруба, Виктор, 2011. "Энтропия Технологического Процесса [Technological process entropy]," MPRA Paper 106727, University Library of Munich, Germany, revised 08 Sep 2011.
- Пигнастый, Олег, 2011. "Статистическая Двухуровневая Модель Технологического Процесса [Statistical two-level model of the production process]," MPRA Paper 109987, University Library of Munich, Germany, revised 21 Apr 2011.
- Yavin, Tzahi & Zhang, Hu & Wang, Eugene & Clayton, Michael, 2011. "Transition Probability Matrix Methodology for Incremental Risk Charge," MPRA Paper 28740, University Library of Munich, Germany.
- Yu, Tongkui & Chen, Shu-Heng & Li, Honggang, 2011.
"Social Norm, Costly Punishment and the Evolution to Cooperation,"
MPRA Paper
28814, University Library of Munich, Germany.
- Tongkui, Yu & Shu-Heng, Chen & Honggang, Li, 2011. "Social Norm, Costly Punishment and the Evolution to Cooperation," MPRA Paper 28741, University Library of Munich, Germany.
- Tongkui, Yu & Shu-Heng, Chen & Honggang, Li, 2011.
"Social Norm, Costly Punishment and the Evolution to Cooperation,"
MPRA Paper
28741, University Library of Munich, Germany.
- Yu, Tongkui & Chen, Shu-Heng & Li, Honggang, 2011. "Social Norm, Costly Punishment and the Evolution to Cooperation," MPRA Paper 28814, University Library of Munich, Germany.
- Carfì, David & Ricciardello, Angela, 2011. "Mixed extensions of decision-form games," MPRA Paper 28971, University Library of Munich, Germany.
- Onour, Ibrahim, 2011. "Financial stability in small open economy under political uncertainty," MPRA Paper 29883, University Library of Munich, Germany.
- George Emm Halkos & Nickolaos G. Tzeremes, 2011.
"Measuring economic journals’ citation efficiency: a data envelopment analysis approach,"
Scientometrics, Springer;Akadémiai Kiadó, vol. 88(3), pages 979-1001, September.
- George Emm. Halkos & Nickolaos G. Tzeremes, 2011. "Measuring Economic Journals' Citation Efficiency: A Data Envelopment Analysis Approach," EERI Research Paper Series EERI_RP_2011_13, Economics and Econometrics Research Institute (EERI), Brussels.
- Halkos, George & Tzeremes, Nickolaos, 2011. "Measuring economic journals’ citation efficiency: A data envelopment analysis approach," MPRA Paper 29893, University Library of Munich, Germany.
- Onour, Ibrahim, 2011. "قياس الكفاءة الفنية لبنوك دول مجلس التعاون الخليجي [Testing technical efficiency of banks in GCC countries]," MPRA Paper 29991, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2011. "Population density and regional welfare efficiency," MPRA Paper 30097, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2011. "The effect of national culture on countries’ innovation efficiency," MPRA Paper 30100, University Library of Munich, Germany.
- Herves-Beloso, Carlos & Meo, Claudia & Moreno Garcia, Emma, 2011. "On core solutions in economies with asymmetric information," MPRA Paper 30258, University Library of Munich, Germany, revised 12 Apr 2011.
- Halkos, George & Tzeremes, Nickolaos, 2011. "A nonparametric analysis of the Greek renewable energy sector," MPRA Paper 30467, University Library of Munich, Germany.
- Situngkir, Hokky, 2011. "Spread of hoax in Social Media," MPRA Paper 30674, University Library of Munich, Germany.
- Brissimis, Sophocles N. & Zervopoulos, Panagiotis D., 2012.
"Developing a step-by-step effectiveness assessment model for customer-oriented service organizations,"
European Journal of Operational Research, Elsevier, vol. 223(1), pages 226-233.
- Brissimis, Sophocles & Zervopoulos, Panagiotis, 2011. "Developing a step-by-step effectiveness assessment model for customer-oriented service organizations," MPRA Paper 30765, University Library of Munich, Germany.
- Situngkir, Hokky, 2011. "Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial [Understanding from and to the inability to understand: Social Complexity as a ," MPRA Paper 30871, University Library of Munich, Germany.
- Cheng, Gang & Zervopoulos, Panagiotis & Qian, Zhenhua, 2013.
"A variant of radial measure capable of dealing with negative inputs and outputs in data envelopment analysis,"
European Journal of Operational Research, Elsevier, vol. 225(1), pages 100-105.
- Cheng, Gang & Zervopoulos, Panagiotis & Qian, Zhenhua, 2011. "A variant of radial measure capable of dealing with negative inputs and outputs in data envelopment analysis," MPRA Paper 30951, University Library of Munich, Germany.
- Geurdes, Han / J. F., 2011. "On the mathematical form of CVA in Basel III," MPRA Paper 30955, University Library of Munich, Germany.
- Zervopoulos, Panagiotis & Vargas, Francisco & Cheng, Gang, 2011. "A rational road to effectiveness attainment," MPRA Paper 31202, University Library of Munich, Germany.
- Mohamed, Issam A.W., 2011. "Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen," MPRA Paper 31692, University Library of Munich, Germany.
- Khalfaoui Rabeh, K & Boutahar Mohamed, B, 2011. "A time-scale analysis of systematic risk: wavelet-based approach," MPRA Paper 31938, University Library of Munich, Germany.
- Cheng, Gang & Qian, Zhenhua & Zervopoulos, Panagiotis, 2011. "Overcoming the infeasibility of super-efficiency DEA model: a model with generalized orientation," MPRA Paper 31991, University Library of Munich, Germany.
- Petr SUCHÃ NEK & Robert BUCKI, 2011.
"Method Of Supply Chain Optimization In E-Commerce,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(3(17)/ Fa), pages 257-263.
- Suchánek, Petr & Bucki, Robert, 2011. "Method of supply chain optimization in E-commerce," MPRA Paper 32366, University Library of Munich, Germany.
- Estrada, Fernando & Mutascu, Mihai & Tiwari, Aviral, 2011.
"Estabilidad política y tributación [Taxation and political stability],"
MPRA Paper
32414, University Library of Munich, Germany.
- Fernando, Estrada & Mihai, Mutascu & Aviral Kumar, Tiwari, 2013. "Estabilidad política y tributación [Taxation and political stability]," MPRA Paper 45226, University Library of Munich, Germany.
- Biloa Essimi, Jean Aristide & Chameni Nembua, Celestin, 2011. "L’Inégalité de Pauvreté Au Cameroun : Une Analyse Empirique à L’aide de la décomposition en sous-groupes de Dagum [Inequality of poverty in Cameroon: A Dagum sub-group decomposition analysis]," MPRA Paper 32966, University Library of Munich, Germany.
- Albers, Scott & Albers, Andrew L., 2011. "The Golden Mean, the Arab Spring and a 10-step analysis of American economic history," MPRA Paper 33004, University Library of Munich, Germany.
- Moreira, Helmar Nunes & Araujo, Ricardo Azevedo, 2011. "On the existence and the number of limit cycles in evolutionary games," MPRA Paper 33895, University Library of Munich, Germany.
- Skribans, Valerijs, 2011. "Makroekonomiskā aprites modeļa izstrādāšana izmantojot sistēmdinamikas metodi [Development of System Dynamics Macroeconomic Equilibrium Model]," MPRA Paper 34357, University Library of Munich, Germany.
- Hasan, Syed Akif & Subhani, Muhammad Imtiaz & Osman, Ms. Amber, 2011. "Marketing is all about taking money from customers (an application of Tobit model)," MPRA Paper 34762, University Library of Munich, Germany.
- Harin, Alexander, 2011. "The theorem of existence of the ruptures in probability scale and the basic question of insurance," MPRA Paper 34780, University Library of Munich, Germany.
- Kozhurin, Fedir, 2011. "Supramacroeconomics: the newest management technology," MPRA Paper 34842, University Library of Munich, Germany.
- Dominique, C-René & Rivera-Solis, Luis Eduardo, 2011. "Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index," MPRA Paper 34860, University Library of Munich, Germany.
- Liu, Luke, 2011. "Asset price, asset securitization and financial stability," MPRA Paper 35000, University Library of Munich, Germany.
- Liu, Luke, 2011. "Securitization and moral hazard: Does security price matter?," MPRA Paper 35004, University Library of Munich, Germany.
- Antonio Paradiso & Saten Kumar & B. Bhaskara Rao, 2013.
"A New Keynesian IS curve for Australia: is it forward looking or backward looking?,"
Applied Economics, Taylor & Francis Journals, vol. 45(26), pages 3691-3700, September.
- Antonio, Paradiso & Kumar, Saten & Rao, B Bhaskara, 2011. "A New Keynesian IS Curve for Australia: Is it Forward Looking or Backward Looking?," MPRA Paper 35296, University Library of Munich, Germany.
- Bondarev, Anton, 2014.
"Endogenous specialization of heterogeneous innovative activities of firms under the technological spillovers,"
Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 235-249.
- Bondarev, Anton A., 2011. "Endogenous specialization of heterogeneous innovative activities of firms under technological spillovers," MPRA Paper 35424, University Library of Munich, Germany, revised 15 Dec 2011.
- Travaglini, Guido, 2011. "Principal Components and Factor Analysis. A Comparative Study," MPRA Paper 35486, University Library of Munich, Germany.
- Harin, Alexander, 2011. "Theorem of existence of ruptures for mean values on finite numerical segments. Discrete case," MPRA Paper 35650, University Library of Munich, Germany.
- Harin, Alexander, 2011. "Интервальный Анализ Распределений И Разрывы [Interval analysis of distributions and ruptures]," MPRA Paper 35663, University Library of Munich, Germany.
- Janek, Agnieszka, 2011. "The vanna - volga method for derivatives pricing," MPRA Paper 36127, University Library of Munich, Germany.
- Guzman, Giselle C., 2011. "The case for higher frequency inflation expectations," MPRA Paper 36656, University Library of Munich, Germany.
- Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
- Raihan, Selim, 2011. "Infrastructure and Growth and Poverty in Bangladesh," MPRA Paper 37882, University Library of Munich, Germany.
- Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin, 2011. "Mutual funds performance appraisal using stochastic multicriteria acceptability analysis," MPRA Paper 37953, University Library of Munich, Germany.
- Raúl Oscar Amado, R.O.A, 2011. "Inflación y producción agraria en Buenos Aires colonial [Inflation and agricultural production in colonial Buenos Aires]," MPRA Paper 39078, University Library of Munich, Germany, revised 24 May 2011.
- Neog, Rupok & Borkotokey, Surajit, 2011. "Dynamic resource allocation in fuzzy coalitions : a game theoretic model," MPRA Paper 40074, University Library of Munich, Germany.
- Esposito, Francesco Paolo, 2011. "Credit risk tools, (numerical methods for finance, university of Limerick 2011)," MPRA Paper 40081, University Library of Munich, Germany.
- Angle, John, 2011. "Socio-Economic Analogues of the Gas Laws (Boyle's and Charles')," MPRA Paper 40125, University Library of Munich, Germany, revised 17 Jul 2012.
- Giammarino, Flavia & Barrieu, Pauline, 2013.
"Indifference pricing with uncertainty averse preferences,"
Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 22-27.
- Giammarino, Flavia & Barrieu, Pauline, 2011. "Indifference pricing with uncertainty averse preferences," MPRA Paper 40636, University Library of Munich, Germany, revised 09 Mar 2012.
- Rodríguez, Carlos A., 2011. "Credibilidad, pérdida social y estancamiento económico: el caso de Puerto Rico [Credibility, Social Loss and Economic Stagnation: the Case of Puerto Rico]," MPRA Paper 41277, University Library of Munich, Germany.
- Maslov, Alexander & Ivanchenko, Igor, 2011. "Money Field Theory: in Pursuit of Formalism," MPRA Paper 42765, University Library of Munich, Germany.
- Piccinini, Livio Clemente & Lepellere, Maria Antonietta & Chang, Ting Fa Margherita, 2011. "Partitioned Frames in Bak Sneppen Models," MPRA Paper 43852, University Library of Munich, Germany.
- Gawlik, Remigiusz, 2011. "Analiza wpływu geopolitycznych efektów światowego kryzysu gospodarczego na proces decyzyjny w przedsiębiorstwach międzynarodowych [Analysis of Influence of Geopolitical Effects of Global Economic C," MPRA Paper 45409, University Library of Munich, Germany.
- Piasecki, Krzysztof, 2011. "Effectiveness of securities with fuzzy probabilistic return," MPRA Paper 46214, University Library of Munich, Germany.
- Piasecki, Krzysztof, 2011. "Rozmyte zbiory probabilistyczne jako narzędzie finansów behawioralnych [Fuzzy Probabilistic Sets as a Tool for Behavioural Finance]," MPRA Paper 46218, University Library of Munich, Germany.
- Rumyantsev, Mikhail I., 2011. "Изоморфизм И Гомоморфизм В Имитационном Моделировании [Isomorphism and homomorphism in simulation]," MPRA Paper 48633, University Library of Munich, Germany.
- Arjomandi, Amir & Valadkhani, Abbas & Harvie, Charles, 2011. "Analysing Productivity Changes Using the Bootstrapped Malmquist Approach: The Case of the Iranian Banking Industry," MPRA Paper 50397, University Library of Munich, Germany.
- Haradhan Kumar Mohajan, 2011.
"Approval Voting: A Multi-outcome Election,"
KASBIT Business Journals (KBJ), Khadim Ali Shah Bukhari Institute of Technology (KASBIT), vol. 4, pages 77-88, December.
- Mohajan, Haradhan, 2011. "Approval Voting: A Multi-outcome Election," MPRA Paper 50674, University Library of Munich, Germany, revised 20 Apr 2011.
- Bosco, Claudio & de Rigo, Daniele & Dewitte, Olivier & Montanarella, Luca, 2011. "Towards the reproducibility in soil erosion modeling: a new pan-European soil erosion map," MPRA Paper 54330, University Library of Munich, Germany.
- Pihnastyi, Oleh, 2011. "Statistical two-level model of the production process," MPRA Paper 95698, University Library of Munich, Germany, revised 07 Aug 2011.
- Пигнастый, Олег, 2011. "Основные Положения Статистического Моделирования Технологических Процессов [The fundament of statistical modelling of technological processes]," MPRA Paper 96197, University Library of Munich, Germany, revised 04 Mar 2011.
- Азаренков, Николай & Пигнастый, Олег & Ходусов, Валерий, 2011. "К Вопросу Подобия Технологических Процессов Производственно-Технических Систем [To the question of similarity of technological processes of production and technical systems]," MPRA Paper 96362, University Library of Munich, Germany, revised 09 Feb 2011.
- Martin Dlouhý, 2011. "Alternative Production Models in Economic Theory [Aternativní modely produkce v ekonomické teorii]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2011(5), pages 34-47.
- Eisenbach, Thomas M. & Schmalz, Martin C., 2016.
"Anxiety in the face of risk,"
Journal of Financial Economics, Elsevier, vol. 121(2), pages 414-426.
- Thomas M. Eisenbach & Martin C. Schmalz, 2011. "Anxiety in the Face of Risk," Working Papers 1371, Princeton University, Department of Economics, Econometric Research Program..
- Thomas M. Eisenbach & Martin C. Schmalz, 2013. "Anxiety in the face of risk," Staff Reports 610, Federal Reserve Bank of New York.
- Leobardo Plata-Perez & Joss Sanchez-Perez, 2011. "Convexity and marginal contributions in bankruptcy games," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 8(1), pages 61-72, Julio-Dic.
- Withey, Patrick & van Kooten, G. Cornelis, 2011.
"The Effect of Climate Change on Land Use and Wetlands Conservation in Western Canada: An Application of Positive Mathematical Programming,"
Working Papers
107095, University of Victoria, Resource Economics and Policy.
- Patrick Withey & G. Cornelis van Kooten, 2011. "The Effect of Climate Change on Land Use and Wetlands Conservation in Western Canada: An Application of Positive Mathematical Programming," Working Papers 2011-04, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group.
- Bronshtein , Efim & Prokudina, Elena & Gerasimova, Anna & Dubinskaya, Ksenya, 2011. "Estimation of the interdependence of time series of stocks prices based on copula," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 22-31.
- Maymin, Philip, 2011. "Markets are efficient if and only if P=NP," Algorithmic Finance, IOS Press, vol. 1(1), pages 1-11.
- Georgiadis, Evangelos, 2011. "Binomial options pricing has no closed-form solution," Algorithmic Finance, IOS Press, vol. 1(1), pages 13-16.
- Joshi, Mark & Yang, Chao, 2011. "Efficient greek estimation in generic swap-rate market models," Algorithmic Finance, IOS Press, vol. 1(1), pages 17-33.
- Avellaneda, Marco & Reed, Josh & Stoikov, Sasha, 2011. "Forecasting prices from level-I quotes in the presence of hidden liquidity," Algorithmic Finance, IOS Press, vol. 1(1), pages 35-43.
- Gheorghe BASANU & Victor TELEASA & Robert CHIRA & Serban TARANU, 2011. "The Estimation of the Operational Capacity of the Logistic System According to the Level of the Functionality Status of its Constituent Organizations," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(4), pages 780-800, October.
- Michaela Covrig & Iulian Mircea, 2011. "On some approximations used in the risk process of an insurance company," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, vol. 9(1), pages 131-138, March.
- Ivan Breskovic & Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann, 2011. "Towards Autonomic Market Management in Cloud Computing Infrastructures," TEMEP Discussion Papers 201174, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Apr 2011.
- Abbasi, Alireza & Altmann, Jörn & Hossain, Liaquat, 2011.
"Identifying the effects of co-authorship networks on the performance of scholars: A correlation and regression analysis of performance measures and social network analysis measures,"
Journal of Informetrics, Elsevier, vol. 5(4), pages 594-607.
- Alireza Abbasi & Jorn Altmann & Liaquat Hossain, 2011. "Identifying the Effects of Co-Authorship Networks on the Performance of Scholars: A Correlation and Regression Analysis of Performance Measures and Social Network Analysis Measures," TEMEP Discussion Papers 201176, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jun 2011.
- Kibae Kim & Jorn Altmann, 2011. "A Complex Network Analysis of the Weighted Graph of the Web2.0 Service Network," TEMEP Discussion Papers 201178, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jul 2011.
- Mohammad Mahdi Kashef & Jorn Altmann, 2011. "A Cost Model for Hybrid Clouds," TEMEP Discussion Papers 201182, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Dec 2011.
- Sylvain Barde, 2011.
"Ignorance is bliss: rationality, information and equilibrium,"
SciencePo Working papers Main
hal-01069478, HAL.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Sciences Po publications 2011-04, Sciences Po.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Working Papers hal-01069478, HAL.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Documents de Travail de l'OFCE 2011-04, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Studies in Economics 1103, School of Economics, University of Kent.
- Nikos Maniadakis & Mattias Ekman & Vasilios Fragoulakis & Vasiliki Papagiannopoulou & John Yfantopoulos, 2011. "Economic evaluation of irbesartan in combination with hydrochlorothiazide in the treatment of hypertension in Greece," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 12(3), pages 253-261, June.
- Yuh-Dauh Lyuu & Huei-Wen Teng, 2011. "Unbiased and efficient Greeks of financial options," Finance and Stochastics, Springer, vol. 15(1), pages 141-181, January.
- Martin Forde & Antoine Jacquier, 2011. "The large-maturity smile for the Heston model," Finance and Stochastics, Springer, vol. 15(4), pages 755-780, December.
- Martin Forde & Antoine Jacquier & Aleksandar Mijatović, 2011.
"A note on essential smoothness in the Heston model,"
Finance and Stochastics, Springer, vol. 15(4), pages 781-784, December.
- Martin Forde & Antoine Jacquier & Aleksandar Mijatovic, 2011. "A note on essential smoothness in the Heston model," Papers 1107.4881, arXiv.org.
- George Emm Halkos & Nickolaos G. Tzeremes, 2011.
"Measuring economic journals’ citation efficiency: a data envelopment analysis approach,"
Scientometrics, Springer;Akadémiai Kiadó, vol. 88(3), pages 979-1001, September.
- George Emm. Halkos & Nickolaos G. Tzeremes, 2011. "Measuring Economic Journals' Citation Efficiency: A Data Envelopment Analysis Approach," EERI Research Paper Series EERI_RP_2011_13, Economics and Econometrics Research Institute (EERI), Brussels.
- Halkos, George & Tzeremes, Nickolaos, 2011. "Measuring economic journals’ citation efficiency: A data envelopment analysis approach," MPRA Paper 29893, University Library of Munich, Germany.
- Laurence G. TAFF, 2011. "Two New Measures Of Household-Level Investment Risk," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 279-289, December.
- Khalid ZAMAN & Muhammad Mushtaq KHAN & Mehboob AHMAD, 2011. "The Robustness Of Okun'S Law: A Time Series Validation In The Context Of Pakistan (1975-2009)," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 98-116, June.
- Laura UNGUREANU, 2011. "A Mathematical Model For A Company'S Advertising Strategy," Theoretical and Practical Research in Economic Fields, ASERS Publishing, vol. 0(2), pages 197-205, December.
- Minqiang Li & Kyuseok Lee, 2011.
"An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility,"
Quantitative Finance, Taylor & Francis Journals, vol. 11(8), pages 1245-1269.
- Li, Minqiang, 2008. "An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility," MPRA Paper 6867, University Library of Munich, Germany.
- Vasilis Angelis & Katerina Dimaki, 2011. "A Region's Basic Image as a Measure of its Attractiveness," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 4(2), pages 7-33, August.
- K. Vela Velupillai & Stefano Zambelli, 2011. "Continuity, Discontinuity and Dynamics in Mathematics & Economics - Reconsidering Rosser's Visions," ASSRU Discussion Papers 1111, ASSRU - Algorithmic Social Science Research Unit.
- K. Vela Velupillai, 2011.
"The Phillips Machine, the Analogue Computing Tradition in Economics and Computability,"
Economia politica, Società editrice il Mulino, issue 1, pages 39-62.
- K. Vela Velupillai, 2011. "The Phillips Machine, The Analogue Computing Traditoin in Economics and Computability," ASSRU Discussion Papers 1112, ASSRU - Algorithmic Social Science Research Unit.
- K. Vela Velupillai, 2011. "DSGE And Beyond – Computable And Constructive Challenges," ASSRU Discussion Papers 1122, ASSRU - Algorithmic Social Science Research Unit.
- K. Vela Velupillai, 2011. "Foley's Thesis, Negishi's Method, Existence Proofs and Computation," ASSRU Discussion Papers 1124, ASSRU - Algorithmic Social Science Research Unit.
- K. Vela Velupillai, 2011. "The Fundamental Theorems of Welfare Economics, DSGE and the Theory of Policy - Computable & Constructive Foundations," ASSRU Discussion Papers 1125, ASSRU - Algorithmic Social Science Research Unit.
- Elvio Accinelli & Leobardo Plata & Joss Sánchez, 2011. "Characterization of solutions for bankruptcy problems," Documentos de Trabajo (working papers) 1911, Department of Economics - dECON.
- José Contreras & Nora Guarata & Arturo Reyes, 2011. "Characterization of social accounting matrix variables using pretopology theory," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 36(32), pages 139-167, July-Dece.
- José Contreras & Nora Guarata & Arturo Reyes, 2011. "Characterization of social accounting matrix variables using pretopology theory," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 36(32), pages 139-167, july-dece.
- Petr SUCHÃ NEK & Robert BUCKI, 2011.
"Method Of Supply Chain Optimization In E-Commerce,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(3(17)/ Fa), pages 257-263.
- Suchánek, Petr & Bucki, Robert, 2011. "Method of supply chain optimization in E-commerce," MPRA Paper 32366, University Library of Munich, Germany.
- Marta Cardin & Marco Corazza & Stefania Funari & Silvio Giove, 2011. "A fuzzy-based scoring rule for author ranking," Working Papers 2011_11, Department of Economics, University of Venice "Ca' Foscari".
- Dinga, Emil & Baltaretu, Camelia, 2011. "On The Economic Modelling," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 15(4), pages 83-93.
- Andrea Ellero & Annamaria Sorato & Giovanni Fasano, 2011. "A new model for estimating the probability of information spreading with opinion leaders," Working Papers 13, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
- Ewa M. Syczewska, "undated".
"Stability of Long-Run Relationships for Countries in Transition: A Hansen Test Study,"
Ace Project Memoranda
96/4, Department of Economics, University of Leicester.
- Ewa Syczewska, 2011. "Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study," Working Papers 58, Department of Applied Econometrics, Warsaw School of Economics.
- Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), 2011. "Recent Advances in Financial Engineering 2010," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8236, August.
- Yoshio Miyahara, 2011. "Option Pricing in Incomplete Markets:Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale Measures," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p622, August.
- Ernst Eberlein & Dilip B. Madan, 2011. "The Distribution of Returns at Longer Horizons," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 1, pages 1-18, World Scientific Publishing Co. Pte. Ltd..
- Hiroaki Hata & Arturo Kohatsu-Higa, 2011. "Two Examples of an Insider with Medium/Long Term Effects on the Underlying," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 2, pages 19-42, World Scientific Publishing Co. Pte. Ltd..
- Jean-Paul Laurent, 2011. "A Note on the Risk Management of CDOs," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 3, pages 43-67, World Scientific Publishing Co. Pte. Ltd..
- Emmanuel Denis, 2011. "Robust No Arbitrage Condition for Continuous-time Models with Transaction Costs," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 4, pages 69-82, World Scientific Publishing Co. Pte. Ltd..
- Masaaki Fujii & Akihiko Takahashi, 2011. "Modeling of Interest-Rate Term Structures under Collateralization and its Implications," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 5, pages 83-103, World Scientific Publishing Co. Pte. Ltd..
- Shoji Kamimura, 2011. "On the State Variables for Optimal Portfolio Strategies in the Japanese Market," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 6, pages 105-117, World Scientific Publishing Co. Pte. Ltd..
- Satoshi Kawanishi, 2011. "The Diversity of Information Acquisition Strategies in a Noisy REE Model with a Common Signal and Independent Signals," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 7, pages 119-150, World Scientific Publishing Co. Pte. Ltd..
- Chi Chung Siu, 2011. "Option Pricing with a Regime-Switching Lévy Model," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 8, pages 151-179, World Scientific Publishing Co. Pte. Ltd..
- Yoshihiko Sugihara & Nobuyuki Oda, 2011. "An Empirical Analysis of Equity Market Expectations in the Financial Turmoil Using Implied Moments and Jump Diffusion Processes," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 9, pages 181-213, World Scientific Publishing Co. Pte. Ltd..
- Naoya Takezawa, 2011. "Investor Characteristics and Portfolio Value," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 10, pages 215-224, World Scientific Publishing Co. Pte. Ltd..
- Yuji Yamada, 2011. "Optimal Hedging with Additive Models," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 11, pages 225-245, World Scientific Publishing Co. Pte. Ltd..
- Iulian MIRCEA, 2011. "Mathematical Models for the Longevity Risk in the Annuity Market," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 4(4(16)), pages 205-210.
- Florentin SERBAN & Mihail BUSU, 2011. "Building an Optimal Portfolio Consisting of two Assets and Its Efficient Frontier," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 4(4(16)), pages 231-238.
- Krzysztof M. Piasecki, 2011. "Effectiveness of securities with fuzzy probabilistic return," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 21(2), pages 65-78.
- Braun, Daniel & Allgeier, Burkhard & Cremers, Heinz, 2011. "Ratingverfahren: Diskriminanzanalyse versus Logistische Regression," Frankfurt School - Working Paper Series 179, Frankfurt School of Finance and Management.
- Ruth Delzeit & Karin Holm-Müller & Wolfgang Britz, 2012.
"Ökonomische Bewertung des Erneuerbare Energien Gesetzes zur Förderung von Biogas,"
Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 13(3), pages 251-265, August.
- Delzeit, Ruth & Holm-Müller, Karin & Britz, Wolfgang, 2011. "Ökonomische Bewertung des Erneuerbare Energien Gesetzes zur Förderung von Biogas," Kiel Working Papers 1682, Kiel Institute for the World Economy (IfW Kiel).
- Kratz, Peter & Schöneborn, Torsten, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers 2011-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Gungor Gunduz, 2011. "Autocatalysis as The Natural Philosophy Underlying Complexity and Biological Evolution," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 9(1), pages 1-22.
2010
- Manuela Rozalia Gabor & Daniela Ştefănescu & Lia Codrina Conţiu, 2010. "The Application of Main Component Analysis Method on Indicators of Romanian National Authority for Consumers Protection Activities," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 12(28), pages 314-331, June.
- Adrian GHENCEA & Immo GIEGER, 2010.
"Database Optimizing Services,"
Database Systems Journal, Academy of Economic Studies - Bucharest, Romania, vol. 1(2), pages 55-60, December.
- Ghencea, Adrian & Gieger, Immo, 2010. "Database Optimizing Services," MPRA Paper 28851, University Library of Munich, Germany.
- Christoph, Inken B. & Peter, Guenter & Rothe, Andrea & Salamon, Petra & Weber, Sascha A. & Weible, Daniela, 2010. "School Milk Demand – Interaction Between Policy And Other Factors: Some Preliminary Findings Of A Regional Project," 115th Joint EAAE/AAEA Seminar, September 15-17, 2010, Freising-Weihenstephan, Germany 116415, European Association of Agricultural Economists.
- Durand-Morat, Alvaro & Wailes, Eric J., 2010. "Riceflow: a Multi-region, Multi-product, Spatial Partial Equilibrium Model of the World Rice Economy," Staff Papers 92010, University of Arkansas, Department of Agricultural Economics and Agribusiness.
- Wailes, Eric J. & Chavez, Eddie C., 2010. "Updated Arkansas Global Rice Model," Staff Papers 94347, University of Arkansas, Department of Agricultural Economics and Agribusiness.
- Emil Scarlat & Virginia Mărăcine & Camelia Delcea, 2010. "Establishing The Most Influencing Causes Of Companies’ Financial Health And Performance – A Grey Fuzzy Approach," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(38), pages 237-248, May.
- Liviu Popescu, 2010. "Lagrange-Hamilton Model For Control Affine Systems With Positive Homogeneous Cost," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(38), pages 257-268, May.
- Prof. Ph.D Nicolaie Giurgiteanu & Assoc. Prof. Ph.D Sorin Popa, 2010. "A Geometrical Model Of Direct Connections Between The Economic Phenomena," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 102-109, April.
- Assoc. Prof. PhD Popescu Liviu, 2010. "Some Applications Of Kuhn-Tuker Conditions To Inventory Stock Management," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14S), pages 159-164, April.
- Assoc. Prof. Popescu Liviu Ph.D, 2010. "A Study On Control Affine Systems With Positive Homogeneous Cost And No Constant Rank Of Distribution," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(15), pages 107-114, November.
- David H. Wolpert & James Bono, 2010. "Distribution-Valued Solution Concepts," Working Papers 2010-13, American University, Department of Economics.
- Jirô Akahori & Andrea Macrina, 2022.
"Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes,"
World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 9, pages 179-193,
World Scientific Publishing Co. Pte. Ltd..
- Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 1, pages 1-15, World Scientific Publishing Co. Pte. Ltd..
- Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1-15.
- Jiro Akahori & Andrea Macrina, 2010. "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers 1012.1878, arXiv.org.
- Iliya Balabanov & Nikolay Ê. Vitanov, 2010. "The Economic Metronome," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 3-33.
- Alejandro García & Andrei Prokopiw, 2010. "Market Expectations and Option Prices: Evidence for the Can$/US$ Exchange Rate," Discussion Papers 10-2, Bank of Canada.
- Mikica Drenovak & Branko Urošević, 2010. "Modelling The Benchmark Spot Curve For The Serbian Market," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 55(184), pages 29-57, January –.
- Ana Manola & Branko Uroševic, 2010. "Option-Based Valuation Of Mortgage-Backed Securities," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 55(186), pages 42-66, July – Se.
- Zhen-Hua Feng & Chun-Feng Liu & Yi-Ming Wei, 2011.
"How does carbon price change? Evidences from EU ETS,"
International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 35(2/3/4), pages 132-144.
- Zhen-Hua Feng & Chun-Feng Liu & Yi-Ming Wei, 2010. "How does carbon price change? Evidences from EU ETS," CEEP-BIT Working Papers 11, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
- Pankaj Sinha & Archit Johar, 2010.
"Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming,"
Journal of Prediction Markets, University of Buckingham Press, vol. 4(1), pages 17-26, May.
- Sinha, Pankaj & Johar, Archit, 2010. "Hedging Greeks for a portfolio of options using linear and quadratic programming," MPRA Paper 20834, University Library of Munich, Germany.
- Pankaj Sinha & Akshay Gupta & Hemant Mudgal, 2010.
"Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing,"
Journal of Prediction Markets, University of Buckingham Press, vol. 4(2), pages 1-14, September.
- Sinha, Pankaj & Gupta, Akshay & Mudgal, Hemant, 2010. "Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing," MPRA Paper 25707, University Library of Munich, Germany.
- Sudhir A. Shah, 2010. "Comparative Riskiness Of Random Vector Outcomes," Working papers 191, Centre for Development Economics, Delhi School of Economics.
- Scotchmer, Suzanne & Shannon, Chris, 2019.
"Verifiability and group formation in markets,"
Journal of Economic Theory, Elsevier, vol. 183(C), pages 417-477.
- Suzanne Scotchmer & Chris Shannon, 2010. "Verifiability and Group Formation in Markets," Levine's Working Paper Archive 661465000000000289, David K. Levine.
- Jorge Andrés Perdomo Calvo & Juan Andrés Ramírez, 2010. "Estrategia sobre ubicación y funcionamiento de estaciones de transferencia para el manejo de residuos sólidos en Colombia," Documentos CEDE 7715, Universidad de los Andes, Facultad de Economía, CEDE.
- Sergio Monsalve, 2010. "A cien anos de la muerte de León Walras I: sobre su obra original," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
- Juan Carlos Vergara Schmalbach & Francisco Maza Ávila & Tomás José Fontalvo Herrera, 2010. "Potencialidad de Asociatividad de Restaurantes del Centro Histórico de la Ciudad de Cartagena de Indias- Colombia," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, December.
- wilson mayorga mogollon, 2010. "Incentivos en el esquema de seguridad social en Colombia: un ensayo económico," Revista Criterio Libre, Universidad Libre - Sede Principal, February.
- Juan Carlos Vergara Schmalbach & Maria De Los Angeles Diaz Marrugo & Adolfo Enrique Hernandez Luna & Omar Harvey Lopez Cuervo, 2010. "Calidad En El Servicio Y Satisfacción De Los Estudiantes De La Facultad De Ciencias Económicas De La Universidad De Cartagena: Caso Administración," Revista Jornadas de Investigación, Universidad de Cartagena, July.
- Marc Boissaux & Jang Schiltz, 2010. "An Optimal Control Approach to Portfolio Optimisation with Conditioning Information," LSF Research Working Paper Series 10-09, Luxembourg School of Finance, University of Luxembourg.
- Lachapelle, Aimé, 2010. "Quelques problèmes de transport et de contrôle en économie: aspects théoriques et numériques," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/5226 edited by Salomon, Julien & Carlier, Guillaume.
- Penelope Hernandez & Amparo Urbano Salvador & Jose E. Vila, 2010. "Nash Equilibrium and information transmission coding and decoding rules," Discussion Papers in Economic Behaviour 0910, University of Valencia, ERI-CES.
- Aurelian DRAGAN, 2010. "Statistical Aspects in the Achievement of the Training Models for the Development of the Coordination," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 131-140.
- Rihab Bedoui & Haykel Hamdi, 2010. "Implied Risk-Neutral probability Density functions from options prices : A comparison of estimation methods," EconomiX Working Papers 2010-16, University of Paris Nanterre, EconomiX.
- Elena Dobici, 2010. "Esternalita' di rete: una riformulazione del modello di Fukao in termini di giochi supermodulari," Working Papers 9, Doctoral School of Economics, Sapienza University of Rome, revised 2010.
- Ferland, René & Gauthier, Geneviève & Lalancette, Simon, 2010. "A regime-switching term structure model with observable state variables," Finance Research Letters, Elsevier, vol. 7(2), pages 103-109, June.
- Kaizoji, Taisei, 2010.
"Multiple equilibria and chaos in a discrete tâtonnement process,"
Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 597-599, December.
- Kaizoji, Taisei, 2010. "Multiple equilibria and chaos in a discrete tâtonnement process," MPRA Paper 24002, University Library of Munich, Germany.
- Castro, Sofia B.S.D. & Dakhlia, Sami & Gothen, Peter B., 2010.
"Direct perturbations of aggregate excess demand,"
Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 562-571, July.
- Sofia B. S. D. Castro & Sami Dakhlia & Peter B. Gothen, 2008. "Direct perturbations of aggregate excess demand," Documents de travail du Centre d'Economie de la Sorbonne b08045, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Sofia B. S. D. Castro & Sami Dakhlia & Peter B. Gothen, 2008. "Direct perturbations of aggregate excess demand," Post-Print halshs-00306408, HAL.
- Cruz Aké, Salvador & Venegas-Martínez, Francisco, 2010. "Valor de una empresa en riesgo de expropiación en un entorno de crisis financiera. Caso Banamex," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 473-503, abril-jun.
- Stefano Bosi & Lionel Ragot, 2009.
"Time, bifurcations and economic applications,"
Post-Print
halshs-00384513, HAL.
- Bosi Stefano & Ragot Lionel, 2010. "Time, Bifurcations and Economic Applications," THEMA Working Papers 2010-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Stefano Bosi & Lionel Ragot, 2009. "Time, bifurcations and economic applications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00384513, HAL.
- Stefano Bosi & Lionel Ragot, 2009. "Time, bifurcations and economic applications," Documents de travail du Centre d'Economie de la Sorbonne 09028, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Gabriela ANGHELACHE & Ana-Cornelia OLTEANU (PUIU) & Alina-Nicoleta RADU, 2010. "Operational Risk Measurement," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 215-223.
- Milan Zelený, 2010. "Bata Management System: A Built-In Resilience against Crisis at the Micro Level," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(1), pages 102-117, March.
- Matviychuk, A., 2010. "Bankruptcy Prediction In Transformational Economy: Discriminant And Fuzzy Logic Approaches," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 21-38, May.
- Dan Kalman & Michael Hoy, 2010. "Intuitions About Lagrangian Optimization," Working Papers 1003, University of Guelph, Department of Economics and Finance.
- Bask, Miia & Bask, Mikael, 2010. "Inequality Generating Processes and Measurement of the Matthew Effect," Working Paper Series 2010:19, Uppsala University, Department of Economics.
- Takekuma, Shin-Ichi & 武隈, 愼一 & タケクマ, シンイチ, 2010. "The Modigliani-Miller Theorem In A Dynamic Economy," Discussion Papers 2010-03, Graduate School of Economics, Hitotsubashi University.
- Takekuma, Shin-Ichi & 武隈, 愼一, 2010. "The Modigliani-Miller Theorem In A Dynamic Economy," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 51(1), pages 43-55, June.
- Andrew Manikas & Michael Godfrey, 2010. "Dynamic Resource Application For Sustainable Technology Implementations," International Journal of Management and Marketing Research, The Institute for Business and Finance Research, vol. 3(2), pages 19-32.
- Jörg Uffen & Prof. Dr. Michael H. Breitner, 2009. "Stärkung des IT-Sicherheitsbewusstseins unter Berücksichtigung psychologischer und pädagogischer Merkmale," IWI Discussion Paper Series 36, Institut für Wirtschaftsinformatik, Universität Hannover.
- Luz María Ferrada & Pilar Zarzosa, 2010. "Diferencias Regionales en la Participación Laboral Femenina en Chile," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 47(136), pages 249-272.
- Åsa Löfgren & Adrian Muller, 2010.
"Swedish CO 2 Emissions 1993–2006: An Application of Decomposition Analysis and Some Methodological Insights,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 47(2), pages 221-239, October.
- Löfgren, Åsa & Muller, Adrian, 2008. "Swedish CO2-Emissions 1993 - 2006 – An Application of Decomposition Analysis and Some Methodological Insights," Working Papers in Economics 311, University of Gothenburg, Department of Economics, revised 01 Jan 2010.
- F. Antonelli & A. Ramponi & S. Scarlatti, 2010. "Exchange option pricing under stochastic volatility: a correlation expansion," Review of Derivatives Research, Springer, vol. 13(1), pages 45-73, April.
- Minqiang Li, 2010.
"Analytical approximations for the critical stock prices of American options: a performance comparison,"
Review of Derivatives Research, Springer, vol. 13(1), pages 75-99, April.
- Minqiang Li, Li, 2009. "Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison," MPRA Paper 15018, University Library of Munich, Germany.
- Minqiang Li, 2010.
"A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes,"
Review of Derivatives Research, Springer, vol. 13(2), pages 177-217, July.
- Li, Minqiang, 2009. "A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes," MPRA Paper 17348, University Library of Munich, Germany.
- Taiwo Timothy Awoyemi & Isaac Oluwatayo & Oluwakemi Obayelu, 2010. "Inequality, Polarization and Poverty in Nigeria," Working Papers PMMA 2010-04, PEP-PMMA.
- Bossert, Walter & Suzumura, Kotaro, 2012.
"Product filters, acyclicity and Suzumura consistency,"
Mathematical Social Sciences, Elsevier, vol. 64(3), pages 258-262.
- BOSSERT, Walter & SUZUMURA, Kotaro, 2010. "Product Filters, Acyclicity and Suzumura Consistency," Cahiers de recherche 20-2010, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- BOSSERT, Walter & SUZUMURA, Kotaro, 2010. "Product Filters, Acyclicity and Suzumura Consistency," Cahiers de recherche 2010-11, Universite de Montreal, Departement de sciences economiques.
- Bossert, Walter & Suzumura, Kotaro, 2012.
"Product filters, acyclicity and Suzumura consistency,"
Mathematical Social Sciences, Elsevier, vol. 64(3), pages 258-262.
- BOSSERT, Walter & SUZUMURA, Kotaro, 2010. "Product Filters, Acyclicity and Suzumura Consistency," Cahiers de recherche 2010-11, Universite de Montreal, Departement de sciences economiques.
- BOSSERT, Walter & SUZUMURA, Kotaro, 2010. "Product Filters, Acyclicity and Suzumura Consistency," Cahiers de recherche 20-2010, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2010. "A Cluster-Grid Projection Method: Solving Problems with High Dimensionality," NBER Working Papers 15965, National Bureau of Economic Research, Inc.
- Augusto Hauber Gameiro & José Vicente Caixeta-Filho, 2010. "Índices de preço para o transporte de cargas: o caso da soja [Price indexes for cargo freight: the soybean case]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 20(1), pages 121-163, January-A.
- Ekmekci, Mehmet & Gossner, Olivier & Wilson, Andrea, 2012.
"Impermanent types and permanent reputations,"
Journal of Economic Theory, Elsevier, vol. 147(1), pages 162-178.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2010. "Impermanent Types and Permanent Reputations," Discussion Papers 1511, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2012. "Impermanent types and permanent reputations," Post-Print halshs-00754608, HAL.
- Mehmet Ekmekci & Olivier Gossner & Andrea Wilson, 2012. "Impermanent types and permanent reputations," PSE-Ecole d'économie de Paris (Postprint) halshs-00754608, HAL.
- Smirna Tudor, 2010. "Există ştiinţă dincolo de măsurare? (Perspectiva austriacă asupra utilizării matematicii în economie)," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
- Spiridon Marius, 2010. "Analiza mainstream: ciclul – produs inerent al pieţei libere," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
- Liana Stanca & Cristina Felea & Ioana Pop & Chiº Sebastian & Horea Greblã & Lacurezeanu Ramona & Buchmann Robert, 2010. "Mathematical Model Of Optimizing Decision Making For Work Force Integration In The Knowledge Society," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 6, pages 928-937.
- Gradea Cristina Rodica, 2010. "Discriminant Geometric Analysis Model of Risk of Bankruptcy for a Company with “n” Branches," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 300-303, October.
- Jeflea Antoneta, 2010. "A Study of the Localization of MTL-Algebras," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 416-419, October.
- David Hendry & Grayham E. Mizon, 2010. "On the Mathematical Basis of Inter-temporal Optimization," Economics Series Working Papers 497, University of Oxford, Department of Economics.
- Patrizia Berti & Michele Gori & Pietro Rigo, 2009.
"A note on the law of large numbers in economics,"
Working Papers - Mathematical Economics
2009-10, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Nov 2010.
- Patrizia Berti & Michele Gori & Pietro Rigo, 2010. "A note on the law of large numbers in economics," Quaderni di Dipartimento 131, University of Pavia, Department of Economics and Quantitative Methods.
- Lam Weng Hoe & Jaaman Saiful Hafizah & Isa Zaidi, 2010. "An empirical comparison of different risk measures in portfolio optimization," Business and Economic Horizons (BEH), Prague Development Center, vol. 1(1), pages 39-45, April.
- Andrés Carvajal & João Correia-da-Silva, 2010. "Agreeing to Disagree with Multiple Priors," FEP Working Papers 368, Universidade do Porto, Faculdade de Economia do Porto.
- Todorova, Tamara, 2010. "Problems Book to Accompany Mathematics for Economists," MPRA Paper 117866, University Library of Munich, Germany.
- Kurz, Heinz D., 2010. "The Contributions of Two Eminent Japanese Scholars on the Development of Economic Theories: Michio Morishima and Takashi Negishi," MPRA Paper 20430, University Library of Munich, Germany.
- Pankaj Sinha & Archit Johar, 2010.
"Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming,"
Journal of Prediction Markets, University of Buckingham Press, vol. 4(1), pages 17-26, May.
- Sinha, Pankaj & Johar, Archit, 2010. "Hedging Greeks for a portfolio of options using linear and quadratic programming," MPRA Paper 20834, University Library of Munich, Germany.
- Dell'Era, Mario, 2010. "Geometrical Considerations on Heston's Market Model," MPRA Paper 21523, University Library of Munich, Germany.
- Amado, Raúl Oscar, 2010. "Producción agrícola e inflación en Buenos Aires tardo-colonial [Agricultural production and inflation in the late colonial Buenos Aires]," MPRA Paper 21651, University Library of Munich, Germany.
- Jianwei Wang & Yongchao Zhang, 2012.
"Purification, saturation and the exact law of large numbers,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(3), pages 527-545, August.
- Wang, Jianwei & Zhang, Yongchao, 2010. "Purification, Saturation and the Exact Law of Large Numbers," MPRA Paper 22119, University Library of Munich, Germany.
- Skribans, Valerijs, 2010. "Модель Жилищного Строительства В Постсоциалистических Странах На Примере Латвии [Housing model in the post socialistic countries on the example of Latvia]," MPRA Paper 22229, University Library of Munich, Germany.
- Cadogan, Godfrey, 2010. "Commutative Prospect Theory and Stopped Behavioral Processes for Fair Gambles," MPRA Paper 22342, University Library of Munich, Germany.
- Ceddia, M Graziano, 2010. "Managing infectious diseases over connected populations: a non-convex optimal control," MPRA Paper 22344, University Library of Munich, Germany, revised 2010.
- Kontek, Krzysztof, 2010. "Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments," MPRA Paper 22378, University Library of Munich, Germany.
- Cadogan, Godfrey, 2010. "Asymptotic Theory Of Stochastic Choice Functionals For Prospects With Embedded Comotonic Probability Measures," MPRA Paper 22380, University Library of Munich, Germany.
- Sinha, Pankaj & Jayaraman, Prabha, 2010. "Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors," MPRA Paper 22416, University Library of Munich, Germany.
- Dell'Era, Mario, 2010. "Geometrical Approximation method and stochastic volatility market models," MPRA Paper 22568, University Library of Munich, Germany.
- Skribans, Valerijs, 2010. "Разработка Модели Макроэкономического Равновесия С Использованием Метода Системной Динамики [Development of Macroeconomic Equilibrium Model with the System Dynamics Method]," MPRA Paper 22716, University Library of Munich, Germany.
- Situngkir, Hokky, 2010. "Landscape in the Economy of Conspicuous Consumptions," MPRA Paper 22948, University Library of Munich, Germany.
- Rodousakis, Nikolaos, 2010. "Goodwin’s Lotka-Volterra Model in Disaggregative Form: A Note," MPRA Paper 22975, University Library of Munich, Germany.
- Tsui, L. K., 2010. "Multi-Factor Bottom-Up Model for Pricing Credit Derivatives," MPRA Paper 23090, University Library of Munich, Germany.
- Kontek, Krzysztof, 2010. "Classifying Behaviors in Risky Choices," MPRA Paper 23845, University Library of Munich, Germany.
- Kaizoji, Taisei, 2010.
"Multiple equilibria and chaos in a discrete tâtonnement process,"
Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 597-599, December.
- Kaizoji, Taisei, 2010. "Multiple equilibria and chaos in a discrete tâtonnement process," MPRA Paper 24002, University Library of Munich, Germany.
- Teng, Jimmy, 2010. "Bayesian Theory of Games: A Statistical Decision Theoretic Based Analysis of Strategic Interactions," MPRA Paper 24189, University Library of Munich, Germany.
- Makhankov, V. G. & Aguero-Granados, M. A., 2010. "Quantifying Flexibility Real Options Calculus," MPRA Paper 24419, University Library of Munich, Germany.
- Pankaj Sinha & Akshay Gupta & Hemant Mudgal, 2010.
"Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing,"
Journal of Prediction Markets, University of Buckingham Press, vol. 4(2), pages 1-14, September.
- Sinha, Pankaj & Gupta, Akshay & Mudgal, Hemant, 2010. "Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing," MPRA Paper 25707, University Library of Munich, Germany.
- Maulana, Ardian & Situngkir, Hokky, 2010. "Some Inquiries to Spontaneous Opinions: A case with Twitter in Indonesia," MPRA Paper 26405, University Library of Munich, Germany.
- Sarıbaş, Hakan, 2010. "The impact of ethic formation on individual income," MPRA Paper 26825, University Library of Munich, Germany.
- Li, Jinlu, 2010. "Some solutions to the equity premium and volatility puzzles," MPRA Paper 26833, University Library of Munich, Germany, revised 01 Aug 2010.
- Karafyllis, Iasson & Jiang, Zhong-Ping & Athanasiou, George, 2010. "Nash Equilibrium and Robust Stability in Dynamic Games: A Small-Gain Perspective," MPRA Paper 26890, University Library of Munich, Germany, revised 23 Sep 2010.
- Ciuiu, Daniel, 2010. "Simulation of queueing systems with many stations and of queueing networks using copulas," MPRA Paper 27018, University Library of Munich, Germany, revised Sep 2010.
- Khalid Kisswani, 2014.
"OPEC and political considerations when deciding on oil extraction,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(1), pages 96-118, January.
- Kisswani, Khalid, 2010. "OPEC and political considerations when deciding on oil extraction," MPRA Paper 27030, University Library of Munich, Germany.
- Fry, J. M., 2010. "Gaussian and non-Gaussian models for financial bubbles via econophysics," MPRA Paper 27307, University Library of Munich, Germany.
- Skribans, Valerijs, 2010. "Construction industry forecasting system dynamic model," MPRA Paper 27323, University Library of Munich, Germany.
- Wylomanska-, Agnieszka, 2010.
"Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution,"
MPRA Paper
28535, University Library of Munich, Germany, revised 2010.
- Agnieszka Wylomanska, 2011. "Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution," HSC Research Reports HSC/11/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Adrian GHENCEA & Immo GIEGER, 2010.
"Database Optimizing Services,"
Database Systems Journal, Academy of Economic Studies - Bucharest, Romania, vol. 1(2), pages 55-60, December.
- Ghencea, Adrian & Gieger, Immo, 2010. "Database Optimizing Services," MPRA Paper 28851, University Library of Munich, Germany.
- Makhankov, V. G. & Aguero-Granados, M. A., 2010. "Quantifying Flexibility Real Options Calculus," MPRA Paper 29795, University Library of Munich, Germany, revised 22 Mar 2011.
- Onour, Ibrahim & Abdalla, Abdelgadir, 2010. "Scale and Technical Efficiency of Islamic Banks in Sudan: Data Envelopment Analysis," MPRA Paper 29885, University Library of Munich, Germany.
- Onour, Ibrahim, 2010. "South Sudan Referundum: A Macroeconomic Analysis of Post-Secession Scenario," MPRA Paper 29897, University Library of Munich, Germany.
- Anton Bondarev, 2012.
"The long-run dynamics of product and process innovations for a multi-product monopolist,"
Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 21(8), pages 775-799, November.
- Bondarev, Anton A., 2010. "The long run Dynamics of heterogeneous Product and Process Innovations for a Multi Product Monopolist," MPRA Paper 35195, University Library of Munich, Germany, revised 26 Nov 2011.
- Guzman, Giselle C., 2010. "An inflation expectations horserace," MPRA Paper 36511, University Library of Munich, Germany.
- Ghossoub, Mario, 2010. "Belief heterogeneity in the Arrow-Borch-Raviv insurance model," MPRA Paper 37630, University Library of Munich, Germany, revised 22 Mar 2012.
- Ghossoub, Mario, 2010. "Supplement to "Belief heterogeneity in the Arrow-Borch-Raviv insurance model"," MPRA Paper 37717, University Library of Munich, Germany, revised 22 Mar 2012.
- Maslov, Alexander, 2010. "Функция «Производство-Потребление» Как Методологическое Обоснование Эффективности Региональной Господдержки (На Примере Юфо) [Function "production-consumption" as methodological substanti," MPRA Paper 42767, University Library of Munich, Germany.
- Esposito, Francesco Paolo, 2010. "Multidimensional Black-Scholes options," MPRA Paper 42821, University Library of Munich, Germany.
- Пигнастый, Олег, 2010. "Основы Статистической Теории Моделирования Технологических Процессов [Statistical technological process modelling]," MPRA Paper 96615, University Library of Munich, Germany, revised 26 Oct 2010.
- Пигнастый, Олег, 2010. "К Вопросу Обеспечения Асимптотической Устойчивости Макропараметров Технологического Процесса [Of the asymptotic stability of macro parameters of the technological process]," MPRA Paper 96700, University Library of Munich, Germany, revised 07 Oct 2010.
- Jaroslav Janáček & Bohdan Linda & Iva Ritschelová, 2010. "Optimization of Municipalities with Extended Competence Selection," Prague Economic Papers, Prague University of Economics and Business, vol. 2010(1), pages 21-34.
- Stephen Morris & Hyun Song Shin, 2010. "Contagious Adverse Selection - Revised November, 2010," Working Papers 1282, Princeton University, Department of Economics, Econometric Research Program..
- Bezabih, Mintewab & Chambwera, Muyeye & Stage, Jesper, 2010. "Climate Change, Total Factor Productivity, and the Tanzanian Economy: A Computable General Equilibrium Analysis," RFF Working Paper Series dp-10-14-efd, Resources for the Future.
- Mkhitaryan, Vladimir & Shishov, Vladimir & Kozlov, Andrey, 2010. "Forecast of facilities stock for the consequences elimination of the anthropogenic accidents," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 19(3), pages 91-100.
- Barbara Glensk & Reinhard Madlener, 2018.
"Fuzzy Portfolio Optimization of Power Generation Assets,"
Energies, MDPI, vol. 11(11), pages 1-22, November.
- Glensk, Barbara & Madlener, Reinhard, 2010. "Fuzzy Portfolio Optimization for Power Generation Assets," FCN Working Papers 10/2010, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
- Ivan Ungureanu, Clementina & Ersoz, Filiz, 2010. "Commonalities and Disparities among the EU Candidate," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 173-186, September.
- Imola DRIGA & Dorina NITA & Codruta DURA, 2010. "Credit risk analysis at the level of an operative branch of the bank," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 13(2), pages 378-390, December.
- Dang Minh Quan & Jorn Altmann, 2010. "Grid Business Models for Brokers Executing SLA-Based Workflows," TEMEP Discussion Papers 201046, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jan 2010.
- Kibae Kim & Jorn Altmann & Junseok Hwang, 2010. "The Impact of the Subgroup Structure on the Evolution of Networks: An Economic Model of Network Evolution," TEMEP Discussion Papers 201056, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Feb 2010.
- Jorn Altmann & Costas Courcoubetis & Marcel Risch, 2010. "A Marketplace and its Market Mechanism for Trading Commoditized Computing Resources," TEMEP Discussion Papers 201059, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Mar 2010.
- Junseok Hwang & Jihyoun Park & Jorn Altmann, 2010. "Two Risk-aware Resource Brokering Strategies in Grid Computing:Broker-driven vs. User-driven Methods," TEMEP Discussion Papers 201063, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Mar 2010.
- Juthasit Rohitratana & Jorn Altmann, 2010. "Agent-Based Simulations of the Software Market under Different Pricing Schemes for Software-as-a-Service and Perpetual Software," TEMEP Discussion Papers 201064, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jul 2010.
- Kibae Kim & Jorn Altmann & Junseok Hwang, 2010. "An Analysis of the Openness of the Web2.0 Service Network Based on Two Sets of Indices for Measuring the Impact of Service Ownership," TEMEP Discussion Papers 201067, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Oct 2010.
- Peter Carr & Roger Lee, 2010. "Hedging variance options on continuous semimartingales," Finance and Stochastics, Springer, vol. 14(2), pages 179-207, April.
- N. Reich & C. Schwab & C. Winter, 2010. "On Kolmogorov equations for anisotropic multivariate Lévy processes," Finance and Stochastics, Springer, vol. 14(4), pages 527-567, December.
- Christa Cuchiero & Martin Keller-Ressel & Josef Teichmann, 2012. "Polynomial processes and their applications to mathematical finance," Finance and Stochastics, Springer, vol. 16(4), pages 711-740, October.
- Martin Keller-Ressel & Johannes Muhle-Karbe, 2013. "Asymptotic and exact pricing of options on variance," Finance and Stochastics, Springer, vol. 17(1), pages 107-133, January.
- Ragnar Norberg, 2013. "Optimal hedging of demographic risk in life insurance," Finance and Stochastics, Springer, vol. 17(1), pages 197-222, January.
- Ashkan Nikeghbali & Eckhard Platen, 2013. "A reading guide for last passage times with financial applications in view," Finance and Stochastics, Springer, vol. 17(3), pages 615-640, July.
- Rae Goodman, 2010. "Problem-based learning: merging of economics and mathematics," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(4), pages 477-483, October.
- Konrad Podczeck, 2010. "On existence of rich Fubini extensions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 1-22, October.
- Mark Staley, 2010.
"Innovation, diffusion and the distribution of income in a Malthusian economy,"
Journal of Evolutionary Economics, Springer, vol. 20(5), pages 689-714, October.
- Staley, Mark, 2008. "Innovation, Diffusion and the Distribution of Income in a Malthusian Economy," MPRA Paper 9849, University Library of Munich, Germany.
- Isabel Parra-Frutos, 2010. "A queuing-based model for optimal dimension of service firms," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(4), pages 459-474, September.
- Torbjørn Skardhamar & Tore Schweder & Simen Gan Schweder, 2010. "Modelling 'crime-proneness'. A comparison of models for repeated count outcomes," Discussion Papers 611, Statistics Norway, Research Department.
- Bahar Kaynar & Arno Berger & Theodore P. Hill & Ad Ridder, 2010. "Finite-State Markov Chains obey Benford's Law," Tinbergen Institute Discussion Papers 10-030/4, Tinbergen Institute.
- Arjomandi, Amir & Valadkhani, Abbas & Harvie, Charles, 2010. "An Analysis of Productivity Changes in the Iranian banking Industry: a Bootstrapped Malmquist Approach," Economics Working Papers wp10-08, School of Economics, University of Wollongong, NSW, Australia.
- Luca De Benedictis & Lucia Tajoli, 2010. "Comparing sectoral international trade networks," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 65(2), pages 167-189, June.
- Mathias Staudigl, 2010. "On a General class of stochastic co-evolutionary dynamics," Vienna Economics Papers 1001, University of Vienna, Department of Economics.
- Mathias Staudigl, 2010. "On a General class of stochastic co-evolutionary dynamics," Vienna Economics Papers vie1001, University of Vienna, Department of Economics.
- Marta Cardin & Miguel Couceiro, 2010. "An Ordinal Approach to Risk Measurement," Working Papers 200, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Sandye Gloria-Palermo, 2010. "Introducing Formalism in Economics: The Growth Model of John von Neumann," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(2), pages 153-172, June.
- Sandye Gloria-Palermo, 2010. "Introducing Formalism in Economics: The Growth Model of John von Neumann," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(2), pages 153-172.
- Miladin Kovačević & Stojan Stamenković, 2010. "Methodological Basis for Macroeconomic Projections in Countries Exposed to Pressures and Shocks: Example of Serbia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(2), pages 225-243, June.
- Miladin Kovačević & Stojan Stamenković, 2010. "Methodological Basis for Macroeconomic Projections in Countries Exposed to Pressures and Shocks: Example of Serbia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(2), pages 225-243.
- Krzysztof Kontek, 2010. "Maximum likelihood estimator for the uneven power distribution: application to DJI returns," Working Papers 43, Department of Applied Econometrics, Warsaw School of Economics.
- Tom Hyer, 2010. "Derivatives Algorithms:Volume 1: Bones," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7524, August.
- Dorota Kurowicka & Harry Joe (ed.), 2010. "Dependence Modeling:Vine Copula Handbook," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7699, August.
- Ehmer, Philipp & Gottschalk, Felix, 2010. "Wachstumsperspektiven im Strukturwandel: Neue Branchencluster entstehen," Research Notes 34, Deutsche Bank Research.
- Todorova, Tamara, 2010. "Chapter 5: Exponential and Logarithmic Functions," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 265-310.
- Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010. "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series 136, Frankfurt School of Finance and Management.
- Christian Ewerhart, 2010.
"Monotone comparative statics with separable objective functions,"
Economics Bulletin, AccessEcon, vol. 30(3), pages 2259-2269.
- Christian Ewerhart, 2010. "Monotone comparative statics with separable objective functions," IEW - Working Papers 472, Institute for Empirical Research in Economics - University of Zurich.
2009
- Ion Purcaru, 2009. "Optimal Diversification in Allocation Problems," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 11(26), pages 494-502, June.
- Anca BANDOI & Ion TOMITA, 2009. "Some considerations of the main determining variables in the models used to estimate inflation," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 116-121, May.
- Dorel BERCEANU & Marian SIMINICA, 2009. "The main theories of the dividend decision," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 91-96, May.
- Gabriela Victoria Anghelache & Ana Cornelia Olteanu & Alina Nicoleta Radu, 2009. "The Capital Requirements For Financial Institutions In The Context Of Basel Ii," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 1-40.
- Gardini, Laura & Hommes, Cars & Tramontana, Fabio & de Vilder, Robin, 2009.
"Forward and backward dynamics in implicitly defined overlapping generations models,"
Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 110-129, August.
- Laura Gardini & Cars Hommes & Fabio Tramontana & Robin de Vilder, 2008. "Forward and Backward Dynamics in Implicitly Defined Overlapping Generations Models," Working Papers 0806, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2008.
- Gardini, L. & Hommes, C.H. & Tramontana, F. & de Vilder, R., 2009. "Forward and Backward Dynamics in implicitly defined Overlapping Generations Models," CeNDEF Working Papers 09-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- James W. Bono & David H. Wolpert, 2009. "Statistical prediction of the outcome of a noncooperative game," Working Papers 2009-20, American University, Department of Economics.
- Elizondo Rocío & Padilla Pablo & Bladt Mogens, 2009. "An Alternative Formula to Price American Options," Working Papers 2009-06, Banco de México.
- Ralph W. Bailey, 2009. "Sums and Extreme Values of Random Variables: Duality Properties," Discussion Papers 09-05, Department of Economics, University of Birmingham.
- Carina-Elena STEGAROIU, 2009.
"The characteristics of the evolution of the economical indicators,"
Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 89-98, December.
- Stegaroiu, Carina-Elena, 2008. "The Characteristics of the Evolution of the Economical Indicators," MPRA Paper 12912, University Library of Munich, Germany.
- Semyon MALAMUD & Fabio TROJANI, 2009. "Variance Covariance Orders and Median Preserving," Swiss Finance Institute Research Paper Series 09-13, Swiss Finance Institute.
- Alexander SAICHEV & Didier SORNETTE & Vladimir FILIMONOV & Fulvio CORSI, 2009. "Homogeneous Volatility Bridge Estimators," Swiss Finance Institute Research Paper Series 09-46, Swiss Finance Institute.
- Jakub Seidler & Petr Jakubik, 2009. "The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic," Working Papers 2009/13, Czech National Bank.
- Sergio Monsalve, 2009. "A Cien Anos de la Muerte de León Walras II: Huellas de la tradición Paretiana," Ensayos de Economía 8000, Universidad Nacional de Colombia Sede Medellín.
- Fernando Salazar Silva & Alejandro Pérez y Soto Domínguez, 2009. "Hobbes: Caos de la conepción liberal," Ensayos de Economía 8001, Universidad Nacional de Colombia Sede Medellín.
- Antoci, Angelo & Sodini, Mauro, 2009.
"Indeterminacy, bifurcations and chaos in an overlapping generations model with negative environmental externalities,"
Chaos, Solitons & Fractals, Elsevier, vol. 42(3), pages 1439-1450.
- Antoci, Angelo & Sodini, Mauro, 2009. "Indeterminacy, bifurcations and chaos in an overlapping generations model with negative environmental externalities," MPRA Paper 13750, University Library of Munich, Germany.
- Lu, Yi & Li, Shuanming, 2009. "The Markovian regime-switching risk model with a threshold dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 296-303, April.
- Gardini, Laura & Hommes, Cars & Tramontana, Fabio & de Vilder, Robin, 2009.
"Forward and backward dynamics in implicitly defined overlapping generations models,"
Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 110-129, August.
- Laura Gardini & Cars Hommes & Fabio Tramontana & Robin de Vilder, 2008. "Forward and Backward Dynamics in Implicitly Defined Overlapping Generations Models," Working Papers 0806, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2008.
- Gardini, L. & Hommes, C.H. & Tramontana, F. & de Vilder, R., 2009. "Forward and Backward Dynamics in implicitly defined Overlapping Generations Models," CeNDEF Working Papers 09-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2009.
"Understanding Markov-switching rational expectations models,"
Journal of Economic Theory, Elsevier, vol. 144(5), pages 1849-1867, September.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009. "Understanding Markov-switching rational expectations models," FRB Atlanta Working Paper 2009-05, Federal Reserve Bank of Atlanta.
- Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner, 2009. "Understanding Markov-Switching Rational Expectations Models," NBER Working Papers 14710, National Bureau of Economic Research, Inc.
- Segoviano, Miguel A. & Goodhart, Charles, 2009. "Banking stability measures," LSE Research Online Documents on Economics 24416, London School of Economics and Political Science, LSE Library.
- Waltman, L. & van Eck, N.J.P., 2009. "A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling," ERIM Report Series Research in Management ERS-2009-011-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Raúl Castañeta Calderón, 2009. "Sobre El Moderno Dolor De Cabeza De Los Monetaristas “La Trampa De La Liquidez-Liquidity Trap”," Contribuciones a la Economía, Servicios Académicos Intercontinentales SL, issue 2009-03, March.
- Galindo Lucas, Alfonso, 2009. "Marco Institucional de la Contabilidad y las Finanzas," Entelequia eBooks, Entelequia y Servicios Académicos Intercontinentales SL, edition 1, number b009, May.
- Milan Zelený, 2009. "On the Essential Multidimensionality of an Economic Problem: Towards Tradeoffs-Free Economics," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 3(2), pages 154-175, July.
- Jakub Seidler & Petr Jakubík, 2009. "Implied Market Loss Given Default in the Czech Republic: Structural-Model Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(1), pages 20-40, January.
- Sylvain Barde, 2009.
"The Google thought experiment: rationality, information and equilibrium in an exchange economy,"
SciencePo Working papers Main
hal-01069373, HAL.
- Sylvain Barde, 2009. "The Google thought experiment: rationality, information and equilibrium in an exchange economy," Documents de Travail de l'OFCE 2009-34, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sylvain Barde, 2009. "The Google thought experiment: rationality, information and equilibrium in an exchange economy," Working Papers hal-01069373, HAL.
- Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2009.
"Understanding Markov-switching rational expectations models,"
Journal of Economic Theory, Elsevier, vol. 144(5), pages 1849-1867, September.
- Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner, 2009. "Understanding Markov-Switching Rational Expectations Models," NBER Working Papers 14710, National Bureau of Economic Research, Inc.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009. "Understanding Markov-switching rational expectations models," FRB Atlanta Working Paper 2009-05, Federal Reserve Bank of Atlanta.
- Patrizia Berti & Michele Gori & Pietro Rigo, 2009.
"A note on the law of large numbers in economics,"
Working Papers - Mathematical Economics
2009-10, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Nov 2010.
- Patrizia Berti & Michele Gori & Pietro Rigo, 2010. "A note on the law of large numbers in economics," Quaderni di Dipartimento 131, University of Pavia, Department of Economics and Quantitative Methods.
- de la Fuente, D & Pardo, M.J., 2009. "Three Flow-Line Systems With Uncertain Baulking," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 53-68, November.
- Stefano Bosi & Lionel Ragot, 2009.
"Time, bifurcations and economic applications,"
Post-Print
halshs-00384513, HAL.
- Stefano Bosi & Lionel Ragot, 2009. "Time, bifurcations and economic applications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00384513, HAL.
- Stefano Bosi & Lionel Ragot, 2009. "Time, bifurcations and economic applications," Documents de travail du Centre d'Economie de la Sorbonne 09028, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bosi Stefano & Ragot Lionel, 2010. "Time, Bifurcations and Economic Applications," THEMA Working Papers 2010-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Stefano Bosi & Lionel Ragot, 2009.
"Time, bifurcations and economic applications,"
Documents de travail du Centre d'Economie de la Sorbonne
09028, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Stefano Bosi & Lionel Ragot, 2009. "Time, bifurcations and economic applications," Post-Print halshs-00384513, HAL.
- Stefano Bosi & Lionel Ragot, 2009. "Time, bifurcations and economic applications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00384513, HAL.
- Bosi Stefano & Ragot Lionel, 2010. "Time, Bifurcations and Economic Applications," THEMA Working Papers 2010-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Sylvain Barde, 2009.
"The Google thought experiment: rationality, information and equilibrium in an exchange economy,"
Documents de Travail de l'OFCE
2009-34, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sylvain Barde, 2009. "The Google thought experiment: rationality, information and equilibrium in an exchange economy," SciencePo Working papers Main hal-01069373, HAL.
- Sylvain Barde, 2009. "The Google thought experiment: rationality, information and equilibrium in an exchange economy," Working Papers hal-01069373, HAL.
- Klimm, Max & Weibull, Jörgen, 2009.
"Finding all minimal CURB sets,"
SSE/EFI Working Paper Series in Economics and Finance
722, Stockholm School of Economics.
- Max Klimm & Jörgen Weibull, 2009. "Finding all minimal curb sets," Working Papers hal-00442118, HAL.
- Sylvain Barde, 2009.
"The Google thought experiment: rationality, information and equilibrium in an exchange economy,"
Documents de Travail de l'OFCE
2009-34, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sylvain Barde, 2009. "The Google thought experiment: rationality, information and equilibrium in an exchange economy," Working Papers hal-01069373, HAL.
- Sylvain Barde, 2009. "The Google thought experiment: rationality, information and equilibrium in an exchange economy," SciencePo Working papers Main hal-01069373, HAL.
- Herbertsson, Alexander & Jang, Jiwook & Schmidt, Thorsten, 2009. "Pricing basket default swaps in a tractable shot-noise model," Working Papers in Economics 359, University of Gothenburg, Department of Economics.
- Max Klimm & Jörgen Weibull, 2009.
"Finding all minimal curb sets,"
Working Papers
hal-00442118, HAL.
- Klimm, Max & Weibull, Jörgen, 2009. "Finding all minimal CURB sets," SSE/EFI Working Paper Series in Economics and Finance 722, Stockholm School of Economics.
- Claire Blackman, 2009. "Using Empirical Mode Decomposition to Estimate Amplitudes in Noisy Data," Royal Holloway, University of London: Discussion Papers in Economics 09/06, Department of Economics, Royal Holloway University of London.
- Wolfgang Härdle & Volker Krätschmer & Rouslan Moro, 2009. "A Microeconomic Explanation of the EPK Paradox," SFB 649 Discussion Papers SFB649DP2009-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Xia Cui & Wolfgang Karl Härdle & Lixing Zhu, 2009. "Generalized single-index models: The EFM approach," SFB 649 Discussion Papers SFB649DP2009-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Jui-Kuei Chen & I-Shuo Chen, 2009. "Corporate Reputation Measurement For The Privately Run Banking Industry In Taiwan," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 3(2), pages 65-75.
- Vincent Brousseau & Alexandre Chailloux & Alain Durré, 2009. "Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing," Working Papers 2009-ECO-10, IESEG School of Management.
- Barry R. Cobb & Atin Basuchoudhary, 2009.
"A Decision Analysis Approach to Solving the Signaling Game,"
Decision Analysis, INFORMS, vol. 6(4), pages 239-255, December.
- Cobb, Barry & Basuchoudhary, Atin, 2009. "A Decision Analysis Approach To Solving the Signaling Game," MPRA Paper 15119, University Library of Munich, Germany, revised 07 May 2009.
- Jasso, Guillermina, 2009. "Linking Individuals and Societies," IZA Discussion Papers 4288, Institute of Labor Economics (IZA).
- Subir Ghosh, 2009. "A Unified Approach to Economic Dominance and Inequality Measures using a General Transformation Function," Journal of Income Distribution, Ad libros publications inc., vol. 18(1), pages 42-52, March.
- G.R. Mohtashami Borzadaran & Zahra Behdani, 2009. "Maximum Entropy and the Entropy of Mixing for Income Distributions," Journal of Income Distribution, Ad libros publications inc., vol. 18(2), pages 179-186, June.
- Ikuho Yamada & Peter Rogerson & Gyoungju Lee, 2009. "GeoSurveillance: a GIS-based system for the detection and monitoring of spatial clusters," Journal of Geographical Systems, Springer, vol. 11(2), pages 155-173, June.
- Stefano Bosi & Lionel Ragot, 2009.
"Time, bifurcations and economic applications,"
Post-Print
halshs-00384513, HAL.
- Stefano Bosi & Lionel Ragot, 2009. "Time, bifurcations and economic applications," Documents de travail du Centre d'Economie de la Sorbonne 09028, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Stefano Bosi & Lionel Ragot, 2009. "Time, bifurcations and economic applications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00384513, HAL.
- Bosi Stefano & Ragot Lionel, 2010. "Time, Bifurcations and Economic Applications," THEMA Working Papers 2010-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2009.
"Understanding Markov-switching rational expectations models,"
Journal of Economic Theory, Elsevier, vol. 144(5), pages 1849-1867, September.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009. "Understanding Markov-switching rational expectations models," FRB Atlanta Working Paper 2009-05, Federal Reserve Bank of Atlanta.
- Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner, 2009. "Understanding Markov-Switching Rational Expectations Models," NBER Working Papers 14710, National Bureau of Economic Research, Inc.
- Srinivas Raghavendra & Petri T. Piiroinen, 2009. "A Reconsideration of Samuelson’s Multiplier-Accelerator Model," Working Papers 0149, National University of Ireland Galway, Department of Economics, revised 2009.
- Tudor Cristiana, 2009. "Information Transmission between International Stock Markets and Bucharest Stock Exchange during a Turbulent Period (2007-2009)," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
- Dominika Crnjac & Goran Martinovic, 2009. "Some Links Between Game Theory and Decision Theory in Economics," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 5, pages 165-175.
- Irina-Stefana Cibotariu, 2009. "The Cost Of Capitals And The Financial Structure Of An Enterprise," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 1(9), pages 74-80, May.
- Isac Claudia & Rascolean Ilie, 2009. "The Risks Of Financing Energetic Projects," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 1(9), pages 90-96, May.
- Пигнастый, Олег & Заруба, Виктор, 2009. "О Взаимосвязи Микро- И Макро-Описания Производственно-Технических Систем [On the relationship of micro-and macro-descriptions of production and technical systems]," MPRA Paper 107485, University Library of Munich, Germany, revised 17 Nov 2009.
- Khumalo, Bhekuzulu, 2009. "Revisiting the Derivative: Implications on the Rate of Change Analysis," MPRA Paper 12975, University Library of Munich, Germany.
- Antoci, Angelo & Sodini, Mauro, 2009.
"Indeterminacy, bifurcations and chaos in an overlapping generations model with negative environmental externalities,"
Chaos, Solitons & Fractals, Elsevier, vol. 42(3), pages 1439-1450.
- Antoci, Angelo & Sodini, Mauro, 2009. "Indeterminacy, bifurcations and chaos in an overlapping generations model with negative environmental externalities," MPRA Paper 13750, University Library of Munich, Germany.
- Vorobyev, Oleg, 2009. "Eventology versus contemporary theories of uncertainty," MPRA Paper 13961, University Library of Munich, Germany.
- Li, Jia, 2009. "Finance-growth Nexus in China: A Channel Decomposition Analysis," MPRA Paper 14409, University Library of Munich, Germany.
- Matthias Hanauske & Jennifer Kunz & Steffen Bernius & Wolfgang Konig, 2009.
"Doves and hawks in economics revisited. An evolutionary quantum game theory-based analysis of financial crises,"
Papers
0904.2113, arXiv.org.
- Hanauske, Matthias & Kunz, Jennifer & Bernius, Steffen & König, Wolfgang, 2009. "Doves and hawks in economics revisited [An evolutionary quantum game theory-based analysis of financial crises]," MPRA Paper 14680, University Library of Munich, Germany.
- Li, Yadong, 2009. "A Dynamic Correlation Modelling Framework with Consistent Stochastic Recovery," MPRA Paper 14919, University Library of Munich, Germany, revised 02 Apr 2009.
- Minqiang Li, 2010.
"Analytical approximations for the critical stock prices of American options: a performance comparison,"
Review of Derivatives Research, Springer, vol. 13(1), pages 75-99, April.
- Minqiang Li, Li, 2009. "Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison," MPRA Paper 15018, University Library of Munich, Germany.
- Barry R. Cobb & Atin Basuchoudhary, 2009.
"A Decision Analysis Approach to Solving the Signaling Game,"
Decision Analysis, INFORMS, vol. 6(4), pages 239-255, December.
- Cobb, Barry & Basuchoudhary, Atin, 2009. "A Decision Analysis Approach To Solving the Signaling Game," MPRA Paper 15119, University Library of Munich, Germany, revised 07 May 2009.
- Mynbaev, Kairat, 2009. "OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model: Extended Version," MPRA Paper 15153, University Library of Munich, Germany.
- Sinha PANKAJ & Johar ARCHIT, 2009.
"Algorithm For Payoff Calculation For Option Trading Strategies Using Vector Terminology,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(2(8)_ Sum).
- Sinha, Pankaj & Johar, Archit, 2009. "Algorithm for payoff calculation for option trading strategies using vector terminology," MPRA Paper 15264, University Library of Munich, Germany.
- Sinha, Pankaj & Jayaraman, Prabha, 2009. "Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions," MPRA Paper 15396, University Library of Munich, Germany.
- Carciola, Alessandro & Pascucci, Andrea & Polidoro, Sergio, 2009. "Harnack inequality and no-arbitrage bounds for self-financing portfolios," MPRA Paper 15665, University Library of Munich, Germany.
- Sergey SVESHNIKOV & Victor BOCHARNIKOV, 2009.
"Modeling Risk Of International Country Relations,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(4(10)_Win), pages 558-569.
- Sveshnikov, Sergey & Bocharnikov, Victor, 2009. "Modeling risk of international country relations," MPRA Paper 15745, University Library of Munich, Germany.
- Khumalo, Bhekuzulu, 2009. "Revisting the Rate of Change," MPRA Paper 16014, University Library of Munich, Germany.
- Afzal, Sarwat, 2009. "To Estimate An Equation Explaining The Determinants Of Dowry," MPRA Paper 16046, University Library of Munich, Germany.
- Sinha, Pankaj & Jayaraman, Prabha, 2009. "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions," MPRA Paper 16528, University Library of Munich, Germany.
- Harin, Alexander, 2009. "Разрывы В Шкале Вероятностей. Расчет Величин Разрывов [Ruptures in the probability scale. Calculation of ruptures’ values]," MPRA Paper 16663, University Library of Munich, Germany.
- Takahashi, Taiki & Hadzibeganovic, Tarik & Cannas, Sergio & Makino, Takaki & Fukui, Hiroki & Kitayama, Shinobu, 2009. "Cultural neuroeconomics of intertemporal choice," MPRA Paper 16814, University Library of Munich, Germany.
- Minqiang Li, 2010.
"A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes,"
Review of Derivatives Research, Springer, vol. 13(2), pages 177-217, July.
- Li, Minqiang, 2009. "A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes," MPRA Paper 17348, University Library of Munich, Germany.
- Camelia Bejan & Florin Bidian, 2012.
"Ownership structure and efficiency in large economies,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(3), pages 571-602, August.
- Bejan, Camelia & Bidian, Florin, 2009. "Ownership Structure and Efficiency in Large Economies," MPRA Paper 17677, University Library of Munich, Germany.
- Bonache, Adrien & Moris, Karen, 2009. "Nonlinear and chaotic patterns in Japanese video game console sales and consequences for management control," MPRA Paper 18196, University Library of Munich, Germany.
- Teselios, Delia & Albici, Mihaela, 2009. "On financial derivatives and differential equations used in their assessment," MPRA Paper 18225, University Library of Munich, Germany.
- Dominique, C-Rene, 2009. "On the Computation of the Hausdorff Dimension of the Walrasian Economy: Addendum," MPRA Paper 18292, University Library of Munich, Germany.
- Brusset, Xavier, 2009. "Choosing a transport contract over multiple periods," MPRA Paper 18392, University Library of Munich, Germany, revised 09 Jan 2009.
- Hamrita, Mohamed Essaied & Ben Abdallah, Nidhal & Ben Ammou, Samir, 2009. "The Multi-Scale Interaction between Interest Rate, Exchange Rate and Stock Price," MPRA Paper 18424, University Library of Munich, Germany.
- Makhankov, V. G. & Aguero-Granados, M. A., 2009. "Mean-Reverting Stochastic Processes, Evaluation of Forward Prices and Interest Rates," MPRA Paper 18750, University Library of Munich, Germany, revised 19 Nov 2009.
- Skribans, Valerijs, 2009. "Влияние Трудовой Эмиграции На Рынок Труда В Латвии [Influence of Labour Migration on Latvia's Labour Market]," MPRA Paper 18771, University Library of Munich, Germany.
- Francisco, Ruth & Wan, Guanghua, 2009. "How is the Global Recession Impacting on Poverty and Social Spending? An ex ante assessment methodology with applications to developing Asia," MPRA Paper 18885, University Library of Munich, Germany.
- Boubacar Mainassara, Yacouba, 2009. "Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms," MPRA Paper 18990, University Library of Munich, Germany.
- Bennani, Norddine & Maetz, Jerome, 2009. "A Spot Stochastic Recovery Extension of the Gaussian Copula," MPRA Paper 19736, University Library of Munich, Germany.
- Bensoussan, Alain & Chutani, Anshuman & Sethi, Suresh, 2009. "Optimal Cash Management Under Uncertainty," MPRA Paper 19896, University Library of Munich, Germany.
- Skribans, Valerijs, 2009. "Būvniecības nozares prognozēšanas modelis [Construction branch forecasting model]," MPRA Paper 20393, University Library of Munich, Germany, revised 2009.
- Kahloul, Ines & Ben Mabrouk, Anouar & Hallara, Salah-Eddine, 2009. "Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables," MPRA Paper 26484, University Library of Munich, Germany.
- Skribans, Valerijs, 2009. "Nodokļu ieņēmumu modelēšana, izmantojot sistēmdinamikas metodi [Taxes income modeling with system dynamic method]," MPRA Paper 27096, University Library of Munich, Germany.
- Konrad Podczeck & Daniela Puzzello, 2012.
"Independent random matching,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(1), pages 1-29, May.
- Podczeck, Konrad & Puzzello, Daniela, 2009. "Independent Random Matching," MPRA Paper 27687, University Library of Munich, Germany, revised Sep 2010.
- Soloviev, Vladimir, 2009. "Экономико-Математическое Моделирование Рынка Программного Обеспечения: Монография. — М.: Вега-Инфо, 2009. — 176 С [Economic and mathematical modelling of software market]," MPRA Paper 28974, University Library of Munich, Germany.
- Carfì, David, 2009. "Reactivity in decision-form games," MPRA Paper 29001, University Library of Munich, Germany.
- Sarker, Debnarayan, 2009. "Sustainable Rural Livelihoods under Joint Forest Managment (JFM) Programme: An Evidence from West Bengal, India," MPRA Paper 33447, University Library of Munich, Germany.
- Rodríguez, Carlos A., 2009. "La demanda excedente de dinero en un sistema de equilibrio general con un mercado de capitales, desempleo involuntario y expectativas proporcionales en precios y salarios [The excess demand for mon," MPRA Paper 41276, University Library of Munich, Germany.
- EL-Mohammadi, Rachid, 2009. "BSWithJump Model And Pricing Of Quanto CDS With FX Devaluation Risk," MPRA Paper 42781, University Library of Munich, Germany.
- Пигнастый, Олег & Михайленко, Виктор & Дидиченко, Николай & Дубровин, Анатолий & Демутцкий, Виктор, 2009. "Использование Статистической Теории Производственно-Технических Систем Для Расчета Производственного Цикла Изготовления Продукции [Use of the statistical theory of technological systems for the cal," MPRA Paper 97317, University Library of Munich, Germany, revised 01 Jan 2009.
- Martin Dlouhý & Josef Jablonský, 2009. "Application of Simulation in Analysing Business Processes [Využití simulace při analýze podnikových procesů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2009(6), pages 27-36.
- Filippo Arfini & Fabio Landini, 2009. "Multifunctionality and Rural Development in Africa: An Evaluation at the Household Level," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 2, May.
- Kousky, Carolyn & Cooke, Roger, 2009. "Climate Change and Risk Management: Challenges for Insurance, Adaptation, and Loss Estimation," RFF Working Paper Series dp-09-03-rev, Resources for the Future.
- Kousky, Carolyn & Cooke, Roger M., 2009. "The Unholy Trinity: Fat Tails, Tail Dependence, and Micro-Correlations," RFF Working Paper Series dp-09-36-rev.pdf, Resources for the Future.
- Ketova, Karolina & Rusiak, Ivan, 2009. "Identification and Forecast of Generalized Indicators of Regional Economic System Development," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 15(3), pages 56-71.
- Bagdoev, Alexsander & Vardanyan, Sedrak & Karapetyan, Diana & Martirosyan, Hegnar, 2009. "Analytical and Computational Study of Economic Dynamical Processes by Methods of Wave Dynamics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 13(1), pages 50-69.
- Jafri, Sabina Khurram, 2009. "External Debt Sustainability Analysis for the Medium Term: A Case Study," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 62(3), pages 363-382.
- Purica, Ionut & Caraiani, Petre, 2009. "Second Order Dynamics Of Economic Cycles," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(1), pages 36-47, March.
- Zgurovski, M., 2009. "Global Simulation of Quality and Security of Human Life," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(3), pages 5-21, September.
- Andrei-Horia MOGOS & Adina Magda FLOREA, 2009. "A Method To Compare Two Multivariable Complexity Functions," Proceedings of the 4th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 6-7 2009 12, Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION.
- CIOLAC Camelia Elena, 2009. "A mathematical estimate within economic discounting computations," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(2 Special), pages 103-108, July.
- TUDOR Eugeniu & MUNTEANU Sebastian MAdAlin, 2009. "The cultural, social and economic evolution in Romania during 2004-2007," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(2 Special), pages 241-245, July.
- Guillermina Jasso, 2009.
"A New Model of Wage Determination and Wage Inequality,"
Rationality and Society, , vol. 21(1), pages 113-168, February.
- Jasso, Guillermina, 2008. "A New Model of Wage Determination and Wage Inequality," IZA Discussion Papers 3850, Institute of Labor Economics (IZA).
- Sylvain Barde, 2009.
"The Google thought experiment: rationality, information and equilibrium in an exchange economy,"
Documents de Travail de l'OFCE
2009-34, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sylvain Barde, 2009. "The Google thought experiment: rationality, information and equilibrium in an exchange economy," Sciences Po publications 2009-34, Sciences Po.
- Sylvain Barde, 2009. "The Google thought experiment: rationality, information and equilibrium in an exchange economy," Working Papers hal-01069373, HAL.
- Sylvain Barde, 2009. "The Google thought experiment: rationality, information and equilibrium in an exchange economy," SciencePo Working papers Main hal-01069373, HAL.
- N. El Karoui & Y. Jiao, 2009. "Stein’s method and zero bias transformation for CDO tranche pricing," Finance and Stochastics, Springer, vol. 13(2), pages 151-180, April.
- Fabio Antonelli & Sergio Scarlatti, 2009. "Pricing options under stochastic volatility: a power series approach," Finance and Stochastics, Springer, vol. 13(2), pages 269-303, April.
- Carole Bernard & Zhenyu Cui & Martin Forde & Antoine Jacquier & Don McLeish & Aleksandar Mijatović, 2013. "Correction note for ‘The large-maturity smile for the Heston model’," Finance and Stochastics, Springer, vol. 17(1), pages 223-224, January.
- Hachicha NIZAR, 2009. "Capm With Information Cost," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 169-186, December.
- Lindelauf, R. & Borm, P.E.M. & Hamers, H.J.M., 2009.
"Understanding Terrorist Network Topologies and Their Resilience Against Disruption,"
Other publications TiSEM
0469c068-22ad-4521-8d87-9, Tilburg University, School of Economics and Management.
- Lindelauf, R. & Borm, P.E.M. & Hamers, H.J.M., 2009. "Understanding Terrorist Network Topologies and Their Resilience Against Disruption," Discussion Paper 2009-85, Tilburg University, Center for Economic Research.
- Kwamie Dunbar, 2009. "The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach," Working papers 2009-03, University of Connecticut, Department of Economics, revised Feb 2009.
- Kwamie Dunbar, 2009. "Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space," Working papers 2009-04, University of Connecticut, Department of Economics.
- Vicki Knoblauch, 2009. "Topologies Defined by Binary Relations," Working papers 2009-28, University of Connecticut, Department of Economics, revised Dec 2009.
- Sinha PANKAJ & Johar ARCHIT, 2009.
"Algorithm For Payoff Calculation For Option Trading Strategies Using Vector Terminology,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(2(8)_ Sum).
- Sinha, Pankaj & Johar, Archit, 2009. "Algorithm for payoff calculation for option trading strategies using vector terminology," MPRA Paper 15264, University Library of Munich, Germany.
- Andrea Collevecchio & Tom Schmitz, 2009. "Bounds on the speed and on regeneration times for certain processes on regular trees," Working Papers 192, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Boyko Atanasov & Plamen Iliev, 2009. "Mathematics And Economics," An Annual Book of University of Economics - Varna, University of Economics - Varna, vol. 81(1), pages 21-75, January.
- Selçuk Alp, 2009. "Tanzimat’tan Günümüze Eğitim Alanında Yaşanan Gelişmeler ve 2000’li Yıllarda Eğitim ve Ekonomik Büyüme Arasındaki İlişkinin Markov Zincirleri Yöntemi ile Analizi," Working Papers 0022, Yildiz Technical University, Department of Economics, revised Oct 2009.
- Härdle, Wolfgang Karl & Krätschmer, Volker & Moro, Rouslan A., 2009. "A microeconomic explanation of the EPK paradox," SFB 649 Discussion Papers 2009-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cui, Xia & Härdle, Wolfgang Karl & Zhu, Lixing, 2009. "Generalized single-index models: The EFM approach," SFB 649 Discussion Papers 2009-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2008
- Viorel Petrescu & Adrian Stancu, 2008. "Gradation Of Industrial Products Quality Assessment Methods According To Results Objectivity Degree," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 10(23), pages 225-234, February.
- Jongeneel, Roelof A. & Tonini, Axel, 2008. "The 'Milk Quotas Rent Puzzle' In The Eu: Economic Significance, Review, And Policy Relevance," 109th Seminar, November 20-21, 2008, Viterbo, Italy 44796, European Association of Agricultural Economists.
- Van der Straeten, Bart & Buysse, Jeroen & Nolte, Stephan & Marchand, Fleur L. & Lauwers, Ludwig H. & Claeys, Dakerlia & Van Huylenbroeck, Guido, 2008. "A Farm Level Analysis Of The Relation Between Cap Reforms And Local Environmental Legislations: How And In Which Extent Flemish Dairy Farmers Can Fill Up Extra Milk Quota?," 109th Seminar, November 20-21, 2008, Viterbo, Italy 44846, European Association of Agricultural Economists.
- Bezlepkina, Irina V. & Jongeneel, Roelof A. & Karaczun, Zbigniew, 2008. "New Member States And Cross Compliance: The Case Of Poland," 109th Seminar, November 20-21, 2008, Viterbo, Italy 44852, European Association of Agricultural Economists.
- Ion ENEA-SMARANDACHE & Luminita VOCHITA & Andreea-Maria CIOBANU, 2008. "Dimensions of the Romanian Labour Market in the Context of European Integration," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(36), pages 1149-1157, May.
- Elizondo Rocío & Padilla Pablo, 2008. "An Analytical Approach to Merton's Rational Option Pricing Theory," Working Papers 2008-03, Banco de México.
- Christina Matzke & Damien Challet, 2008. "Taking a shower in Youth Hostels: risks and delights of heterogeneity," Bonn Econ Discussion Papers bgse1_2008, University of Bonn, Germany.
- Edson Bastos e Santos & Nelson Ithiro Tanaka, 2008. "Dynamic Lévy Copulas and their Applications in the Pricing of Multidimensional Option with Path Dependence," Brazilian Review of Finance, Brazilian Society of Finance, vol. 6(1), pages 69-111.
- Moisa Altar, 2008. "A Dynamic IS-LM Model with Adaptive Expectations," Advances in Economic and Financial Research - DOFIN Working Paper Series 15, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
- Ciprian Necula, 2008. "A Framework for Derivative Pricing in the Fractional Black-Scholes Market," Advances in Economic and Financial Research - DOFIN Working Paper Series 19, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
- Cipian Necula, 2008. "Option Pricing in a Fractional Brownian Motion Environment," Advances in Economic and Financial Research - DOFIN Working Paper Series 2, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
- Ciprian Necula, 2008. "Pricing European and Barrier Options in the Fractional Black-Scholes Market," Advances in Economic and Financial Research - DOFIN Working Paper Series 20, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
- Ciprian Necula, 2008. "A Two-Country Discontinuous General Equilibrium Model," Advances in Economic and Financial Research - DOFIN Working Paper Series 23, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
- Ciprian Necula, 2008. "Asset Pricing in a Two-Country Discontinuous General Equilibrium Model," Advances in Economic and Financial Research - DOFIN Working Paper Series 24, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
- Cipian Necula, 2008. "Barrier Options and a Reflection Principle of the Fractional Brownian Motion," Advances in Economic and Financial Research - DOFIN Working Paper Series 6, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
- Marc Chesney & Luca Taschini, 2008. "The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing," Swiss Finance Institute Research Paper Series 08-02, Swiss Finance Institute, revised Jan 2008.
- Otranto, Edoardo, 2008.
"Clustering heteroskedastic time series by model-based procedures,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4685-4698, June.
- E. Otranto, 2008. "Clustering Heteroskedastic Time Series by Model-Based Procedures," Working Paper CRENoS 200801, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- M. Bigeco & E. Grosso & E. Otranto, 2008. "Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models," Working Paper CRENoS 200803, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Grandmont, Jean-Michel, 2008.
"Nonlinear difference equations, bifurcations and chaos: An introduction,"
Research in Economics, Elsevier, vol. 62(3), pages 122-177, September.
- Grandmont Jean-michel, 1988. "Nonlinear difference equations bifurcations and chaos : an introduction," CEPREMAP Working Papers (Couverture Orange) 8811, CEPREMAP.
- Jean-Michel Grandmont, 2008. "Nonlinear Difference Equations, Bifurcation and Chaos : An Introduction"," Working Papers 2008-19, Center for Research in Economics and Statistics.
- Jean-Michel Grandmont, 2008. "Nonlinear Difference Equations, Bifurcations and Chaos: An Introduction," Working Papers 2008_23, Department of Economics, University of Venice "Ca' Foscari".
- Luigi Pasinetti, 2008. "Prospettive e limiti dell'Economia quantitativa," DISCE - Quaderni dell'Istituto di Teoria Economica e Metodi Quantitativi itemq0954, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- K.Suresh Chandra & J.V.Janhavi, 2008. "Unit Root Tests for Time Series in the Presence of an Explosive Root," Development Economics Working Papers 22499, East Asian Bureau of Economic Research.
- Otranto, Edoardo, 2008.
"Clustering heteroskedastic time series by model-based procedures,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4685-4698, June.
- E. Otranto, 2008. "Clustering Heteroskedastic Time Series by Model-Based Procedures," Working Paper CRENoS 200801, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Zhang, J. & Guégan, D., 2008.
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- Konrad Podczeck, 2008. "The Structure of Equilibrium in an Asset Market with Variable Supply," Vienna Economics Papers 0807, University of Vienna, Department of Economics.
- Konrad Podczeck, 2008. "The Structure of Equilibrium in an Asset Market with Variable Supply," Vienna Economics Papers vie0807, University of Vienna, Department of Economics.
- Marco Corazza & Stefania Funari & Federico Siviero, 2008. "An MCDA-based Approach for Creditworthiness Assessment," Working Papers 177, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Andrea Ellero & Giovanni Fasano & Annamaria Sorato, 2008. "A Modified Galam's Model," Working Papers 180, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Marta Cardin & Maddalena Manzi, 2008. "Multivariate dependence modeling using copulas," Working Papers 183, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Andrea Collevecchio, 2008. "Limit Theorems for Reinforced Jump Processes on Regular Trees," Working Papers 184, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Marco Corazza & Andrea Ellero & Alberto Zorzi, 2008. "What Sequences obey Benford's Law ?," Working Papers 185, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Ömür Ugur, 2008. "An Introduction to Computational Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p556, February.
- Ömür Uğur, 2008. "Introduction," World Scientific Book Chapters, in: An Introduction To Computational Finance, chapter 1, pages 1-34, World Scientific Publishing Co. Pte. Ltd..
- Ömür Uğur, 2008. "Option Pricing and Binomial Methods," World Scientific Book Chapters, in: An Introduction To Computational Finance, chapter 2, pages 35-70, World Scientific Publishing Co. Pte. Ltd..
- Ömür Uğur, 2008. "Stochastic Differential Equations," World Scientific Book Chapters, in: An Introduction To Computational Finance, chapter 3, pages 71-110, World Scientific Publishing Co. Pte. Ltd..
- Ömür Uğur, 2008. "The Black-Scholes Equation," World Scientific Book Chapters, in: An Introduction To Computational Finance, chapter 4, pages 111-138, World Scientific Publishing Co. Pte. Ltd..
- Ömür Uğur, 2008. "Random Numbers and Monte Carlo Simulation," World Scientific Book Chapters, in: An Introduction To Computational Finance, chapter 5, pages 139-193, World Scientific Publishing Co. Pte. Ltd..
- Ömür Uğur, 2008. "Option Pricing by Partial Differential Equations," World Scientific Book Chapters, in: An Introduction To Computational Finance, chapter 6, pages 195-262, World Scientific Publishing Co. Pte. Ltd..
- Matzke, Christina & Challet, Damien, 2008. "Taking a shower in Youth Hostels: risks and delights of heterogeneity," Bonn Econ Discussion Papers 1/2008, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Tesfaselassie, Mewael F., 2008. "Central bank learning and monetary policy," Kiel Working Papers 1444, Kiel Institute for the World Economy (IfW Kiel).
2007
- Kim, C.S. & Lee, Donna & Schaible, Glenn & Vasavada, Utpal, 2007.
"Multiregional Invasive Species Management: Theory and an Application to Florida's Exotic Plants,"
Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 39(s1), pages 111-124, October.
- Kim, C.S. & Lee, Donna J. & Schaible, Glenn D. & Vasavada, Utpal, 2007. "Multiregional Invasive Species Management: Theory and an Application to Florida's Exotic Plants," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 39(Special), pages 1-14, October.
- Guillermina Jasso & Samuel Kotz, 2007.
"A new continuous distribution and two new families of distributions based on the exponential,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 61(3), pages 305-328, August.
- Jasso, Guillermina & Kotz, Samuel, 2007. "A New Continuous Distribution and Two New Families of Distributions Based on the Exponential," IZA Discussion Papers 2598, Institute of Labor Economics (IZA).
- Sudhir A. Shah, 2007. "Duality mappings for the theory of risk aversion with vector outcomes," Working papers 160, Centre for Development Economics, Delhi School of Economics.
- Fadi KANSO, 2007. "Wages and Sanctions against Hierarchical Corruption," CAE Working Papers 51, Aix-Marseille Université, CERGAM.
- Drew Fudenberg & David K. Levine, 2008.
"Continuous time limits of repeated games with imperfect public monitoring,"
World Scientific Book Chapters, in: Drew Fudenberg & David K Levine (ed.), A Long-Run Collaboration On Long-Run Games, chapter 17, pages 369-388,
World Scientific Publishing Co. Pte. Ltd..
- Drew Fudenberg & David Levine, 2007. "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 173-192, April.
- Levine, David & Fudenberg, Drew, 2007. "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Scholarly Articles 3196334, Harvard University Department of Economics.
- Drew Fudenberg & David K Levine, 2007. "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Levine's Working Paper Archive 699152000000000028, David K. Levine.
- Philippe Mongin, 2007.
"Une étude d'histoire militaire instruite par la théorie des jeux et quelques amplifications méthododologiques,"
Working Papers
hal-00582657, HAL.
- Mongin, Philippe, 2007. "Une étude d'histoire militaire instruite par la Théorie des jeux et quelques amplifications Méthodologiques," HEC Research Papers Series 866, HEC Paris.
- Mora Garcés, Manuel & Sánchez Moreno, Ricardo & Toledano Redondo, Javier, 2007. "Resolución del método del simplex por máxima entropía," Entelequia. Revista Interdisciplinar, Entelequia y Servicios Académicos Intercontinentales SL, issue 5, pages 101-110, Fall.
- Vít Pošta & Zbynìk Hackl, 2007. "Information Efficiency of the Capital Market: a Stochastic Calculus Approach Evidence from the Czech Republic (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(5-6), pages 235-254, August.
- Gaêl Giraud, 2007.
"The Limit-price dynamics - uniqueness, computability and comparative dynamics in competitive markets,"
Documents de travail du Centre d'Economie de la Sorbonne
b07020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Gaël Giraud, 2007. "The Limit-Price Dynamics — Uniqueness, Computability and Comparative Dynamics in Competitiive Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00155709, HAL.
- Gaël Giraud, 2007. "The Limit-Price Dynamics — Uniqueness, Computability and Comparative Dynamics in Competitiive Markets," Post-Print halshs-00155709, HAL.
- Dominique Guegan & Zhiping Lu, 2007.
"A note on self-similarity for discrete time series,"
Documents de travail du Centre d'Economie de la Sorbonne
b07055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Zhiping Lu, 2007. "A note on self-similarity for discrete time series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00187910, HAL.
- Jean-Marc Bonnisseau & Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2007.
"Borsuk's antipodal and fixed-point theorems for correspondences without convex values,"
Documents de travail du Centre d'Economie de la Sorbonne
b07077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Jean-Marc Bonnisseau & Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2007. "Borsuk's antipodal and fixed-point theorems for correspondences without convex values," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00204615, HAL.
- Jean-Marc Bonnisseau & Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2007. "Borsuk's antipodal and fixed-point theorems for correspondences without convex values," Post-Print halshs-00204615, HAL.
- Pascal Gourdel & Hakim Hammami, 2007.
"Applications of a generalized Ky Fan's matching theorem in minimax and variational inequality,"
Documents de travail du Centre d'Economie de la Sorbonne
b07078, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Pascal Gourdel & Hakim Hammami, 2007. "Applications of generalized Ky Fan's matching theorem in minimax and variational inequality," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00204627, HAL.
- Gaêl Giraud, 2007.
"The Limit-price dynamics - uniqueness, computability and comparative dynamics in competitive markets,"
Documents de travail du Centre d'Economie de la Sorbonne
b07020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Gaël Giraud, 2007. "The Limit-Price Dynamics — Uniqueness, Computability and Comparative Dynamics in Competitiive Markets," Post-Print halshs-00155709, HAL.
- Gaël Giraud, 2007. "The Limit-Price Dynamics — Uniqueness, Computability and Comparative Dynamics in Competitiive Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00155709, HAL.
- Jean-Marc Bonnisseau & Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2007.
"Borsuk's antipodal and fixed-point theorems for correspondences without convex values,"
Documents de travail du Centre d'Economie de la Sorbonne
b07077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Jean-Marc Bonnisseau & Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2007. "Borsuk's antipodal and fixed-point theorems for correspondences without convex values," Post-Print halshs-00204615, HAL.
- Jean-Marc Bonnisseau & Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2007. "Borsuk's antipodal and fixed-point theorems for correspondences without convex values," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00204615, HAL.
- Mongin, Philippe, 2007.
"Une étude d'histoire militaire instruite par la Théorie des jeux et quelques amplifications Méthodologiques,"
HEC Research Papers Series
866, HEC Paris.
- Philippe Mongin, 2007. "Une étude d'histoire militaire instruite par la théorie des jeux et quelques amplifications méthododologiques," Working Papers hal-00582657, HAL.
- Flåm, Sjur Didrik & Hirart-Urruty, J.-B. & Jourani, Abderrahim, 2007. "Feasibility in Finite Time," Working Papers in Economics 11/07, University of Bergen, Department of Economics.
- Herbertsson, Alexander & Rootzén, Holger, 2007. "Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach," Working Papers in Economics 269, University of Gothenburg, Department of Economics.
- Herbertsson, Alexander, 2007. "Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach," Working Papers in Economics 270, University of Gothenburg, Department of Economics.
- Herbertsson, Alexander, 2007. "Modelling Default Contagion Using Multivariate Phase-Type Distributions," Working Papers in Economics 271, University of Gothenburg, Department of Economics.
- Herbertsson, Alexander, 2007. "Default Contagion in Large Homogeneous Portfolios," Working Papers in Economics 272, University of Gothenburg, Department of Economics.
- Drew Fudenberg & David K. Levine, 2008.
"Continuous time limits of repeated games with imperfect public monitoring,"
World Scientific Book Chapters, in: Drew Fudenberg & David K Levine (ed.), A Long-Run Collaboration On Long-Run Games, chapter 17, pages 369-388,
World Scientific Publishing Co. Pte. Ltd..
- Drew Fudenberg & David Levine, 2007. "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 173-192, April.
- Drew Fudenberg & David K Levine, 2007. "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Levine's Working Paper Archive 699152000000000028, David K. Levine.
- Levine, David & Fudenberg, Drew, 2007. "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Scholarly Articles 3196334, Harvard University Department of Economics.
- Guillermina Jasso & Samuel Kotz, 2007.
"A new continuous distribution and two new families of distributions based on the exponential,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 61(3), pages 305-328, August.
- Jasso, Guillermina & Kotz, Samuel, 2007. "A New Continuous Distribution and Two New Families of Distributions Based on the Exponential," IZA Discussion Papers 2598, Institute of Labor Economics (IZA).
- Jasso, Guillermina, 2007. "Theoretical Unification in Justice and Beyond," IZA Discussion Papers 2641, Institute of Labor Economics (IZA).
- Jasso, Guillermina & Kotz, Samuel, 2007. "Two Types of Inequality: Inequality Between Persons and Inequality Between Subgroups," IZA Discussion Papers 2749, Institute of Labor Economics (IZA).
- Jasso, Guillermina, 2007. "The Terms and Relations of Comparison, Referential, and Relative Processes," IZA Discussion Papers 2817, Institute of Labor Economics (IZA).
- Jasso, Guillermina, 2007. "A New Unified Theory of Sociobehavioral Forces," IZA Discussion Papers 3243, Institute of Labor Economics (IZA).
- Makoto Hisanaga, 2007. "Comparative Advantage Structure of U.S. International Services," KIER Working Papers 633, Kyoto University, Institute of Economic Research.
- Gaël Giraud, 2007.
"The Limit-Price Dynamics — Uniqueness, Computability and Comparative Dynamics in Competitiive Markets,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00155709, HAL.
- Gaêl Giraud, 2007. "The Limit-price dynamics - uniqueness, computability and comparative dynamics in competitive markets," Documents de travail du Centre d'Economie de la Sorbonne b07020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Gaël Giraud, 2007. "The Limit-Price Dynamics — Uniqueness, Computability and Comparative Dynamics in Competitiive Markets," Post-Print halshs-00155709, HAL.
- Dominique Guegan & Zhiping Lu, 2007.
"A note on self-similarity for discrete time series,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00187910, HAL.
- Dominique Guegan & Zhiping Lu, 2007. "A note on self-similarity for discrete time series," Documents de travail du Centre d'Economie de la Sorbonne b07055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Hakim Hammami, 2007. "A generalized FKKM theorem and variational inequality," Documents de travail du Centre d'Economie de la Sorbonne b07076, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Jean-Marc Bonnisseau & Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2007.
"Borsuk's antipodal and fixed-point theorems for correspondences without convex values,"
Post-Print
halshs-00204615, HAL.
- Jean-Marc Bonnisseau & Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2007. "Borsuk's antipodal and fixed-point theorems for correspondences without convex values," Documents de travail du Centre d'Economie de la Sorbonne b07077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Jean-Marc Bonnisseau & Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2007. "Borsuk's antipodal and fixed-point theorems for correspondences without convex values," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00204615, HAL.
- Pascal Gourdel & Hakim Hammami, 2007.
"Applications of generalized Ky Fan's matching theorem in minimax and variational inequality,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00204627, HAL.
- Pascal Gourdel & Hakim Hammami, 2007. "Applications of a generalized Ky Fan's matching theorem in minimax and variational inequality," Documents de travail du Centre d'Economie de la Sorbonne b07078, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Hanauske, Matthias & Bernius, Steffen & Dugall, Berndt, 2007. "Quantum Game Theory and Open Access Publishing," MPRA Paper 15986, University Library of Munich, Germany.
- Sveshnikov, Sergey & Bocharnikov, Victor, 2007. "Contextual algorithm for decision of fuzzy estimation problems with network-like structure of criteria on the basis of fuzzy measures Sugeno," MPRA Paper 17351, University Library of Munich, Germany.
- Bocharnikov, Victor & Sveshnikov, Sergey, 2007. "Algorithm of arithmetical operations with fuzzy numerical data," MPRA Paper 17353, University Library of Munich, Germany.
- Guran, Liliana, 2007. "Fixed points for singlevalued operators with respect to tau-distance," MPRA Paper 26927, University Library of Munich, Germany, revised 2007.
- Guran, Liliana, 2007. "Fixed points for singlevalued operators with respect to w-distance," MPRA Paper 26931, University Library of Munich, Germany, revised 2007.
- Filchenko, Dmytro / D., 2007. "A game-theoretical Specification of static Optimization Problems for the first-order Lag Models of macroeconomic Dynamics," MPRA Paper 30735, University Library of Munich, Germany.
- Filchenko, Dmytro / D., 2007. "An econometric approach to robust identification for models of inverse dynamic problem," MPRA Paper 30761, University Library of Munich, Germany, revised 2007.
- Alos, Elisa & Ewald, Christian-Oliver, 2007. "Malliavin differentiability of the Heston volatility and applications to option pricing," MPRA Paper 3237, University Library of Munich, Germany.
- Potgieter, Petrus H. & Rosinger, Elemér E., 2007. "Is Economics Entering its Post-Witchcraft Era?," MPRA Paper 3340, University Library of Munich, Germany.
- Andrea Pascucci, 2008.
"Free boundary and optimal stopping problems for American Asian options,"
Finance and Stochastics, Springer, vol. 12(1), pages 21-41, January.
- Andrea, Pascucci, 2007. "Free boundary and optimal stopping problems for American Asian options," MPRA Paper 4766, University Library of Munich, Germany.
- Rumyantsev, Mikhail I., 2007. "К Проблеме Формализации Бизнес-Процессов Коммерческого Банка [On the problem of the formalization of business processes of the banking]," MPRA Paper 48587, University Library of Munich, Germany.
- Magni, Carlo Alberto, 2004.
"Rating and ranking firms with fuzzy expert systems: the case of Camuzzi,"
MPRA Paper
5889, University Library of Munich, Germany.
- Magni, Carlo Alberto, 2007. "Rating and ranking firms with fuzzy expert systems: the case of Camuzzi," MPRA Paper 5646, University Library of Munich, Germany.
- Mahmoudvand, Rahim & Hassani, Hossein & Wilson, Rob, 2007. "Is The Sample Coefficient Of Variation A Good Estimator For The Population Coefficient Of Variation?," MPRA Paper 6106, University Library of Munich, Germany, revised 2007.
- Laib, Fodil & Laib, M.S., 2007. "Some mathematical properties of the futures market platform," MPRA Paper 6126, University Library of Munich, Germany.
- Burmistrova, Natalya & Il'ina, Nadezhda, 2007. "Роль И Значение Математического Моделирования В Подготовке Будущих Специалистов Для Сферы Экономики И Финансов [The role and importance of mathematical modeling in the training of future specialist," MPRA Paper 62925, University Library of Munich, Germany.
- A. Brace & G. Fabbri & B. Goldys, 2007.
"An Hilbert space approach for a class of arbitrage free implied volatilities models,"
Papers
0712.1343, arXiv.org, revised Dec 2007.
- Brace, Alan & Fabbri, Giorgio & Goldys, Benjamin, 2007. "An Hilbert space approach for a class of arbitrage free implied volatilities models," MPRA Paper 6321, University Library of Munich, Germany.
- Quaas, Georg, 2007. "Vom Regen in die Traufe – eine Analyse der neusten Version des „Saldenmechanischen Modells“ von Fritz Helmedag [Out of the frying pan and into the fire – An analysis of the latest version of the so," MPRA Paper 65341, University Library of Munich, Germany, revised 2015.
- Palombizio, Ennio A., 2007. "Mutual Funds and Segregated Funds: A Comparison," MPRA Paper 6901, University Library of Munich, Germany.
- Zhou, Qi-Yuan & Wu, Chong-Feng & Feng, Yun, 2007. "Decomposing and valuing callable convertible bonds: a new method based on exotic options," MPRA Paper 7421, University Library of Munich, Germany.
- Mynbaev, Kairat, 2007. "Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips," MPRA Paper 8838, University Library of Munich, Germany, revised 23 May 2008.
- Пигнастый, Олег & Ходусов, Валерий & Михайленко, Виктор & Демуцкий, Виктор & Дидиченко, Николай & Дубровин, Анатолий, 2007. "Теоретические Основы Построения Целевой Функции Производственной Системы [The theoretical basis for constructing the objective function of the production system]," MPRA Paper 98080, University Library of Munich, Germany, revised 05 Aug 2007.
- Pihnastyi, Oleh, 2007. "Distinctive numbers of production systems functioning description," MPRA Paper 98200, University Library of Munich, Germany, revised 04 Mar 2007.
- Jan Čadil, 2007. "Growth Accounting, Total Factor Productivity and Approximation Problem," Prague Economic Papers, Prague University of Economics and Business, vol. 2007(4), pages 347-357.
- Elvio Accinelli & Edgar J. Sanchez Carrera, 2007. "Unicidad del equilibrio de Nash-Cournot bajo correspondencias contractivas de mejor respuesta," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 4(1), pages 43-57, Julio-Dic.
- Carol Alexander & Aanand Venkatramanan, 2007.
"Analytic Approximations for Spread Options,"
ICMA Centre Discussion Papers in Finance
icma-dp2009-06, Henley Business School, University of Reading, revised Jun 2009.
- Carol Alexander & Aanand Venkatramanan, 2007. "Analytic Approximations for Spread Options," ICMA Centre Discussion Papers in Finance icma-dp2007-11, Henley Business School, University of Reading.
- Carol Alexander & Aanand Venkatramanan, 2007.
"Analytic Approximations for Spread Options,"
ICMA Centre Discussion Papers in Finance
icma-dp2007-11, Henley Business School, University of Reading.
- Carol Alexander & Aanand Venkatramanan, 2007. "Analytic Approximations for Spread Options," ICMA Centre Discussion Papers in Finance icma-dp2009-06, Henley Business School, University of Reading, revised Jun 2009.
- Drew Fudenberg & David K. Levine, 2008.
"Continuous time limits of repeated games with imperfect public monitoring,"
World Scientific Book Chapters, in: Drew Fudenberg & David K Levine (ed.), A Long-Run Collaboration On Long-Run Games, chapter 17, pages 369-388,
World Scientific Publishing Co. Pte. Ltd..
- Drew Fudenberg & David Levine, 2007. "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 173-192, April.
- Levine, David & Fudenberg, Drew, 2007. "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Scholarly Articles 3196334, Harvard University Department of Economics.
- Drew Fudenberg & David K Levine, 2007. "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Levine's Working Paper Archive 699152000000000028, David K. Levine.
- Ketova, Karolina, 2007. "A Mathematical Economic Model of the Manpower Resource Potential and Cost Characteristics of Demographic Losses," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 7(3), pages 80-94.
- Antille, Gerard & Weinberg Allen, Anna, 2007. "D-optimal Design for Polynomial Regression: Choice of Degree and Robustness," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 8(4), pages 55-66.
- Stikhova , Olga, 2007. "Calculation of Stationary Random Sequences Extreme Values Characteristics and their Application to Determination of the Volatility of Russian and Foreign Financial Indices and Estimation of the Invest," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 8(4), pages 18-26.
- Kritski, Oleg & Ulyanova, Marina, 2007. "Assessment of Multivariate Financial Risks of a Stock Share Portfolio," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 8(4), pages 3-17.
- Lisok, Helen & Kritskiy, Oleg, 2007. "An Asymptotic Estimation of the Coefficients of the Stochastic Volatility Model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 6(2), pages 3-12.
- Stefanescu, Stefan, 2007. "Applying Nelder Mead’s Optimization Algorithm for Multiple Global Minima," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 4(4), pages 97-103, December.
- Georgeta CUCULEANU, 2007. "Lagrange’s Approach Regarding the Diffusion of the Effluents in the Atmosphere (part II)," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 10(1), pages 32-35, July.
- Octavia GIVESCU, 2007. "The Oreste’s Method in the Multicriteria’s Decision Process for the Management of Tourism Field," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 10(1), pages 37-51, July.
- Dritan Osmani & Richard S.J. Tol, 2007. "Toward Farsightedly Stable International Environmental Agreements, Part two," Working Papers FNU-149, Research unit Sustainability and Global Change, Hamburg University, revised Oct 2007.
- Dritan Osmani & Richard S J Tol, 2008.
"A Short Note on Joint Welfare Maximization Assumption,"
The IUP Journal of Managerial Economics, IUP Publications, vol. 0(3), pages 22-39, August.
- Dritan Osmani & Richard S.J. Tol, 2007. "A short note on joint welfare maximization assumptions," Working Papers FNU-150, Research unit Sustainability and Global Change, Hamburg University, revised Oct 2007.
- Hartmut Lenz & Han Dorussen & Hugh Ward, 2007. "Public commitment strategies in intergovernmental negotiations on the EU Constitutional Treaty," The Review of International Organizations, Springer, vol. 2(2), pages 131-152, June.
- , & ,, 2007. "A non-differentiable approach to revenue equivalence," Theoretical Economics, Econometric Society, vol. 2(4), December.
- Manabu Asai & Michael McAleer & Jun Yu, 2006.
"Multivariate Stochastic Volatility,"
Microeconomics Working Papers
22058, East Asian Bureau of Economic Research.
- Siddhartha Chib & Yasuhiro Omori & Manabu Asai, 2007. "Multivariate stochastic volatility," CIRJE F-Series CIRJE-F-488, CIRJE, Faculty of Economics, University of Tokyo.
- K. Vela Velupillai, 2007. "Variations on the Theme of Conning in Mathematical Economics," Department of Economics Working Papers 0703, Department of Economics, University of Trento, Italia.
- Josep M. Colomer, 2007. "What other sciences look like," Economics Working Papers 1017, Department of Economics and Business, Universitat Pompeu Fabra.
- Marco Arnone, 2007. "Macroeconomia e Autorganizzazione: un nuovo contributo. Nota di discussione a: MASANAO AOKI - HIROSHI YOKISHAWA, Reconstructing Macroeconomics – A Perspective from Statistical Mechanics and Combinator," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 115(4), pages 563-578.
- Marta Cardin & Maddalena Manzi, 2007. "Aggregation functions: an approach using copulae," Working Papers 159, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- John Bryant, 2007. "A Thermodynamic Theory of Economics," Working Papers tefprv2007, Economic Consultancy, Vocat International.
- John Hoag, 2007. "Calculus and Techniques of Optimization with Microeconomic Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6630, February.
2006
- José Ferreira Marinho Junior & Mauro Antonio Rincon, 2006. "Application of Compound Options in the Evaluation of American Puts," Brazilian Review of Finance, Brazilian Society of Finance, vol. 4(2), pages 169-179.
- Sudhir A. Shah, 2006. "Comparative risk aversion when the outcomes are vectors," Working papers 149, Centre for Development Economics, Delhi School of Economics.
- Manabu Asai & Michael McAleer & Jun Yu, 2006.
"Multivariate Stochastic Volatility,"
Microeconomics Working Papers
22058, East Asian Bureau of Economic Research.
- Siddhartha Chib & Yasuhiro Omori & Manabu Asai, 2007. "Multivariate stochastic volatility," CIRJE F-Series CIRJE-F-488, CIRJE, Faculty of Economics, University of Tokyo.
- Pascal Gourdel, 2006.
"Une note sur un théorème de point-fixe,"
Cahiers de la Maison des Sciences Economiques
b06059, Université Panthéon-Sorbonne (Paris 1).
- Pascal Gourdel, 2006. "Une note sur un théorème de point-fixe," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00118919, HAL.
- Konstantopoulos, Spyros, 2006. "Fixed and Mixed Effects Models in Meta-Analysis," IZA Discussion Papers 2198, Institute of Labor Economics (IZA).
- Pascal Gourdel, 2006.
"Une note sur un théorème de point-fixe,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00118919, HAL.
- Pascal Gourdel, 2006. "Une note sur un théorème de point-fixe," Cahiers de la Maison des Sciences Economiques b06059, Université Panthéon-Sorbonne (Paris 1).
- Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2006.
"A Generalization of Fan's Matching Theorem,"
Cahiers de la Maison des Sciences Economiques
b06060a, Université Panthéon-Sorbonne (Paris 1), revised Jan 2008.
- Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2008. "A generalization of Fan's matching theorem," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00756058, HAL.
- Alain Chateauneuf & Jean-Philippe Lefort, 2006. "Some Fubini theorems on sigma-algebras for non additive measures," Cahiers de la Maison des Sciences Economiques b06086, Université Panthéon-Sorbonne (Paris 1).
- K. Vela Velupillai, 2006. "Variations on the Theme of Conning in Mathematical Economics," Working Papers 112, National University of Ireland Galway, Department of Economics, revised 2006.
- Parvez, Mahbub, 2006. "Time Value Of Money: Application And Rationality- An Approach Using Differential Equations And Definite Integrals," MPRA Paper 10794, University Library of Munich, Germany.
- Verbic, Miroslav, 2006. "Memory and Asset Pricing Models with Heterogeneous Beliefs," MPRA Paper 1261, University Library of Munich, Germany.
- Vargas Barrenechea, Martin, 2006.
"Tasa de Mortalidad Materna en Bolivia: Escenarios de Proyección y Requerimientos Financieros [Maternal Mortality rate in Bolivia: Projection Scenarios and Financial Requirements (in Spanish)],"
MPRA Paper
1469, University Library of Munich, Germany.
- Martin Vargas, 2007. "Tasas de Mortalidad Materna en Bolivia: Escenarios de Proyección y Requerimientos Financieros," Development Research Working Paper Series 04/2007, Institute for Advanced Development Studies.
- Das, Nimai & Sarker, Debnarayan, 2006. "Reforms in Forest Management in West Bengal: A Game of Strategic Profile," MPRA Paper 14803, University Library of Munich, Germany, revised 2007.
- Claudio, Ferrarese, 2006. "A comparative analysis of correlation skew modeling techniques for CDO index tranches," MPRA Paper 1668, University Library of Munich, Germany.
- Blache, Guillaume, 2006. "The Flexibility-Security Nexus in Transitional Labour Markets: An empirical analysis," MPRA Paper 23167, University Library of Munich, Germany, revised 2007.
- Yan, Robert & Nuttall, John & Ling, Charles, 2006. "Application of machine learning to short-term equity return prediction," MPRA Paper 2536, University Library of Munich, Germany.
- Albu, Lucian-Liviu, 2006. "Non-linear models: applications in economics," MPRA Paper 3100, University Library of Munich, Germany.
- Sarker, Debnarayan & Ganguly, Dipanwita, 2006. "Socio-economic issues of prawn-seed collection in an open riverene fishery: a case study of prawn-seed collectors in West Bengal," MPRA Paper 33502, University Library of Munich, Germany.
- Nien, Benjamin Chih-Chien, 2006. "Study on Applications of Supply and Demand Theory of Microeconomics and Physics Field Theory to Central Place Theory," MPRA Paper 390, University Library of Munich, Germany, revised 10 Oct 2006.
- Jurdziak, Leszek, 2006. "Schemat arbitrażowy Nasha, a podział zysków w bilateralnym monopolu kopalni węgla brunatnego i elektrowni. Cześć druga – zastosowania w negocjacjach strategicznych i taktycznych [Nash bargaining so," MPRA Paper 4163, University Library of Munich, Germany, revised 27 Jan 2006.
- Gagen, Michael & Nemoto, Kae, 2006. "Variational optimization of probability measure spaces resolves the chain store paradox," MPRA Paper 4778, University Library of Munich, Germany.
- Rumyantsev, Mikhail I., 2006. "Обобщенная Математическая Модель Коммерческого Банка [A generalized mathematical model for the commercial bank]," MPRA Paper 48586, University Library of Munich, Germany.
- Olenev, Nicholas, 2006. "Параллельные Вычисления В Математическом Моделировании Региональной Экономики // Параллельные Вычислительные Технологии - 2007. Труды Первой Международной Научной Конференции. Челябинск: Изд-Во Южно-У," MPRA Paper 7821, University Library of Munich, Germany.
- Paolo Foschi & Andrea Pascucci, 2008.
"Path dependent volatility,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 31(1), pages 13-32, May.
- Pascucci, Andrea & Foschi, Paolo, 2006. "Path dependent volatility," MPRA Paper 973, University Library of Munich, Germany.
- Пигнастый, Олег, 2006. "Характерные Числа В Моделях Описания Производственных Систем [Characteristic numbers in production system description models]," MPRA Paper 98986, University Library of Munich, Germany, revised 16 Aug 2006.
- Cevat Bilgin, 2006. "İktisatta Matematiksel Yaklaşım Sorunu," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2006-2.
- Jan Frederik Slijkerman, 2006. "Insurance Sector Risk," Tinbergen Institute Discussion Papers 06-062/2, Tinbergen Institute.
- Alejandro Balbás & Raquel Balbás Universidad & Silvia Mayoral, 2006. "Optimizing Measures of Risk: A Simplex-like Algorithm," Faculty Working Papers 11/06, School of Economics and Business Administration, University of Navarra.
- Marta Cardin & Maddalena Manzi, 2006. "A copula-based approach to aggregation functions," Working Papers 139, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Carlo Alberto Magni & Stefano Malagoli & Giovanni Mastroleo, 2006.
"An Alternative Approach To Firms' Evaluation: Expert Systems And Fuzzy Logic,"
International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 195-225.
- Magni, Carlo Alberto, 2004. "An alternative approach to firms’ evaluation: expert systems and fuzzy logic," MPRA Paper 7879, University Library of Munich, Germany.
- Carlo Alberto Magni & Stefano Malagoli & Giovanni Mastroleo, 2006.
"An Alternative Approach To Firms' Evaluation: Expert Systems And Fuzzy Logic,"
International Journal of Information Technology & Decision Making (IJITDM),
World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 195-225.
- Magni, Carlo Alberto, 2004. "An alternative approach to firms’ evaluation: expert systems and fuzzy logic," MPRA Paper 7879, University Library of Munich, Germany.
- Jan Iwanik, 2006. "Financial engineering methods in insurance," HSC Research Reports HSC/06/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Pawel Mista, 2006. "Analytical and numerical approach to corporate operational risk modelling," HSC Research Reports HSC/06/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
2005
- Massimiliano Landi & Riccardo Pelizzo, 2005.
"A spatial analysis of the XIII Italian Legislature,"
Working Papers
22-2005, Singapore Management University, School of Economics.
- Massimiliano Landi & Riccardo Pelizzo, 2005. "A spatial analysis of the XIII Italian Legislature," Governance Working Papers 22459, East Asian Bureau of Economic Research.
- Islam, Rafikul & Abdullah, Nur Anisah, 2005. "Management decision making by the analytic hierarchy process: A proposed modification for large-scale problems," MPRA Paper 10811, University Library of Munich, Germany.
- Neamtu, Mihaela & Opris, Dumitru & Chilarescu, Constantin, 2005. "Hopf bifurcation in a dynamic IS-LM model with time delay," MPRA Paper 13270, University Library of Munich, Germany.
- Vostroknutov, Alexander, 2005. "Non-Probabilistic Decision Making with Memory Constraints," MPRA Paper 2653, University Library of Munich, Germany, revised Jul 2007.
- Rosinger, Elemer Elad, 2005. "PIIPTI, or the Principle of Increasing Irrelevance of Preference Type Information," MPRA Paper 27981, University Library of Munich, Germany.
- Bellù, Lorenzo G. & Liberati, Paolo, 2005. "Charting Income Inequality: The Lorenz Curve," MPRA Paper 30063, University Library of Munich, Germany.
- Bellù, Lorenzo Giovanni & Liberati, Paolo, 2005. "Social Welfare Analysis of Income Distributions: Ranking Income Distributions with Lorenz Curves," MPRA Paper 30103, University Library of Munich, Germany.
- Bellù, Lorenzo Giovanni & Liberati, Paolo, 2005. "Social Welfare Analysis of Income Distributions: Ranking Income Distributions with Crossing Generalised Lorenz Curves," MPRA Paper 30115, University Library of Munich, Germany.
- Giocoli, Nicola, 2005. "Mathematics as the role model for neoclassical economics (Blanqui Lecture)," MPRA Paper 33806, University Library of Munich, Germany.
- Snarr, Hal W. & Gold, Steven C., 2005. "The design and use of macroeconomics simulation using maple software: A pilot study," MPRA Paper 37061, University Library of Munich, Germany.
- Yalincak, Hakan & Li, Yu & Tong, Mike, 2005. "Examination of VaR after long term capital management," MPRA Paper 40152, University Library of Munich, Germany.
- Mahmoudvand, Rahim & Hassani, Hossein, 2005. "A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Upper Outliers in a Normal Sample," MPRA Paper 5778, University Library of Munich, Germany.
- Kaplanski, Guy, 2005. "Analytical Portfolio Value-at-Risk," MPRA Paper 80216, University Library of Munich, Germany.
- Пигнастый, Олег, 2005. "Инженерно-Производственная Функция Предприятия С Серийным Или Массовым Выпуском Продукции [Engineering and production function of a firm with serial or mass production]," MPRA Paper 99986, University Library of Munich, Germany, revised 14 Apr 2005.
- Massimiliano Landi & Riccardo Pelizzo, 2005.
"A spatial analysis of the XIII Italian Legislature,"
Governance Working Papers
22459, East Asian Bureau of Economic Research.
- Massimiliano Landi & Riccardo Pelizzo, 2005. "A spatial analysis of the XIII Italian Legislature," Working Papers 22-2005, Singapore Management University, School of Economics.
2004
- Duffie, Darrell & Sun, Yeneng, 2012.
"The exact law of large numbers for independent random matching,"
Journal of Economic Theory, Elsevier, vol. 147(3), pages 1105-1139.
- Darrell Duffie & Yeneng Sun, 2004. "The Exact Law of Large Numbers for Independent Random Matching," Levine's Bibliography 122247000000000328, UCLA Department of Economics.
- Darrell Duffie & Yeneng Sun, 2011. "The Exact Law of Large Numbers for Independent Random Matching," NBER Working Papers 17280, National Bureau of Economic Research, Inc.
- Zamanillo Elguezabal, Ibon & Uría Aróstegui, Victor & Larrañaga Lesaca, Jesús M., 2004. "Algoritmo urza para el análisis de sensibilidad en problemas de programación lineal," Revista de Dirección y Administración de Empresas, Universidad del País Vasco - Escuela Universitaria de Estudios Empresariales de San Sebastián.
- Taboga, Marco, 2004. "A Simple Model of Robust Portfolio Selection," MPRA Paper 16472, University Library of Munich, Germany.
- Carlo Alberto Magni & Stefano Malagoli & Giovanni Mastroleo, 2006.
"An Alternative Approach To Firms' Evaluation: Expert Systems And Fuzzy Logic,"
International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 195-225.
- Magni, Carlo Alberto, 2004. "An alternative approach to firms’ evaluation: expert systems and fuzzy logic," MPRA Paper 7879, University Library of Munich, Germany.
- Massimiliano Corradini, 2004. "Estensione della tecnica degli alberi bi/tri-nominali ad alberi N-nomiali. Applicazione ai processi diffusivi con salto," Departmental Working Papers of Economics - University 'Roma Tre' 0039, Department of Economics - University Roma Tre.
- Massimiliano Corradini, 2004. "Un modello per la dinamica del prezzo a pronti dell'elettricità," Departmental Working Papers of Economics - University 'Roma Tre' 0040, Department of Economics - University Roma Tre.
2003
- Gil Aluja, Jaime, 2003. "Clans, Affinities And Moore’S Fuzzy Pretopology," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 3-24, November.
- Vorobyev, Oleg Yu. & Vorobyev, Alexey O., 2003. "On the New Notion of the Set-Expectation for a Random Set of Events," MPRA Paper 17901, University Library of Munich, Germany, revised 27 Apr 2003.
- Mynbaev, Kairat, 2003. "Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends," MPRA Paper 18448, University Library of Munich, Germany, revised 2005.
- Skribans, Valerijs, 2003. "Latvijas būvniecības nozares attīstības prognoze [Latvian construction brunch development forecast]," MPRA Paper 26072, University Library of Munich, Germany.
- Bouoiyour, Jamal & Toufik, Said, 2003. "Productivité des industries manufacturières marocaines et investissements directs étrangers [Productivity in Moroccan manufacturing and foreign direct investment]," MPRA Paper 38097, University Library of Munich, Germany.
- Paulré, Bernard, 2003. "Editorial," European Journal of Economic and Social Systems, Lavoisier, vol. 16(1), pages 7-10.
- Arnold F. Shapiro, 2003. "Insurance Applications of Neural Networks, Fuzzy Logic, and Genetic Algorithms," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 1, pages 3-47, World Scientific Publishing Co. Pte. Ltd..
- Louise A. Francis, 2003. "An Introduction to Neural Networks in Insurance," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 2, pages 51-102, World Scientific Publishing Co. Pte. Ltd..
- Louise A. Francis, 2003. "Practical Applications of Neural Networks in Property and Casualty Insurance," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 3, pages 103-136, World Scientific Publishing Co. Pte. Ltd..
- C. Dugas & Y. Bengio & N. Chapados & P. Vincent & G. Denoncourt & C. Fournier, 2003. "Statistical Learning Algorithms Applied to Automobile Insurance Ratemaking," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 4, pages 137-197, World Scientific Publishing Co. Pte. Ltd..
- A. C. Yeo & K. A. Smith, 2003. "An Integrated Data Mining Approach to Premium Pricing for the Automobile Insurance Industry," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 5, pages 199-227, World Scientific Publishing Co. Pte. Ltd..
- Raquel Caro Carretero, 2003. "Fuzzy Logic Techniques in the Non-Life Insurance Industry," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 6, pages 229-257, World Scientific Publishing Co. Pte. Ltd..
- Ian Duncan & Arthur Robb, 2003. "Population Risk Management: Reducing Costs and Managing Risk in Health Insurance," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 7, pages 261-298, World Scientific Publishing Co. Pte. Ltd..
- Chiu-Cheng Chang, 2003. "A Fuzzy Set Theoretical Approach to Asset and Liability Management and Decision Making," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 8, pages 301-333, World Scientific Publishing Co. Pte. Ltd..
- Patrick L. Brockett & Linda L. Golden & Jaeho Jang & Chuanhou Yang, 2003. "Using Neural Networks to Predict Failure in the Marketplace," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 9, pages 337-364, World Scientific Publishing Co. Pte. Ltd..
- S. Viaene & R. A. Derrig & G. Dedene, 2003. "Illustrating the Explicative Capabilities of Bayesian Learning Neural Networks for Auto Claim Fraud Detection," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 10, pages 365-399, World Scientific Publishing Co. Pte. Ltd..
- Arnold F. Shapiro, 2003. "Merging Soft Computing Technologies in Insurance-Related Applications," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 11, pages 401-430, World Scientific Publishing Co. Pte. Ltd..
- E. Gómez-Déniz & F. J. Vázquez-Polo, 2003. "Robustness in Bayesian Models for Bonus–Malus Systems," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 12, pages 435-463, World Scientific Publishing Co. Pte. Ltd..
- Montserrat Guillen & Jan Parner & Chresten Densgsoe & Ana M. Perez-Marin, 2003. "Using Logistic Regression Models to Predict and Understand Why Customers Leave an Insurance Company," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 13, pages 465-490, World Scientific Publishing Co. Pte. Ltd..
- Inna Kolyshkina & Dan Steinberg & N. Scott Cardell, 2003. "Using Data Mining for Modeling Insurance Risk and Comparison of Data Mining and Linear Modeling Approaches," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 14, pages 493-522, World Scientific Publishing Co. Pte. Ltd..
- Krzysztof M. Ostaszewski & Grzegorz A. Rempala, 2003. "Emerging Applications of the Resampling Methods in Actuarial Models," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 15, pages 523-560, World Scientific Publishing Co. Pte. Ltd..
- Steve Craighead & Bruce Klemesrud, 2003. "System Intelligence and Active Stock Trading," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 16, pages 563-585, World Scientific Publishing Co. Pte. Ltd..
- K. C. Cheung & H. Yang, 2003. "Asset Allocation: Investment Strategies for Financial and Insurance Portfolio," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 17, pages 587-623, World Scientific Publishing Co. Pte. Ltd..
- W. Hürlimann, 2003. "The Algebra of Cash Flows: Theory and Application," World Scientific Book Chapters, in: A F Shapiro & L C Jain (ed.), Intelligent And Other Computational Techniques In Insurance Theory and Applications, chapter 18, pages 625-652, World Scientific Publishing Co. Pte. Ltd..
2002
- Berglann, Helge & Flåm, Sjur Didrik, 2002. "Stochastic Approximation, Momentum, and Nash Play," Working Papers in Economics 09/02, University of Bergen, Department of Economics.
- D'Ecclesia, Rita Laura & Gallo, Crescenzio, 2002. "Price-caps and Efficient Pricing for the Electricity Italian Market," MPRA Paper 10048, University Library of Munich, Germany.
- Ausloos, M, 2002. "Empirical Analysis of Time Series," MPRA Paper 28700, University Library of Munich, Germany.
- Burmistrova, Natalya, 2002. "Психолого-Дидактические Особенности Обучения Студентов Моделированию Экономических Процессов В Курсе Математики [Psycho-didactic teaching students especially the modeling of economic processes in t," MPRA Paper 62872, University Library of Munich, Germany.
- Kaplanski, Guy & Kroll, Yoram, 2002. "VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey," MPRA Paper 80070, University Library of Munich, Germany.
2001
- Michael Hoy & John Livernois & Chris McKenna & Ray Rees & Anthanassios Stengos, 2001. "Student's Solutions Manual for Mathematics for Economics, 2nd Edition," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262582015, April.
- Michael Hoy & John Livernois & Chris McKenna & Ray Rees & Anthanassios Stengos, 2001. "Mathematics for Economics, 2nd Edition," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262582074, April.
- Quaas, Georg, 2001. "Die naturale Struktur einer Volkswirtschaft. Kapitel 2 in: Arbeitsquantentheorie. Frankfurt a.M. 2001 [The physical structure of an economy]," MPRA Paper 64753, University Library of Munich, Germany, revised 2015.
- Mynbaev, Kairat, 2001. "The strengths and weaknesses of L2 approximable regressors," MPRA Paper 9056, University Library of Munich, Germany.
2000
- Mynbaev, Kairat, 2000. "$L_p$-Approximable sequences of vectors and limit distribution of quadratic forms of random variables," MPRA Paper 18447, University Library of Munich, Germany, revised 2001.
- Magyarkuti, Gyula, 2000. "Note on generated choice and axioms of revealed preference," MPRA Paper 20358, University Library of Munich, Germany, revised 01 Feb 2010.
- Bruss, F. Thomas & Paindaveine, Davy, 2000. "Selecting a sequence of last successes in independent trials," MPRA Paper 21166, University Library of Munich, Germany.
- Ausloos, Marcel & Vandewalle, N. & Ivanova, K., 2000. "Time is money," MPRA Paper 28703, University Library of Munich, Germany.
- Burmistrova, Natalya, 2000. "Начала Математического Моделирования Экономических Процессов [The start of mathematical modeling of economic processes]," MPRA Paper 62868, University Library of Munich, Germany.
1999
- Magyarkuti, Gyula, 1999. "A complementary approach to transitive rationalizability," MPRA Paper 20164, University Library of Munich, Germany.
1998
- Freeman, Alan, 1998. "The indeterminacy of price-value correlations: a comment on papers by Simo Mohun and Anwar Shaikh," MPRA Paper 2040, University Library of Munich, Germany, revised 1998.
- Yinghao LUO & Mingmin LUO, 2016.
"Discrete Time Or Continuous Time, That Is The Question: The Case Of Samuelson’S Multiplier-Accelerator Model,"
Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 7(2), pages 155-159.
- Luo, Yinghao, 1998. "Discrete Time or Continuous Time, That is the Question: the Case of Samuelson’s Multiplier-Accelerator Model," MPRA Paper 74493, University Library of Munich, Germany.
- Krzysztof Burnecki, 1998. "Self-similar models in risk theory," HSC Research Reports HSC/98/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
1997
- Gourieroux, Christian & Le Fol, Gaëlle, 1997. "Modes de négociation et caractéristiques de marché," CEPREMAP Working Papers (Couverture Orange) 9714, CEPREMAP.
- Onour, Ibrahim & Cameron, Norman, 1997. "Parallel Market Premia and Misalignment of Official Exchange Rates," MPRA Paper 15537, University Library of Munich, Germany.
- Chichilnisky, Graciela, 1997. "Topology and invertible maps," MPRA Paper 8811, University Library of Munich, Germany.
1996
- Graciela Chichilnisky, 1996.
"Markets And Games: A Simple Equivalence Among The Core, Equilibrium And Limited Arbitrage,"
Metroeconomica, Wiley Blackwell, vol. 47(3), pages 266-280, October.
- Chichilnisky, Graciela, 1996. "Markets and games: a simple equivalence among the core, equilibrium and limited arbitrage," MPRA Paper 8492, University Library of Munich, Germany.
- Graciela Chichilnisky, 1996.
"Markets And Games: A Simple Equivalence Among The Core, Equilibrium And Limited Arbitrage,"
Metroeconomica, Wiley Blackwell, vol. 47(3), pages 266-280, October.
- Chichilnisky, Graciela, 1996. "Markets and games: a simple equivalence among the core, equilibrium and limited arbitrage," MPRA Paper 8492, University Library of Munich, Germany.
- Graciela Chichilnisky, 1996.
"A robust theory of resource allocation,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 13(1), pages 1-10, January.
- Chichilnisky, Graciela, 1994. "A robust theory of resource allocation," MPRA Paper 8599, University Library of Munich, Germany.
1995
- Kwasnicki, Witold & Kwasnicka, Halina, 1995. "Long-term diffusion factors of technological development - an evolutionary model and case study," MPRA Paper 22262, University Library of Munich, Germany.
- Gérard Defives, 1995. "Analysis of unlikelihood tables, population geometric representation," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 20(10), pages 7-16, January-D.
1994
- Graciela Chichilnisky, 1996.
"A robust theory of resource allocation,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 13(1), pages 1-10, January.
- Chichilnisky, Graciela, 1994. "A robust theory of resource allocation," MPRA Paper 8599, University Library of Munich, Germany.
1993
- Mirakhor, Abbas, 1993. "Equilibrium in a Non-Interest Open Economy," MPRA Paper 56011, University Library of Munich, Germany.
- David Card, 1993.
"Using Geographic Variation in College Proximity to Estimate the Return to Schooling,"
NBER Working Papers
4483, National Bureau of Economic Research, Inc.
- David Card, 1993. "Using Geographic Variation in College Proximity to Estimate the Return to Schooling," Working Papers 696, Princeton University, Department of Economics, Industrial Relations Section..
- David Card, 1993. "Using Geographic Variation in College Proximity to Estimate the Return to Schooling," Working Papers 696, Princeton University, Department of Economics, Industrial Relations Section..
1992
- Schlicht, Ekkehart, 1992. "Marshall, Keynes, and Macroeconomics," Munich Reprints in Economics 11055, University of Munich, Department of Economics.
- Fischer, Manfred M. & Essletzbichler, Jürgen & Gassler, Helmut & Trichtl, Gerhard, 1992. "Telephone Communication Patterns in Austria A Comparison of the IPFP based Graph-Theoretic and the Intramax Approaches," MPRA Paper 77826, University Library of Munich, Germany.
1991
- Debertin, David L. & Pagoulatos, Angelos, 1991. "Research in Agricultural Economics 1919-1990:Seventy-two Years of Change," Staff Papers 158755, University of Kentucky, Department of Agricultural Economics.
- Pandey, S.S.D., 1991. "Trafficking in drugs and economic theory," MPRA Paper 35711, University Library of Munich, Germany.
1990
- Forges, F., 1990. "Some Thoughts on Efficiency and Information," LIDAM Discussion Papers CORE 1990071, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ekkehart Schlicht, 1990.
"Local aggregation in a dynamic setting,"
Journal of Economics, Springer, vol. 51(3), pages 287-305, October.
- Schlicht, Ekkehart, 1990. "Local Aggregation in a Dynamic Setting," Munich Reprints in Economics 3327, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 1990. "Local Aggregation in a Dynamic Setting," Munich Reprints in Economics 2118, University of Munich, Department of Economics.
- Ekkehart Schlicht, 1990.
"Local aggregation in a dynamic setting,"
Journal of Economics, Springer, vol. 51(3), pages 287-305, October.
- Schlicht, Ekkehart, 1990. "Local Aggregation in a Dynamic Setting," Munich Reprints in Economics 3327, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 1990. "Local Aggregation in a Dynamic Setting," Munich Reprints in Economics 2118, University of Munich, Department of Economics.
- Ekkehart Schlicht, 1990.
"Local aggregation in a dynamic setting,"
Journal of Economics, Springer, vol. 51(3), pages 287-305, October.
- Schlicht, Ekkehart, 1990. "Local Aggregation in a Dynamic Setting," Munich Reprints in Economics 2118, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 1990. "Local Aggregation in a Dynamic Setting," Munich Reprints in Economics 3327, University of Munich, Department of Economics.
- Chichilnisky, Graciela, 1989.
"North-South trade and basic needs,"
MPRA Paper
8122, University Library of Munich, Germany.
- Chichilnisky, Graciela, 1990. "North-South trade and basic needs," MPRA Paper 8125, University Library of Munich, Germany.
- Chichilnisky, Graciela, 1989. "North-South trade and basic needs," MPRA Paper 8357, University Library of Munich, Germany.
- Chichilnisky, Graciela, 1990. "Social choice and the closed convergence topology," MPRA Paper 8353, University Library of Munich, Germany.
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1989
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1977
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1971
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