Research classified by Journal of Economic Literature (JEL) codes

2023

• P. Wilmott, 2023, "How Good is Black–Scholes–Merton, Really?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Carr & L. Wu & Y. Zhang, 2023, "Probabilistic Interpretation of Black Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Brigo, 2023, "Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• M. Brenner, 2023, "VIX and Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• M. Musiela, 2023, "Multivariate Fractional Brownian Motion and Generalizations of SABR Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Glasserman & P. He, 2023, "Buy Rough, Sell Smooth," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• J. Gatheral & T. Jaisson & M. Rosenbaum, 2023, "Volatility is Rough," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• L.C.G. Rogers, 2023, "Things We Think We Know," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• R. Lee, 2023, "Cumulant Formulas for Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Tankov, 2023, "Implied Volatility Asymptotics: Black–Scholes and Beyond," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• J. Guyon, 2023, "The Smile of Stochastic Volatility Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• J. Cao & J. Chen & J. Hull, 2023, "A Neural Network Approach to Understanding Implied Volatility Movements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Dobi & M. Avellaneda, 2023, "Modeling Volatility Risk in Equity Options Market: A Statistical Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Gershon, 2023, "A General Theory of Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• A. Lipton, 2023, "Old Problems, Classical Methods, New Solutions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• B. Dupire, 2023, "25 Years of Local Volatility and Beyond," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Gatarek & J. Jabłecki, 2023, "Swap Rate à la Stock: Bermudan Swaptions Made Easy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• N. El Karoui, 2023, "Thirty Years of Derivatives Market: Originality of the French Experience," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• E. I. Ronn, 2023, "Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• H. Li & Q. Wang, 2023, "Options Markets in China: The New Frontier," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. B. Madan, 2023, "Risk Exposure Valuation Using Measure Distortions: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Protter, 2023, "Insider Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• M. Crouhy & D. Galai & Z. Wiener, 2023, "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• Carlo Acerbi & Balazs Szekely, 2023, "Backtestability and the Ridge Backtest," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Maxim Bichuch & Ke Chen, 2023, "A Deep Learning Scheme for Solving Fully Nonlinear Partial Differential Equation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Erhan Bayraktar & Tao Chen, 2023, "Data-Driven Non-Parametric Robust Control under Dependence Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Peter Carr & Umberto Cherubini, 2023, "Option Pricing Generators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Tahir Choulli & Ferdoos Alharbi, 2023, "Representation for Martingales Living after a Random Time with Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Dorinel Bastide & Stéphane Crépey & Samuel Drapeau & Mekonnen Tadese, 2023, "Derivatives’ Risks as Costs in a One-Period Network Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Freddy Delbaen & Chitro Majumdar, 2023, "Approximation with Independent Variables," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Walter Farkas & Francesco Ferrari & Urban Ulrych, 2023, "Pricing Autocallables under Local-Stochastic Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Helyette Geman & Yuanye Ma, 2023, "Not All Oil Storage Shocks Are Alike: The Case of WTI during Times of COVID-19," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Paul Glasserman & Dan Pirjol, 2023, "Total Positivity and Relative Convexity of Option Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Tugce Karatas & Amir Oskoui & Ali Hirsa, 2023, "Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Robert A. Jarrow & Yuxuan Liu, 2023, "Asset Price Bubbles, Wealth Preserving, Dominating and Replicating Trading Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Xiaodong Chen & Roger Lee, 2023, "EMA-Type Trading Strategies Maximize Utility under Partial Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Dilip B. Madan & Wim Schoutens & King Wang, 2023, "Option Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Erhan Bayraktar & Shuoqing Deng & Dominykas Norgilas, 2023, "Supermartingale Brenier’s Theorem with Full-Marginal Constraint," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Maziar Raissi, 2023, "Forward–Backward Stochastic Neural Networks: Deep Learning of High-Dimensional Partial Differential Equations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Bastien Baldacci & Paul Jusselin & Mathieu Rosenbaum, 2023, "How to Design a Derivatives Market?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Jingyan Zhang & Wim Schoutens, 2023, "A Moment Matching Calibration under the Bilateral Gamma Model and Its Application," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Eckhard Platen & Stefan Tappe, 2023, "Exploiting Arbitrage Requires Short Selling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Umut Çetin & Henri Waelbroeck, 2023, "Power Laws in Market Microstructure," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Yuri Imamura & Ju-Yi Yen, 2023, "An Extension with Illustrations of the Azéma–Yor Algorithm for Solving Skorokhod Embedding Problem," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".
• Webel, Karsten & Smyk, Anna, 2023, "Towards seasonal adjustment of infra-monthly time series with JDemetra+," Discussion Papers, Deutsche Bundesbank, number 24/2023.

2022

• Iqbal Jebril & P. Dhanaraj & Ghaida Muttashar Abdulsahib & SatheeshKumar Palanisamy & T.Prabhu & Osamah Ibrahim Khalaf, 2022, "Analysis of Electrically Couple SRR EBG Structure for Sub 6 GHz Wireless Applications," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue Special, pages 102-123, December.
• Aykan Coşkun & İsrafil Zor, 2022, "Importance Weights of Performance Ratios: Analyzing Hedge Funds by Entropy Method," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 37, issue 118, pages 1-12, October, DOI: https://doi.org/10.33203/mfy.107555.
• Vladislav SKALOZUB & Vadim HORIACHKIN & Ivan KLYMENKO, 2022, "Models and intellectual technologies used for analysis and process management under uncertainty," Access Journal, Access Press Publishing House, volume 3, issue 2, pages 185-200, April, DOI: 10.46656/access.2022.3.2(8).
• Robert M. Anderson & Haosui Duanmu & Aniruddha Ghosh & M. Ali Khan, 2022, "On Existence of Berk-Nash Equilibria in Misspecified Markov Decision Processes with Infinite Spaces," Papers, arXiv.org, number 2206.08437, Jun, revised Jul 2023.
• Carole Bernard & Gero Junike & Thibaut Lux & Steven Vanduffel, 2022, "Cost-efficient Payoffs under Model Ambiguity," Papers, arXiv.org, number 2207.02948, Jul, revised Aug 2023.
• Yaron Azrieli & John Rehbeck, 2022, "Marginal stochastic choice," Papers, arXiv.org, number 2208.08492, Aug.
• Erhan Bayraktar & Tao Chen, 2022, "Data-Driven Nonparametric Robust Control under Dependence Uncertainty," Papers, arXiv.org, number 2209.04976, Sep.
• Erhan Bayraktar & Shuoqing Deng & Dominykas Norgilas, 2022, "Supermartingale Brenier's Theorem with full-marginals constraint," Papers, arXiv.org, number 2212.14174, Dec.
• Faraje, Farhad & Alimoradi, Mehrdad & Farhang Moghaddam, Babak & Fadaee, Mahdi, 2022, "Optimal Planning for Transportation of Petroleum Products via Pipe-line According to the Demand Time Window for Minimizing Costs (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 27, issue 3, pages 175-221, December.
• James Younker, 2022, "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers, Bank of Canada, number 2022-19, Sep, DOI: 10.34989/sdp-2022-19.
• Adem BABACAN, 2022, "Toplu Taşımada Kullanılabilen Özel Halk Otobüsü Seçimi Çok Kriterli Karar Verme Yöntemi Analitik Hiyerarşi Prosesi Uygulaması," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 2, pages 127-146, December, DOI: https://doi.org/10.33399/biibfad.10.
• Daniel Levy & Hashem Dezhbakhsh, 2022, "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers, Bar-Ilan University, Department of Economics, number 2022-02, Mar.
• Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022, "Goodness-of-Fit Tests for SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 107-140, July, DOI: 10.1515/jtse-2022-0002.
• Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022, "Estimating SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 141-174, July, DOI: 10.1515/jtse-2021-0022.
• Mba Jules Clement & Mwambetania Mwambi Sutene, 2022, "Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 173-190, April, DOI: 10.1515/snde-2020-0072.
• Topcu Guloksuz Cigdem & Kumar Pranesh, 2022, "A new bivariate Archimedean copula with application to the evaluation of VaR," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 273-285, April, DOI: 10.1515/snde-2019-0096.
• Rémi Lauvergne & Yannick Perez & Alberto Tejeda, 2022, "Modeling electric vehicle charging patterns: A review," Revue d'économie industrielle, De Boeck Université, volume 0, issue 2, pages 247-286.
• Markus Roth, 2022, "Reformperspektiven für die deutsche Altersvorsorge Der Koalitionsvertrag aus rechtsvergleichender Sicht: Von Schweden lernen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 75, issue 02, pages 28-38, February.
• Didier Sornette & Sandro Claudio Lera & Jianhong Lin & Ke Wu, 2022, "Non-Normal Interactions Create Socio-Economic Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-43, May.
• Rafael Torres Gaviria, 2022, "Horsemen of the apocalypse: The Mongol Empire and the great divergence," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 20533, Nov.
• Karen Gabriela Rojas Contreras, 2022, "¿El tratado de libre comercio entre Colombia y Estados Unidos incentivó el comercio bilateral?," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 86, pages 1-45.
• Leobaldo Molero Oliva & Esmeralda Matilde Villegas Pocaterra & Emmanuel Victorio Borgucci Garc�a & Nelson Jos� Labarca Ferrer, 2022, "Convergencia estocástica en el Índice de Complejidad Económica: el caso de América Latina y el Caribe, 1995-2019," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 14, issue 2, pages 313-350.
• Pierri, Damian Rene & Seoane, Hernán, 2022, "An ergodic theory of sovereign default," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 36164, Dec.
• Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022, "Temporal networks in the analysis of financial contagion," Working Paper Series, European Central Bank, number 2667, Jun.
• Atilla AYDIN, 2022, "Turkiye Havayolu Tasimaciligi Sektorunun Yapisal Analizi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 10, issue 2, pages 55-69.
• Vogl, Markus, 2022, "Controversy in financial chaos research and nonlinear dynamics: A short literature review," Chaos, Solitons & Fractals, Elsevier, volume 162, issue C, DOI: 10.1016/j.chaos.2022.112444.
• Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum, 2022, "Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101677.
• Dezhbakhsh, Hashem & Levy, Daniel, 2022, "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110386.
• Mignanego, Fausto & Sbuelz, Alessandro, 2022, "Analytical cyclical price–dividend ratios," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110510.
• Attar, M. Aykut & Tekin-Koru, Ayça, 2022, "Latent social distancing: Identification, causes and consequences," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2022.100944.
• Keles, Dogan & Dehler-Holland, Joris, 2022, "Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105800.
• Mahler, Valentin & Girard, Robin & Kariniotakis, Georges, 2022, "Data-driven structural modeling of electricity price dynamics," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105811.
• Secomandi, Nicola, 2022, "Quadratic hedging of risk neutral values," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106086.
• Huang, Zhehao & Dong, Hao & Jia, Shuaishuai, 2022, "Equilibrium pricing for carbon emission in response to the target of carbon emission peaking," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106160.
• Göke, Leonard & Kendziorski, Mario & Kemfert, Claudia & Hirschhausen, Christian von, 2022, "Accounting for spatiality of renewables and storage in transmission planning," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106190.
• Falbo, Paolo & Pelizzari, Cristian & Rizzini, Giorgio, 2022, "Optimal incentive for electric vehicle adoption," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106270.
• Ghabri, Yosra & Ben Rhouma, Oussama & Gana, Marjène & Guesmi, Khaled & Benkraiem, Ramzi, 2022, "Information transmission among energy markets, cryptocurrencies, and stablecoins under pandemic conditions," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102197.
• Orlando, Giuseppe & Bufalo, Michele, 2022, "Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102599.
• Su, Zhifang & Bao, Haohua & Li, Qifang & Xu, Boyu & Cui, Xin, 2022, "The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102702.
• Vazirani, Vijay V., 2022, "The general graph matching game: Approximate core," Games and Economic Behavior, Elsevier, volume 132, issue C, pages 478-486, DOI: 10.1016/j.geb.2022.01.017.
• Chi, Yichun & Zhuang, Sheng Chao, 2022, "Regret-based optimal insurance design," Insurance: Mathematics and Economics, Elsevier, volume 102, issue C, pages 22-41, DOI: 10.1016/j.insmatheco.2021.11.003.
• Marri, Fouad & Moutanabbir, Khouzeima, 2022, "Risk aggregation and capital allocation using a new generalized Archimedean copula," Insurance: Mathematics and Economics, Elsevier, volume 102, issue C, pages 75-90, DOI: 10.1016/j.insmatheco.2021.11.007.
• Huang, Yiming & Mamon, Rogemar & Xiong, Heng, 2022, "Valuing guaranteed minimum accumulation benefits by a change of numéraire approach," Insurance: Mathematics and Economics, Elsevier, volume 103, issue C, pages 1-26, DOI: 10.1016/j.insmatheco.2021.11.002.
• Wang, Qiuqi & Wang, Ruodu & Zitikis, Ričardas, 2022, "Risk measures induced by efficient insurance contracts," Insurance: Mathematics and Economics, Elsevier, volume 103, issue C, pages 56-65, DOI: 10.1016/j.insmatheco.2022.01.003.
• Liang, Xiaoqing & Wang, Ruodu & Young, Virginia R., 2022, "Optimal insurance to maximize RDEU under a distortion-deviation premium principle," Insurance: Mathematics and Economics, Elsevier, volume 104, issue C, pages 35-59, DOI: 10.1016/j.insmatheco.2022.01.007.
• Albrecher, Hansjörg & Finger, Dina & Goffard, Pierre-O., 2022, "Blockchain mining in pools: Analyzing the trade-off between profitability and ruin," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 313-335, DOI: 10.1016/j.insmatheco.2022.04.004.
• Hu, Changyue & Quan, Zhiyu & Chong, Wing Fung, 2022, "Imbalanced learning for insurance using modified loss functions in tree-based models," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 13-32, DOI: 10.1016/j.insmatheco.2022.04.010.
• Cheung, Eric C.K. & Peralta, Oscar & Woo, Jae-Kyung, 2022, "Multivariate matrix-exponential affine mixtures and their applications in risk theory," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 364-389, DOI: 10.1016/j.insmatheco.2022.07.001.
• Goegebeur, Yuri & Guillou, Armelle & Pedersen, Tine & Qin, Jing, 2022, "Extreme-value based estimation of the conditional tail moment with application to reinsurance rating," Insurance: Mathematics and Economics, Elsevier, volume 107, issue C, pages 102-122, DOI: 10.1016/j.insmatheco.2022.08.003.
• Mercè Claramunt, M. & Lefèvre, Claude & Loisel, Stéphane & Montesinos, Pierre, 2022, "Basis risk management and randomly scaled uncertainty," Insurance: Mathematics and Economics, Elsevier, volume 107, issue C, pages 123-139, DOI: 10.1016/j.insmatheco.2022.08.005.
• Li, Shu & Zhou, Xiaowen, 2022, "The Parisian and ultimate drawdowns of Lévy insurance models," Insurance: Mathematics and Economics, Elsevier, volume 107, issue C, pages 140-160, DOI: 10.1016/j.insmatheco.2022.08.004.
• Gómez, Fabio & Tang, Qihe & Tong, Zhiwei, 2022, "The gradient allocation principle based on the higher moment risk measure," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106544.
• Gorokhovsky, Alexander & Rubinchik, Anna, 2022, "Necessary and sufficient conditions for determinacy of asymptotically stationary equilibria in OLG models," Journal of Economic Theory, Elsevier, volume 204, issue C, DOI: 10.1016/j.jet.2022.105496.
• Décamps, Jean-Paul & Villeneuve, Stéphane, 2022, "Learning about profitability and dynamic cash management," Journal of Economic Theory, Elsevier, volume 205, issue C, DOI: 10.1016/j.jet.2022.105522.
• Escobar-Anel, Marcos & Gollart, Maximilian & Zagst, Rudi, 2022, "Closed-form portfolio optimization under GARCH models," Operations Research Perspectives, Elsevier, volume 9, issue C, DOI: 10.1016/j.orp.2021.100216.
• Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2022, "A new measure of the resilience for networks of funds with applications to socially responsible investments," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 593, issue C, DOI: 10.1016/j.physa.2022.126976.
• Amvella Motaze, Serge Patrick, 2022, "The determinants of the lending interest rate in a cost-based approach: Theoretical model and empirical analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 83, issue C, pages 36-51, DOI: 10.1016/j.qref.2021.10.003.
• Nocera Alves Junior, Paulo & Costa Melo, Isotilia & de Moraes Santos, Rodrigo & da Rocha, Fernando Vinícius & Caixeta-Filho, José Vicente, 2022, "How did COVID-19 affect green-fuel supply chain? - A performance analysis of Brazilian ethanol sector," Research in Transportation Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.retrec.2021.101137.
• Jiménez-Fernández, Eduardo & Sánchez, Angeles & Ortega-Pérez, Mario, 2022, "Dealing with weighting scheme in composite indicators: An unsupervised distance-machine learning proposal for quantitative data," Socio-Economic Planning Sciences, Elsevier, volume 83, issue C, DOI: 10.1016/j.seps.2022.101339.
• Orlando, Giuseppe, 2022, "Simulating heterogeneous corporate dynamics via the Rulkov map," Structural Change and Economic Dynamics, Elsevier, volume 61, issue C, pages 32-42, DOI: 10.1016/j.strueco.2022.02.003.
• Cesar Ramos & Álvaro Aruquipa, 2022, "Evaluación del Bienestar de los Hogares en el Consumo de Alimentos: Una Aplicación del Algoritmo de Vartia," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 5, issue 2, pages 117-160, Diciembre.
• Vasileios Ouranos & Alexandra Livada, 2022, "Probability of Default Estimation as a Credit Risk Parameter: A Markov Chain Approach Applied in Real Data," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "The New Digital Era: Other Emerging Risks and Opportunities", DOI: 10.1108/S1569-37592022000109B010.
• Emna Mnif & Khaireddine Mouakhar & Anis Jarboui, 2022, "Energy-conserving cryptocurrency response during the COVID-19 pandemic and amid the Russia–Ukraine conflict," Journal of Risk Finance, Emerald Group Publishing Limited, volume 24, issue 2, pages 169-185, December, DOI: 10.1108/JRF-06-2022-0161.
• Anna Borucka & Pawel Kler, 2022, "Food Safety Delivered for Polish Military Cadets during the COVID-19 Pandemic," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 530-542.
• Dana Dluhosova & Karolina Lisztwanova & Antonín Poncik & Iveta Ratmanová & Zdenek Zmeskal, 2022, "Dynamic and Static Decomposition Analysis of the Czech Automotive Production Sector," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 84-95.
• Paulo Rotella Junior & Luiz Celio Souza Rocha & Rogerio Santana Peruchi & Giancarlo Aquila & Karel Janda & Edson de Oliveira Pamplona, 2022, "Robust Portfolio Optimization: A Stochastic Evaluation of Worst-Case Scenarios," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/03, Mar, revised Mar 2022.
• Emil Heesche & Mette Asmild, 2022, "Implications of Aggregation Uncertainty in DEA," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2022/02, Mar.
• Nicole El Karoui & Antoine Parent & Pierre-Charles Pradier, 2022, "Louis Bachelier's Théorie de la spéculation : The missing piece in Walras' general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03815600, Oct.
• Cécile Bastidon & Antoine Parent, 2022, "Cliometrics of world stock markets evolving networks," Post-Print, HAL, number hal-03570692.
• Roy Cerqueti & R. Ciciretti A. Dalo, M. Nicolosi, 2022, "A new measure of the resilience for networks of funds with applications to socially responsible investments," Post-Print, HAL, number hal-03789131.
• Jean-Paul Décamps & Stéphane Villeneuve, 2022, "Learning about profitability and dynamic cash management," Post-Print, HAL, number hal-04164661, DOI: 10.1016/j.jet.2022.105522.
• Cécile Bastidon & Antoine Parent, 2022, "Cliometrics of world stock markets evolving networks," Post-Print, HAL, number hal-04255788, May, DOI: 10.1007/s10479-022-04564-z.
• Nicole El Karoui & Antoine Parent & Pierre-Charles Pradier, 2022, "Louis Bachelier's Théorie de la spéculation : The missing piece in Walras' general equilibrium," Post-Print, HAL, number halshs-03815600, Oct.
• Nicole El Karoui & Antoine Parent & Pierre-Charles Pradier, 2022, "Louis Bachelier's Théorie de la spéculation : The missing piece in Walras' general equilibrium," Sciences Po Economics Publications (main), HAL, number halshs-03815600, Oct.
• Sibbertsen, Philipp & Müller, Karsten & Lampert, Timm & Taktikos, Michael, 2022, "Roth's Theorem implies a Weakened Version of the ABC Conjecture for Special Cases," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-700, Jul.
• Herbertsson, Alexander, 2022, "Saddlepoint approximations for credit portfolios with stochastic recoveries," Working Papers in Economics, University of Gothenburg, Department of Economics, number 823, Aug.
• Vasiliy Osipov & Marina Osipova & Sergey Kuleshov & Alexandra Zaytseva & Aleksey Aksenov, 2022, "Epidemiological Informing of the Population in Cities: Models and Their Application," Foresight and STI Governance, National Research University Higher School of Economics, volume 16, issue 2, pages 80-89.
• Razo-De-Anda, Jorge Omar & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2022, "¿Can the stock market boost economic growth? evidence from the Mexican real estate investment trust (REIT)," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 17, issue 36, pages 9-32, Primer se.
• Philip Protter & Alejandra Quintos, 2022, "Optimal group size in microlending," Annals of Finance, Springer, volume 18, issue 1, pages 121-132, March, DOI: 10.1007/s10436-020-00382-0.
• Andrew Phiri, 2022, "Changing efficiency of BRICS currency markets during the COVID-19 pandemic," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1673-1699, August, DOI: 10.1007/s10644-021-09363-3.
• Vidhi Patel & Mina Maleki & Mehdi Kargar & Jessica Chen & Hanna Maoh, 2022, "A cluster-driven classification approach to truck stop location identification using passive GPS data," Journal of Geographical Systems, Springer, volume 24, issue 4, pages 657-677, October, DOI: 10.1007/s10109-022-00380-y.
• Anna Battauz & Marzia De Donno & Janusz Gajda & Alessandro Sbuelz, 2022, "Optimal exercise of American put options near maturity: A new economic perspective," Review of Derivatives Research, Springer, volume 25, issue 1, pages 23-46, April, DOI: 10.1007/s11147-021-09180-w.
• Roy Cerqueti & Francesca Pampurini & Annagiulia Pezzola & Anna Grazia Quaranta, 2022, "Dangerous liasons and hot customers for banks," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 1, pages 65-89, July, DOI: 10.1007/s11156-022-01039-x.
• Driss El Kadiri Boutchic, 2022, "Elaborating on a new entrepreneur typology from the corporate governance perspective," International Entrepreneurship Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 8, issue 1, pages 7-22.
• Naszódi, Anna, 2022, "Hogyan szálazzuk szét a megfigyelhető változások okait?
  [Decomposing observable changes into their causes]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1407-1432, DOI: 10.18414/KSZ.2022.11.1407.
• Nicolene Hamman & Andrew Phiri, 2022, "Using Nighttime Luminosity as a Proxy for Economic Growth in Africa: Is It a Bright Idea?," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 20, issue 2 (Summer, pages 139-165, DOI: 10.26493/1854-6935.20.139-165.
• Nicole El Karoui & Antoine Parent & Pierre-Charles Pradier, 2022, "Louis Bachelier's Théorie de la spéculation : The missing piece in Walras' general equilibrium," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 22019, Oct.
• Andrzej Dudek & Marcin Pełka, 2022, "Symbolic data analysis as a tool for credit fraud detection," Bank i Kredyt, Narodowy Bank Polski, volume 53, issue 6, pages 587-604.
• Leonid Kogan & Indrajit Mitra, 2022, "Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method," NBER Working Papers, National Bureau of Economic Research, Inc, number 30111, Jun.
• Toroptsev, E. & Marakhovskii, A., 2022, "Analysis of macrostructural dynamics framed by the "input-output" methodology," Journal of the New Economic Association, New Economic Association, volume 53, issue 1, pages 12-30, DOI: 10.31737/2221-2264-2022-53-1-1.
• Hoang Khieu, 2022, "Rising wealth inequality: when r − g matters
  [The rise and decline of general laws of capitalism]," Oxford Economic Papers, Oxford University Press, volume 74, issue 2, pages 333-358.
• Ovidiu Gherasim, 2022, "Choosing the Appropriate Regression from Nine Different Mathematical Models," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 240-247, September.
• Sorin Vlad & Mariana Vlad, 2022, "Nonlinear Analysis of Financial Time Series," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 478-483, Decembrie.
• Lamis Rivero, José Manuel & Plasencia Soler, Juan Antonio & Marrero Delgado, Fernando, 2022, "Evaluación del nivel de sostenibilidad en la gestión de las tecnologías y sistemas de información a través de la Lógica Difusa Compensatoria
  [Determination of the level of sustainability in the management of information technologies and systems]," 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 33, issue 1, pages 154-168, June, DOI: https://doi.org/10.46661/revmetodos.
• Moreno García, Roberto René & Parra Pérez, Katia María & Moreno Parra, Rodolfo Roberto & Pacheco Feria, Ulises & Nieto Columbié, José Daniel & Soulary Carracedo, Víctor Salvador & Piedra-Muñoz, Laura , 2022, "Balance sectorial utilizando modelos matemáticos. Aplicación en Cuba
  [Sectorial balance using mathematical models. Application in Cuba]," 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 34, issue 1, pages 155-176, December, DOI: https://doi.org/10.46661/revmetodos.
• Zonghui Yao & Dunia López-Pintado & Sara López-Pintado, 2022, "Uncertainty analysis of contagion processes based on a functional approach," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 22.12.
• Glötzl, Erhard, 2022, "Macroeconomic General Constrained Dynamic models (GCD models)," MPRA Paper, University Library of Munich, Germany, number 112385, Mar.
• Glötzl, Erhard, 2022, "A simple General Constrained Dynamics (GCD) model for demand, supply and price shocks," MPRA Paper, University Library of Munich, Germany, number 112386, Mar.
• Glötzl, Erhard, 2022, "General Constrained Dynamic (GCD) models with intertemporal utility functions," MPRA Paper, University Library of Munich, Germany, number 112387, Mar.
• Dezhbakhsh, Hashem & Levy, Daniel, 2022, "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," MPRA Paper, University Library of Munich, Germany, number 112493, Mar.
• Pihnastyi, Oleh & Kozhevnikov, Georgii & Ivanovska, Olha, 2022, "Maxwell-Element Model for Describing Conveyor Belt Stresses," MPRA Paper, University Library of Munich, Germany, number 112560, Jan, revised 01 Jan 2022.
• Kogure, Yosuke & Ikeda, Kiyohiro, 2022, "Group-theoretic Study of Economic Agglomerations on a Square Lattice," MPRA Paper, University Library of Munich, Germany, number 112842, Apr.
• Massaro, Alessandro & Giardinelli, Vito O. M. & Cosoli, Gabriele & Magaletti, Nicola & Leogrande, Angelo, 2022, "The Prediction of Hypertension Risk," MPRA Paper, University Library of Munich, Germany, number 113242, May.
• Pihnastyi, Oleh & Khodusov, Valery & Kotova, Anna, 2022, "The problem of combined optimal load flow control of main conveyor line," MPRA Paper, University Library of Munich, Germany, number 113787, Jul, revised 05 Jun 2022.
• Maebayashi, Noritaka & Murahara, Hideki, 2022, "A new characterization of consumer heterogeneity in a growing economy," MPRA Paper, University Library of Munich, Germany, number 114887, Oct.
• Pihnastyi, Oleh & Chernіavska, Svіtlana, 2022, "Improvement of methods for description of a three-bunker collection conveyor," MPRA Paper, University Library of Munich, Germany, number 115529, Oct, revised 15 Oct 2022.
• Desogus, Marco & Casu, Elisa, 2022, "Chaos, granularity, and instability in economic systems of countries with emerging market economies: relationships between GDP growth rate and increasing internal inequality," MPRA Paper, University Library of Munich, Germany, number 115744, revised 2022.
• Pihnastyi, Oleh & Burduk, Anna, 2022, "Analysis of a Dataset for Modeling a Transport Conveyor," MPRA Paper, University Library of Munich, Germany, number 116161, Nov, revised 26 Nov 2022.
• Koundouri, Phoebe & Pittis, Nikitas & Samartzis, Panagiotis, 2022, "Mitigating Ambiguity Aversion via Counterfactual Priors: A Resolution of Ellsberg's Paradox," MPRA Paper, University Library of Munich, Germany, number 122130, Mar.
• Boulanouar, Zakaria & Ghassan, Hassan B., 2022, "Modelling of Levels of Relationship Banking in Business Banking," MPRA Paper, University Library of Munich, Germany, number 122969, Nov, revised 17 May 2023.
• Avramov, Roumen & Ganev, Kaloyan & Petranov, Stefan, 2022, "To Command or to Understand? Planning Concepts and Economic Research in Communist Bulgaria," MPRA Paper, University Library of Munich, Germany, number 123632, revised 2022.
• Jarusch Muessel & Oliver Ruhnau & Reinhard Madlener, 2022, "Modeling Volatility and Flexibility of Electric Vehicles’ Energy Consumption," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 17/2022, Nov.
• Felipe Torres Torres & Agustín Rojas Martínez, 2022, "La seguridad alimentaria en la encrucijada de las desigualdades regionales de México," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 53, pages 91-115.
• Tzu-Pu Chang & Yu-Cheng Chang & Po-Ching Chou, 2022, "The Trend is Your Friend: A Note on An Ensemble Learning Approach to Finding It," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 19-25.
• Rostislav, Konstantin (Ростислав, Константин) & Ponomarev, Yuriy (Пономарев, Юрий) & Radchenko, Darina (Радченко, Дарина), 2022, "Development Of An Approach To Assessing The Relative Strength Of Agglomeration Effects Mechanisms In Russia Based On Microdata On Russian Producers And Municipalities
  [Разработка Подхода К Оценке Относительной Силы Механизмов Агломерационных Эффек," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220295, Nov.
• Leonardo Barros Torres & Jaylson Jair da Silveira, Gilberto Tadeu Lima, 2022, "To Comply or not to Comply: Persistent Heterogeneity in Tax Compliance and Macroeconomic Dynamics," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2022_04, Mar.
• Alejandro Balbás & Beatriz Balbás & Raquel Balbás, 2022, "Pareto efficient buy and hold investment strategies under order book linked constraints," Annals of Operations Research, Springer, volume 311, issue 2, pages 945-965, April, DOI: 10.1007/s10479-021-03942-3.
• Christos E. Kountzakis & Damiano Rossello, 2022, "Monetary risk measures for stochastic processes via Orlicz duality," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 35-56, June, DOI: 10.1007/s10203-021-00334-x.
• Michael Heinrich Baumann, 2022, "Beating the market? A mathematical puzzle for market efficiency," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 279-325, June, DOI: 10.1007/s10203-021-00361-8.
• Damiano Rossello, 2022, "Performance measurement with expectiles," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 343-374, June, DOI: 10.1007/s10203-022-00369-8.
• Zhongren Zhang, 2022, "The transformation problem: a mathematical approach of its solution within Marx’s original framework," Evolutionary and Institutional Economics Review, Springer, volume 19, issue 2, pages 701-728, September, DOI: 10.1007/s40844-022-00237-5.
• Shi Chen & Wolfgang Karl Härdle & Weining Wang, 2022, "The common and specific components of inflation expectations across European countries," Empirical Economics, Springer, volume 62, issue 2, pages 553-580, February, DOI: 10.1007/s00181-021-02027-1.
• Sebastian Jaimungal, 2022, "Reinforcement learning and stochastic optimisation," Finance and Stochastics, Springer, volume 26, issue 1, pages 103-129, January, DOI: 10.1007/s00780-021-00467-2.
• Christian Furrer, 2022, "Scaled insurance cash flows: representation and computation via change of measure techniques," Finance and Stochastics, Springer, volume 26, issue 2, pages 359-382, April, DOI: 10.1007/s00780-022-00472-z.
• Søren Asmussen, 2022, "On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance," Finance and Stochastics, Springer, volume 26, issue 3, pages 383-416, July, DOI: 10.1007/s00780-022-00482-x.
• Henryk Zähle, 2022, "A concept of copula robustness and its applications in quantitative risk management," Finance and Stochastics, Springer, volume 26, issue 4, pages 825-875, October, DOI: 10.1007/s00780-022-00485-8.
• Pierre-Edouard Arrouy & Alexandre Boumezoued & Bernard Lapeyre & Sophian Mehalla, 2022, "Jacobi stochastic volatility factor for the LIBOR market model," Finance and Stochastics, Springer, volume 26, issue 4, pages 771-823, October, DOI: 10.1007/s00780-022-00488-5.
• Angelo Antoci & Paolo Russu & Pier Luigi Sacco & Giorgio Tavano Blessi, 2022, "Preying on beauty? The complex social dynamics of overtourism," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 1, pages 379-400, January, DOI: 10.1007/s11403-020-00311-4.
• Robert M. Anderson & Haosui Duanmu & M. Ali Khan & Metin Uyanik, 2022, "Walrasian equilibrium theory with and without free-disposal: theorems and counterexamples in an infinite-agent context," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 387-412, April, DOI: 10.1007/s00199-021-01395-0.
• Konrad Podczeck & Nicholas C. Yannelis, 2022, "Existence of Walrasian equilibria with discontinuous, non-ordered, interdependent and price-dependent preferences, without free disposal, and without compact consumption sets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 413-420, April, DOI: 10.1007/s00199-021-01400-6.
• Julio Backhoff-Veraguas & Patrick Beissner & Ulrich Horst, 2022, "Robust contracting in general contract spaces," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 4, pages 917-945, June, DOI: 10.1007/s00199-021-01354-9.
• Christian Ewerhart, 2022, "A “fractal” solution to the chopstick auction," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 74, issue 4, pages 1025-1041, November, DOI: 10.1007/s00199-017-1052-1.
• Agnieszka Lipieta & Elżbieta Pliś, 2022, "Diversity and mechanisms of economic evolution," Journal of Evolutionary Economics, Springer, volume 32, issue 4, pages 1265-1286, September, DOI: 10.1007/s00191-022-00773-8.
• Zhongshen Wang & John Stufken, 2022, "Locally D-Optimal Designs for Binary Responses and Multiple Continuous Design Variables," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 20, issue 1, pages 101-113, September, DOI: 10.1007/s40953-022-00304-z.
• M. Brachetta & C. Ceci, 2022, "A stochastic control approach to public debt management," Mathematics and Financial Economics, Springer, number 5, December, DOI: 10.1007/s11579-022-00323-7.
• Pejman Peykani & Jafar Gheidar-Kheljani & Reza Farzipoor Saen & Emran Mohammadi, 2022, "Generalized robust window data envelopment analysis approach for dynamic performance measurement under uncertain panel data," Operational Research, Springer, volume 22, issue 5, pages 5529-5567, November, DOI: 10.1007/s12351-022-00729-7.
• Oleksandr Bartkoviak & Viktor Shpyrko & Oleksandr Chernyak & Yevgen Chernyak, 2022, "Statistical Arbitrage Using Cointegration and Principal Component Analysis Approach," Springer Proceedings in Business and Economics, Springer, in: Pantelis Sklias & Persefoni Polychronidou & Anastasios Karasavvoglou & Victoria Pistikou & Nikolaos , "Business Development and Economic Governance in Southeastern Europe", DOI: 10.1007/978-3-031-05351-1_9.
• Markus Vogl, 2022, "Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019)," SN Business & Economics, Springer, volume 2, issue 12, pages 1-69, December, DOI: 10.1007/s43546-022-00359-3.
• W. Erwin Diewert, 2022, "Duality in Production," Springer Books, Springer, chapter 3, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar, "Handbook of Production Economics", DOI: 10.1007/978-981-10-3455-8_21.
• Rosa Ferrentino & Luca Vota, 2022, "The Low-Skilled Immigrants’ Integration Process: a Mathematical Analysis," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 12, issue 6, pages 1-8.
• Yi-Long Hsiao & Chien-Jung Ting, 2022, "Pricing Rent-to-Own Options with a Barrier Level: Taking Housing Contracts as an Example," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 5, pages 1-3.
• Rosa Ferrentino & Luca Vota, 2022, "A Mathematical Model for the Pricing of Derivative Financial Products: the Role of the Banking Supervision and of the Model Risk," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 11, issue 1, pages 1-2.
• Simona Hašková & Petr Šuleř & Tomáš Krulický, 2022, "Advantages of fuzzy approach compared to probabilistic approach in project evaluation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 1, pages 483-493, September, DOI: 10.9770/jesi.2022.10.1(27).
• Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2022, "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers, University of Toronto, Department of Economics, number tecipa-741, Oct.
• Décamps, Jean-Paul & Villeneuve, Stéphane, 2022, "Learning about profitability and dynamic cash management," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1301, Feb.
• Rosen Nikolaev, 2022, "Long-term Recurring Deposits with Variable Installments," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, volume 11, issue 1, pages 149-156, April.
• Račić Željko V. & Kovačević Slaviša & Babić Nemanja, 2022, "I distance application in the ranking of Group 8 and European Union countries by level of development," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 8, issue 2, pages 43-52, December, DOI: 10.2478/crebss-2022-0009.
• Kantšukov Mark & Sander Priit, 2022, "Optimal Holding Period of an Investment Property Under Different Systems of Income Taxation – An Individual Investor’s Perspective," Real Estate Management and Valuation, Sciendo, volume 30, issue 3, pages 12-29, September, DOI: 10.2478/remav-2022-0018.
• Sulejmani Artan & Tevdovski Dragan, 2022, "How the Contagion is Transmitted to the Macedonian Stock Market? an Analysis of Co-Exceedances," South East European Journal of Economics and Business, Sciendo, volume 17, issue 1, pages 1-13, June, DOI: 10.2478/jeb-2022-0001.
• Dorje Brody & Lane Hughston & Andrea Macrina (ed.), 2022, "Financial Informatics:An Information-Based Approach to Asset Pricing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12533, ISBN: ARRAY(0x60dc6268), September.
• Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), 2022, "Recent Trends in Financial Engineering:Towards More Sustainable Social Impact," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12892, ISBN: ARRAY(0x6046f880), September.