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Greenspan, Dodd-Frank and Stochastic Optimal Control

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  • Jerome L. Stein

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  • Jerome L. Stein, 2010. "Greenspan, Dodd-Frank and Stochastic Optimal Control," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(04), pages 55-62, December.
    • Handle: RePEc:ces:ifofor:v:11:y:2010:i:04:p:55-62
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    File URL: https://www.cesifo.org/DocDL/forum4-10-special2.pdf
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    References listed on IDEAS

    as
    1. Jerome L. Stein, 2010. "Greenspan's Retrospective of Financial Crisis and Stochastic Optimal Control," European Financial Management, European Financial Management Association, vol. 16(5), pages 858-871, November.
    2. Fleming, Wendell H. & Stein, Jerome L., 2004. "Stochastic optimal control, international finance and debt," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 979-996, May.
    3. Stein, Jerome L., 2006. "Stochastic Optimal Control, International Finance, and Debt Crises," OUP Catalogue, Oxford University Press, number 9780199280575, Decembrie.
    4. Yuliya Demyanyk & Otto van Hemert, 2007. "Understanding the subprime mortgage crisis," Supervisory Policy Analysis Working Papers 2007-05, Federal Reserve Bank of St. Louis.
    5. Stein, Jerome L., 2011. "The crisis, Fed, Quants and stochastic optimal control," Economic Modelling, Elsevier, vol. 28(1-2), pages 272-280, January.
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    Cited by:

    1. Jerome L. Stein, 2011. "The Diversity of Debt Crises in Europe," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 12(04), pages 44-51, December.

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    More about this item

    Keywords

    Finanzmarkt; Regulierung; Zentralbank; Kontrolltheorie; USA;
    All these keywords.

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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