## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

/ / /

**C60: General**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Optimal social insurance and health inequality**

*by*Grossmann, Volker & Strulik, Holger

**Improving Algebraic Thinking Skill, Beliefs And Attitude For Mathematics Throught Learning Cycle Based On Beliefs**

*by*Toheri, Toheri & winarso, widodo

**A Theory of Sequential Group Reciprocity**

*by*Moreno-Okuno, Alejandro T. & Mosiño, Alejandro

**A Simple Framework for Climate-Change Policy under Model Uncertainty**

*by*Stergios Athanasoglou & Valentina Bosetti & Laurent Drouet

**Uncertainty Quantification and Global Sensitivity Analysis for Economic Models**

*by*Daniel Harenberg & Stefano Marelli & Bruno Sudret & Viktor Winschel

**Maximal elements of quasi upper semicontinuous preorders on compact spaces**

*by*Gianni Bosi & Magalì E. Zuanon

**Sectoral scope and colocalisation of Spanish manufacturing industries**

*by*Marta R. Casanova & Vicente Orts & José M. Albert

**Portfolio optimization under lower partial moments in emerging electricity markets: Evidence from Turkey**

*by*Gökgöz, Fazıl & Atmaca, Mete Emin

**A typology of distance-based measures of spatial concentration**

*by*Marcon, Eric & Puech, Florence

**The tradeoff of the commons under stochastic use**

*by*Cao, Xiaoyong & Gong, Jiong

**Ordinal aggregation results via Karlin's variation diminishing property**

*by*Choi, Michael & Smith, Lones

**Intensity-based framework for surrender modeling in life insurance**

*by*Russo, Vincenzo & Giacometti, Rosella & Fabozzi, Frank J.

**Effects of common factors on stock correlation networks and portfolio diversification**

*by*Eom, Cheoljun & Park, Jong Won

**Aggregation Methods For Fuzzy Judgments**

*by*A. Syed & I. Beg & A. Khalid

**Building Computable General Equilibrium Model Of Croatia**

*by*Ozana Nadoveza & Marija Penava

**Random Categorization and Bounded Rationality**

*by*Victor H. Aguiar

**Empirical Hedging Performance on Long-dDted Crude Oil Derivatives**

*by*Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl

**Hedging Futures Options with Stochastic Interest Rates**

*by*Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl

**Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter?**

*by*Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl

**Control Strategy To Trade Cryptocurrencies**

*by*Josef Koke? & Michal Bej?ek

**Free viewpoint real video streaming system for 360° three-dimensional viewing**

*by*Teppei Eriguchi

**Self Image and Environmental Attitude and Behavior**

*by*Fiorillo, Damiano & Senatore, Luigi

**Impact of Demand Response Participation in Energy, Reserve and Capacity Markets**

*by*Nolan, Sheila & Devine, Mel & Lynch, Muireann & O'Malley, Mark

**Wavelet Based Analysis Of Major Real Estate Markets**

*by*Yilmaz, Adil & Unal, Gazanfer & Karatasoglu, Cengiz

**A MS-Excel Module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with and without Deterministic Trend Parts**

*by*Hatemi-J, Abdulnasser & Mustafa, Alan

**Continuous time, continuous decision space prisoner’s dilemma: A bridge between game theory and economic GCD-models**

*by*Glötzl, Erhard

**Solving the Social Choice problem under equality constraints**

*by*Crespo, Juan A. & Sanchez-Gabites, J.J

**The determination of the least distance to the strongly efficient frontier in Data Envelopment Analysis oriented models: modelling and computational aspects**

*by*Aparicio, Juan & Cordero, Jose M. & Pastor, Jesús

**A Rational Inattention Perspective on Equilibrium Asset Pricing under Heterogeneous Information with Structural Breaks and Market Efficiency**

*by*Steve, Heinke & Niels, Warmuth

**Eliciting the just-noticeable difference**

*by*Pawel Dziewulski

**Local Independence, Monotonicity and Axiomatic Characterization of Price-Money Message Mechanism**

*by*Ken Urai & Hiromi Murakami

**A cobweb model with alternating demand and supply functions**

*by*Fausto, Cavalli

**Long-term petroleum product supply analysis through a robust modelling approach**

*by*Umed Temurshoev & Fréderic Lantz

**Afriat's Theorem and Samuelson's `Eternal Darkness'**

*by*Matthew Polisson & Ludovic Renou

**Estimating output mix effectiveness: A scenario approach**

*by*Hanson, Torbjørn

**The Impact of Bunker Risk Management on CO2 Emissions in Maritime Transportation Under ECA Regulation**

*by*Gu, Yewen & Wallace, Stein W. & Wang, Xin

**Pricing wind: A revenue adequate, cost recovering uniform price for electricity markets with intermittent generation**

*by*Zakeri, Golbon & Pritchard, Geoff & Bjørndal, Mette & Bjørndal, Endre

**Integrated maritime bunker management with stochastic fuel prices and new emission regulations**

*by*Gu, Yewen & Wallace, Stein W. & Wang, Xin

**Congestion Management in a Stochastic Dispatch Model for Electricity Markets**

*by*Bjørndal, Endre & Bjørndal, Mette & Midthun, Kjetil & Zakeri, Golbon

**Stochastic Electricity Dispatch: A challenge for market design**

*by*Bjørndal, Endre & Bjørndal, Mette & Midthun, Kjetil & Tomasgard, Asgeir

**Specification of merger gains in the Norwegian electricity distribution industry**

*by*Saastamoinen, Antti & Bjørndal, Endre & Bjørndal, Mette

**The Method of Leader’s Overthrow in Networks**

*by*Belik, Ivan & Jörnsten, Kurt

**Exploring the Community Structure of Complex Networks**

*by*Carlo Drago

**Blanchard and Kahn's (1980) Solution for a Linear Rational Expectations Model with One State Variable and One Control Variable: the Correct Formula**

*by*Robert Kollmann & Stefan Zeugner

**The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread**

*by*Lauren Stagnol

**Intrinsic Risk Measures**

*by*Walter Farkas & Alexander Smirnow

**Economically Consistent Valuations and Put-Call Parity**

*by*Martin HERDEGEN & Martin SCHWEIZER

**Efficiency Study of Greek Health Units of the Public Sector using Data Envelopment Analysis Method, before and during the start of the Economic Crisis**

*by*Georgios I. Farantos & Nikitas Spiros Koutsoukis

**Groves mechanisms and communication externalities**

*by*Efthymios Athanasiou & Santanu Dey & Giacomo Valletta

**Use of simulation in controlling research: a systematic literature review for German-speaking countries**

*by*Cathérine Grisar & Matthias Meyer

**Optimal Controls for a Large Insurance Under a CEV Model: Based on the Legendre Transform-Dual Method**

*by*Kun Wu & Weixing Wu

**Conditional exact law of large numbers and asymmetric information economies with aggregate uncertainty**

*by*Lei Qiao & Yeneng Sun & Zhixiang Zhang

**Regional industrial diversification: evidence from German gross value added**

*by*Kurt A. Hafner

**No arbitrage of the first kind and local martingale numéraires**

*by*Yuri Kabanov & Constantinos Kardaras & Shiqi Song

**Asset Market Linkages in a Regime Switching Environment: Evidence from Commodity and Stock Markets in India**

*by*Singhal, Shelly & Biswal, P. C.

**Portfolio Optimzation Using of Metods Multi Objective Genetic Algorithm and Goal Programming: An Application in BIST-30**

*by*Yakut, Emre & Çankal, Ahmet

**Bayesian binomial zero-coupon bonds model**

*by*Bogomolov, Rostislav & Khametov, Vladimir

**Organizing Dynamic Capabilities: Exploiting Complementarities by Organizational Bundling**

*by*Jost, Peter-J. & Zschoche, Miriam

**Metodología para elaborar leyes de posibilidad de retirada del cliente: una aplicación al sector del vestido || A Methodology to Elaborate Laws of Possibilities in the Retreat of a Client: An Application to the Dress Sector**

*by*Ortigosa Hernández, Mauricio & Gil Lafuente, Anna María

**Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks**

*by*George E. Halkos & Roman Matousek & Nickolaos G. Tzeremes

**Is the refining margin stationary?**

*by*Población, Javier & Serna, Gregorio

**Unexpected shortfalls of Expected Shortfall: Extreme default profiles and regulatory arbitrage**

*by*Koch-Medina, Pablo & Munari, Cosimo

**Modeling loss data using mixtures of distributions**

*by*Miljkovic, Tatjana & Grün, Bettina

**Efficiency and stability of probabilistic assignments in marriage problems**

*by*Doğan, Battal & Yıldız, Kemal

**Optimal rates from eigenvalues**

*by*Carr, Peter & Worah, Pratik

**On Economic Space notion**

*by*Olkhov, Victor

**Economics of U.S. natural gas exports: Should regulators limit U.S. LNG exports?**

*by*Bernstein, Paul & Tuladhar, Sugandha D. & Yuan, Mei

**North American natural gas and energy markets in transition: insights from global models**

*by*Yeh, Sonia & Cai, Yiyong & Huppman, Daniel & Bernstein, Paul & Tuladhar, Sugandha & Huntington, Hillard G.

**The spark spread and clean spark spread option based valuation of a power plant with multiple turbines**

*by*Elias, R.S. & Wahab, M.I.M. & Fang, L.

**CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation**

*by*Inzunza, Andrés & Moreno, Rodrigo & Bernales, Alejandro & Rudnick, Hugh

**Land requirements, feedstock haul distance, and expected profit response to land use restrictions for switchgrass production**

*by*Gouzaye, Amadou & Epplin, Francis M.

**Red obsession: The ascent of fine wine in China**

*by*Masset, Philippe & Weisskopf, Jean-Philippe & Faye, Benoît & Le Fur, Eric

**Diminished-dimensional political economy**

*by*Harstad, Ronald M. & Selten, Reinhard

**A Probabilistic Approach To Setting Weights In A Weighted-Average Product Evaluation**

*by*Filip TOŠENOVSKÝ

**Multiple Attribute Group Decision Making Methods Based on Intuitionistic Fuzzy Generalized Hamacher Aggregation Operator**

*by*Lili RONG & Peide LIU & Yanchang CHU

**Measuring Firms’ Input Congestion with Consideration of Environmental Factors: The Case of European Railway Transport**

*by*Erwin Lin

**Measuring Economic Growth Using Data Envelopment Analysis**

*by*Marinko Škare & Danijela Rabar

**An Axiomatic Characterization of the Price-Money Message Mechanism**

*by*Ken Urai & Hiromi Murakami

**Revealed Preference Test and Shortest Path Problem; Graph Theoretic Structure of the Rationalizability Test**

*by*Kohei Shiozawa

**Revealed Preference Test and Shortest Path Problem; Graph Theoretic Structure of the Rationalizability Test**

*by*Kohei Shiozawa

**A Method For The Evaluation And Selection Of An Appropriate Fuzzy Implication By Using Statistical Data**

*by*G.N. Botzoris & K. Papadopoulos & B.K. Papadopoulos

**Revisiting the Lucas model**

*by*Skritek, Bernhard & Crespo Cuaresma, Jesús & Kryazhimskii, Arkadii V. & Prettner, Klaus & Prskawetz, Alexia & Rovenskaya, Elena

**Revisiting the Lucas Model**

*by*Bernhard Skritek & Jesus Crespo Cuaresma & Arkadii V. Kryazhimskii & Klaus Prettner & Alexia Prskawetz & Elena Rovenskaya

**Think not calculate! Implementation of Felix Klein postulates in economic education with CAS software**

*by*Tomasz Kopczewski

**In the search for the optimal path to establish a funded pension system**

*by*Marcin Bielecki & Krzysztof Makarski & Joanna Tyrowicz & Marcin Waniek

**Endogenous Growth and Technological Progress with Innovation Driven by Social Interactions**

*by*Simone Marsiglio & Marco Tolotti

**Some notes on divisibility rules**

*by*Alberto Peretti

**Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates**

*by*Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl

**A ’Jump’ in the Stochasticity of the Solow-Swan Growth Model**

*by*Claude Diebolt & Tapas Mishra & Mamata Parhi

**Dynamic Model of the Individual Consumer**

*by*Craig McLaren

**Dynamic Model of the Individual Consumer**

*by*Craig McLaren

**CO2 abatement policies in the power sector under an oligopolistic gas market**

*by*Hecking, Harald

**Simultaneous optimization: sectorization and congolese air traffic assignment by the method of preferential reference of dominance**

*by*KIKOMBA KAHUNGU, Michaël & OKITONYUMBE Y.F, Joseph & MABELA MAKENGO MATENDO, Rostin & NKUSU NDONGALA, Alexandre & M. NGOIE, Ruffin-Benoît & MAKENGO MBAMBALU, Fréderic

**The effect of including the environment in the neoclassical growth model**

*by*Halkos, George & Psarianos, Iacovos

**A decomposition for the space of games with externalities**

*by*Sanchez-Perez, Joss

**Nonstationary Z-score measures**

*by*Mare, Davide Salvatore & Moreira, Fernando & Rossi, Roberto

**Dynamische Modellierung des Cournot Oligopols mit Methoden der Regelungstechnik**

*by*Schüssler, Robert

**Wave function in economics**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Why and How to overcome General Equilibrium Theory**

*by*Glötzl, Erhard

**Exact Methods for Path-Dependent Credit Exposure**

*by*Zhou, Richard

**Environmental implications of crop insurance subsidies in Southern Italy**

*by*Capitanio, Fabian & Adinolfi, Felice & Santeramo, Fabio Gaetano

**Revealed time-preference**

*by*Pawel Dziewulski

**Revealed preferences over risk and uncertainty**

*by*John Quah & Matthew Polisson & Ludovic Renou

**An Axiomatic Characterization of the Price-Money Message Mechanism**

*by*Ken Urai & Hiromi Murakami

**Note on the goodness-of-fit measure for GARP; NP-hardness of minimum cost index**

*by*Kohei Shiozawa

**Revealed Preference Test and Shortest Path Problem; Graph Theoretic Structure of the Rationalizability Test**

*by*Kohei Shiozawa

**Model Risk - From Epistemology to Management. Ipse se nihil scire id unum sciat. (Socrates' Plato)**

*by*Bertrand K Hassani

**Rank dependent expected utility theory explains the St. Petersburg paradox**

*by*Ali al-Nowaihi & Sanjit Dhami & Jia Zhu

**Revealed preferences over risk and uncertainty**

*by*Matthew Polisson & John Quah & Ludovic Renou

**Parametric and Non-Parametric Cost Efficiency Benchmarking of Water Utilities in Russia**

*by*Ilya A. Dolmatov & Vladimir V. Dvorkin & Igor V. Maskaev

**A Game-Theoretic Model with Empirics of Economic Crises**

*by*Welburn, Jonathan William & Hausken, Kjell

**Shapley-Based Stackelberg Leadership Formation in Networks**

*by*Belik, Ivan & Jörnsten, Kurt

**A new Lagrangean Approach for the Travelling Salesman Problem**

*by*Jörnsten, Kurt & Kalcsics, Jörg

**A new Semi-Lagrangean Relaxation for the p-median problem**

*by*Butsch, Alex & Jörnsten, Kurt & Kalcsics, Jörg

**The Road to Servomechanisms: The Influence of Cybernetics on Hayek from The Sensory Order to the Social Order**

*by*Gabriel Oliva

**Optimal social insurance and health inequality**

*by*Grossmann, Volker & Strulik, Holger

**A risk model with renewal shot-noise Cox process**

*by*Angelos Dassios & Jiwook Jang & Hongbiao Zhao

**A Result on Integral Functionals with Infinitely Many Constraints**

*by*Tahir CHOULLI & Martin SCHWEIZER

**Locally Phi-Integrable Sigma-Martingale Densities for General Semimartingales**

*by*Tahir CHOULLI & Martin SCHWEIZER

**Economics-Based Financial Bubbles (and Why They Imply Strict Local Martingales)**

*by*Martin HERDEGEN & Martin SCHWEIZER

**The Fundamental Nature of HARA Utility**

*by*Gadi S. Perets & Eran Yashiv

**Optimal Social Insurance and Health Inequality**

*by*Volker Grossmann & Holger Strulik

**On the pricing of defaultable bonds and Hitting times of Ito processes**

*by*Hernández del Valle Gerardo

**Ekonomiczne skutki eksploatacji gazu łupkowego**

*by*Jakub Boratyński

**La profundidad de mercado y el impacto cruzado de precios**

*by*Treviño Aguilar, Erick & Refugio Vallejo Gutiérrez

**Portfolio Construction Based on Implied Correlation Information and Value at Risk**

*by*Jesus & Rogel - Salazar & Roberto Tella

**The role of oscillatory modes in US business cycles**

*by*Andreas Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas

**The Insecure Future of the World Economic Growth**

*by*Ron W. NIELSEN

**Mathematics of Predicting Growth**

*by*Ron W. NIELSEN

**Early Warning Signs of the Economic Crisis in Greece: A Warning for Other Countries and Regions**

*by*Ron W. NIELSEN

**Importance of the three-dimensional modeling in materials processing**

*by*Olteanu Elena Luminita

**Combined Forecasts of Inflation Rate in Romania Using AFTER Algorithm**

*by*Mihaela Simionescu

**Robust Turnpikes Deduced by the Minimum-Time Needed toward Economic Maturity**

*by*Darong Dai

**A new approach to assessing model risk in high dimensions**

*by*Bernard, Carole & Vanduffel, Steven

**A parametric alternative to the Hill estimator for heavy-tailed distributions**

*by*Kim, Joseph H.T. & Kim, Joocheol

**Capital adequacy tests and limited liability of financial institutions**

*by*Koch-Medina, Pablo & Moreno-Bromberg, Santiago & Munari, Cosimo

**A risk model with renewal shot-noise Cox process**

*by*Dassios, Angelos & Jang, Jiwook & Zhao, Hongbiao

**On the efficient utilisation of duration**

*by*Dierkes, Thomas & Ortmann, Karl Michael

**The pricing of embedded lease options**

*by*Amédée-Manesme, Charles-Olivier & des Rosiers, François & Grégoire, Philippe

**How performance of risk-based strategies is modified by socially responsible investment universe?**

*by*Bertrand, Philippe & Lapointe, Vincent

**Driving factors behind carbon dioxide emissions in China: A modified production-theoretical decomposition analysis**

*by*Wang, Qunwei & Chiu, Yung-Ho & Chiu, Ching-Ren

**Fine structure of the price–demand relationship in the electricity market: Multi-scale correlation analysis**

*by*Afanasyev, Dmitriy O. & Fedorova, Elena A. & Popov, Viktor U.

**Environmental assessment on coal-fired power plants in U.S. north-east region by DEA non-radial measurement**

*by*Sueyoshi, Toshiyuki & Goto, Mika

**China's regional sustainability and diversified resource allocation: DEA environmental assessment on economic development and air pollution**

*by*Sueyoshi, Toshiyuki & Yuan, Yan

**Revealed preference tests for weak separability: An integer programming approach**

*by*Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram & Hjertstrand, Per

**Optimal order display in limit order markets with liquidity competition**

*by*Cebiroğlu, Gökhan & Horst, Ulrich

**Approximate dynamic programming with post-decision states as a solution method for dynamic economic models**

*by*Hull, Isaiah

**News, disaster risk, and time-varying uncertainty**

*by*Shen, Wenyi

**Application Of Technical Level On Two Fruit And Vegetable Juicers**

*by*Paula VOICU & Petruta MIHAI

**The Electricity Market Changes In Romania After The 2007 Liberalization**

*by*Alina Steluţa CRISTEA

**The Firm, Part Of The Economic System: Reasons For Exiting A Market - An Agent-Based Modeling Approach**

*by*CIUTACU Ileana & MICU Liviu-Alexandru

**Forecasting Agricultural Production: A Chaotic Dynamic Approach**

*by*Bunyamin Demir & Nesrin Alptekin & Yilmaz Kilicaslan & Mehmet Ergen & Nilgun Caglairmak Uslu

**The Rhythms of Evolutionary Economics**

*by*G. Kleiner.

**An inconsistency in using stock flow consistency in modelling the monetary profit paradox**

*by*de la Fonteijne, Marcel

**A finite set of equilibria for the indeterminacy of linear rational expectations models**

*by*Chatelain, Jean-Bernard & Ralf, Kirsten

**Economic modeling approaches: optimization versus equilibrium**

*by*Olga Kiuila & Thomas F. Rutherford

**Constructive and Computable Hahn-Banach Theorems for the (Second) Fundamental Theorem of Welfare Economics**

*by*K.Vela Velupillai

**Fact and fictions in FX arbitrage processes**

*by*Rod Cross & Victor Kozyakin

**Unemployment: natural rate epicycles or hysteresis?**

*by*Rod Cross

**Two-Phase Heuristic For Capacitated Degree Constrained Min-Sum Arborescence**

*by*Rakesh Kawatra

**A nonparametric approach for evaluating long-term energy policy scenarios: An application to the Greek energy system**

*by*Halkos, George & Tzeremes, Nickolaos & Tzeremes, Panagiotis

**A weighted location differential tax method in environmental problems**

*by*Halkos, George & Kitsou, Dimitra

**The Representative Household Assumption Requires sustainable Heterogeneity in Dynamic Models**

*by*Harashima, Taiji

**A finite set of equilibria for the indeterminacy of linear rational expectations models**

*by*Jean-Bernard, Chatelain & Kirsten, Ralf

**A Historical Sketch of Macroeconometrics**

*by*Rahmanov, Ramiz

**Revealed time-preference**

*by*Dziewulski, Pawel

**Standardization of Credit Default Swaps Market**

*by*Tommaso Colozza

**A test for weakly separable preferences**

*by*John Quah

**A finite set of equilibria for the indeterminacy of linear rational expectations models**

*by*Jean-Bernard Chatelain & Kirsten Ralf

**Foundations and Properties of Time Discount Functions**

*by*Ali al-Nowaihi & Sanjit Dhami,

**Global Games Selection in Games with Strategic Substitutes or Complements**

*by*Eric Hoffmann

**On the Learning and Stability of Mixed Strategy Nash Equilibria in Games of Strategic Substitutes**

*by*Eric Hoffmann

**Economics Is a Science of Time Saving: The First Tentative Model**

*by*Drew Zhu

**On Linearity Of Transaction Costs In Order Driven Market**

*by*Nikolay A. Andreev

**Optimal maintenance scheduling of local public purpose buildings**

*by*Hopland, Arnt O. & Kvamsdal, Sturla F.

**Common Mistakes in Computing the Nucleolus**

*by*Guajardo, Mario & Jörnsten, Kurt

**The Analysis of Split Graphs in Social Networks Based on the K-Cardinality Assignment Problem**

*by*Belik, Ivan

**A New Semi-Lagrangean Relaxation for the K-Cardinality Assignment Problem**

*by*Belik, Ivan & Jörnsten, Kurt

**The Conditional Quantile as a Minimizer**

*by*Armerin, Fredrik

**Measuring Gender Differences in Information Sharing Using Network Analysis: the Case of the Austrian Interlocking Directorship Network in 2009**

*by*Carlo Drago & Livia Amidani Aliberti & Davide Carbonai

**Necessary and sufficient conditions for an environmental Kuznets curve with some illustrative examples**

*by*Sushama Murty

**The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio**

*by*Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi

**(How) does sectoral detail affect the robustness of policy insights from energy system models? The refining sector's example**

*by*Claire Nicolas & Valérie Saint-Antonin & Stéphane Tchung-Ming

**Adaptive Markov chain Monte Carlo sampling and estimation in Mata**

*by*Matthew J. Baker

**Decomposing Random Mechanisms**

*by*Marek Pycia & M. Utku Ünver

**Generating structured music using quality metrics based on Markov models**

*by*HERREMANS, Dorien & WEISSER, Stéphanie & SÖRENSEN, Kenneth & CONKLIN, Darrell

**An inconsistency in using stock flow consistency in modelling the monetary profit paradox**

*by*de la Fonteijne, Marcel R.

**Modeling Of The Excise Taxation Influence On Components Of Human Potential**

*by*Serhii Londar & Liudmila Kozarezenko

**Modeling Of The Excise Taxation Influence On Components Of Human Potential**

*by*Serhii Londar & Liudmila Kozarezenko

**Analyzing the Dynamics of the Population of Spain with Matrix Models/Un análisis de la dinámica de la población de España mediante modelos matriciales**

*by*LÓPEZ TORRES, IGNACIO & ORTUÑO PÉREZ, SIGFREDO & GARCÍA ROBREDO, FERNANDO & FULLANA BELDA, CARMEN

**Analysing Decision-making Models for the Choice of Adaptation Options for Derelict Buildings**

*by*El¿bieta Radziszewska–Zielina & Grzegorz Œladowski

**The Application of Fourier Residual Grey Verhulst and Grey Markov Model in Analyzing the Global ICT Development**

*by*Shaghayegh Kordnoori & Hamidreza Mostafaei & Shirin Kordnoori

**On the Turnpike Property of the Modified Golden Rule**

*by*Darong Dai

**Achieving the Renewable Energy Target for Jamaica**

*by*Abdullahi Olabode ABDULKADRI

**Indecisiveness in behavioral welfare economics**

*by*Mandler, Michael

**Chaos in economic models with exogenous shocks**

*by*Akhmet, Marat & Akhmetova, Zhanar & Fen, Mehmet Onur

**Capital requirements with defaultable securities**

*by*Farkas, Walter & Koch-Medina, Pablo & Munari, Cosimo

**The bond–stock mix under time-varying interest rates and predictable stock returns**

*by*Leirvik, Thomas

**Sustainability development for supply chain management in U.S. petroleum industry by DEA environmental assessment**

*by*Sueyoshi, Toshiyuki & Wang, Derek

**Environmental assessment for corporate sustainability by resource utilization and technology innovation: DEA radial measurement on Japanese industrial sectors**

*by*Sueyoshi, Toshiyuki & Goto, Mika

**Radial and non-radial approaches for environmental assessment by Data Envelopment Analysis: Corporate sustainability and effective investment for technology innovation**

*by*Sueyoshi, Toshiyuki & Wang, Derek

**Can agent-based models forecast spot prices in electricity markets? Evidence from the New Zealand electricity market**

*by*Young, David & Poletti, Stephen & Browne, Oliver

**DEA environmental assessment on U.S. Industrial sectors: Investment for improvement in operational and environmental performance to attain corporate sustainability**

*by*Wang, Derek & Li, Shanling & Sueyoshi, Toshiyuki

**A real options model to evaluate the effect of environmental policies on the oil sands rate of expansion**

*by*Kobari, L. & Jaimungal, S. & Lawryshyn, Y.

**Responsive feed-in tariff adjustment to dynamic technology development**

*by*Grau, Thilo

**Investment strategy for sustainable society by development of regional economies and prevention of industrial pollutions in Japanese manufacturing sectors**

*by*Sueyoshi, Toshiyuki & Goto, Mika

**Photovoltaic power stations in Germany and the United States: A comparative study by data envelopment analysis**

*by*Sueyoshi, Toshiyuki & Goto, Mika

**Equity portfolio insurance against a benchmark: Setting, replication and optimality**

*by*Bahaji, Hamza

**Solving DSGE portfolio choice models with dispersed private information**

*by*Tille, Cédric & van Wincoop, Eric

**Context fractal market price policy**

*by*María Ramos

**Classical And Modern Methods Used In Electrical Energy Management System**

*by*Petruta MIHAI & Alexandra IOANID & Paula VOICU

**The Firm, Part Of The Economic System: Reasons For Exiting A Market - An Agent-Based Modeling Approach**

*by*CIUTACU Ileana & MICU Liviu-Alexandru

**Model matematyczny relacji wzrostu gospodarczego USA w stosunku do prowadzonych przez ten kraj wojen / A mathematical model of relationship between the economic growth of the USA and wars conducted by that country**

*by*Marcin Krupa

**Spas Performances Benchmarking and Operation Efficiency**

*by*Akarapong Untong & Mingsarn Kaosa-ard

**Modeling Queueing Systems Using Fuzzy Estimators**

*by*G.N. Botzoris & B.K. Papadopoulos & D.S. Sfiris

**Kuhn-Tucker Theorem Foundations and its Basic Application in the Mathematical Economics**

*by*Josheski, Dushko & Gelova, Elena

**Making the Investment Case for Social Protection: Methodological challenges with lessons learnt from a recent study in Cambodia**

*by*Franziska Gassmann & Cecile Cherrier & Andrés Mideros Mora & Pierre Mohnen

**Incentive Compatibility and Differentiability New Results and Classic Applications**

*by*Mailath, George J. & Thadden, Ernst-Ludwig von

**The Housing Problem and Revealed Preference Theory: Duality and an application**

*by*Ivar Ekeland & Alfred Galichon

**Preference Symmetries, Partial Differential Equations, and Functional Forms for Utility**

*by*Christopher J. Tyson

**Detecting Spatial Clustering Using a Firm-Level Index**

*by*Tobias Scholl & Thomas Brenner

**Les fondements mathématiques pour une aide à la décision du réseau de transport aérien : cas de la République Démocratique du Congo**

*by*KIKOMBA KAHUNGU, Michaël & MABELA MAKENGO MATENDO, Rostin & M. NGOIE, Ruffin-Benoît & MAKENGO MBAMBALU, Fréderic & OKITONYUMBE Y.F, Joseph

**The effect of electricity consumption from renewable sources on countries’ economic growth levels: Evidence from advanced, emerging and developing economies**

*by*Halkos, George & Tzeremes, Nickolaos

**Kuhn-Tucker theorem foundations and its application in mathematical economics**

*by*Josheski, Dushko & Gelova, Elena

**Redefining the Economical Power of Nations**

*by*Kiss, Christian

**Dynamics of the Corruption Eradication in Indonesia**

*by*Situngkir, Hokky & Maulana, Ardian

**A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios**

*by*Griveau-Billion, Théophile & Richard, Jean-Charles & Roncalli, Thierry

**Third Generation University Strategic Planning Model Development**

*by*Skribans, Valerijs & Lektauers, Arnis & Merkuryev, Yuri

**Working Paper: Redefining the Economical Power of Nations**

*by*Kiss, Christian

**A New Index of Financial Conditions**

*by*Koop, Gary & Korobilis, Dimitris

**Renewable energy consumption and economic efficiency: Evidence from European countries**

*by*Halkos, George & Tzeremes, Nickolaos

**Spatial dynamics and convergence: The spatial AK model**

*by*Raouf Boucekkine & Carmen Camacho & Giorgio Fabbri

**Foundations and Properties of Time Discount Functions**

*by*Ali al-Nowaihi & Sanjit Dhami

**A Theory of Reference Time**

*by*Ali al-Nowaihi & Sanjit Dhami

**Revealed preference tests under risk and uncertainty**

*by*Matthew Polisson & John K.-H. Quah

**The Missing Link between Research and Reality: the significance of the relationship between retail format and organic food consumption**

*by*Chad M. Baum

**Distance-Based Methods: An improvement of Ripley’s K function vs. the K density function**

*by*José M. Albert & Marta R. Casanova & Jorge Mateu & Vicente Orts

**Multicriteria decision making for sustainability evaluation of urban mobility projects**

*by*AWASTHI Anjali & OMRANI Hichem & GERBER Philippe

**Approximate dynamic programming with postdecision states as a solution method for dynamic economic models**

*by*Hull, Isaiah

**Revealed Preference Tests of Utility Maximization and Weak Separability of Consumption, Leisure and Money with Incomplete Adjustment**

*by*Hjertstrand, Per & L. Swofford, James & Whitney, Gerald A.

**Mathematical Modeling of Consumer's Preferences Using Partial Differential Equations**

*by*Jorge Marques

**A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains**

*by*Gospodinov, Nikolay & Lkhagvasuren, Damba

**Economic Cycles and Their Synchronization: A Survey of Spectral Properties**

*by*L. Sella & G. Vivaldo & A. Groth & M. Ghil

**Growth and Structural Transformation in Turkey**

*by*Öztürkler, Harun

**Spatial dynamics and convergence: The spatial AK model**

*by*Raouf Boucekkine & Carmen Camacho & Giorgio Fabbri

**Afriat from MaxMin**

*by*John Geanakoplos

**Dinero, trabajo asalariado e inseguridad alimentaria**

*by*Hernando Matallana

**Equilibrium Search and the Impact of Equal Opportunities for Women**

*by*Melvyn G. Coles & Marco Francesconi

**Nash Equilibrium in Discontinuous Games**

*by*Philip J. Reny

**A spatial competitive analysis: the carbon leakage effect on the cement industry under the European Emissions Trading Scheme**

*by*Elisabetta Allevi & Giorgia Oggioni & Rossana Riccardi & Marco Rocco

**Health, Work Intensity, and Technological Innovations**

*by*Raouf Boucekkine & Natali Hritonenko & Yuri Yatsenko

**Rare Disasters and Credit Market Puzzles**

*by*Peter Christoffersen & Du Du & Redouane Elkamhi

**Efficience des banques commerciales Tunisiennes: etude par lâ€™approche de frontiÃ¨re stochastique**

*by*Bannour Boutheina & Labidi Moez

**Spending and Growth: A Modified Debt to GDP Dynamic Model**

*by*Camilla Yanushevsky & Rafael Yanushevsky

**Bounded Rationality: Psychology, Economics And The Financial Crises**

*by*Daniele SCHILIRÒ

**Conditional Probability and Econometric Models**

*by*Alexandru MANOLE & Andrei HREBENCIUC & Daniel DUMITRESCU

**El rol del dinero en modelos neokeynesianos**

*by*McCallum, Bennett

**Ecuaciones diferenciales y en diferencias aplicadas a los conceptos económicos y financieros || Differential and Difference Equations Applied to Economic and Financial Concepts**

*by*Tenorio Villalón, Ángel F. & Martín Caraballo, Ana M. & Paralera Morales, Concepción & Contreras Rubio, Ignacio

**The Role of Support Systems in Intelligent Decision Making**

*by*Podasca Raluca & Matei Ramona-Mihaela

**Structural Change in the Crude Oil Price Dynamic: Theoretical Study and Practical Implications**

*by*Francisco Giron¨¦s & Fernando Guerra & Jorge Hern¨¢ndez & Javier Poblaci¨®n

**Spatial dynamics and convergence: The spatial AK model**

*by*Boucekkine, R. & Camacho, C. & Fabbri, G.

**Incentive compatibility and differentiability: New results and classic applications**

*by*Mailath, George J. & von Thadden, Ernst-Ludwig

**Systematic stress tests with entropic plausibility constraints**

*by*Breuer, Thomas & Csiszár, Imre

**Aggregate comparative statics**

*by*Acemoglu, Daron & Jensen, Martin Kaae

**A generalised arbitrage-free Nelson–Siegel model: The impact of unspanned stochastic volatility**

*by*Chen, Rui & Du, Ke

**Pricing of derivatives on commodity indices**

*by*Rauch, Johannes & Krayzler, Mikhail & Brunner, Bernhard & Zagst, Rudi

**A model for hedging load and price risk in the Texas electricity market**

*by*Coulon, Michael & Powell, Warren B. & Sircar, Ronnie

**DEA window analysis for environmental assessment in a dynamic time shift: Performance assessment of U.S. coal-fired power plants**

*by*Sueyoshi, Toshiyuki & Goto, Mika & Sugiyama, Manabu

**Renewable electric energy integration: Quantifying the value of design of markets for international transmission capacity**

*by*Neuhoff, Karsten & Barquin, Julian & Bialek, Janusz W. & Boyd, Rodney & Dent, Chris J. & Echavarren, Francisco & Grau, Thilo & von Hirschhausen, Christian & Hobbs, Benjamin F. & Kunz, Friedrich & Nabe, Christian & Papaefthymiou, Georgios & Weber, Christoph & Weigt, Hannes

**Piecewise smooth approximation of bottom–up abatement cost curves**

*by*Kiuila, O. & Rutherford, T.F.

**DEA environmental assessment in a time horizon: Malmquist index on fuel mix, electricity and CO2 of industrial nations**

*by*Sueyoshi, Toshiyuki & Goto, Mika

**The stochastic seasonal behavior of energy commodity convenience yields**

*by*Mirantes, Andrés García & Población, Javier & Serna, Gregorio

**A comparative study among fossil fuel power plants in PJM and California ISO by DEA environmental assessment**

*by*Sueyoshi, Toshiyuki & Goto, Mika

**Estimating PIN for firms with high levels of trading**

*by*Jackson, David

**An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil**

*by*Li, Minqiang

**Semi-parametric estimation of American option prices**

*by*Gagliardini, Patrick & Ronchetti, Diego

**On second order conditions for equality constrained extremum problems**

*by*Mandy, David M.

**The meta-technology cost ratio: An indicator for judging the cost performance of CO2 reduction**

*by*Wu, Pei-Ing & Chen, Chai Tzu & Liou, Je-Liang

**Carbon Emissions Caps and the Impact of a Radical Change in Nuclear Electricity Costs**

*by*Benjamin D. Leibowicz & Maria Roumpani & Peter H. Larsen

**Operational Efficiency and Technology Gap Ratio of Hotels under Different Environments (in Thai)**

*by*Akarapong Untong

**Soft Computing In Analytics: Handling Imprecision And Uncertainty In Strategic Decisions**

*by*Carlsson, Christer

**Policy options for climate policy in the residential building sector: The case of Germany**

*by*Schröer, Sebastian

**On Revealed Preference and Indivisibilities**

*by*Satoru Fujishige & Zaifu Yang

**Modelling Default Correlations in a Two-Firm Model with Dynamic Leverage Ratios**

*by*Carl Chiarella & Chi-Fai Lo & Ming Xi Huang

**Generalized Fuzzy Differentiability with LU-parametric Representation**

*by*Luciano Stefanini & Barnabás Bede

**Generalized Differentiability of Fuzzy-valued Functions**

*by*Barnabás Bede & Luciano Stefanini

**Some notes on generalized Hukuhara differentiability of interval-valued functions and interval differential equations**

*by*Luciano Stefanini & Barnabás Bede

**Indicadores de riesgo de crédito derivado de los depósitos bancarios constituidos en el exterior**

*by*Verónica Rodriguez

**A Note on Selecting Maximals in Finite Spaces**

*by*García-Bermejo, Juan Carlos

**Axioms for Centrality Scoring with Principal Eigenvectors**

*by*Mitri Kitti

**A non-linear Leontief–type input-output model**

*by*Michaelides, Panayotis G. & Belegri-Roboli, Athena & Markaki, Maria

**Setting environmental policy when experts disagree**

*by*Athanassoglou, Stergios & Bosetti, Valentina

**European Union Economy System Dynamic Model Development**

*by*Skribans, Valerijs

**A Robust Turnpike Deduced by Economic Maturity**

*by*Dai, Darong

**Comparative study of static and dynamic neural network models for nonlinear time series forecasting**

*by*Abounoori, Abbas Ali & Mohammadali, Hanieh & Gandali Alikhani, Nadiya & Naderi, Esmaeil

**Risk Parity Portfolios with Risk Factors**

*by*Roncalli, Thierry & Weisang, Guillaume

**Some Notes on Inconsistence and Indecisiveness in the Analytic Hierarchy Process**

*by*Jiri, Mazurek

**On the Existence of Quality Measures in Random Utility Models**

*by*Szczygielski, Krzysztof & Komisarski, Andrzej

**Bounded rationality and perfect rationality: psychology into economics**

*by*Schilirò, Daniele

**Bounded rationality: psychology, economics and the financial crisis**

*by*Schilirò, Daniele

**Measuring seaports’ productivity: A Malmquist productivity index decomposition approach**

*by*Halkos, George & Tzeremes, Nickolaos

**Regional economic growth and environmental efficiency in greenhouse emissions: A conditional directional distance function approach**

*by*Halkos, George & Tzeremes, Nickolaos

**A NLIP Model on Wage Dispersion and Team Performance**

*by*Papahristodoulou, Christos

**A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions**

*by*Halkos, George & Tzeremes, Nickolaos

**“Ideal” financial development and financial overaccumulation**

*by*Hsu, Sara & Li, Jianjun

**Managing risk exposures using the risk budgeting approach**

*by*Bruder, Benjamin & Roncalli, Thierry

**A revealed preference test for weakly separable preferences**

*by*John Quah

**Analysis of Numerical Errors**

*by*Manuel S. Santos & Adrian Peralta-Alva

**An Inventory of Canadian Microsimulation Models**

*by*Yann Décarie & Michaël Boissonneault & Jacques Légaré

**Ergodic Chaos and Aggregate Stability: A Deterministic Discrete-Choice Model of Wealth Distribution Dynamics**

*by*Takashi Kamihigashi

**A homothetic reference technology in Data Envelopment Analysis**

*by*Olesen, Ole B.

**Maintaining the Regular Ultra Passum Law in data envelopment analysis**

*by*Olesen, Ole B. & Ruggiero, John

**Efficiency and Productivity in the Operational Units of the Armed Forces**

*by*Torbjørn, Hanson

**On Expected Demand Functions without Utility Maximization**

*by*Larsson, Lars-Göran

**On Sharing the Benefits of Communication**

*by*Efthymios Athanasiou & Santanu Dey & Giacomo Valleta

**The Role of Oscillatory Modes in U.S. Business Cycles**

*by*Andreas Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas

**Análisis del Modelo de Expectativas Parametrizadas: evidencia empírica**

*by*José Armin Ordoñez Castillo

**Endogenous Growth, the Distribution of Wealth, and Optimal Policy under Incomplete Markets and Idiosyncratic Risk**

*by*Christiane Clemens & Maik Heinemann

**Optimal Investment and Marketing Strategies**

*by*Ilona Murynets

**Survival estimation: the Kaplan–Meier method applied in endoprosthetics**

*by*Emanuela-Alisa NICA

**Bounded Rationality And Perfect Rationality: Psychology Into Economics**

*by*Daniele Schilirò

**Managing Sovereign Credit Risk In Bond Portfolios1**

*by*Benjamin Bruder & Pierre Hereil & Thierry Roncalli

**Are foreign currency markets interdependent? Evidence from data mining technologies**

*by*Milliaris, A. G & Milliaris, Mary

**The Analysis of Financial Structure Rates at Private Pension Funds Managing Companies**

*by*Matei Gheorghe & Militaru Nicolae Daniel

**Increasing the Efficiency of Decision-Making Process with the Help of Econometrics**

*by*Teselios Delia & Vilcu Anca & Albici Mihaela

**Selecting and Simulating Models for Management of Investment Portfolios Using Cybernetic Approach**

*by*Angel Marchev & Angel Marchev Jr.

**Eficiência técnica da polícia militar em Minas Gerais [Technical efficiency of the police in Minas Gerais]**

*by*Paulo Roberto Scalco & Airton Lopes Amorim & Adriano Provezano Gomes

**Toma de decisiones de agentes racionales con procesos markovianos. Avances recientes en economía y finanzas**

*by*Hernández, Onésimo & Venegas, Francisco

**Measuring Public Owned University Departments' Efficiency: A Bootstrapped DEA Approach**

*by*George E. Halkos & Nickolaos G. Tzeremes & Stavros A. Kourtzidis

**The sources of bank productivity growth in China during 2002–2009: A disaggregation view**

*by*Chang, Tzu-Pu & Hu, Jin-Li & Chou, Ray Yeutien & Sun, Lei

**Multivariate stress scenarios and solvency**

*by*McNeil, Alexander J. & Smith, Andrew D.

**Optimal reinsurance with positively dependent risks**

*by*Cai, Jun & Wei, Wei

**On the invariant properties of notions of positive dependence and copulas under increasing transformations**

*by*Cai, Jun & Wei, Wei

**Barrier option pricing for exchange rates under the Levy–HJM processes**

*by*Hsu, Pao-Peng & Chen, Ying-Hsiu

**What are the starting points? Evaluating base-year assumptions in the Asian Modeling Exercise**

*by*Chaturvedi, Vaibhav & Waldhoff, Stephanie & Clarke, Leon & Fujimori, Shinichiro

**A review of uncertainties in technology experience curves**

*by*Yeh, Sonia & Rubin, Edward S.

**Weak and strong disposability vs. natural and managerial disposability in DEA environmental assessment: Comparison between Japanese electric power industry and manufacturing industries**

*by*Sueyoshi, Toshiyuki & Goto, Mika

**A simple dynamic energy capacity model**

*by*Gander, James P.

**Segmenting mean-nonstationary time series via trending regressions**

*by*Aue, Alexander & Horváth, Lajos & Hušková, Marie

**A note on proper scoring rules and risk aversion**

*by*Peysakhovich, Alexander & Plagborg-Møller, Mikkel

**A method for implementing counterfactual experiments in models with multiple equilibria**

*by*Aguirregabiria, Victor

**Certainty Equivalent Representation of Binary Gambles That Are Decomposed into Risky and Sure Parts**

*by*Yutaka Matsushita

**Tracking Problems, Hedge Fund Replication, and Alternative Beta**

*by*Roncalli, Thierry & Weisang, Guillaume

**Interuniversitäres Doktorandenseminar Wirtschaftsinformatik unter Beteiligung der Universitäten Freiberg, Halle, Leipzig, Jena, Dresden und Chemnitz an der TU Bergakademie Freiberg; Dezember 2010**

*by*Felden, Carsten (Ed.) & Koschtial, Claudia (Ed.)

**Approximation of Marginal Abatement Cost Curve**

*by*Olga Kiuila & Thomas F. Rutherford

**Largest Consistent Set in International Environmental Agreements**

*by*Giovanni Villani & Marta Biancardi

**Continuity, Discontinuity and Dynamics in Mathematics & Economics - Reconsidering Rosser's Visions**

*by*K. Vela Velupillai & Stefano Zambelli

**A new approach to the envelope theorem**

*by*Francesco Ruscitti

**Testing for Clustering of Industries - Evidence from micro geographic data**

*by*Tobias Scholl & Thomas Brenner

**Разработка Модели Системной Динамики Для Энергетического Сектора В Латвии**

*by*Skribans, Valerijs

**The bipolar Choquet integral representation**

*by*Greco, Salvatore & Rindone, Fabio

**Managing sovereign credit risk in bond portfolios**

*by*Bruder, Benjamin & Hereil, Pierre & Roncalli, Thierry

**An optimization-based framework for modeling counterterrorism strategies**

*by*Eiselt, H.A. & Bhadury, Joy & Burkey, Mark L.

**Formal REA model at operational level**

*by*Ito, Sohei & Vymetal, Dominik

**Weak continuity of preferences with nontransitive indifference**

*by*Bosi, Gianni & Zuanon, Magalì

**A new method for approximating vector autoregressive processes by finite-state Markov chains**

*by*Gospodinov, Nikolay & Lkhagvasuren, Damba

**Regional environmental efficiency and economic growth: NUTS2 evidence from Germany, France and the UK**

*by*Halkos, George & Tzeremes, Nickolaos

**A conditional full frontier modelling for analyzing environmental efficiency and economic growth**

*by*Halkos, George & Tzeremes, Nickolaos

**Macro-economy in models for default probability**

*by*Geurdes, Han / J.F.

**Does the Kyoto Protocol Agreement matters? An environmental efficiency analysis**

*by*Halkos, George & Tzeremes, Nickolaos

**On the calculation of price sensitivities with jump-diffusion structure**

*by*El-Khatib, Youssef & Abdulnasser, Hatemi-J

**Use of put options as insurance**

*by*Bell, Peter

**Adjusting for cultural effects on countries’ education policy efficiency:an application of conditional full frontiers measures**

*by*Halkos, George & Tzeremes, Nickolaos

**The effect of energy consumption on countries’ economic efficiency: a conditional robust non parametric approach**

*by*Halkos, George & Tzeremes, Nickolaos

**Towards a culture of environmental efficiency: An application of conditional partial nonparametric frontiers**

*by*Halkos, George & Tzeremes, Nickolaos

**Balancing International Financial Data: Fun And Games With Gams And Cross-Entropy**

*by*André Lemelin

**Agreement Theory and Consensus**

*by*Candeal, Juan Carlos & Induráin, Esteban & Molina, José Alberto

**Agreement Theory and Consensus**

*by*Candeal, Juan Carlos & Induráin, Esteban & Molina, José Alberto

**Assessing the tendency of Spanish manufacturing industries to cluster: Co-localization and establishment size**

*by*Marta Casanova & Vicente Orts Ríos

**We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can cause drastic market reactions (â€œmarket impactâ€ ) in the end leading to higher transaction costs. On the other hand the Iceberg trader faces a loss-in-priority when he hides his intentions, as most electronic limit order books penalize the usage of hidden liquidity. Thus the Iceberg-trader is faced with the problem to find the right trade-off. Our model provides optimal exposure strategies for Iceberg traders in limit order book markets. In particular, we provide a range of analytical statements that are in line with recent empirical findings on the determinants of traderâ€™s exposure strategies. In this framework, we also study the market impact also market impact of limit orders. We provide optimal exposure profiles for a range of hightech stocks from the US S&P500 and how they scale with the state-of-the-book. We finally test the Icebergâ€™s performance against the limit orders and find that Iceberg orders can significantly enhance trade performance by up to 60%**

*by*GÃ¶khan CebiroËœglu & Ulrich Horst

**Optimal Display of Iceberg Orders**

*by*GoÌˆkhan CebirogÌ†lu & Ulrich Horst & &

**GResilient index to assess the greenness and resilience of the automotive supply chain**

*by*Azevedo, Susana G. & Govindan, Kannan & Carvalho, Helena & Cruz-Machado, V.

**Scale properties in data envelopment analysis**

*by*Olesen, Ole Bent & Petersen, Niels Christian

**OLS with Multiple High Dimensional Category Dummies**

*by*Gaure, Simen

**Capital allocation in financial institutions: the Euler method**

*by*Dora Balog

**Adaptive continuous time Markov chain approximation model to general jump-diffusions**

*by*Mario Cerrato & Chia Chun Lo & Konstantinos Skindilias

**Risk Aversion and the Pareto Frontier of a Dynamic Principal-Agent Model: An Evolutionary Approximation**

*by*Sonia Di Giannatale & Itza T. Q. Curiel & Juan A. Herrera & Katya Rodríguez

**Assessing the Impact of Mali's Water Privatization across Stakeholders**

*by*Antonio Estache & Emili Griffel-Tatjé

**A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains**

*by*Nikolay Gospodinov & Damba Lkhagvasuren

**Assessing the impact of Mali’s water privatization across stakeholders**

*by*Estache, Antonio & Grifell-Tatjé, Emili

**Oligopolistic competition with general complementarities**

*by*CALCIANO, Filippo L.

**The complementarity foundations of industrial organization**

*by*CALCIANO, Filippo L.

**Pronóstico de incumplimientos de pago mediante máquinas de vectores de soporte: una aproximación inicial a la gestión del riesgo de crédito**

*by*José Fernando Moreno Gutiérrez & Luis Fernando Melo Velandia

**Relatively Optimal Solutions In Multicriterion Programming**

*by*Miroslav Karakulakov

**History and differential calculus application’s in the science of Economics: Didactic regards**

*by*Luis García & Mar Moreno & Edelmira Badillo & Carmen Azcárate

**Performance Issues in the Public Healthcare Services**

*by*Claudiu CICEA & Cristian BUSU

**Quality Of Life Ranking Of Spanish Municipalities**

*by*EDUARDO GONZÁLEZ & ANA CÁRCABA & JUAN VENTURA

**Turkiye'de Yenilenebilir Enerji Alternatiflerinin Secimi Icin Graf Teori ve Matris Yaklasim**

*by*Fahriye Uysal

**Evolutionary Algorithm Parameter Fitness: An Exploratory Study**

*by*Andrew Manikas & Michael Godfrey

**La cellula strutturale come ambito di analisi delle performance**

*by*Giuseppe Eusepi & Alessandra Cepparulo & Flavio Verrecchia

**Ironing without control**

*by*Toikka, Juuso

**Computing American option prices in the lognormal jump–diffusion framework with a Markov chain**

*by*Simonato, Jean-Guy

**Modelling the effect of national culture on multinational banks' performance: A conditional robust nonparametric frontier analysis**

*by*Halkos, George Emm. & Tzeremes, Nickolaos G.

**Minimal state variable solutions to Markov-switching rational expectations models**

*by*Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao

**La política monetaria y la brecha del producto**

*by*Roberto Alfonso Montenegro Robles

**Liquidity, Price Impact And Trade Informativeness – Evidence From The London Stock Exchange**

*by*Nataša Teodorović

**Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude**

*by*Gilli, Manfred & Schumann, Enrico

**Data Envelopment Analysis for Performance Evaluation: A Child’s Guide**

*by*RAY, SUBHASH C. & CHEN, LEI

**Economics as a compartmental system: a simple macroeconomic example**

*by*Fabio Tramontana & Mauro Gallegati

**Un modelo estructural pequeño para la economía uruguaya**

*by*Diego Gianelli

**Approximate Results for a Generalized Secretary Problem**

*by*Chris Dietz & Dinard van der Laan & Ad Ridder

**On the Optimality of Regularity in Mixing Markovian Decision Rules for MDP Control**

*by*Dinard van der Laan

**Periodic Sequences of Arbitrage: A Tale of Four Currencies**

*by*Rod Cross & Victor Kozyakin & Brian O'Callaghan & Alexei Pokrovskii & Alexey Pokrovskiy

**Hysteresis in the fundamentals of macroeconomics**

*by*Rod Cross & Hugh McNamara & Leonid Kalachev & Alexei Pokrovskii

**Saddlepath Learning**

*by*Martin Ellison & Joseph Pearlman

**Rationality of expectations: another OCA criterion? A DSGE analysis**

*by*Torój, Andrzej

**The Mean Reversion Stochastic Processes Applications in Risk Management**

*by*Radkov, Petar

**Understanding the Impact of Weights Constraints in Portfolio Theory**

*by*Roncalli, Thierry

**Quantifying Flexibility Real Options Calculus**

*by*Makhankov, V. G. & Aguero-Granados, M. A.

**A note on concavity, homogeneity and non-increasing returns to scale**

*by*Prada-Sarmiento, Juan David

**Mathematical onsets concerning the determination of the optimum limit of the profitability on enterprises**

*by*Lupulescu, Grigore & Guran, Liliana & Ioana, Catrina

**Development of the Latvian energy sector system dynamic model**

*by*Skribans, Valerijs

**Model-free bounds on bilateral counterparty valuation**

*by*Haase, Joerdis & Ilg, Melanie & Werner, Ralf

**Evaluation of The Necessary of Agriculture Public Expenditure for Poverty Reduction and Food Security in Benin**

*by*Labintan, Adeniyi Constant

**Quantifying Flexibility Real Options Calculus**

*by*Makhankov, V. G. & Aguero-Granados, M. A.

**A generalization of Rader's utility representation theorem**

*by*Bosi, Gianni & Zuanon, Magalì

**A DEA approach for measuring university departments’ efficiency**

*by*Tzeremes, Nickolaos & Halkos, George

**Measuring the effect of virtual mergers on banks’ efficiency levels:A non parametric analysis**

*by*Halkos, George & Tzeremes, Nickolaos

**Latvijas energosektora sistēmdinamikas prognozēšanas modeļa izstrāde**

*by*Skribans, Valerijs

**Purification, Saturation and the Exact Law of Large Numbers**

*by*Wang, Jianwei & Zhang, Yongchao

**Reoptimizations in linear programming**

*by*Albici, Mihaela & Teselios, Delia & Tenovici, Cristina

**Duality in linear programming**

*by*Albici, Mihaela & Teselios, Delia & Prundeanu, Raluca & Popa, Ionela

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