Research classified by Journal of Economic Literature (JEL) codes

1985

• Chichilnisky, Graciela, 1985, "Von Neuman- Morgenstern utilities and cardinal preferences," MPRA Paper, University Library of Munich, Germany, number 8090.
• Ariane Szafarz, 1985, "L'Evolution du concept de probabilité mathématique de Pascal à Laplace. Article paru dans Technologia, 1985, 8, 3, pp.67-75," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-006.RS.

1982

• Bryant, J., 1982, "A thermodynamic approach to economics," Energy Economics, Elsevier, volume 4, issue 1, pages 36-50, January.
• John Bryant, 1982, "A Thermodynamic Approach to Economics," Working Papers, Economic Consultancy, Vocat International, number te1982, Jan.

1979

• Bryant, John, 1979, "An equilibrium theory of economics," Energy Economics, Elsevier, volume 1, issue 2, pages 102-111, April.
• John Bryant, 1979, "An Equilibrium Theory of Economics," Working Papers, Economic Consultancy, Vocat International, number te1979, Apr.

1977

• Chichilnisky, Graciela, 1977, "Nonlinear functional analysis and optimal economic growth," MPRA Paper, University Library of Munich, Germany, number 7990.

1971

• Heinemann, Hergen H., 1971, "Ein allgemeines Dekompositionsverfahren fuer lineare Optimierungsprobleme
  [A General Decomposition Algorithm for Linear Optimization Problems]," MPRA Paper, University Library of Munich, Germany, number 28842.

0

• Weshah Razzak and Rabie Nasser, , "A Nonparametric Approach to Evaluating Inflation-Targeting Regimes," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 0901.
• A. Brace & G. Fabbri & B. Goldys, 2007, "An Hilbert space approach for a class of arbitrage free implied volatilities models," Papers, arXiv.org, number 0712.1343, Dec, revised Dec 2007.
• Matthias Hanauske & Jennifer Kunz & Steffen Bernius & Wolfgang Konig, 2009, "Doves and hawks in economics revisited. An evolutionary quantum game theory-based analysis of financial crises," Papers, arXiv.org, number 0904.2113, Apr.
• Martin Forde & Antoine Jacquier & Aleksandar Mijatovic, 2011, "A note on essential smoothness in the Heston model," Papers, arXiv.org, number 1107.4881, Jul.
• Maria B. Chiarolla & Giorgio Ferrari & Frank Riedel, 2012, "Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources," Papers, arXiv.org, number 1203.3757, Mar, revised Aug 2013.
• Youssef El-Khatib & Abdulnasser Hatemi-J, 2013, "On the pricing and hedging of options for highly volatile periods," Papers, arXiv.org, number 1304.4688, Apr.
• Giorgio Ferrari & Frank Riedel & Jan-Henrik Steg, 2013, "Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach," Papers, arXiv.org, number 1307.2849, Jul, revised Oct 2015.
• Vyacheslav I. Yukalov & Didier Sornette, 2008, "Mathematical Basis of Quantum Decision Theory," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-25, Aug.
• Paul SCHNEIDER, 2014, "Generalized Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-29, Jul.
• Vladimir FILIMONOV & Didier SORNETTE, 2014, "Power Law Scaling and 'Dragon-Kings' in Distributions of Intraday Financial Drawdowns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-48, Jul, revised Apr 2015.
• FORGES, Françoise, 1992, "Repeated games of incomplete information: Non-zero sum," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1012, Jan, DOI: 10.1016/S1574-0005(05)80009-8.
• Zhengyuan Gao & Christian M. Hafner, 2019, "Looking backward and looking forward," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3024, Jan.
• Mertens, Jean-Francois & Rubinchik, Anna, , "Separate control over the local and the asymptotic behaviour in L_p spaces," Working Papers, University of Haifa, Department of Economics, number WP2011/1.
• Rubinchik, Anna & Gorokhovsky, Alexander, , "Regularity of a general equilibrium in a model with infinite past and future," Working Papers, University of Haifa, Department of Economics, number WP2017/1.
• Recep BİNDAK, 0, "Lojistik Regresyon Analizi ile Pisa Araştırmasında Öğrenci Başarısının Modellenmesi," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, volume 14, issue 28, pages 57-74, DOI: 10.26650/ekoist.2018.14.28.0010.
• Federico Carlini & Paolo Santucci de Magistris, 2019, "Resuscitating the co-fractional model of Granger (1986)," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 19/01, Jan.
• Maria Giuseppina Bruno & Antonio Grande, , "Un nuovo algoritmo di inversione della distribuzione normale standardizzata e sue applicazioni finanziarie," Working Papers, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF, number 131/14.
• Maria Giuseppina Bruno & Antonio Grande, , "Pricing arithmetic average options and basket options using Monte Carlo and Quasi-Monte methods," Working Papers, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF, number 143/15.
• Sergo Tsiramua & Elza Nikoleishvili & Elisabed Asabashvili & George Tsiramua, 0000, "Logical-Combinatorial Methods for Cardiovascular Risk Factor Analysis and Assessment," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 15516601.
• Principi, Giulio & Wakker, Peter P. & Wang, Ruodu, 2025, "Anticomonotonicity for preference axioms: The natural counterpart to comonotonicity," Theoretical Economics, Econometric Society, volume 20, issue 3, July.
• Gonczarowski, Yannai A. & Kominers, Scott Duke & Shorrer, Ran I., 2025, "To infinity and beyond: a general framework for scaling economic theories," Theoretical Economics, Econometric Society, volume 20, issue 2, May.
• Azrieli, Yaron & Rehbeck, John N., 0, "Marginal stochastic choice," Theoretical Economics, Econometric Society.
• Roman Frydman & Soren Johansen & Anders Rahbek & Morten Tabor, 2019, "The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes," Working Papers Series, Institute for New Economic Thinking, number 92, Feb, DOI: 10.2139/ssrn.3346766.
• Rene van den Brink & Agnieszka Rusinowska, , "The Degree Ratio Ranking Method for Directed Networks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-026/II.
• Ewa M. Syczewska, , "Stability of Long-Run Relationships for Countries in Transition: A Hansen Test Study," Ace Project Memoranda, Department of Economics, University of Leicester, number 96/4.

None

• Chang Yang-Ming & Sanders Shane D., 2010, "The Welfare Implications of Rent Control: A Rent-Seeking Contest Approach," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 10, issue 1, pages 1-20, October, DOI: 10.2202/1935-1682.2369.
• Penalva Jose & Ryall Michael D, 2008, "Empirical Implications of Information Structure in Finite Extensive Form Games," The B.E. Journal of Theoretical Economics, De Gruyter, volume 8, issue 1, pages 1-49, January, DOI: 10.2202/1935-1704.1362.
• Bignami Fernando & Agliari Anna, 2010, "Synchronization and On-Off Intermittency Phenomena in a Market Model with Complementary Goods and Adaptive Expectations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 2, pages 1-31, March, DOI: 10.2202/1558-3708.1696.
• Caputo Michele, 2012, "The Convergence of Economic Developments," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 2, pages 1-23, April, DOI: 10.1515/1558-3708.1986.
• Guy Kaplanski, None, "Analytical portfolio value-at-risk," Journal of Risk, Journal of Risk.