Research classified by Journal of Economic Literature (JEL) codes

2023

• Benites Gutiérrez, Luis Alberto & Matheu Pérez, Alexis & Espinoza Mosqueda, Rafael & Ruff Escobar, Claudio & Inca Alayo, Martin & Ruiz Toledo, Marcelo & Cortés Cancino, Roberto, 2023, "Los clústeres como alternativa estratégica para la competitividad de las pymes: caso industria cuero y calzado en Perú
  [Clusters as a strategic alternative for the competitiveness of SMEs: case of the Leather and Footwear industry in Peru]," 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 35, issue 1, pages 136-156, June, DOI: https://doi.org/10.46661/revmetodos.
• Eddy Soria Leyva & Jorge Luis Mariño Vivar & Félix Díaz Pompa & Dayana Parra Parra & Yeilan Ivette González Odio, 2023, "Modelo sintético para estandarizar el índice de potencial turístico: un enfoque basado en el concepto de distancia
  [Synthetic model for standardizing the tourism potential index: a distance-based approach]," 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 36, issue 1, pages 1-30, December, DOI: https://doi.org/10.46661/revmetodos.
• Carlos Ernesto Flores Tapia & Santiago Mauricio Loza Sánchez & Nadia Micaela Zamora Flores & Karla Lissette Flores Cevallos, 2023, "Teoría de juegos aplicada a la toma de decisiones en contextos empresariales competitivos en el mercado de bicicletas y motocicletas
  [Game theory applied to decision making in competitive business contexts in the bicycle and motorcycle market]," 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 36, issue 1, pages 1-14, December, DOI: https://doi.org/10.46661/revmetodos.
• Dionisis Philippas & Catalin Dragomirescu-Gaina & Alexandros Leontitsis & Stephanos Papadamou, 2023, "Built-in challenges within the supervisory architecture of the Eurozone," Journal of Banking Regulation, Palgrave Macmillan, volume 24, issue 1, pages 15-39, March, DOI: 10.1057/s41261-021-00183-z.
• Saccal, Alessandro, 2023, "A finite, empirically useless and almost sure VAR representation for all minimal transition equations," MPRA Paper, University Library of Munich, Germany, number 116435, Feb.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "A Study on Nonlinear Budget Constraint of a Local Industrial Firm of Bangladesh: A Profit Maximization Investigation," MPRA Paper, University Library of Munich, Germany, number 117324, Mar, revised 27 Mar 2023.
• Glötzl, Erhard & Glötzl, Florentin & Richters, Oliver & Binter, Lucas, 2023, "General Constrained Dynamic Models in Economics - General Dynamic Theory of Economic Variables - Beyond Walras and Keynes," MPRA Paper, University Library of Munich, Germany, number 118314, Jun.
• Liu, Kaiola, 2023, "Quantitative and Qualitative Finance Practices: Anomaly Pattern Recognition," MPRA Paper, University Library of Munich, Germany, number 118393, Aug.
• Liu, Kaiola, 2023, "Quantitative and Qualitative Finance: ADSM," MPRA Paper, University Library of Munich, Germany, number 118399, Aug.
• Kleiner, George, 2023, "Доказательное Моделирование Как Перспективный Инструмент Научного Исследования Социально-Экономических Процессов
  [Evidence-based Modeling as a Perspective Tool for Scientific Research of Socio-economic Processes]," MPRA Paper, University Library of Munich, Germany, number 119300, Jul.
• Zhukovskiy, Vladislav & Zhukovskaya, Lidia & Mukhina, Yulia, 2023, "A New Approach To Optimal Solutions Of Noncooperative Games: Accounting For Savage–Niehans Risk," MPRA Paper, University Library of Munich, Germany, number 119395, Jun.
• Zhukovskiy, Vladislav & Zhukovskaya, Lidia & Mukhina, Yulia & Samsonov, Sergey, 2023, "Guaranteed Solution For Risk-Neutral Decision Maker: An Analog Of Maximin In Single-Criterion Choice Problem," MPRA Paper, University Library of Munich, Germany, number 119396, Oct.
• Zhukovskiy, Vladislav & Zhukovskaya, Lidia & Smirnova, Lidia, 2023, "Synthesis of equilibrium," MPRA Paper, University Library of Munich, Germany, number 119397, Oct.
• Ramaharo, Franck M. & Rasolofomanana, Gerzhino H., 2023, "Nowcasting Madagascar's real GDP using machine learning algorithms," MPRA Paper, University Library of Munich, Germany, number 119574, Dec.
• Molintas, Dominique Trual, 2023, "Inclusive Growth: Cordillera Corridor Tea Trade Treaty," MPRA Paper, University Library of Munich, Germany, number 124575, Mar.
• Jose Carlos Espinoza, 2023, "Aproximacion del ciclo politico economico con series de Fourier," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 20, issue 2, pages 53-68, Julio-Dic.
• Constanze Liepold & Paul Fabianek & Reinhard Madlener, 2023, "A Multi-Criteria Assessment Framework for Direct Load Control in Residential Buildings from an Occupants’ Perspective," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 15/2023, Nov.
• Rosa Ferrentino & Luca Vota, 2023, "A mathematical contribution to the economic growth theory. Evidence on the relationship between wages and output from the Italian regions," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 57, pages 111-133.
• Claude Diderich, 2023, "The Truth Behind Artificial Intelligence: Illustrated by Designing an Investment Advice Solution," Journal of Financial Transformation, Capco Institute, volume 58, pages 116-125.
• Andrey O. Bondarenko & Victor V. Makrusev & Galiya S. Ukubassova, 2023, "On the question of reducing the number of hierarchical levels in the organizational structure while preserving the overall capacity: methodology and mathematical model," Economic Consultant, Scientific and Educational Initiative LLC, volume 2, issue 2, pages 4-15.
• Carmen GASPAROTTI & Glencora-Maria BENEC MINCU & Cristina NITU & Alina RAILEANU & Andra ȚURCANU (MARCU), 2023, "Ports Digitization - A Challenge for Sustainable Development," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 143-160, June.
• Divina, Tatiana (Дивина, Татьяна), 2023, "Hierarchy analysis method as a tool of improvement of the rating system of students' results assessment in higher educational economic institutions
  [Метод Анализа Иерархий Как Инструмент Совершенствования Балльно-Рейтинговой Системы Оценки Результ," Economic environment, Russian Presidential Academy of National Economy and Public Administration, issue 4, pages 28-36, DOI: 10.36683/2306-1758/2023-4-46/28-36.
• Zaytsev, Aleksey (Зайцев, Алексей), 2023, "An algorithm for quickly finding long-term equilibria in models of overlapping generations
  [Алгоритм Быстрого Нахождения Долгосрочных Равновесий В Моделях Пересекающихся Поколений]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220230, May.
• Hiep Truong Thanh & Hong Nguyen Thi Bich, 2023, "The Role of Social Capital on the Searching Behaviours of a Job Seeker in the Multiple Labour Markets," Studies in Microeconomics, , volume 11, issue 3, pages 374-381, December, DOI: 10.1177/23210222211051469.
• Roman Kosmalski, 2023, "Równość czy efektywność. Wpływ polityki spójności na procesy wzrostu gospodarczego w województwach," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 54-71.
• Wojciech Kurylek, 2023, "The modeling of earnings per share of Polish companies for the post-financial crisis periodusing random walk and ARIMA models," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 19, pages 26-43, DOI: 10.7172/2353-6845.jbfe.2023.1.2.
• Meitner Cadena & Michel Denuit, 2023, "Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 46, issue 2, pages 569-582, December, DOI: 10.1007/s10203-023-00391-4.
• Hélène Halconruy, 2023, "The insider trading problem in a jump-binomial model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 46, issue 2, pages 379-413, December, DOI: 10.1007/s10203-023-00412-2.
• A. Max Reppen & H. Mete Soner & Valentin Tissot-Daguette, 2023, "Deep stochastic optimization in finance," Digital Finance, Springer, volume 5, issue 1, pages 91-111, March, DOI: 10.1007/s42521-022-00074-6.
• Tiago E. Pratas & Filipe R. Ramos & Lihki Rubio, 2023, "Forecasting bitcoin volatility: exploring the potential of deep learning," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 13, issue 2, pages 285-305, June, DOI: 10.1007/s40822-023-00232-0.
• Álvaro Cartea & Leandro Sánchez-Betancourt, 2023, "Optimal execution with stochastic delay," Finance and Stochastics, Springer, volume 27, issue 1, pages 1-47, January, DOI: 10.1007/s00780-022-00491-w.
• Guanxing Fu & Chao Zhou, 2023, "Mean field portfolio games," Finance and Stochastics, Springer, volume 27, issue 1, pages 189-231, January, DOI: 10.1007/s00780-022-00492-9.
• Corina Birghila & Tim J. Boonen & Mario Ghossoub, 2023, "Optimal insurance under maxmin expected utility," Finance and Stochastics, Springer, volume 27, issue 2, pages 467-501, April, DOI: 10.1007/s00780-023-00497-y.
• Yunhong Li & Zuo Quan Xu & Xun Yu Zhou, 2023, "Robust utility maximisation with intractable claims," Finance and Stochastics, Springer, volume 27, issue 4, pages 985-1015, October, DOI: 10.1007/s00780-023-00512-2.
• Claudio Fontana & Simone Pavarana & Wolfgang J. Runggaldier, 2023, "A stochastic control perspective on term structure models with roll-over risk," Finance and Stochastics, Springer, volume 27, issue 4, pages 903-932, October, DOI: 10.1007/s00780-023-00515-z.
• Mikhail Freer & César Martinelli, 2023, "An algebraic approach to revealed preference," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 75, issue 3, pages 717-742, April, DOI: 10.1007/s00199-022-01421-9.
• Mostafa Mardani Najafabadi & Hanieh Kazmi & Somayeh Shirzadi Laskookalayeh & Abas Abdeshahi, 2023, "Investigating the ability of fuzzy and robust DEA models to apply uncertainty conditions: an application for date palm producers," OPSEARCH, Springer;Operational Research Society of India, volume 60, issue 2, pages 776-801, June, DOI: 10.1007/s12597-023-00631-6.
• Andrew Phiri, 2023, "Fisher’s hypothesis in time–frequency space: a premier using South Africa as a case study," Quality & Quantity: International Journal of Methodology, Springer, volume 57, issue 5, pages 4255-4284, October, DOI: 10.1007/s11135-022-01561-z.
• J. Sánchez-Pérez, 2023, "New results for multi-issue allocation problems and their solutions," Review of Economic Design, Springer;Society for Economic Design, volume 27, issue 2, pages 313-336, June, DOI: 10.1007/s10058-022-00293-8.
• Alastaire Sena Alinsato & Kora Hafiz Bete & Nassibou Bassongui, 2023, "A climate–economy model in a stochastic differential equilibrium with fractional Brownian motions and Poisson jumps," SN Business & Economics, Springer, volume 3, issue 8, pages 1-23, August, DOI: 10.1007/s43546-023-00512-6.
• Rene’ van den Brink & Agnieszka Rusinowska, 2023, "Degree Centrality, von Neumann-Morgenstern Expected Utility and Externalities in Networks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-061/II, Oct.
• Li, Peixuan & Dang, Chuangyin & Herings, P.J.J., 2023, "Computing Perfect Stationary Equilibria in Stochastic Games," Discussion Paper, Tilburg University, Center for Economic Research, number 2023-006.
• Li, Peixuan & Dang, Chuangyin & Herings, P.J.J., 2023, "Computing Perfect Stationary Equilibria in Stochastic Games," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5b68f5d7-3209-4a1b-924c-6.
• Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2023, "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers, University of Toronto, Department of Economics, number tecipa-750, Mar.
• Ghossoub Mario & Principi Giulio & Stanca Lorenzo, 2023, "A Nonlinear Sandwich Theorem," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 081, Apr.
• Jose Apesteguia & Miguel A. Ballester, 2023, "The rationalizability of survey responses," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1863, Jun.
• Serena Sordi & Ahmad Naimzada & Marwil J. Dávila-Fernández, 2023, "A discrete-time dynamic model of real-financial markets interactions," Department of Economics University of Siena, Department of Economics, University of Siena, number 906, Dec.
• Julieta MIHAYLOVA, 2023, "An Approach To Modeling The Probable Consumers Demand Of Food Products Using Pearson Distribution System And Johnson Distribution System," Business & Management Compass, University of Economics Varna, issue 3, pages 213-223.
• Bouchra El Akraoui & Daoui Cherki, 2023, "Solving Finite-Horizon Discounted Non-Stationary MDPS," Folia Oeconomica Stetinensia, Sciendo, volume 23, issue 1, pages 1-15, June, DOI: 10.2478/foli-2023-0001.
• Soszyńska-Budny Joanna & Chmielewski Mariusz & Pioch Joanna, 2023, "Reliability of Renewable Power Generation using the Example of Offshore Wind Farms," Folia Oeconomica Stetinensia, Sciendo, volume 23, issue 1, pages 228-245, June, DOI: 10.2478/foli-2023-0012.
• Buiak Lesia & Harmatiy Nataliya & Fedyshyn Iryna & Pryshliak Kateryna, 2023, "The Impact of Crisis Events in Ukraine on the Export of Agricultural Products to EU Countries and the World," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, volume 45, issue 2, pages 193-201, June, DOI: 10.15544/mts.2023.19.
• A. Hadi-Vencheh & P. Wanke & A. Jamshidi & Jorge Antunes, 2023, "Robust ABC Inventory Classification Using Hybrid TOPSIS-Alternative Factor Extraction Approaches," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 04, pages 1371-1402, July, DOI: 10.1142/S0219622022500729.
• W D A Bryant, 2023, "Lectures in the Microeconomics of Choice:Foundations, Consumers, and Producers," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12789, ISBN: ARRAY(0x76d26600), September.
• David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), 2023, "Options — 45 Years since the Publication of the Black–Scholes–Merton Model:The Gershon Fintech Center Conference," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12822, ISBN: ARRAY(0x74ee12f8), September.
• Wei-Bin Zhang, 2023, "Chaos, Complexity, and Nonlinear Economic Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13173, ISBN: ARRAY(0x751249c8), September.
• Monojit Chatterji, 2023, "Problem Solving in Economics:A Quantitative Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13334, ISBN: ARRAY(0x754c3fe8), September.
• Robert A Jarrow & Dilip B Madan (ed.), 2023, "Peter Carr Gedenkschrift:Research Advances in Mathematical Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13491, ISBN: ARRAY(0x7507e8a0), September.
• W. D. A. Bryant, 2023, "Axiomatics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
• W. D. A. Bryant, 2023, "The Arrow–Debreu Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
• W. D. A. Bryant, 2023, "Preferences, Choice Sets, and Best Elements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
• W. D. A. Bryant, 2023, "Representing Preferences by Utility Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
• W. D. A. Bryant, 2023, "The Primal Approach to Consumer Demand," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
• W. D. A. Bryant, 2023, "Consumer Theory via Duality," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
• W. D. A. Bryant, 2023, "Revealed Preference and Integrability," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
• W. D. A. Bryant, 2023, "Production and Producers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
• W. D. A. Bryant, 2023, "Conclusion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
• M. S. Scholes, 2023, "Using Option Pricing Information to Time Diversify Portfolio Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, 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. 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.
• María Florencia Arnaudo & Fernando Delbianco, 2022, "Metodología para la estimación de la necesidad sanitaria. Aplicación en una localidad intermedia de la Provincia de Buenos Aires," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4535, Nov.
• 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.