Research classified by Journal of Economic Literature (JEL) codes

2014

• Peter N, Bell, 2014, "Optimal Use of Put Options in a Stock Portfolio," MPRA Paper, University Library of Munich, Germany, number 54394, Mar.
• Li, Minqiang, 2014, "Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach," MPRA Paper, University Library of Munich, Germany, number 54595, Mar.
• Li, Minqiang, 2014, "Analytic Approximation of Finite-Maturity Timer Option Prices," MPRA Paper, University Library of Munich, Germany, number 54597, Mar.
• durongkaveroj, wannaphong, 2014, "Government Expenditure Determination on the Basis of Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 55048, Apr.
• Albers, Scott, 2014, "Towards an economic architecture of the rings of Saturn: On the Political Economy Wave, Kaluza’s fifth dimension and an alternative derivation of the Roche Limit," MPRA Paper, University Library of Munich, Germany, number 55276, Apr.
• Alcantud, José Carlos R. & de Andrés Calle, Rocío, 2014, "Hesitant fuzzy sets: The Hurwicz approach to the analysis of project evaluation problems," MPRA Paper, University Library of Munich, Germany, number 55281, Mar.
• Fantazzini, Dean, 2014, "Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'," MPRA Paper, University Library of Munich, Germany, number 55430.
• Albers, Scott, 2014, "On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings," MPRA Paper, University Library of Munich, Germany, number 55632, Apr.
• Das, Sabuj & Mohajan, Haradhan, 2014, "Generating Functions for X(n) and Y(n)," MPRA Paper, University Library of Munich, Germany, number 55685, Jan, revised 30 Jan 2014.
• Fry, John, 2014, "Multivariate bubbles and antibubbles," MPRA Paper, University Library of Munich, Germany, number 56081, May.
• Dominique, C-Rene, 2014, "On Market Economies: How Controllable Constructs Become Complex," MPRA Paper, University Library of Munich, Germany, number 56579, Jun, revised 10 Jun 2014.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 57084, Jul.
• He, Zhongfang, 2014, "Efficient estimation of extreme value-at-risks for standalone structural exchange rate risk," MPRA Paper, University Library of Munich, Germany, number 57800, Aug.
• Pan, Chi-Hung & Emura, Takeshi, 2014, "Corrections to: Multivariate normal distribution approaches for dependently truncated data," MPRA Paper, University Library of Munich, Germany, number 57852, Aug.
• Dietrich, Franz & List, Christian, 2014, "From degrees of belief to beliefs: Lessons from judgment-aggregation theory," MPRA Paper, University Library of Munich, Germany, number 58257, Aug.
• Golmohammadpoor Azar, Kamran, 2014, "Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform," MPRA Paper, University Library of Munich, Germany, number 58597, Jun.
• Halkos, George & Kitsou, Dimitra, 2014, "A weighted location differential tax method in environmental problems," MPRA Paper, University Library of Munich, Germany, number 59502, Oct.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 59770, Jul.
• Wayne, James J., 2014, "Commonly Shared Foundation of Mathematics, Information Science, Natural Science, Social Science, and Theology," MPRA Paper, University Library of Munich, Germany, number 59834, Oct.
• Sokolovska, Olena & Sokolovskyi, Dmytro, 2014, "Tax incentive regimes: models and research methods," MPRA Paper, University Library of Munich, Germany, number 62415, revised 2015.
• Burmistrova, Natalya & Aleksenko, Natalia & Il'ina, Nadezhda, 2014, "Методические Особенности Обучения Математике Бакалавров Экономических Направлений В Условиях Реализации Фгос
  [Methodological features of teaching mathematics bachelors economic in the context of the federal state educational standards]," MPRA Paper, University Library of Munich, Germany, number 62934, Apr.
• Zayko, Yuriy, 2014, "Non-wave Solutions of the Maxwell-Einstein Equations," MPRA Paper, University Library of Munich, Germany, number 62999, revised 2014.
• Burmistrova, Natalya & Turetskih, Olga, 2014, "Математическая Модель Коэффициента Эластичности И Ее Использование В Налоговой Политике
  [A mathematical model of elasticity ratio and its application in tax policy]," MPRA Paper, University Library of Munich, Germany, number 63597, Apr.
• Aleksenko, Natalia & Menyaylo, Yuliya, 2014, "Использование Предельных Показателей При Решении Экономической Задачи С Параметром
  [Use limits at the solution of economic problems with a parameter]," MPRA Paper, University Library of Munich, Germany, number 63604, Mar.
• 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, University Library of Munich, Germany, number 63605, Apr.
• Aleksenko, Natalia & Il'ina, Nadezhda & Dyusembina, Dana & Zotina, Polina, 2014, "Налоговое Бремя И Эластичность
  [The tax burden and elasticity]," MPRA Paper, University Library of Munich, Germany, number 63606, Apr.
• Aleksenko, Natalia & Kornyushin, Stanislav & Shchukin, Vladimir, 2014, "Моделирование Зависимости Ценообразования От Расположения Торговых Точек
  [Modeling pricing depending on the location of outlets]," MPRA Paper, University Library of Munich, Germany, number 63607, Apr.
• Halkos, George & Tsilika, Kyriaki, 2014, "Perspectives on integrating a computer algebra system into advanced calculus curricula," MPRA Paper, University Library of Munich, Germany, number 63898, Nov.
• O'Sullivan, John Linus, 2014, "Economy of Space and Time," MPRA Paper, University Library of Munich, Germany, number 67243, Jun, revised 15 Oct 2015.
• de la Fonteijne, Marcel R., 2014, "Okun's Law, Dead or Alive: A Fundamental Approach," MPRA Paper, University Library of Munich, Germany, number 83911.
• Пигнастый, Олег & Ходусов, Валерий & Азаренков, Николай, 2014, "Кинетическая Теория Колебаний Параметров Поточной Линии
  [Kinetic theory of fluctuations of the parameters of a production line]," MPRA Paper, University Library of Munich, Germany, number 93991, Dec, revised 01 Dec 2014.
• Пигнастый, Олег, 2014, "Использование Pde-Моделей Для Построения Единой Теории Производственных Линий
  [Using PDE-models for a unified theory of production lines]," MPRA Paper, University Library of Munich, Germany, number 94647, Sep, 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, University Library of Munich, Germany, number 95240, Aug, revised 20 Aug 2014.
• Jaroslav Sixta & Kristýna Vltavská & Stanislava Hronová & Richard Hindls, 2014, "Struktura spotřeby českých domácností 1970-2012
  [Household Consumption Expenditures between 1970 and 2012]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 6, pages 725-748, DOI: 10.18267/j.polek.979.
• Marina Mendes Tavares & Diego Restuccia & Jose-Maria Da-Rocha, 2014, "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," 2014 Meeting Papers, Society for Economic Dynamics, number 1196.
• Alexandr Shcherba, 2014, "Comparing «Realized volatility» models in the VaR calculation for the Russian equity market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 34, issue 2, pages 120-136.
• Neil J. Calkin & Marcos López de Prado, 2014, "Stochastic flow diagrams," Algorithmic Finance, IOS Press, volume 3, issue 1-2, pages 21-42.
• Neil J. Calkin Calkin & Marcos López de Prado, 2014, "The topology of macro financial flows: An application of stochastic flow diagrams," Algorithmic Finance, IOS Press, volume 3, issue 1-2, pages 43-85.
• Bryant Chen & William W.Y. Hsu & Jan-Ming Ho & Ming-Yang Kao, 2014, "Linear-time accurate lattice algorithms for tail conditional expectation," Algorithmic Finance, IOS Press, volume 3, issue 1-2, pages 87-140.
• Mateescu, George Daniel, 2014, "Extinderi ale regresiei cu puncte multiple," Studii Economice, Institutul National de Cercetari Economice (INCE), number 141118, Nov.
• Florin Marius Pavelescu, 2014, "Methodological considerations on the size of Coefficient of Intensity of Structural Changes (CISC)," Romanian Statistical Review, Romanian Statistical Review, volume 62, issue 2, pages 95-107, June.
• Sunil Poshakwale & Anandadeep Mandal, 2014, "Investor Behaviour and Herding: Evidence from the National Stock Exchange in India," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 2, pages 197-216, August, DOI: 10.1177/0972652714541341.
• Sagnik Bagchi & Surajit Bhattacharyya & K. Narayanan, 2014, "Does Anti-dumping Enforcement Generate Threat?," Foreign Trade Review, , volume 49, issue 1, pages 31-44, February, DOI: 10.1177/0015732513515988.
• George Djolov, 2014, "A Note on the Estimation of the Gini Index," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 8, issue 3, pages 237-256, August, DOI: 10.1177/0973801014531134.
• Aliya Nugumanova & Yerzhan Baiburin, 2014, "Using SVD for text classification," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0702094, Oct.
• Jakub Ziółkowski, 2014, "Decyzje konsumentów na rynku edukacji wyższej na przykładzie wyboru wykładowców przez studentów Szkoły Głównej Handlowej w Warszawie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 123-145.
• Somayeh Koohborfardhaghighi & Jorn Altmann, 2014, "How Placing Limitations on the Size of Personal Networks Changes the Structural Properties of Complex Networks," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2014110, Jan, revised Jan 2014.
• Somayeh Koohborfardhaghighi & Jorn Altmann, 2014, "How Structural Changes in Complex Networks Impact Organizational Learning Performance," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2014111, Mar, revised Mar 2014.
• Somayeh Koohborfardhaghighi & Jorn Altmann, 2014, "A Network Formation Model for Social Object Networks," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2014113, Jun, revised Jun 2014.
• Somayeh Koohborfardhaghighi & Jorn Altmann, 2014, "How Variability in Individual Patterns of Behavior Changes the Structural Properties of Networks," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2014114, Jun, revised Jun 2014.
• Paola Biffi & Gian Clemente, 2014, "Selecting stochastic mortality models for the Italian population," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 255-286, October, DOI: 10.1007/s10203-012-0131-9.
• John Fry, 2014, "Multivariate bubbles and antibubbles," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 87, issue 8, pages 1-7, August, DOI: 10.1140/epjb/e2014-50324-9.
• Khalid Kisswani, 2014, "OPEC and political considerations when deciding on oil extraction," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 1, pages 96-118, January, DOI: 10.1007/s12197-011-9206-7.
• Lucia Bellenzier & Rosanna Grassi, 2014, "Interlocking directorates in Italy: persistent links in network dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 9, issue 2, pages 183-202, October, DOI: 10.1007/s11403-013-0119-8.
• Carlos Hervés-Beloso & Claudia Meo & Emma Moreno-García, 2014, "Information and size of coalitions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 55, issue 3, pages 545-563, April, DOI: 10.1007/s00199-013-0770-2.
• Sofía Correa & Juan Torres-Martínez, 2014, "Essential equilibria of large generalized games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 57, issue 3, pages 479-513, November, DOI: 10.1007/s00199-014-0821-3.
• Ziv Hellman, 2014, "Countable spaces and common priors," International Journal of Game Theory, Springer;Game Theory Society, volume 43, issue 1, pages 193-213, February, DOI: 10.1007/s00182-013-0390-x.
• José Rodrigues-Neto, 2014, "Monotonic models and cycles," International Journal of Game Theory, Springer;Game Theory Society, volume 43, issue 2, pages 403-413, May, DOI: 10.1007/s00182-013-0385-7.
• Christian Kleiber, 2014, "The Generalized Lognormal Distribution and the Stieltjes Moment Problem," Journal of Theoretical Probability, Springer, volume 27, issue 4, pages 1167-1177, December, DOI: 10.1007/s10959-013-0477-0.
• 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, volume 48, issue 3, pages 1769-1783, May, DOI: 10.1007/s11135-013-9873-x.
• Leo Freyer, 2014, "Robust rankings," Scientometrics, Springer;Akadémiai Kiadó, volume 100, issue 2, pages 391-406, August, DOI: 10.1007/s11192-014-1313-8.
• S. Varun Shrivats & Sujit Bhattacharya, 2014, "Forecasting the trend of international scientific collaboration," Scientometrics, Springer;Akadémiai Kiadó, volume 101, issue 3, pages 1941-1954, December, DOI: 10.1007/s11192-014-1364-x.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Risk Measurement and Risk Modelling using Applications of Vine Copulas," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-054/III, May.
• K.Vela Velupillai, 2014, "de Finetti's Theory of Probability and its Jaynesian Critique," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1406.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Risk Measurement and risk modelling using applications of Vine Copulas," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-09, May.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Volatility Spillovers from Australia's major trading partners across the GFC," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-26.
• 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, University of Turin, number 201404, Oct.
• 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, University of Turin, number 201436, Nov.
• Purczyńskiz Jan & Bednarz-Okrzyńska Kamila, 2014, "Application of Generalized Student’s T-Distribution In Modeling The Distribution of Empirical Return Rates on Selected Stock Exchange Indexes," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 37-48, July, DOI: 10.2478/foli-2013-0022.
• Al-Augby Salam & Majewski Sebastian & Majewska Agnieszka & Nermend Kesra, 2014, "A Comparison Of K-Means And Fuzzy C-Means Clustering Methods For A Sample Of Gulf Cooperation Council Stock Markets," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 19-36, December, DOI: 10.1515/foli-2015-0001.
• Olga Kiuila & Thomas F. Rutherford, 2014, "Economic modeling approaches: optimization versus equilibrium," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-04.
• 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, European Regional Science Association, number ersa14p647, Nov.
• 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., volume 1, issue 01, pages 1-23, DOI: 10.1142/S2345768614500044.
• 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., volume 1, issue 03, pages 1-19, DOI: 10.1142/S2345768614500238.
• 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., volume 59, issue 04, pages 1-10, DOI: 10.1142/S0217590814500362.
• Mark H A Davis & Sébastien Lleo, 2014, "Risk-Sensitive Investment Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9026, ISBN: ARRAY(0x5e989700), September.
• Zhaodong Wang & Weian Zheng, 2014, "High-Frequency Trading and Probability Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9233, ISBN: ARRAY(0x5f439ee0), September.
• Olivier Le Courtois & Christian Walter, 2014, "Extreme Financial Risks and Asset Allocation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p907, ISBN: ARRAY(0x5fa7f7b0), September.
• Mark H. A. Davis & Sébastien Lleo, 2014, "The Merton Problem," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Risk-Sensitive Asset Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Managing Against a Benchmark," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Asset and Liability Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Investment Constraints," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Infinite Horizon Problems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Jumps in Asset Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "General Jump-Diffusion Setting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Fund Separation and Fractional Kelly Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Managing Against a Benchmark: Jump-Diffusion Case," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Asset and Liability Management: Jump-Diffusion Case," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Factor and Securities Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Case Studies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Numerical Methods," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Factor Estimation: Filtering and Black-Litterman," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• 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, Frankfurt School of Finance and Management, number 208.
• Bush, C. Anthony, 2014, "Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-33.
• 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, Verein für Socialpolitik / German Economic Association, number 100410.
• Böhm, Volker, 2014, "Rational Expectations and the Stability of Balanced Monetary Development," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100423.

2013

• Galina ULIAN & Iulia CAPRIAN, 2013, "The Problem Of Quantifying The Underground Economy: Applying The Method Of Metered Resources," Economy and Sociology, The Journal Economy and Sociology, issue 4, pages 25-30.
• 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, volume 57, issue 4, pages 1-19, DOI: 10.22004/ag.econ.253473.
• Athanassoglou, Stergios, 2013, "Robust Multidimensional Welfare Comparisons: One Vector of Weights, One Vote," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 150371, May, DOI: 10.22004/ag.econ.150371.
• Daria Onori, 2013, "Optimal Growth under Flow-Based Collaterals," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1331, May, revised 21 May 2013.
• Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2013, "A Benchmark Approach to Risk-Minimization under Partial Information," Papers, arXiv.org, number 1307.6036, Jul.
• Godfrey Charles-Cadogan & John A. Cole, 2013, "Bankruptcy Risk Induced by Career Concerns of Regulators," Papers, arXiv.org, number 1312.7346, Dec.
• Susanne M. Schennach, 2013, "Convolution without independence," CeMMAP working papers, Institute for Fiscal Studies, number 46/13, Sep, DOI: 10.1920/wp.cem.2013.4613.
• Michele Leonardo Bianchi & Svetlozar T. Rachev & Frank J. Fabozzi, 2013, "Tempered stable Ornstein-Uhlenbeck processes: a practical view," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 912, Jun.
• Sara Cecchetti & Laura Sigalotti, 2013, "Forward-looking robust portfolio selection," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 913, Jun.
• Marcello Pericoli, 2013, "Macroeconomic and monetary policy surprises and the term structure of interest rates," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 927, Sep.
• 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, Center for Mathematical Economics, Bielefeld University, number 477, Apr.
• Herzberg, Frederik, 2014, "Aggregation of Monotonic Bernoullian Archimedean preferences: Arrovian impossibility results," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 488, May.
• Brezavšček Alenka, 2013, "A Simple Discrete Approximation for the Renewal Function," Business Systems Research, Sciendo, volume 4, issue 1, pages 65-75, March, DOI: 10.2478/bsrj-2013-0006.
• 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, volume 57, issue 4, pages 501-520, October.
• 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, volume 67, issue 4, pages 403-435, November, DOI: 10.1111/stan.12015.
• BURTEA Elena & HURLOIU Iulian & MERUŢĂ Alexandrina, 2013, "Decision Importance For Customers Management," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 65, issue 3, pages 30-37.
• Marie Vejsadová Dryjová, 2013, "The Possibilities of Difference Analysis Utilisation in Profit Rate Assessment," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 16, issue 1, pages 45-54, DOI: 10.32725/acta.2013.005.
• Kleiber, Christian, 2013, "On moment indeterminacy of the Benini income distribution," Working papers, Faculty of Business and Economics - University of Basel, number 2013/08.
• 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, Faculty of Economics and Management at the Free University of Bozen, number BEMPS13, Oct.
• Marco Frittelli & Loriano Mancini & Ilaria Peri, 2013, "Scientific Research Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-37, Jul.
• A. Fiori Maccioni & A. Bitinas, 2013, "Lithuanian pension system's reforms following demographic and social transitions," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201315.
• Juan C. Duque & Alejandro Betancourt & Freddy Marin, 2013, "An algorithmic approach for simulating realistic irregular lattices," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10937, Jul.
• David Hincapié Vélez, 2013, "¿Está convergiendo el gasto gubernamental en las Universidades Públicas colombianas?," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 12250, Dec.
• Jang Schiltz & Marc Boissaux, 2013, "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-3.
• 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, Deakin University, Department of Economics, number eco_2013_5, Jan.
• Peter Stephensen & Tobias Markeprand, 2013, "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series, Danish Rational Economic Agents Model, DREAM, number 201303, Oct.
• Nitin Arora, 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, volume 48, issue 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, European Central Bank, number 1002, Feb.
• 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, volume 37, issue 11, pages 2351-2370, DOI: 10.1016/j.jedc.2013.06.005.
• Zhu, Song-Ping & Chen, Wen-Ting, 2013, "Pricing Parisian and Parasian options analytically," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 4, pages 875-896, DOI: 10.1016/j.jedc.2012.12.005.
• 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, volume 37, issue 8, pages 1683-1691, DOI: 10.1016/j.jedc.2013.04.006.
• Lin, Shao-Bin & Chen, Chun-Da, 2013, "Applying the Model Order Reduction method to a European option pricing model," Economic Modelling, Elsevier, volume 33, issue C, pages 533-536, DOI: 10.1016/j.econmod.2013.03.014.
• 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, volume 33, issue C, pages 668-675, DOI: 10.1016/j.econmod.2013.05.020.
• 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, volume 35, issue C, pages 112-117, DOI: 10.1016/j.econmod.2013.06.024.
• 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, volume 35, issue C, pages 330-337, DOI: 10.1016/j.econmod.2013.07.004.
• 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, volume 35, issue C, pages 593-596, DOI: 10.1016/j.econmod.2013.08.017.
• 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, volume 225, issue 1, pages 100-105, DOI: 10.1016/j.ejor.2012.09.031.
• Méndez-Piñero, Mayra Ivelisse & Colón-Vázquez, Melitza, 2013, "Economic analysis of alternatives for optimizing energy use in manufacturing companies," Energy Economics, Elsevier, volume 40, issue C, pages 146-154, DOI: 10.1016/j.eneco.2013.06.001.
• Golbabai, A. & Ballestra, L.V. & Ahmadian, D., 2013, "Superconvergence of the finite element solutions of the Black–Scholes equation," Finance Research Letters, Elsevier, volume 10, issue 1, pages 17-26, DOI: 10.1016/j.frl.2012.09.002.
• 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, volume 24, issue 2, pages 114-118, DOI: 10.1016/j.gfj.2013.07.005.
• 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, volume 52, issue 2, pages 286-299, DOI: 10.1016/j.insmatheco.2013.01.003.
• Alai, Daniel H. & Landsman, Zinoviy & Sherris, Michael, 2013, "Lifetime dependence modelling using a truncated multivariate gamma distribution," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 3, pages 542-549, DOI: 10.1016/j.insmatheco.2013.03.011.
• López-Díaz, María Concepción & López-Díaz, Miguel, 2013, "A note on the family of extremality stochastic orders," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 1, pages 230-236, DOI: 10.1016/j.insmatheco.2013.04.009.
• Gerber, Hans U. & Shiu, Elias S.W. & Yang, Hailiang, 2013, "Valuing equity-linked death benefits in jump diffusion models," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 3, pages 615-623, DOI: 10.1016/j.insmatheco.2013.08.010.
• Maegebier, Alexander, 2013, "Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 3, pages 802-811, DOI: 10.1016/j.insmatheco.2013.09.013.
• Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2013, "Estimating non-linear serial and cross-interdependence between financial assets," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 837-846, DOI: 10.1016/j.jbankfin.2012.10.016.
• 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, volume 37, issue 8, pages 2702-2713, DOI: 10.1016/j.jbankfin.2013.03.023.
• Giammarino, Flavia & Barrieu, Pauline, 2013, "Indifference pricing with uncertainty averse preferences," Journal of Mathematical Economics, Elsevier, volume 49, issue 1, pages 22-27, DOI: 10.1016/j.jmateco.2012.09.003.
• Pinkovskiy, Maxim L., 2013, "World welfare is rising: Estimation using nonparametric bounds on welfare measures," Journal of Public Economics, Elsevier, volume 97, issue C, pages 176-195, DOI: 10.1016/j.jpubeco.2012.09.005.
• Ayse YILDIZ & Muhammed DEVECI, 2013, "Bulanik VIKOR Yontemine Dayali Personel Secim Sureci," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 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, volume 13, issue 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, London School of Economics and Political Science, LSE Library, number 50245, Jul.
• Escobedo Martínez, Ramón & Laruelle, Annick, 2013, "Emergence of Cooperation in Heterogeneous Population: A Discrete-Time Replicator Dynamics Analysis," IKERLANAK, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I, number info:eu-repo/grantAgreeme, Dec.
• 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, volume 80, issue 320, pages 943-963, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2013, "Approximating High-dimensional Dynamic Models: Sieve Value Function Iteration," Advances in Econometrics, Emerald Group Publishing Limited, "Structural Econometric Models", DOI: 10.1108/S0731-9053(2013)0000032002.
• 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), volume 0, issue 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, European University at St. Petersburg, Department of Economics, number 2013/07, Oct.
• Jean-Yves DUCLOS & Bouba HOUSSEINI, 2013, "Life quantity, life quality and longevity: An intertemporal social evaluation framework," Working Papers, FERDI, number P79, Oct.
• Jean-Yves DUCLOS & Bouba HOUSSEINI, 2013, "Life quantity, life quality and longevity: An intertemporal social evaluation framework," Working Papers, FERDI, number P79, Oct.
• 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, volume 8, issue 2, pages 260-271, June.
• Stergios Athanassoglou, 2013, "Robust Multidimensional Welfare Comparisons: One Vector of Weights, One Vote," Working Papers, Fondazione Eni Enrico Mattei, number 2013.40, May.
• 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), volume 0, issue 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), volume 0, issue 2, pages 3-17, November.
• Alfredo Medio, 2013, "Simple and Complex Dynamics: A Hidden Parameter," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2013-27, Jun.
• Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2013, "On Apparent Irrational Behaviors : Interacting Structures and the Mind," Working Papers, HAL, number hal-00851309, Aug.
• Daria Onori, 2013, "Optimal Growth under Flow-Based Collaterals," Working Papers, HAL, number halshs-00824672, May.
• 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, volume 5, issue 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, volume 6, issue 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, volume 16, issue 2, pages 155-176, October, DOI: https://doi.org/10.21098/bemp.v16i2.
• 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, volume 16, issue 2, pages 155-176, October, DOI: https://doi.org/10.21098/bemp.v16i2.
• Susanne M. Schennach, 2013, "Convolution without independence," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP46/13, Sep.
• 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, volume 6, issue 2, pages 51-66, Diciembre.
• Biewen, Martin & Juhasz, Andos, 2013, "A Goodness-of-Fit Approach to Estimating Equivalence Scales," IZA Discussion Papers, IZA Network @ LISER, number 7209, Feb.
• Guglielmo D’Amico, 2013, "A semi-Markov approach to the stock valuation problem," Annals of Finance, Springer, volume 9, issue 4, pages 589-610, November, DOI: 10.1007/s10436-012-0206-1.
• 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, volume 20, issue 3, pages 243-259, September, DOI: 10.1007/s10690-013-9166-3.
• Bo Zhao & Stewart Hodges, 2013, "Parametric modeling of implied smile functions: a generalized SVI model," Review of Derivatives Research, Springer, volume 16, issue 1, pages 53-77, April, DOI: 10.1007/s11147-012-9077-x.
• Andrey Itkin, 2013, "New solvable stochastic volatility models for pricing volatility derivatives," Review of Derivatives Research, Springer, volume 16, issue 2, pages 111-134, July, DOI: 10.1007/s11147-012-9082-0.
• Sharif Mozumder & Ghulam Sorwar & Kevin Dowd, 2013, "Option pricing under non-normality: a comparative analysis," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 273-292, February, DOI: 10.1007/s11156-011-0271-y.
• 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, Kyoto University, Institute of Economic Research, number 843, Jan.
• 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, Kyoto University, Institute of Economic Research, number 866, May.
• Jang Schiltz & Marc Boissaux, 2013, "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-3.
• Jean-Yves Duclos & Bouba Housseini, 2013, "Life Quantity, Life Quality and Longevity : an Intertemporal Social Evaluation framework," Cahiers de recherche, CIRPEE, number 1315.
• 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, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 130007, Apr.
• Bernd Hayo & Britta Niehof, 2013, "Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201342.
• Jafari Samimi, Ahmad & Tehranchian, Amirmansour & Balonejad, Rozbeh, 2013, "Optimal Control of the Import in Planning for Economic Growth," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 14, pages 69-86, March.