Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
/ / / C60: General
/ / / C61: Optimization Techniques; Programming Models; Dynamic Analysis
/ / / C62: Existence and Stability Conditions of Equilibrium
/ / / C63: Computational Techniques
/ / / C65: Miscellaneous Mathematical Tools
/ / / C67: Input-Output Models
/ / / C68: Computable General Equilibrium Models
/ / / C69: Other

2013

• Vito Fragnelli & Gianfranco Gambarelli, 2013, "Introduction," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-2, DOI: 10.1142/S0219198913030023.
• Guillermo Owen, 2013, "Applications Of Game Theory To Economics," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-8, DOI: 10.1142/S0219198913400112.
• Mathieu Martin & Maurice Salles, 2013, "Social Choice And Cooperative Game Theory: Voting Games As Social Aggregation Functions," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-17, DOI: 10.1142/S0219198913400124.
• Manfred J. Holler & Hannu Nurmi, 2013, "Power Sharing In Politics," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-13, DOI: 10.1142/S0219198913400136.
• Gabrielle Demange, 2013, "On Allocating Seats To Parties And Districts: Apportionments," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-14, DOI: 10.1142/S0219198913400148.
• Vito Fragnelli & Stefano Gagliardo, 2013, "Open Problems In Cooperative Location Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-13, DOI: 10.1142/S021919891340015X.
• Sylvain Beal & Amandine Ghintran & Eric Remila & Philippe Solal, 2013, "The River Sharing Problem: A Survey," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-19, DOI: 10.1142/S0219198913400161.
• Yves Crama & Luc Leruth, 2013, "Power Indices And The Measurement Of Control In Corporate Structures," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-15, DOI: 10.1142/S0219198913400173.
• William Thomson, 2013, "Game-Theoretic Analysis Of Bankruptcy And Taxation Problems: Recent Advances," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-14, DOI: 10.1142/S0219198913400185.
• Joaquin Sanchez-Soriano, 2013, "An Overview On Game Theory Applications To Engineering," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-18, DOI: 10.1142/S0219198913400197.
• Stefano Moretti, 2013, "On Some Open Problems Arising From The Application Of Coalitional Games In Medicine," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-18, DOI: 10.1142/S0219198913400203.
• Conrado Manuel & Enrique González-Arangüena & Mónica Del Pozo, 2013, "Cooperative Game Theory In Sports," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-10, DOI: 10.1142/S0219198913400215.
• Dongshuang Hou & Theo Driessen, 2013, "CONVEXITY OF THE "AIRPORT PROFIT GAME" ANDk-CONVEXITY OF THE "BANKRUPTCY GAME"," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-13, DOI: 10.1142/S0219198913400227.
• Amit K Biswas, 2013, "LARGENESS OF THE CORE OFk-CONVEX SYMMETRIC GAMES," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-5, DOI: 10.1142/S0219198913400239.
• K. S. Mallikarjuna Rao & A. J. Shaiju, 2013, "Some Remarks On Evolutionary Stability In Matrix Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-10, DOI: 10.1142/S0219198913400240.
• Vikas Vikram Singh & N. Hemachandra & K. S. Mallikarjuna Rao, 2013, "Blackwell Optimality In Stochastic Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-18, DOI: 10.1142/S0219198913400252.
• Prasenjit Mondal & Sagnik Sinha, 2013, "Ordered Field Property In A Subclass Of Finite Ser-Sit Semi-Markov Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-20, DOI: 10.1142/S0219198913400264.
• A. Sugumaran & V. Thangaraj & G. Ravindran, 2013, "Average Rules For Cooperative Tu Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-14, DOI: 10.1142/S0219198913400276.
• R. K. Amit & Parthasarathy Ramachandran, 2013, "Aspects Of Exchangeability In The Shapley Value," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-11, DOI: 10.1142/S0219198913400288.
• Krishna Chaitanya Vanam & N. Hemachandra, 2013, "Some Excess-Based Solutions For Cooperative Games With Transferable Utility," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-14, DOI: 10.1142/S021919891340029X.
• Rohit Parikh & Çağil Taşdemi̇r & Andreas Witzel, 2013, "The Power Of Knowledge In Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-28, DOI: 10.1142/S0219198913400306.
• Soumya Paul & R. Ramanujam, 2013, "Dynamics Of Choice Restriction In Large Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-22, DOI: 10.1142/S0219198913400318.
• Parshuram S. Hotkar & Usha Mohan, 2013, "Impact Of Retailer Competition On Manufacturer'S Decisions And Profits At Equilibrium," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-16, DOI: 10.1142/S021919891340032X.
• I. Jeyaraman & K. C. Sivakumar & V. Vetrivel, 2013, "Stein Linear Programs Over Symmetric Cones," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-14, DOI: 10.1142/S0219198913400331.
• Jiyuan Tao & M. Seetharama Gowda, 2013, "A Representation Theorem For Lyapunov-Like Transformations On Euclidean Jordan Algebras," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-11, DOI: 10.1142/S0219198913400343.
• A. Chandrashekaran & T. Parthasarathy & V. Vetrivel, 2013, "Solving Strongly Monotone Linear Complementarity Problems," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-13, DOI: 10.1142/S0219198913400355.
• G. S. R. Murthy & T. Parthasarathy & R. Sridhar, 2013, "On Fully Semimonotone Matrices," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-17, DOI: 10.1142/S0219198913400367.
• Muddappa Seetharama Gowda & Nagarajan Krishnamurthy & T. Parthasarathy & R. Ramanujam & G. Ravindran, 2013, "Preface To The Special Issue On Gtora 2012," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-3, DOI: 10.1142/S0219198913600013.
• Sergiu Hart & Andreu Mas-Colell, 2013, "A General Class Of Adaptive Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Simple Adaptive Strategies From Regret-Matching to Uncoupled Dynamics".
• Sébastien Lleo & William T. Ziemba, 2013, "Stock Market Crashes In 2007–2009: Were We Able To Predict Them?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Hathroubi, Salem, 2013, "Epidemic corruption: a bio-economic homology," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 73558.

2012

• Khalid Hassan, 2012, "The Controversy of Exchange Rate Devaluation in Sudan: An Economy-wide General Equilibrium Assessment," African Development Review, African Development Bank, volume 24, issue 3, pages 245-254.
• Siddig, Khalid & Grethe, Harald, 2012, "The Natural Gas Sector in Post-Revolution Egypt," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332190.
• Siddig, Khalid H.A., 2012, "Oil and Agriculture in the Post-Separation Sudan," Agricultural Economics Working Paper Series, University of Khartoum, Department of Agricultural Economics, number 122341, Apr, DOI: 10.22004/ag.econ.122341.
• Liviu Popescu & Radu Criveanu, 2012, "A Study On Distributional Systems," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 40, pages 96-103.
• HERREMANS, Dorien & SÖRENSEN, Kenneth, 2012, "Composing Fifth Species Counterpoint Music With Variable Neighborhood Search," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2012020, Sep.
• Dimitris Kremmydas, 2012, "Agent based modeling for agricultural policy evaluation: A review," Working Papers, Agricultural University of Athens, Department Of Agricultural Economics, number 2012-3.
• Khalid H.A. Siddig, 2012, "The Controversy of Exchange Rate Devaluation in Sudan: An Economy-wide General Equilibrium Assessment," African Development Review, African Development Bank, volume 24, issue 3, pages 245-254, September, DOI: j.1467-8268.2012.00320.x.
• Jürgen Wicht, 2012, "Integration von Nachhaltigkeitsfaktoren bei der Bestimmung kostenoptimaler Bestellzyklen in der Sustainable Supply Chain," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp12008, Sep.
• Saleem Shaik & Ashok K. Mishra & Joseph Atwood, 2012, "Aggregation issues in the estimation of linear programming productivity measures," Journal of Applied Economics, Universidad del CEMA, volume 15, pages 169-187, May.
• Rui Manuel de Sousa Fragoso & Carlos Alberto Falcão Marques, 2012, "Integrated Water Management Using Feasible Goals Method and Interactive Decision Maps: The Case of Odivelas Irrigation," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2012_07.
• Kfir Eliaz & Ariel Rubinstein, 2012, "On Fairness of Random Procedures," Levine's Working Paper Archive, David K. Levine, number 786969000000000492, Aug.
• Sergiu Hart & Philip J. Reny, 2012, "Maximal Revenue with Multiple Goods: Nonmonotonicity and Other Observations," Levine's Working Paper Archive, David K. Levine, number 786969000000000625, Dec.
• Marco Duenas & Diana Rojas & Mar�a Eugenia Morales, 2012, "Propuesta metodológica para realizar mapas de conocimiento," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada.
• Liutang Gong & Ruquan Zhong & Heng-fu Zou, 2012, "On the concavity of the consumption function with the time varying discount rate," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 559.
• Paulo Brito, 2012, "Global Endogenous Growth and Distributional Dynamics," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c017_053, Sep.
• Christiane Clemens & Maik Heinemann, 2012, "Endogenous Growth, the Distribution of Wealth, and Optimal Policy under Incomplete Markets and Idiosyncratic Risk," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c017_054, Sep.
• Hung-Pin Lin, 2012, "Does Defense Spending Surprise Long-Run Inflation, Economic Growth and Welfare?," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 1020-1031.
• Joshua Hall & David Yu, 2012, "Ranking the Economic Freedom of North America using dominetrics," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 1949-1961.
• Andrea Loi & Stefano Matta, 2012, "Structural stability and catastrophes," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3378-3385.
• Renato Bruni & Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2012, "A new stochastic dominance approach to enhanced index tracking problems," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3460-3470.
• Hyung, Namwon & de Vries, Casper G., 2012, "Simulating and calibrating diversification against black swans," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1162-1175, DOI: 10.1016/j.jedc.2012.03.007.
• Georges, Patrick & Mérette, Marcel, 2012, "Toward a North American Security Perimeter? Assessing the trade, FDI, and welfare impacts of liberalizing 9/11 security measures," Economic Modelling, Elsevier, volume 29, issue 6, pages 2514-2526, DOI: 10.1016/j.econmod.2012.08.005.
• Dieppe, Alistair & González Pandiella, Alberto & Willman, Alpo, 2012, "The ECB's New Multi-Country Model for the euro area: NMCM — Simulated with rational expectations," Economic Modelling, Elsevier, volume 29, issue 6, pages 2597-2614, DOI: 10.1016/j.econmod.2012.07.010.
• Schmitt-Grohé, Stephanie & Uribe, Martín, 2012, "An OLS approach to computing Ramsey equilibria in medium-scale macroeconomic models," Economics Letters, Elsevier, volume 115, issue 1, pages 128-129, DOI: 10.1016/j.econlet.2011.12.019.
• Cai, Yongyang & Judd, Kenneth L., 2012, "Dynamic programming with shape-preserving rational spline Hermite interpolation," Economics Letters, Elsevier, volume 117, issue 1, pages 161-164, DOI: 10.1016/j.econlet.2012.05.004.
• Horvath, Michal, 2012, "Computational accuracy and distributional analysis in models with incomplete markets and aggregate uncertainty," Economics Letters, Elsevier, volume 117, issue 1, pages 276-279, DOI: 10.1016/j.econlet.2012.05.017.
• Gong, Liutang & Zhong, Ruquan & Zou, Heng-fu, 2012, "On the concavity of the consumption function with the time varying discount rate," Economics Letters, Elsevier, volume 117, issue 1, pages 99-101, DOI: 10.1016/j.econlet.2012.04.086.
• Burke, Jonathan L., 2012, "Eliminating sunspot effects in overlapping generations models," Economics Letters, Elsevier, volume 117, issue 3, pages 828-830, DOI: 10.1016/j.econlet.2012.09.003.
• Gabriel, S.A. & Rosendahl, K.E. & Egging, Ruud & Avetisyan, H.G. & Siddiqui, S., 2012, "Cartelization in gas markets: Studying the potential for a “Gas OPEC”," Energy Economics, Elsevier, volume 34, issue 1, pages 137-152, DOI: 10.1016/j.eneco.2011.05.014.
• Chiu, Ching-Ren & Liou, Je-Liang & Wu, Pei-Ing & Fang, Chen-Ling, 2012, "Decomposition of the environmental inefficiency of the meta-frontier with undesirable output," Energy Economics, Elsevier, volume 34, issue 5, pages 1392-1399, DOI: 10.1016/j.eneco.2012.06.003.
• Labriet, Maryse & Kanudia, Amit & Loulou, Richard, 2012, "Climate mitigation under an uncertain technology future: A TIAM-World analysis," Energy Economics, Elsevier, volume 34, issue S3, pages 366-377, DOI: 10.1016/j.eneco.2012.02.016.
• Fooks, Jacob R. & Messer, Kent D., 2012, "Maximizing conservation and in-kind cost share: Applying Goal Programming to forest protection," Journal of Forest Economics, Elsevier, volume 18, issue 3, pages 207-217, DOI: 10.1016/j.jfe.2012.04.001.
• Tolvanen, Juha & Soultanis, Elefterios, 2012, "A correction to “Large games and the law of large numbers” [Games Econom. Behav. 64 (2008) 1–34]," Games and Economic Behavior, Elsevier, volume 76, issue 1, pages 340-343, DOI: 10.1016/j.geb.2012.05.010.
• Han, Nan-wei & Hung, Mao-wei, 2012, "Optimal asset allocation for DC pension plans under inflation," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 1, pages 172-181, DOI: 10.1016/j.insmatheco.2012.03.003.
• Li, Hongyan & Tesfatsion, Leigh, 2012, "Co-learning patterns as emergent market phenomena: An electricity market illustration," Journal of Economic Behavior & Organization, Elsevier, volume 82, issue 2, pages 395-419, DOI: 10.1016/j.jebo.2011.08.003.
• Ahn, Eun S. & Lee, Jin Man, 2012, "The Performance Of Nonlinearity Tests On Asymmetric Nonlinear Time Series," The Journal of Economic Asymmetries, Elsevier, volume 9, issue 2, pages 11-44, DOI: 10.1016/j.jeca.2012.02.002.
• Khalid Siddig, 2012, "Oil and Agriculture in the Post-Separation Sudan," EcoMod2012, EcoMod, number 3789, Jul.
• Donatien Hainaut, 2012, "Entry and exit decisions with switching regime cash flows," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 8, issue 1, pages 58-72, February, DOI: 10.1108/17439131211201031.
• de Keijzer, B. & Klos, T.B. & Zhang, Y., 2012, "Solving Weighted Voting Game Design Problems Optimally: Representations, Synthesis, and Enumeration," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2012-006-LIS, May.
• Chunrong Ai & Qiong Zhou, 2012, "Estimation of Censored Regression Model: A Simulation Study," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 7, issue 4, pages 499-518, December.
• Dominique Guegan & Bertrand Hassani, 2012, "Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00587706, Apr.
• Carmen Camacho & Agustín Pérez-Barahona, 2012, "Land use dynamics and the environment," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00674020, Mar.
• Emmanuel Maruani & Michel Grabisch & Agnieszka Rusinowska, 2012, "A study of the dynamic of influence through differential equations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00699012, DOI: 10.1051/ro/2012009.
• O. Musy & Antonin Pottier & T. Tazdait, 2012, "A new theorem to find berge equilibria," Post-Print, HAL, number hal-00787701, DOI: 10.1142/S0219198912500053.
• O. Bouasker & J.L. Prigent, 2012, "Corporate investment choice and exchange option between production functions," Post-Print, HAL, number hal-00803200.
• Jules Sadefo-Kamdem, 2012, "VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors," Post-Print, HAL, number hal-02901914, Feb, DOI: 10.1007/s10436-009-0138-6.
• Emmanuel Maruani & Michel Grabisch & Agnieszka Rusinowska, 2012, "A study of the dynamic of influence through differential equations," Post-Print, HAL, number halshs-00699012, DOI: 10.1051/ro/2012009.
• Emmanuel Maruani & Michel Grabisch & Agnieszka Rusinowska, 2012, "A study of the dynamic of influence through differential equations," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00699012, DOI: 10.1051/ro/2012009.
• Yuliya Veselova, 2012, "The difference between manipulability indexes in IC and IANC models," HSE Working papers, National Research University Higher School of Economics, number WP BRP 17/EC/2012.
• X. Ruiz del Portal, 2012, "On the Direct Versus Indirect Taxation Controversy," Hacienda Pública Española / Review of Public Economics, IEF, volume 203, issue 4, pages 9-22, December.
• Laibson, David I. & Harris, Christopher, 2012, "Instantaneous Gratification," Scholarly Articles, Harvard University Department of Economics, number 9918802.
• Sergiu Hart & Philip J. Reny, 2012, "Maximal Revenue with Multiple Goods: Nonmonotonicity and Other Observations," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp630, Nov.
• Li, Hongyan & Tesfatsion, Leigh, 2012, "Co-learning patterns as emergent market phenomena: An electricity market illustration," ISU General Staff Papers, Iowa State University, Department of Economics, number 201201010800001060, Jan.
• Meng, Bo & Zhang, Yaxiong & Guo, Jiemin & Fang, Yong, 2012, "China's regional economies and value chains : an interregional input-output analysis," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 359, Jul.
• Meng, Bo & Fang, Yong & Yamano, Norihiko, 2012, "Measuring global value chains and regional economic integration : an international input-output approach," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 362, Jul.
• Meng, Bo & Xue, Jinjun & Feng, Kuishuang & Guan, Dabao, 2012, "China's inter-regional spillover of carbon emissions and domestic supply chains," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 367, Sep.
• Meng, Bo & Zhang, Yaxiong & Inomata, Satoshi, 2012, "Compilation, application and challenge of IDE-JETRO's International Input-Output tables," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 375, Dec.
• Jules Sadefo Kamdem, 2012, "VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors," Annals of Finance, Springer, volume 8, issue 1, pages 123-150, February, DOI: 10.1007/s10436-009-0138-6.
• Frederi Viens, 2012, "Symposium on stochastic volatility: an introductory overview," Annals of Finance, Springer, volume 8, issue 2, pages 151-157, May, DOI: 10.1007/s10436-010-0162-6.
• Roger Lee & Dan Wang, 2012, "Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations," Annals of Finance, Springer, volume 8, issue 2, pages 159-181, May, DOI: 10.1007/s10436-009-0145-7.
• Alexandra Chronopoulou & Frederi Viens, 2012, "Estimation and pricing under long-memory stochastic volatility," Annals of Finance, Springer, volume 8, issue 2, pages 379-403, May, DOI: 10.1007/s10436-010-0156-4.
• Ha-Young Kim & Frederi Viens, 2012, "Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility," Annals of Finance, Springer, volume 8, issue 2, pages 405-425, May, DOI: 10.1007/s10436-010-0149-3.
• Stergios Athanassoglou & Glenn Sheriff & Tobias Siegfried & Woonghee Huh, 2012, "Optimal Mechanisms for Heterogeneous Multi-Cell Aquifers," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 52, issue 2, pages 265-291, June, DOI: 10.1007/s10640-011-9528-0.
• Jeremy Foltz & Bradford Barham & Jean-Paul Chavas & Kwansoo Kim, 2012, "Efficiency and technological change at US research universities," Journal of Productivity Analysis, Springer, volume 37, issue 2, pages 171-186, April, DOI: 10.1007/s11123-011-0249-8.
• Young Kim & Frank Fabozzi & Zuodong Lin & Svetlozar Rachev, 2012, "Option pricing and hedging under a stochastic volatility Lévy process model," Review of Derivatives Research, Springer, volume 15, issue 1, pages 81-97, April, DOI: 10.1007/s11147-011-9070-9.
• Sascha Mölls & Karl-Heinz Schild, 2012, "Decision-making in sequential projects: expected time-to-build and probability of failure," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 1, pages 1-25, July, DOI: 10.1007/s11156-011-0240-5.
• Carmen Camacho & Agustín Pérez-Barahona, 2012, "Land use dynamics and the environment," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12012, Mar.
• Michele Caputo, 2012, "The Memory Response of Populations and Markets to Extreme Events," Economia politica, Società editrice il Mulino, issue 2, pages 261-282.
• Rausser, Gordon C. & Sayre, Susan Stratton & Simon, Leo K., 2012, "Local Negotiation with Heterogeneous Groundwater Users," Strategic Behavior and the Environment, now publishers, volume 2, issue 1, pages 61-82, January, DOI: 10.1561/102.00000010.
• Patrick Georges & Marcel Mérette & Qi Zhang, 2012, "Toward a North American Security Perimeter? Assessing the Trade and FDI Impacts of Liberalizing 9/11 Security Measures," Working Papers, University of Ottawa, Department of Economics, number 1204E.
• Mihalache D. Arsenie-Samoil, 2012, "Virtualisation the Accounting Information System Infrastructure," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1527-1531, May.
• Mihalache D. Arsenie-Samoil, 2012, "Accounting Information System Infrastructure as a Service," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1532-1536, May.
• Giuseppe De Feo & Joana Resende & Maria Eugenia Sanin, 2012, "Optimal Allocation of Tradable Emission Permits under Upstream-Downstream Strategic Interaction," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 013, Nov.
• Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2012, "Statistical Modeling of Stock Returns: A Historical Survey with Some Methodological Reflections," MPRA Paper, University Library of Munich, Germany, number 122422.
• Blom, Martin & Castellacci, Fulvio & Fevolden, Arne, 2012, "Defence firms facing liberalization: innovation and export in an agent-based model of the defence industry," MPRA Paper, University Library of Munich, Germany, number 35702, Jan.
• Cerqueti, Roy & Tramontanta, Fabio & Ventura, Marco, 2012, "On the dynamics of innovators and imitators," MPRA Paper, University Library of Munich, Germany, number 38949, Apr.
• Sinha, Pankaj & Bansal, Vishakha, 2012, "Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation," MPRA Paper, University Library of Munich, Germany, number 40811, Jul.
• Dominique, C-Rene & Rivera-Solis, Luis Eduardo, 2012, "Short-term Dependence in Time Series as an Index of Complexity: Example from the S&P-500 Index," MPRA Paper, University Library of Munich, Germany, number 41408, Mar.
• Despotis, Dimitrs & Koronakos, Gregory & Sotiros, Dimitris, 2012, "Additive decomposition in two-stage DEA: An alternative approach," MPRA Paper, University Library of Munich, Germany, number 41724, Jul.
• Bădilă, Andreea Iuliana & Sucilă căs. Pahoni, Cipriana & Mihuţ, Cosmin & Filip, Dan Andrei & Ciubotaru, Iulian Marcel & Luca, Cătălin-Viorel & Mănescu, Alexandra Florina & Pipoș, Cristina & Popa (Lupu, 2012, "Research and Science Today Supplement No.1(3)/2012," MPRA Paper, University Library of Munich, Germany, number 41932, Jun.
• Fulli-Lemaire, Nicolas, 2012, "A Dynamic Inflation Hedging Trading Strategy Using a CPPI," MPRA Paper, University Library of Munich, Germany, number 42851, Jan, revised 13 Nov 2012.
• Li, Xi Hao, 2012, "Auction Market System in Electronic Security Trading Platform," MPRA Paper, University Library of Munich, Germany, number 43183.
• Chen, Songxi, 2012, "Two Sample Tests for High Dimensional Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 46026, May.
• Chen, Songxi, 2012, "Estimation in semiparametric models with missing data," MPRA Paper, University Library of Munich, Germany, number 46216, Dec.
• Qiu, Yumou & Chen, Songxi, 2012, "Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation," MPRA Paper, University Library of Munich, Germany, number 46242.
• Dubrocard, Anne & Prombo, Michel, 2012, "International comparison of Environmental performance," MPRA Paper, University Library of Munich, Germany, number 48072, Nov, revised 05 Jul 2013.
• Muteba Mwamba, John, 2012, "On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model," MPRA Paper, University Library of Munich, Germany, number 50323, May.
• Mukherjee, Krishnendu & Sarkar, Bijon & Bhattacharyya, Ardhendu, 2012, "Supplier selection by F-compromise method: a case study of cement industry of NE India," MPRA Paper, University Library of Munich, Germany, number 57786, revised 2013.
• Feng, Keli & Bizimana, Emmanuel & Agu, Deedee D. & Issac, Tana T., 2012, "Optimization and Simulation Modeling of Disaster Relief Supply Chain: A Literature Review," MPRA Paper, University Library of Munich, Germany, number 58204, Feb.
• mercado, p. ruben & porta, fernando, 2012, "Development planning in the xxi century? a note on old and new methods and tools," MPRA Paper, University Library of Munich, Germany, number 58610, Aug.
• Xiao, Jingjie & Liu, Andrew & Pekny, Joseph, 2012, "Quantify Benefits of Home Energy Management System Under Dynamic Electricity Pricing," MPRA Paper, University Library of Munich, Germany, number 58781, Nov.
• Gedai, Endre & Kóczy, László Á. & Zombori, Zita, 2012, "Cluster games: A novel, game theory-based approach to better understand incentives and stability in clusters," MPRA Paper, University Library of Munich, Germany, number 65095, Dec.
• Currarini, Sergio & Marini, Marco A., 2012, "On the Effect of Premia and Penalties on the Optimal Portfolio Choice," MPRA Paper, University Library of Munich, Germany, number 70726, Oct.
• Moradi, Davood & Rasoulinezhad, Ehsan, 2012, "Logical Forecasting of the Eurozone Crisis through ANP," MPRA Paper, University Library of Munich, Germany, number 71624, Mar.
• Beg, Ismat & Rashid, Tabasam, 2012, "Multi-criteria of Bike Purchasing Using Fuzzy Choquet Integral," MPRA Paper, University Library of Munich, Germany, number 96022, Jul, revised 15 Jul 2013.
• Ömer Özak, 2012, "Optimal consumption under uncertainty, liquidity constraints, and bounded rationality," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1204, May.
• George Halkos & Nickolaos Tzeremes, 2012, "Measuring German regions’ environmental efficiency: a directional distance function approach," Letters in Spatial and Resource Sciences, Springer, volume 5, issue 1, pages 7-16, March, DOI: 10.1007/s12076-011-0074-8.
• Thomas von Brasch & Johan Byström & Lars Petter Lystad, 2012, "Optimal control and the Fibonacci sequence," Discussion Papers, Statistics Norway, Research Department, number 674, Jan.
• S�bastien Lleo & William T. Ziemba, 2012, "Stock market crashes in 2007--2009: were we able to predict them?," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 8, pages 1161-1187, July, DOI: 10.1080/14697688.2012.709791.
• Saleem Shaik & Ashok K. Mishra & Joseph Atwood, 2012, "Aggregation Issues in the Estimation of Linear Programming Productivity Measures," Journal of Applied Economics, Taylor & Francis Journals, volume 15, issue 1, pages 169-187, May, DOI: 10.1016/S1514-0326(12)60008-7.
• Daniela ENACHESCU & Andreea RADULESCU, 2012, "Analyze the efficiency of keyword search algorithms," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, volume 0, pages 871-878, May.
• Ad Ridder & Bruno Tuffin, 2012, "Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-103/III, Oct.
• Ismail Saglam, 2012, "A Simple Axiomatization of the Egalitarian Solution," Working Papers, TOBB University of Economics and Technology, Department of Economics, number 1201, Feb.
• Jan Baldeaux & Alexander Badran, 2012, "Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 306, Mar.
• Marco Corazza & Stefania Funari & Riccardo Gusso, 2012, "An evolutionary approach to preference disaggregation in a MURAME-based credit scoring problem," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 5, Apr.
• Emilio Celotto & Andrea Ellero & Paola Ferretti, 2012, "Relations between non-tourism and tourism consumption choices: A Rough Sets approach," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 20, Nov.
• Joel Blot & Naila Hayek & Ferhan Pekergin & Nihal Pekergin, 2012, "The Competition Between Internet Service Qualities From A Difference Game Viewpoint," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 1-36, DOI: 10.1142/S0219198912500016.
• Kim Hang Pham Do & Ariel Dinar & Daene Mckinney, 2012, "Transboundary Water Management: Can Issue Linkage Help Mitigate Externalities?," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 1-20, DOI: 10.1142/S0219198912500028.
• Juan Aparicio & Natividad Llorca & Joaquin Sanchez-Soriano & Manuel A. Pulido & Julia Sancho, 2012, "Ranking Auctions: A Cooperative Approach," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 1-19, DOI: 10.1142/S021919891250003X.
• Camelia Bejan & Juan Camilo Gómez, 2012, "Using The Aspiration Core To Predict Coalition Formation," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 1-13, DOI: 10.1142/S0219198912500041.
• Olivier Musy & Antonin Pottier & Tarik Tazdait, 2012, "A New Theorem To Find Berge Equilibria," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 1-10, DOI: 10.1142/S0219198912500053.
• Ezio Marchi, 2012, "E-Points For Diagonal Games Iii," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 1-9, DOI: 10.1142/S0219198912500065.
• Tamás Fleiner & Balázs Sziklai, 2012, "The Nucleolus Of The Bankruptcy Problem By Hydraulic Rationing," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 1-11, DOI: 10.1142/S0219198912500077.
• William Olvera-Lopez & Francisco Sanchez-Sanchez, 2012, "Values For Games On The Cycles Of A Digraph," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 02, pages 1-18, DOI: 10.1142/S0219198912500089.
• Hisao Kameda & Takashi Ui, 2012, "Effects Of Symmetry On Globalizing Separated Monopolies To A Nash-Cournot Oligopoly," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 02, pages 1-15, DOI: 10.1142/S0219198912500090.
• Van Kolpin, 2012, "Separating Equilibrium And Persistent Inefficiency," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 02, pages 1-12, DOI: 10.1142/S0219198912500107.
• Kjell Hausken, 2012, "On The Impossibility Of Deterrence In Sequential Colonel Blotto Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 02, pages 1-13, DOI: 10.1142/S0219198912500119.
• David W. K. Yeung & Leon A. Petrosyan, 2012, "Subgame Consistent Solution For Cooperative Stochastic Dynamic Games With Random Horizon," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 02, pages 1-22, DOI: 10.1142/S0219198912500120.