Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C0: General
/ / / C02: Mathematical Economics
2013
- 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.
- 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 167-188, 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.
- Howard Kunreuther & Geoffrey Heal & Myles Allen & Ottmar Edenhofer & Christopher B. Field & Gary Yohe, 2013, "Risk management and climate change," Nature Climate Change, Nature, volume 3, issue 5, pages 447-450, May, DOI: 10.1038/nclimate1740.
- 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, volume 0, issue 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, volume 16, issue 1, pages 165-199, December.
- Marc Boissaux & Jang Schiltz, 2013, "Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, in: Virginie Terraza & Hery Razafitombo, "Understanding Investment Funds", DOI: 10.1057/9781137273611_6.
- Hamrita Mohamed Essaied, 2013, "Export-led growth in Tunisia: A wavelet filtering based analysis," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 3, pages 12-27, October.
- B S, Balakrishna, 2013, "On multi-particle Brownian survivals and the spherical Laplacian," MPRA Paper, University Library of Munich, Germany, number 43567, Jan.
- 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, University Library of Munich, Germany, number 44194.
- de Rigo, Daniele, 2013, "Software uncertainty in integrated environmental modelling: the role of semantics and open science," MPRA Paper, University Library of Munich, Germany, number 44201.
- Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013, "A Note on Almost Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 44365, Feb.
- Albers, Scott, 2013, "Foundations of the economic and social history of the United States: Theoretical," MPRA Paper, University Library of Munich, Germany, number 44416, Feb.
- Albers, Scott, 2013, "Foundations of the economic and social history of the United States: Metaphysical," MPRA Paper, University Library of Munich, Germany, number 44417, Feb.
- Gosselin, Pierre & Lotz, Aileen & Wambst, Marc, 2013, "On apparent irrational behaviors : interacting structures and the mind," MPRA Paper, University Library of Munich, Germany, number 44421, Feb.
- 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, University Library of Munich, Germany, number 44594, Feb.
- 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, University Library of Munich, Germany, number 44843, Mar.
- El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2013, "On the pricing and hedging of options for highly volatile periods," MPRA Paper, University Library of Munich, Germany, number 45272, Mar.
- O'Sullivan, John Linus, 2013, "Space and Time," MPRA Paper, University Library of Munich, Germany, number 45703, Apr, revised 25 Apr 2013.
- de Rigo, Daniele, 2013, "Software uncertainty in integrated environmental modelling: the role of semantics and open science," MPRA Paper, University Library of Munich, Germany, number 45960.
- Gagen, Michael, 2013, "Isomorphic Strategy Spaces in Game Theory," MPRA Paper, University Library of Munich, Germany, number 46176, Apr.
- Li, Minqiang & Mercurio, Fabio, 2013, "Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models," MPRA Paper, University Library of Munich, Germany, number 47465.
- Harin, Alexander, 2013, "A non-zero dispersion leads to the non-zero bias of mean," MPRA Paper, University Library of Munich, Germany, number 47559, Jun.
- Yashkir, Yuriy & Yashkir, Olga, 2013, "Overnight Index Rate: Model, Calibration, and Simulation," MPRA Paper, University Library of Munich, Germany, number 47574, Jun.
- Roncalli, Thierry, 2013, "Introduction to Risk Parity and Budgeting," MPRA Paper, University Library of Munich, Germany, number 47679, Jun.
- Halkos, George, 2013, "Uncertainty in optimal pollution levels: Modeling the benefit area," MPRA Paper, University Library of Munich, Germany, number 47768, Jun.
- 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, University Library of Munich, Germany, number 48095, Jul. - 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, University Library of Munich, Germany, number 48102, Apr, revised 27 Apr 2013.
- Vorobyev, Oleg Yu., 2013, "Applicable eventology of safety: inconclusive totals," MPRA Paper, University Library of Munich, Germany, number 48103, Apr, revised 27 Apr 2013.
- Oikonomou, V.K. & Jost, J, 2013, "Periodic strategies and rationalizability in perfect information 2-Player strategic form games," MPRA Paper, University Library of Munich, Germany, number 48117, Jul.
- Beja Jr, Edsel, 2013, "Does economic prosperity bring about a happier society? Mathematical remarks on the Easterlin Paradox debate," MPRA Paper, University Library of Munich, Germany, number 48229, Jul.
- Lombardi, Michele & Yoshihara, Naoki, 2013, "Natural implementation with partially honest agents in economic environments," MPRA Paper, University Library of Munich, Germany, number 48294, Jul.
- Muntean, Mihaela & Muntean, Cornelia & Cabau, Liviu Gabriel, 2013, "Evaluating Business Intelligence Initiatives With Respect To BI Governance," MPRA Paper, University Library of Munich, Germany, number 48486, Mar, revised 22 Apr 2013.
- Skribans, Valerijs & Lektauers, Arnis & Merkuryev, Yuri, 2013, "Third Generation University Strategic Planning Model Development," MPRA Paper, University Library of Munich, Germany, number 49168.
- Chun, So Yeon & Kleywegt, Anton & Shapiro, Alexander, 2013, "Resource Exchange Seller Alliances," MPRA Paper, University Library of Munich, Germany, number 49759, Sep.
- Zinn, Jesse, 2013, "Modelling Biased Judgement with Weighted Updating," MPRA Paper, University Library of Munich, Germany, number 50310, Sep.
- Alcantud, José Carlos R. & Díaz, Susana, 2013, "Szpilrajn-type extensions of fuzzy quasiorderings," MPRA Paper, University Library of Munich, Germany, number 50547, Jul.
- Mohajan, Haradhan, 2013, "Schwarzschild Geometry from Exact Solution of Einstein Equation," MPRA Paper, University Library of Munich, Germany, number 50795, Aug, revised 16 Oct 2013.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "An analysis of portfolio selection with multiplicative background risk," MPRA Paper, University Library of Munich, Germany, number 51331, Nov.
- Broll, Udo & Ergozue, Martin & Welzel, Peter & Wong, Wing-Keung, 2013, "Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty," MPRA Paper, University Library of Munich, Germany, number 51703, Nov.
- Espinosa, Alexandra M., 2013, "Dynamic conditions for smooth convergence in the Ricardo–Mill model under commitment of trade and continuum of goods," MPRA Paper, University Library of Munich, Germany, number 52181, Dec.
- Mohajan, Haradhan, 2013, "Scope of Raychaudhuri equation in cosmological gravitational focusing and space-time singularities," MPRA Paper, University Library of Munich, Germany, number 52544, Nov, revised 10 Dec 2013.
- Alcantud, José Carlos R., 2013, "Fuzzy sets from the ethics of social preferences," MPRA Paper, University Library of Munich, Germany, number 53549, Dec.
- Mohajan, Haradhan, 2013, "Space-Time Singularities and Raychaudhuri Equations," MPRA Paper, University Library of Munich, Germany, number 54069, May, revised 10 Aug 2013.
- Yang, Bill Huajian, 2013, "Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models," MPRA Paper, University Library of Munich, Germany, number 57244, Jul.
- Didenko, Alexander & Demicheva, Svetlana, 2013, "Application of Ensemble Learning for Views Generation in Meucci Portfolio Optimization Framework," MPRA Paper, University Library of Munich, Germany, number 59348, Sep.
- Stephensen, Peter & Markeprand, Tobias, 2013, "SBAM: An algorithm for pair matching," MPRA Paper, University Library of Munich, Germany, number 59580, Oct.
- Burmistrova, Natalya & Urlapov, Pavel & Thoy, Natalia, 2013, "Равновесные Экономические Модели В Управлении Экономикой
[Balance economic models to manage the economy]," MPRA Paper, University Library of Munich, Germany, number 62935, Jun. - 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 : Case of Democratic Republic of the Congo]," MPRA Paper, University Library of Munich, Germany, number 68533, Jan, revised Mar 2013. - Urbina, Jilber, 2013, "Financial Spillovers Across Countries: Measuring shock transmissions," MPRA Paper, University Library of Munich, Germany, number 75756, Nov.
- 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, volume 2013, issue 1, pages 3-23, DOI: 10.18267/j.polek.881. - 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, volume 2013, issue 3, pages 338-355, DOI: 10.18267/j.polek.901. - 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, volume 2013, issue 6, pages 735-751, DOI: 10.18267/j.polek.928. - Md. Mizanur Rahman, 2013, "Estimation of Internal Migration by the National Growth Rate Method: An Alternative Approach," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 36, issue 3, pages 79-87.
- David H. Bailey & Marcos López de Prado & Eva del Pozo, 2013, "The strategy approval decision: A Sharpe ratio indifference curve approach," Algorithmic Finance, IOS Press, volume 2, issue 1, pages 99-109.
- Mateescu, George Daniel, 2013, "Multiple Points Regression," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 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, volume 6, issue 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.
- 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 Probabilistic Restriction over Final Wealth: Diffusion- ," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 3, issue 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, volume 3, issue 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, volume 36, issue 1, pages 23-37, May, DOI: 10.1007/s10203-012-0133-7.
- Carl Lindberg, 2013, "Investing equally in risk," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 36, issue 1, pages 39-46, May, DOI: 10.1007/s10203-011-0121-3.
- Nicola Cufaro Petroni & Piergiacomo Sabino, 2013, "Multidimensional quasi-Monte Carlo Malliavin Greeks," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 36, issue 2, pages 199-224, November, DOI: 10.1007/s10203-011-0125-z.
- Flory Dieck-Assad & Ernesto Peralta, 2013, "Energy and capital inputs: cornerstones of productivity growth in Mexico: 1965–2004," Empirical Economics, Springer, volume 44, issue 2, pages 563-590, April, DOI: 10.1007/s00181-012-0557-5.
- 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), volume 1, issue 2, pages 105-110, November, DOI: 10.1007/s40505-013-0002-8.
- 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), volume 1, issue 2, pages 157-173, November, DOI: 10.1007/s40505-013-0018-0.
- 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), volume 14, issue 6, pages 1035-1048, December, DOI: 10.1007/s10198-012-0454-z.
- Marcin Dziubiński, 2013, "Non-symmetric discrete General Lotto games," International Journal of Game Theory, Springer;Game Theory Society, volume 42, issue 4, pages 801-833, November, DOI: 10.1007/s00182-012-0324-z.
- 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, volume 42, issue 4, pages 891-915, November, DOI: 10.1007/s00182-012-0338-6.
- Alexander Cotte Poveda & Clara Pardo Martínez, 2013, "Qualitative comparative analysis (QCA): an application for the industry," Quality & Quantity: International Journal of Methodology, Springer, volume 47, issue 3, pages 1315-1321, April, DOI: 10.1007/s11135-011-9592-0.
- Christian Kleiber, 2013, "On moment indeterminacy of the Benini income distribution," Statistical Papers, Springer, volume 54, issue 4, pages 1121-1130, November, DOI: 10.1007/s00362-013-0535-9.
- 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, volume 45, issue 26, pages 3691-3700, September, DOI: 10.1080/00036846.2012.718068.
- James E. Foster & Mark McGillivray & Suman Seth, 2013, "Composite Indices: Rank Robustness, Statistical Association, and Redundancy," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 1, pages 35-56, January, DOI: 10.1080/07474938.2012.690647.
- 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, volume 13, issue 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 Copulae," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-022/III, Jan.
- 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, Tinbergen Institute, number 13-072/III, May.
- Engwerda, J.C., 2013, "A Numerical Algorithm to find All Scalar Feedback Nash Equilibria," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-050.
- 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, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-05, Jan.
- 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, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-17.
- Luciano Stefanini & Maria Letizia Guerra, 2013, "Fuzzification via F-transform," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1310, revised 2013.
- Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2013, "Value function computation in fuzzy models by differential evolution," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1311, 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, European Regional Science Association, number ersa13p768, Nov.
- Todorova, Tamara, 2013, "Solving optimal timing problems elegantly," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 4, issue 6, pages 95-105.
- 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, volume 7, pages 1-49, DOI: 10.5018/economics-ejournal.ja.2013-.
- Grith, Maria & Karl Härdle, Wolfgang & Krätschmer, Volker, 2013, "Reference dependent preferences and the EPK puzzle," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-023.
- 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, Verein für Socialpolitik / German Economic Association, number 79957.
2012
- Anders Bredahl Kock & Laurent A.F. Callot, 2012, "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-16, 04.
- José Alvaro Rodrigues-Neto, 2012, "Monotonic models and cycles," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-586, Oct.
- José Alvaro Rodrigues-Neto, 2012, "Cycles of length two in monotonic models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-587, Oct.
- 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, Italian Association of Agricultural and Applied Economics (AIEAA), number 124122, DOI: 10.22004/ag.econ.124122.
- Wailes, Eric J. & Chavez, Eddie C., 2012, "International Rice Baseline with Deterministic and Stochastic Projections, 2012-2021," Staff Papers, University of Arkansas, Department of Agricultural Economics and Agribusiness, number 123203, Mar, DOI: 10.22004/ag.econ.123203.
- 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, volume 2, issue 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, volume 2, issue 40, pages 96-103.
- Andrey Itkin, 2012, "New solvable stochastic volatility models for pricing volatility derivatives," Papers, arXiv.org, number 1205.3550, May, 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, arXiv.org, number 1205.4089, May.
- Daniel Alai & Zinoviy Landsman & Michael Sherris, 2012, "Lifetime Dependence Modelling using the Truncated Multivariate Gamma Distribution," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201211, May.
- 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, volume 1, pages 47-63, January.
- Alexander Harin, 2012, "Data Dispersion in Economics (I) - Possibility of Restrictions," Review of Economics & Finance, Better Advances Press, Canada, volume 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, volume 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, BBVA Bank, Economic Research Department, number 1224, Nov.
- Marcello Pericoli, 2012, "Real term structure and inflation compensation in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 841, Jan.
- Marcello Pericoli, 2012, "Expected inflation and inflation risk premium in the euro area and in the United States," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 842, Jan.
- Sara Cecchetti & Giovanna Nappo, 2012, "A dynamic default dependence model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 892, Nov.
- 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, Banco de México, number 2012-07, Aug.
- 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, Center for Mathematical Economics, Bielefeld University, number 463, Apr.
- Ruth Delzeit & Karin Holm-Müller & Wolfgang Britz, 2012, "Ökonomische Bewertung des Erneuerbare Energien Gesetzes zur Förderung von Biogas," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, volume 13, issue 3, pages 251-265, August, DOI: j.1468-2516.2012.00388.x.
- Claudia Fabiola Soruco Carballo, 2012, "Espacio, convergencia y crecimiento regional en Bolivia: 1990–2010," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2012/01, Dec.
- 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, volume 16, issue 1, pages 9-29, June.
- Kleiber, Christian, 2012, "The Generalized Lognormal Distribution and the Stieltjes Moment Problem," Working papers, Faculty of Business and Economics - University of Basel, number 2012/15.
- Elisa Luciano & Luca Regis & Elena Vigna, 2012, "Single and cross-generation natural hedging of longevity and financial risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 257.
- 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, Czech National Bank, Research and Statistics Department, number 2012/12, Dec.
- Alexander Cotte Poveda - Clara Inés Pardo Martinez, 2012, "Qualitative comparative analysis (QCA): an application for the industry," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 10066, Oct.
- Marjon Ruijter & Kees Oosterlee, 2012, "Two-dimensional Fourier cosine series expansion method for pricing financial options," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 225, Nov.
- Marc Boissaux & Jang Schiltz, 2012, "Conditioned Higher Moment Portfolio Optimisation Using Optimal Control," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-2.
- Paweł Zając & Piotr Gurgul, 2012, "Forecasting of migration matrices in business demography," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), volume 13, issue 2, pages 387-404, June.
- Peter Stephensen, 2012, "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series, Danish Rational Economic Agents Model, DREAM, number 201201, Feb.
- Grass, D., 2012, "Numerical computation of the optimal vector field: Exemplified by a fishery model," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 10, pages 1626-1658, DOI: 10.1016/j.jedc.2012.04.006.
- Bajeux-Besnainou, Isabelle & Bandara, Wachindra & Bura, Efstathia, 2012, "A Krylov subspace approach to large portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 11, pages 1688-1699, DOI: 10.1016/j.jedc.2012.04.009.
- 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, volume 36, issue 11, pages 1796-1813, DOI: 10.1016/j.jedc.2012.05.005.
- Tang, Hui-Wen Vivian & Yin, Mu-Shang, 2012, "Forecasting performance of grey prediction for education expenditure and school enrollment," Economics of Education Review, Elsevier, volume 31, issue 4, pages 452-462, DOI: 10.1016/j.econedurev.2011.12.007.
- Chilarescu, Constantin & Viasu, Ioana, 2012, "Dimensions and logarithmic function in economics: A comment," Ecological Economics, Elsevier, volume 75, issue C, pages 10-11, DOI: 10.1016/j.ecolecon.2012.01.017.
- Vostroknutov, Alexander, 2012, "Non-probabilistic decision making with memory constraints," Economics Letters, Elsevier, volume 117, issue 1, pages 303-305, DOI: 10.1016/j.econlet.2012.06.004.
- 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, volume 223, issue 1, pages 226-233, DOI: 10.1016/j.ejor.2012.06.003.
- 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, volume 34, issue 4, pages 1088-1097, DOI: 10.1016/j.eneco.2011.09.006.
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