Ecosystem Management a Management View
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Montgomery, W. David, 1972. "Markets in licenses and efficient pollution control programs," Journal of Economic Theory, Elsevier, vol. 5(3), pages 395-418, December.
- Arthur, W.B. & Holland, J.H. & LeBaron, B. & Palmer, R. & Tayler, P., 1996.
"Asset Pricing Under Endogenous Expectations in an Artificial Stock Market,"
Working papers
9625, Wisconsin Madison - Social Systems.
- W. Brian Arthur & John H. Holland & Blake LeBaron & Richard Palmer & Paul Taylor, 1996. "Asset Pricing Under Endogenous Expectation in an Artificial Stock Market," Working Papers 96-12-093, Santa Fe Institute.
- Abildtrup, Jens & Strange, Niels, 2000. "The option value of non-contaminated forest watersheds," Forest Policy and Economics, Elsevier, vol. 1(2), pages 115-125, August.
- W. Brian Arthur & Paul Tayler, "undated". "Asset Pricing Under Endogenous Expectations in an Artificial Stock Market," Computing in Economics and Finance 1997 57, Society for Computational Economics.
- Heidi Albers & Anthony Fisher & W. Hanemann, 1996. "Valuation and management of tropical forests," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 8(1), pages 39-61, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ravn-Jonsen, Lars J., 2011.
"Intertemporal choice of marine ecosystem exploitation,"
Ecological Economics, Elsevier, vol. 70(10), pages 1726-1734, August.
- Lars J. Ravn-Jonsen, 2009. "Intertemporal Choice of Marine Ecosystem Exploitation," Working Papers 88/09, University of Southern Denmark, Department of Sociology, Environmental and Business Economics.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Brock, William A. & Hommes, Cars H. & Wagener, Florian O. O., 2005.
"Evolutionary dynamics in markets with many trader types,"
Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 7-42, February.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2002. "Evolutionary dynamics in markets with many trader types," CeNDEF Working Papers 02-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi, 2003.
"Traders' Long-Run Wealth in an Artificial Financial Market,"
Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 255-272, October.
- Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi, 2002. "Traders’ long-run wealth in an artificial financial market," Computing in Economics and Finance 2002 301, Society for Computational Economics.
- Amilon, Henrik, 2008.
"Estimation of an adaptive stock market model with heterogeneous agents,"
Journal of Empirical Finance, Elsevier, vol. 15(2), pages 342-362, March.
- Henrik Amilon, 2003. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Research Paper Series 107, Quantitative Finance Research Centre, University of Technology, Sydney.
- Amilon, Henrik, 2005. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Working Paper Series 177, Sveriges Riksbank (Central Bank of Sweden).
- Anufriev, Mikhail & Panchenko, Valentyn, 2009.
"Asset prices, traders' behavior and market design,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1073-1090, May.
- Anufriev, M. & Panchenko, V., 2007. "Asset Prices, Traders' Behavior, and Market Design," CeNDEF Working Papers 07-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sonnemans, Joep & Hommes, Cars & Tuinstra, Jan & van de Velden, Henk, 2004.
"The instability of a heterogeneous cobweb economy: a strategy experiment on expectation formation,"
Journal of Economic Behavior & Organization, Elsevier, vol. 54(4), pages 453-481, August.
- Sonnemans, J. & Hommes, C.H. & Tuinstra, J. & van de Velden, H., 1999. "The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation," CeNDEF Working Papers 99-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Leigh Tesfatsion, 1998.
"Teaching Agent-Based Computational Economics to Graduate Students,"
Computational Economics
9809001, University Library of Munich, Germany, revised 16 Nov 1998.
- Tesfatsion, Leigh, 1998. "Teaching Agent-Based Computational Economics to Graduate Students," ISU General Staff Papers 199807010700001043, Iowa State University, Department of Economics.
- Tesfatsion, Leigh S., 1998. "Teaching Agent-Based Computational Economics to Graduate Students," Staff General Research Papers Archive 1199, Iowa State University, Department of Economics.
- Tesfatsion, Leigh, 1998. "Teaching Agent-Based Computational Economics To Graduate Students," Economic Reports 18193, Iowa State University, Department of Economics.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2001.
"Evolutionary Dynamics in Financial Markets With Many Trader Types,"
CeNDEF Working Papers
01-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Brock,W.A. & Hommes,C.H., 2001. "Evolutionary dynamics in financial markets with many trader types," Working papers 7, Wisconsin Madison - Social Systems.
- W.A. Brock, C.H. Hommes and F.O.O. Wagener, 2001. "Evolutionary dynamics in financial markets with many trader types," Computing in Economics and Finance 2001 119, Society for Computational Economics.
- Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015.
"Financial Symmetry and Moods in the Market,"
PLOS ONE, Public Library of Science, vol. 10(4), pages 1-21, April.
- Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Documents de travail du Centre d'Economie de la Sorbonne 14030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015. "Financial Symmetry and Moods in the Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01215755, HAL.
- Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015. "Financial Symmetry and Moods in the Market," Post-Print hal-01215755, HAL.
- Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Post-Print halshs-00983008, HAL.
- Chia-Hsuan Yeh, 2007. "The role of intelligence in time series properties," Computational Economics, Springer;Society for Computational Economics, vol. 30(2), pages 95-123, September.
- Hommes, C.H., 2005. "Heterogeneous Agents Models: two simple examples, forthcoming In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164," CeNDEF Working Papers 05-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Frank Ackerman, 2001.
"Still dead after all these years: interpreting the failure of general equilibrium theory,"
Journal of Economic Methodology, Taylor & Francis Journals, vol. 9(2), pages 119-139.
- Frank Ackerman, "undated". "Still Dead After All These Years: Interpreting the Failure of General Equilibrium Theory," GDAE Working Papers 00-01, GDAE, Tufts University.
- Ackerman, Frank, 2000. "Still Dead After All These Years: Interpreting the Failure of General Equilibrium Theory," Working Papers 15587, Tufts University, Global Development and Environment Institute.
- J. Doyne Farmer & Andrew W. Lo, 1999. "Frontiers of Finance: Evolution and Efficient Markets," Working Papers 99-06-039, Santa Fe Institute.
- Mikhail Anufriev & Giulio Bottazzi, 2004. "Asset Pricing Model with Heterogeneous Investment Horizons," LEM Papers Series 2004/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Eklund, Johan E, 2009. "One Share – One Vote: new evidence from the Nordic countries," Working Paper Series in Economics and Institutions of Innovation 168, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Marco Licalzi & Paolo Pellizzari, 2003.
"Fundamentalists clashing over the book: a study of order-driven stock markets,"
Quantitative Finance, Taylor & Francis Journals, vol. 3(6), pages 470-480.
- Marco LiCalzi & Paolo Pellizzari, 2002. "Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets," Computational Economics 0207001, University Library of Munich, Germany, revised 04 Mar 2003.
- Baosheng Yuan & Kan Chen, 2006. "Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(2), pages 189-214, November.
- Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2008.
"Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 101-136, January.
- Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2005. "Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach," Economics Working Papers 2005-14, Christian-Albrechts-University of Kiel, Department of Economics.
- Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2006. "Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach," Economics Working Papers 2006-16, Christian-Albrechts-University of Kiel, Department of Economics.
- Leonardo dos Santos Pinheiro & Flavio Codeco COelho, 2017. "An Agent-based Model of Contagion in Financial Networks," Papers 1703.07513, arXiv.org.
- Shu-Heng Chen & Chia-Hsuan Yeh, 1999. "Evolving Traders and the Faculty of the Business School: A New Architecture of the Artificial Stock Market," Computing in Economics and Finance 1999 613, Society for Computational Economics.
- Rzeszutek, Marcin & Godin, Antoine & Szyszka, Adam & Augier, Stanislas, 2020. "Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 118(C).
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENV-2009-07-28 (Environmental Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sdk:wpaper:86. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ulla H. Oehlenschläger The email address of this maintainer does not seem to be valid anymore. Please ask Ulla H. Oehlenschläger to update the entry or send us the correct address (email available below). General contact details of provider: https://edirc.repec.org/data/iehhsdk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.