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Marcos Escobar Anel

Personal Details

First Name:Marcos
Middle Name:
Last Name:Escobar Anel
Suffix:
RePEc Short-ID:pes169
https://www.uwo.ca/stats/people/bios/marcos-escobar-anel.html
Department of Statistical and Actuarial Sciences Western University
Terminal Degree:2004 RiskLab Toronto; University of Toronto (from RePEc Genealogy)

Affiliation

University of Western Ontario, Department of Statistical and Actuarial Sciences

https://www.uwo.ca/stats/index.html
Canada, London

Research output

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Jump to: Working papers Articles Chapters

Working papers

  1. Marcos Escobar-Anel & Yiyao Jiao, 2023. "Unraveling the Trade-off between Sustainability and Returns: A Multivariate Utility Analysis," Papers 2307.12161, arXiv.org.
  2. Marcos Escobar-Anel & Michel Kschonnek & Rudi Zagst, 2023. "Mind the Cap! -- Constrained Portfolio Optimisation in Heston's Stochastic Volatility Model," Papers 2306.11158, arXiv.org.
  3. Marcos Escobar-Anel & Yevhen Havrylenko & Rudi Zagst, 2023. "Optimal fees in hedge funds with first-loss compensation," Papers 2310.19023, arXiv.org.
  4. Marcos Escobar-Anel & Michel Kschonnek & Rudi Zagst, 2023. "Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics," Papers 2303.09835, arXiv.org.
  5. Marcos Escobar-Anel & Matt Davison & Yichen Zhu, 2022. "Derivatives-based portfolio decisions. An expected utility insight," Papers 2201.03717, arXiv.org.
  6. Matt Davison & Marcos Escobar-Anel & Yichen Zhu, 2022. "Optimal market completion through financial derivatives with applications to volatility risk," Papers 2202.08148, arXiv.org.
  7. Marcos Escobar-Anel & Yevhen Havrylenko & Rudi Zagst, 2022. "Value-at-Risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model," Papers 2208.14152, arXiv.org, revised Jul 2024.
  8. Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst, 2021. "Closed-form portfolio optimization under GARCH models," Papers 2109.00433, arXiv.org.
  9. Marcos Escobar-Anel & Yevhen Havrylenko & Michel Kschonnek & Rudi Zagst, 2021. "Decrease of capital guarantees in life insurance products: can reinsurance stop it?," Papers 2111.03603, arXiv.org.
  10. Marcos Escobar & Daniela Neykova & Rudi Zagst, 2014. "Portfolio Optimization in Affine Models with Markov Switching," Papers 1403.5247, arXiv.org.

Articles

  1. Escobar-Anel, Marcos & Yang, Yu-Jung & Zagst, Rudi, 2025. "Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications," The North American Journal of Economics and Finance, Elsevier, vol. 77(C).
  2. Marcos Escobar-Anel & Sebastian Ferrando & Fuyu Li & Ke Xu, 2025. "Data-Based Parametrization for Affine GARCH Models Across Multiple Time Scales—Roughness Implications," Econometrics, MDPI, vol. 13(1), pages 1-17, February.
  3. Escobar-Anel, Marcos & Hou, Yangyang & Stentoft, Lars, 2025. "The shifted GARCH model with affine variance: Applications in pricing," Finance Research Letters, Elsevier, vol. 71(C).
  4. Wei Li Fan & Marcos Escobar Anel, 2024. "Robust Portfolio Choice under the Modified Constant Elasticity of Variance," Mathematics, MDPI, vol. 12(3), pages 1-31, January.
  5. Matt Davison & Marcos Escobar-Anel & Yichen Zhu, 2024. "Optimal Market Completion through Financial Derivatives with Applications to Volatility Risk," JRFM, MDPI, vol. 17(10), pages 1-20, October.
  6. Escobar-Anel, Marcos & Spies, Ben & Zagst, Rudi, 2024. "Do jumps matter in discrete-time portfolio optimization?," Operations Research Perspectives, Elsevier, vol. 13(C).
  7. Escobar-Anel, Marcos & Stentoft, Lars & Ye, Xize, 2024. "Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models," Finance Research Letters, Elsevier, vol. 69(PA).
  8. Marcos Escobar-Anel & Max Speck & Rudi Zagst, 2024. "Bayesian Learning in an Affine GARCH Model with Application to Portfolio Optimization," Mathematics, MDPI, vol. 12(11), pages 1-27, May.
  9. Marcos Escobar-Anel & Ben Spies & Rudi Zagst, 2024. "Optimal consumption and investment in general affine GARCH models," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 46(3), pages 987-1026, September.
  10. Marcos Escobar-Anel & Yiyao Jiao, 2024. "Robust Portfolio Optimization with Environmental, Social, and Corporate Governance Preference," Risks, MDPI, vol. 12(2), pages 1-29, February.
  11. Marcos Escobar-Anel & Eric Molter & Rudi Zagst, 2024. "The power of derivatives in portfolio optimization under affine GARCH models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 47(1), pages 151-181, June.
  12. Escobar-Anel, Marcos & Spies, Ben & Zagst, Rudi, 2024. "Mean–variance optimization under affine GARCH: A utility-based solution," Finance Research Letters, Elsevier, vol. 59(C).
  13. Marcos Escobar-Anel & Yiyao Jiao, 2024. "Unraveling the relationship between sustainability and returns: a multi-attribute utility analysis," China Finance Review International, Emerald Group Publishing Limited, vol. 14(4), pages 719-758, July.
  14. M. Escobar-Anel & M. Kschonnek & R. Zagst, 2023. "Mind the cap!—constrained portfolio optimisation in Heston's stochastic volatility model," Quantitative Finance, Taylor & Francis Journals, vol. 23(12), pages 1793-1813, November.
  15. Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2023. "Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing," International Review of Financial Analysis, Elsevier, vol. 87(C).
  16. Yuyang Cheng & Marcos Escobar-Anel, 2023. "A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions," Quantitative Finance, Taylor & Francis Journals, vol. 23(3), pages 497-519, March.
  17. Marcos Escobar-Anel & Weili Fan, 2023. "The SEV-SV Model—Applications in Portfolio Optimization," Risks, MDPI, vol. 11(2), pages 1-34, January.
  18. Cheng, Yuyang & Escobar-Anel, Marcos, 2023. "A class of portfolio optimization solvable problems," Finance Research Letters, Elsevier, vol. 52(C).
  19. Marcos Escobar-Anel & Lorenz Theilacker & Rudi Zagst, 2023. "Revisiting the 1/N-strategy: a neural network framework for optimal strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(2), pages 505-542, December.
  20. Yichen Zhu & Marcos Escobar-Anel & Matt Davison, 2023. "A Polynomial-Affine Approximation for Dynamic Portfolio Choice," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 1177-1213, October.
  21. Marcos Escobar-Anel & Lorenz Theilacker & Rudi Zagst, 2023. "Correction: Revisiting the 1/N-strategy: a neural network framework for optimal strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(2), pages 543-543, December.
  22. Yuyang Cheng & Marcos Escobar-Anel, 2023. "Optimal Consumption and Robust Portfolio Choice for the 3/2 and 4/2 Stochastic Volatility Models," Mathematics, MDPI, vol. 11(18), pages 1-28, September.
  23. Marcos Escobar-Anel & Michel Kschonnek & Rudi Zagst, 2022. "Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 95(1), pages 101-140, February.
  24. Escobar-Anel, Marcos, 2022. "Multivariate risk aversion utility, application to ESG investments," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  25. Escobar-Anel, Marcos & Havrylenko, Yevhen & Kschonnek, Michel & Zagst, Rudi, 2022. "Decrease of capital guarantees in life insurance products: Can reinsurance stop it?," Insurance: Mathematics and Economics, Elsevier, vol. 105(C), pages 14-40.
  26. Marcos Escobar-Anel & Maximilian Keller & Rudi Zagst & Egidio D'Amato, 2022. "Optimal HARA Investments with Terminal VaR Constraints," Advances in Operations Research, Hindawi, vol. 2022, pages 1-20, May.
  27. Escobar-Anel, Marcos & Gollart, Maximilian & Zagst, Rudi, 2022. "Closed-form portfolio optimization under GARCH models," Operations Research Perspectives, Elsevier, vol. 9(C).
  28. Zhu, Yichen & Escobar-Anel, Marcos, 2022. "Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck 4/2 models," Applied Mathematics and Computation, Elsevier, vol. 418(C).
  29. Marcos Escobar-Anel & Markus Wahl & Rudi Zagst, 2022. "Portfolio optimization with wealth-dependent risk constraints," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2022(3), pages 244-268, March.
  30. Marcos Escobar-Anel & Matt Davison & Yichen Zhu, 2022. "Derivatives-based portfolio decisions: an expected utility insight," Annals of Finance, Springer, vol. 18(2), pages 217-246, June.
  31. Marcos Escobar-Anel & Sebastian Ferrando & Christoph Gschnaidtner & Alexey Rubtsov, 2022. "International portfolio choice under multi-factor stochastic volatility," Quantitative Finance, Taylor & Francis Journals, vol. 22(6), pages 1193-1216, June.
  32. Marcos Escobar-Anel, 2022. "A dynamic programming approach to path-dependent constrained portfolios," Annals of Operations Research, Springer, vol. 315(1), pages 141-157, August.
  33. Junhe Chen & Marcos Escobar-Anel, 2021. "Model uncertainty on commodity portfolios, the role of convenience yield," Annals of Finance, Springer, vol. 17(4), pages 501-528, December.
  34. Yuyang Cheng & Marcos Escobar-Anel, 2021. "Optimal investment strategy in the family of 4/2 stochastic volatility models," Quantitative Finance, Taylor & Francis Journals, vol. 21(10), pages 1723-1751, October.
  35. Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2021. "Option pricing with conditional GARCH models," European Journal of Operational Research, Elsevier, vol. 289(1), pages 350-363.
  36. Yichen Zhu & Marcos Escobar-Anel, 2021. "A Neural Network Monte Carlo Approximation for Expected Utility Theory," JRFM, MDPI, vol. 14(7), pages 1-18, July.
  37. Junhe Chen & Matt Davison & M. Escobar-Anel & Golara Zafari, 2021. "Robust portfolios with commodities and stochastic interest rates," Quantitative Finance, Taylor & Francis Journals, vol. 21(6), pages 991-1010, June.
  38. Marcos Escobar-Anel & Zhenxian Gong, 2021. "Mean-Reverting 4/2 Principal Components Model. Financial Applications," Risks, MDPI, vol. 9(8), pages 1-23, July.
  39. Marcos Escobar-Anel & Ben Spies & Rudi Zagst, 2021. "Expected Utility Theory on General Affine GARCH Models," Applied Mathematical Finance, Taylor & Francis Journals, vol. 28(6), pages 477-507, November.
  40. Marcos Escobar-Anel & Andreas Lichtenstern & Rudi Zagst, 2020. "Behavioral portfolio insurance strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(4), pages 353-399, December.
  41. Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2020. "Affine multivariate GARCH models," Journal of Banking & Finance, Elsevier, vol. 118(C).
  42. Marcos Escobar-Anel & Andreas Lichtenstern & Rudi Zagst, 2020. "Behavioral Portfolio Choice Under Hyperbolic Absolute Risk Aversion," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 23(07), pages 1-33, November.
  43. Escobar-Anel, M. & Havrylenko, Y. & Zagst, R., 2020. "Optimal fees in hedge funds with first-loss compensation," Journal of Banking & Finance, Elsevier, vol. 118(C).
  44. Marcos Escobar‐Anel & Zhenxian Gong, 2020. "The mean‐reverting 4/2 stochastic volatility model: Properties and financial applications," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 36(5), pages 836-856, September.
  45. Jiang, Wenjun & Escobar-Anel, Marcos & Ren, Jiandong, 2020. "Optimal Insurance Contracts Under Distortion Risk Measures With Ambiguity Aversion," ASTIN Bulletin, Cambridge University Press, vol. 50(2), pages 619-646, May.
  46. Escobar, Marcos & Fang, Lin, 2020. "Stochastic volatility models for the implied correlation index," Finance Research Letters, Elsevier, vol. 35(C).
  47. Marcos Escobar-Anel & Harold A. Moreno-Franco, 2019. "Dynamic portfolio strategies under a fully correlated jump-diffusion process," Annals of Finance, Springer, vol. 15(3), pages 421-453, September.
  48. Marcos Escobar & Paul Kriebel & Markus Wahl & Rudi Zagst, 2019. "Portfolio optimization under Solvency II," Annals of Operations Research, Springer, vol. 281(1), pages 193-227, October.
  49. Yuyang Cheng & Marcos Escobar-Anel & Zhenxian Gong, 2019. "Generalized Mean-Reverting 4/2 Factor Model," JRFM, MDPI, vol. 12(4), pages 1-21, October.
  50. V. Bergen & M. Escobar & A. Rubtsov & R. Zagst, 2018. "Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity," Quantitative Finance, Taylor & Francis Journals, vol. 18(8), pages 1265-1294, August.
  51. Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey, 2018. "Dynamic derivative strategies with stochastic interest rates and model uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 49-71.
  52. Marcos Escobar-Anel & Vincent Höhn & Luis Seco & Rudi Zagst, 2018. "Optimal fee structures in hedge funds," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 522-542, December.
  53. Marcos Escobar & Christoph Gschnaidtner, 2018. "A multivariate stochastic volatility model with applications in the foreign exchange market," Review of Derivatives Research, Springer, vol. 21(1), pages 1-43, April.
  54. Barbara Goetz & Marcos Escobar & Rudi Zagst, 2017. "Two asset-barrier option under stochastic volatility," Applied Mathematical Finance, Taylor & Francis Journals, vol. 24(6), pages 520-546, November.
  55. Marcos Escobar & Sebastian Ferrando & Alexey Rubtsov, 2017. "Optimal investment under multi-factor stochastic volatility," Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 241-260, February.
  56. M. Escobar & D. Neykova & R. Zagst, 2017. "HARA utility maximization in a Markov-switching bond–stock market," Quantitative Finance, Taylor & Francis Journals, vol. 17(11), pages 1715-1733, November.
  57. Marcos Escobar & Mikhail Krayzler & Franz Ramsauer & David Saunders & Rudi Zagst, 2016. "Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs," Risks, MDPI, vol. 4(4), pages 1-36, November.
  58. Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey, 2016. "Portfolio choice with stochastic interest rates and learning about stock return predictability," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 347-370.
  59. Monika Bi & Marcos Escobar & Barbara Goetz & Rudi Zagst, 2016. "Principal component models with stochastic mean‐reverting levels. Pricing and covariance surface improvements," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 32(5), pages 585-606, September.
  60. Marcos Escobar & Sven Panz, 2016. "A Note on the Impact of Parameter Uncertainty on Barrier Derivatives," Risks, MDPI, vol. 4(4), pages 1-25, September.
  61. Marcos Escobar & Daniel Krause & Rudi Zagst, 2016. "Stochastic covariance and dimension reduction in the pricing of basket options," Review of Derivatives Research, Springer, vol. 19(3), pages 165-200, October.
  62. Marcos Escobar & Barbara Götz & Daniela Neykova & Rudi Zagst, 2015. "Pricing Two-Asset Barrier Options Under Stochastic Correlation Via Perturbation," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 1-44.
  63. Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey, 2015. "Robust portfolio choice with derivative trading under stochastic volatility," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 142-157.
  64. Marcos Escobar & Daniela Neykova & Rudi Zagst, 2015. "Portfolio Optimization In Affine Models With Markov Switching," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(05), pages 1-46.
  65. Daniela Neykova & Marcos Escobar & Rudi Zagst, 2015. "Optimal investment in multidimensional Markov-modulated affine models," Annals of Finance, Springer, vol. 11(3), pages 503-530, November.
  66. Marcos Escobar & Barbara G�tz & Daniela Neykova & Rudi Zagst, 2014. "Stochastic Correlation and Volatility Mean-reversion - Empirical Motivation and Derivatives Pricing via Perturbation Theory," Applied Mathematical Finance, Taylor & Francis Journals, vol. 21(6), pages 555-594, December.
  67. Marcos Escobar & Julio Hernandez, 2014. "A Note on the Distribution of Multivariate Brownian Extrema," International Journal of Stochastic Analysis, Hindawi, vol. 2014, pages 1-6, November.
  68. Barbara G�tz & Marcos Escobar & Rudi Zagst, 2014. "Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance," Applied Mathematical Finance, Taylor & Francis Journals, vol. 21(4), pages 363-397, September.
  69. Marcos Escobar & Peter Hieber & Matthias Scherer, 2014. "Efficiently pricing double barrier derivatives in stochastic volatility models," Review of Derivatives Research, Springer, vol. 17(2), pages 191-216, July.
  70. Marcos Escobar & Sebastian Ferrando & Xianzhang Wen, 2014. "Barrier options in three dimensions," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 3(3), pages 260-292.
  71. German Bernhart & Marcos Escobar Anel & Jan-Frederik Mai & Matthias Scherer, 2013. "Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(2), pages 179-203, February.
  72. Marcos Escobar & Pablo Olivares, 2013. "Pricing of mountain range derivatives under a principal component stochastic volatility model," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 29(1), pages 31-44, January.
  73. Marcos Escobar & Luis Seco, 2012. "Residual Model for Future Prices," Journal of Business Administration Research, Journal of Business Administration Research, Sciedu Press, vol. 1(2), pages 110-119, October.
  74. Escobar, Marcos & Friederich, Tim & Seco, Luis & Zagst, Rudi, 2011. "A General Structural Approach For Credit Modeling Under Stochastic Volatility," Journal of Financial Transformation, Capco Institute, vol. 32, pages 123-132.
  75. Marcos Escobar & Pablo Olivares, 2011. "Risk Management Under A Factor Stochastic Volatility Model," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 28(01), pages 65-80.
  76. Alexander Alvarez & Marcos Escobar & Pablo Olivares, 2011. "Pricing two dimensional derivatives under stochastic correlation," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 2(4), pages 265-287.
  77. M. Escobar & T. Friederich & M. Krayzler & L. Seco & R. Zagst, 2011. "An intensity‐based approach for equity modeling," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 27(6), pages 676-690, November.
  78. Marcos Escobar & Barbara Gotz & Luis Seco & Rudi Zagst, 2010. "Pricing a CDO on stochastically correlated underlyings," Quantitative Finance, Taylor & Francis Journals, vol. 10(3), pages 265-277.
  79. Janko Hernandez & Pablo Olivares & Marcos Escobar, 2009. "Asymptotic behavior of maximum likelihood estimators in a branching diffusion model," Statistical Inference for Stochastic Processes, Springer, vol. 12(2), pages 115-137, June.
  80. Abínzano, Isabel & Seco, Luis & Escobar, Marcos & Olivares, Pablo, 2009. "Single and Double Black-Cox: Two approaches for modelling debt restructuring," Economic Modelling, Elsevier, vol. 26(5), pages 910-917, September.
  81. Marcos Escobar & Tobias Frielingsdorf and Rudi Zagst, . "Impact of factor models on portfolio risk measures: a structural approach," Journal of Credit Risk, Journal of Credit Risk.
  82. Marcos Escobar & Barbara Götz & Luis Seco & Rudi Zagst, . "Pricing of spread options on stochastically correlated underlyings," Journal of Computational Finance, Journal of Computational Finance.
  83. Marcos Escobar & Sven Panz & Rudi Zagst, . "Pricing multiple barrier derivatives under stochastic volatility," Journal of Computational Finance, Journal of Computational Finance.

Chapters

  1. Barbara Götz & Rudi Zagst & Marcos Escobar, 2010. "Pricing Certificates Under Issuer Risk," World Scientific Book Chapters, in: Rüdiger Kiesel & Matthias Scherer & Rudi Zagst (ed.), Alternative Investments And Strategies, chapter 6, pages 123-146, World Scientific Publishing Co. Pte. Ltd..
  2. M. Escobar & L. Seco, 2008. "The Mathematics of Risk Transfer," Springer Books, in: David L. Olson & Desheng Wu (ed.), New Frontiers in Enterprise Risk Management, chapter 7, pages 95-112, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-UPT: Utility Models and Prospect Theory (9) 2021-09-13 2021-11-15 2022-01-31 2022-04-11 2022-10-03 2023-04-10 2023-07-31 2023-08-28 2023-12-11. Author is listed
  2. NEP-RMG: Risk Management (6) 2021-09-13 2021-11-15 2022-01-31 2022-04-11 2022-10-03 2023-07-31. Author is listed
  3. NEP-CWA: Central and Western Asia (2) 2021-09-13 2022-01-31
  4. NEP-ORE: Operations Research (2) 2021-09-13 2022-04-11
  5. NEP-BAN: Banking (1) 2022-04-11
  6. NEP-CMP: Computational Economics (1) 2022-04-11
  7. NEP-DGE: Dynamic General Equilibrium (1) 2022-10-03
  8. NEP-ENE: Energy Economics (1) 2023-08-28
  9. NEP-ENV: Environmental Economics (1) 2023-08-28
  10. NEP-IAS: Insurance Economics (1) 2021-11-15
  11. NEP-ISF: Islamic Finance (1) 2021-09-13
  12. NEP-SEA: South East Asia (1) 2022-01-31

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