## 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.

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

*by*Hecking, Harald

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

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

**Revealed preferences over risk and uncertainty**

*by*John Quah & Matthew Polisson & Ludovic Renou

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

*by*Bertrand K Hassani

**Directional Monotone Comparative Statics**

*by*Anne-Christine Barthel & Tarun Sabarwal

**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

**Dynamic Consistent alpha-Maxmin Expected Utility**

*by*Patrick Beißner & Qian Lin

**Ekonomiczne skutki eksploatacji gazu łupkowego**

*by*Jakub Boratyński

**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

**On the efficient utilisation of duration**

*by*Dierkes, Thomas & Ortmann, Karl Michael

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

*by*Bertrand, Philippe & Lapointe, Vincent

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

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

**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

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

*by*Bahaji, Hamza

**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

**Dynamic Scoring and Monetary Policy**

*by*Gliksberg, Baruch

**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

**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

**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

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

*by*Rod Cross

**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

**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

**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

**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

**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

**The housing problem and revealed preference theory: duality and an application**

*by*Ekeland, Ivar & Galichon, Alfred

**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

**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

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

*by*Hernández, Onésimo & Venegas, Francisco

**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

**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

**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

**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

**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

**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

**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

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

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

**Saddlepath Learning**

*by*Martin Ellison & Joseph Pearlman

**Zorgen voor optimale distributienetten, Visie van de toezichthouder op het reguleringskader**

*by*Machiel Mulder

**Tariff regulation and profitability of energy networks**

*by*Machiel Mulder

**Subjective beliefs formation and elicitation rules : experimental evidence**

*by*Guillaume Hollard & Sébastien Massoni & Jean-Christophe Vergnaud

**The Behavioral Economics of Insurance**

*by*Ali al-Nowaihi & Sanjit Dhami

**Composite Prospect Theory: A proposal to combine ‘prospect theory’ and ‘cumulative prospect theory’**

*by*Ali al-Nowaihi & Sanjit Dhami

**Consumption and Hedging in Oil Importing Developing Countries**

*by*Felipe Aldunate & Jaime Casassus

**Testing over-representation of observations in subsets of a DEA technology**

*by*Asmild, Mette & Hougaard, Jens Leth & Olesen, Ole B.

**General Properties of Expected Demand Functions: Negativity (No Giffen Good) and Homogeneity - A Descriptive Non Utility Maximizing Approach**

*by*Larsson, Lars-Göran

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

*by*Raouf Boucekkine & Carmen Camacho & Giorgio Fabbri

**Cap-and-trade properties under different hybrid scheme designs**

*by*Georg Grüll & Luca Taschini

**Environmental economics and modeling marketable permits**

*by*Luca Taschini

**Endogenous Selection and Moral Hazard in Compensation Contracts**

*by*Armstrong, Christopher D. & Larcker, David F. & Su, Che-Lin

**The properties of equally-weighted risk contributions portfolios**

*by*Teiletche, Jérôme & Roncalli, Thierry & Maillard, Sébastien

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

*by*Raouf BOUCEKKINE & Carmen CAMACHO & Giorgio FABBRI

**The valuation of N-phased investment projects under jump-diffusion processes**

*by*R. Andergassen & L. Sereno

**Quantitative Breuer-Major Theorems**

*by*Ivan Nourdin & Giovanni Peccati & Mark Podolskij

**Risk Assessment of Transitional Economies by Multivariate and Multicriteria Approaches**

*by*Neli Tomić-Plazibat & Zdravka Aljinović & Snježana Pivac

**Rationality of Expectations: Another OCA Criterion? A DSGE Analysis**

*by*Andrzej Torój

**Dynamics of Stock Market Correlations**

*by*Dror Y. Kenett & Yoash Shapira & Asaf Madi & Sharron Bransburg-Zabary & Gitit Gur-Gershgoren & Eshel Ben-Jacob

**Option-Based Valuation Of Mortgage-Backed Securities**

*by*Ana Manola & Branko Uroševic

**A Toolbox for the Study of Linear Difference Rational Expectations Models**

*by*Oviedo, P. Marcelo

**How do Interactions Influence Formation of Social Networks? A General Microfounded Explanation**

*by*Nordvall Lagerås, Andreas & Seim, David

**Sequential composition of voting rules in multi-issue domains**

*by*Lang, Jérôme & Xia, Lirong

**Interactions of Reduced Deforestation and the Carbon Market: The Role of Market Regulations and Future Commitments**

*by*Anger, Niels & Dixon, Alistair & Livengood, Erich

**Efficient interval scoring rules**

*by*Karl Schlag & Joël van der Weele

**International Environmental Agreements with Asymmetric Countries**

*by*Marta Biancardi & Giovanni Villani

**Enriching the Tactical Network Design of Express Service Carriers with Fleet Scheduling Characteristics**

*by*Meuffels, W.J.M. & Fleuren, H.A. & Cruijssen, F.C.A.M. & van Dam, E.R.

**Intertemporal Equilibrium and Walras' Theory of Capital: a Projection Based Approach**

*by*Galeazzo Impicciatore & Luca Panaccione & Francesco Ruscitti

**Modelling South African Currency Crises as Structural Changes in the Volatility of the Rand**

*by*Andrew S Duncan & Guangling D Liu

**Common ordering extensions**

*by*T. DEMUYNCK

**Nash equilibria of games with monotonic best replies**

*by*Filippo L. Calciano

**Regression Discontinuity Designs In Economics**

*by*David S. Lee & Thomas Lemieux

**Un modelo de consumo con externalidad para estudiar los costos y las medidas de política asociados a la huella ecológica**

*by*Rodríguez, Carlos A. & Luciano, Indira

**Influence of aggregation and measurement scale on ranking a compromise alternative in AHP**

*by*Ishizaka, Alessio & Balkenborg, Dieter & Kaplan, Todd

**A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria**

*by*Victor, Aguirregabiria

**Revisting the Rate of Change**

*by*Khumalo, Bhekuzulu

**On the extension of a preorder under translation invariance**

*by*Mabrouk, Mohamed

**Existence of continuous utility functions for arbitrary binary relations: some sufficient conditions**

*by*Bosi, Gianni & Caterino, Alessandro & Ceppitelli, Rita

**Axiomatization of residual income and generation of financial securities**

*by*Ghiselli Ricci, Roberto & Magni, Carlo Alberto

**Szpilrajn-type theorems in economics**

*by*Andrikopoulos, Athanasios

**The Relative Influences of Land-owner and Landscape Heterogeneity on Land Use**

*by*Hugh Kelley & Tom Evans

**Measuring the Efficiency of Financial Inputs for Entrepreneurship**

*by*Lakshmi Balasubramanyan

**Discriminatory Power and Predictions of Defaults of Structural Credit Risk Models**

*by*T. C. Wong & C. H. Hui & C. F. Lo

**A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks**

*by*Eric Wong & Cho-Hoi Hui

**Productivity of Tax Offices in Norway**

*by*Førsund, Finn R. & Edvardsen, Dag Fjeld & Kittelsen, Sverre A. C, & Lindseth, Frode

**On the Law of Demand. - A mathematically simple descriptive approach for general probability density functions**

*by*Larsson, Lars-Göran

**Eliciting Beliefs**

*by*Andersen, Steffen & Fountain, John & Harrison, Glenn W. & Rutström, Elisabet

**A note on the law of large numbers in economics**

*by*Patrizia Berti & Michele Gori & Pietro Rigo

**Testable implications of general equilibrium models: an integer programming approach**

*by*Laurens CHERCHYE & Thomas DEMUYNCK & Bram DE ROCK

**Notes on the Constrained Suboptimality Result by J. D. Geanakoplos and H. M. Polemarchakis (1986)**

*by*Antonio Jiménez-Martínez

**Economic policy when models disagree**

*by*Pauline Barrieu & Bernard Sinclair Desgagne

**Compiling the Votes of a Subelectorate**

*by*Maudet, Nicolas & Lang, Jérôme & Chevaleyre, Yann & Ravilly-Abadie, Guillaume

**How hard is it to Control Sequential Elections via the Agenda?**

*by*Conitzer, Vincent & Lang, Jérôme & Xia, Lirong

**Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion**

*by*Basak, Suleyman & Yan, Hongjun

**Nash equilibria of games with increasing best replies**

*by*CALCIANO, Filippo L.

**Economic Policy when Models Disagree**

*by*Pauline Barrieu & Bernard Sinclair-Desgagné

**Special Features of the World System Long-Term Economic Dynamics: Analysis of the Statistical Data**

*by*Kirilyuk, Igor & Malkov, Sergey & Malkov, Artemy

**Certainties and Novelties in Production Economics**

*by*Quirino Paris

**Efficiency and productivity analysis in health services**

*by*Martin Dlouhý

**A Note on Second-Order Conditions for Maximizing Monopolist's Revenue and a Quantity-Setting Symmetric Duopoly**

*by*Jong-Shin Wei

**The New Mathematical Escalade: The recent Impact of the dynamical System Theory on the economic Analysis**

*by*José Carlos Ramírez & David Juárez

**Methodology to evaluate the Quality of Public Services**

*by*Catalin Popescu & Tatiana Cucu & Luminita Ion-Boussier & Jean-Marie Boussier & Augustin Mitu

**Evolutionary Modelling in Economics: A Survey of Methods and Building Blocks**

*by*Karolina Safarzynska & Jeroen C.J.M. van den Bergh

**Foundations of Intrinsic Habit Formation**

*by*Kareen Rozen

**Foundations of Intrinsic Habit Formation**

*by*Kareen Rozen

**Aggregation Functions With Non-Monotonic Measures**

*by*Cardin, Marta & Giove, Silvio

**Reducing Deforestation and Trading Emissions: Economic Implications for the post-Kyoto Carbon Market**

*by*Sathaye, Jayant A. & Anger, Niels

**Wissensmanagement - quo vadis? Case Positions zur Umsetzung in den Unternehmen ; eine selektive Bestandsaufnahme**

*by*Weck, Reinhard J. & Beifert, Anatoli & Wissuwa, Stefan & Steffan, Rüdiger

**Wirtschaftsinformatik: Was ist das?**

*by*Lämmel, Uwe (Ed.)

**Performancemessung: Theoretische Maße und empirische Umsetzung mit VBA**

*by*Seitz, Franz & Auer, Benjamin R.

**Generalized Hukuhara Differentiability of Interval-valued Functions and Interval Differential Equations**

*by*Luciano Stefanini & Barnabas Bede

**A generalization of Hukuhara difference for interval and fuzzy arithmetic**

*by*Luciano Stefanini

**Social influence and neighbourhood effects in the health care market**

*by*Montefiori, Marcello & Resta, Marina

**The Mathematization of Macroeconomics: A Recursive Revolution**

*by*K. Vela Velupillai

**Uncomputability and Undecidability in Economic Theory**

*by*K. Vela Velupillai

**Bad Luck When Joining the Shortest Queue**

*by*Blanc, J.P.C.

**Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach**

*by*Luiza Badin & Cinzia Daraio & Léopold Simar

**A Geometric Measure for the Violation of Utility Maximization**

*by*Jan Heufer

**The Variable Time: crucial to understanding Knowledge Economics**

*by*Khumalo, Bhekuzulu

**Show me the code: Spatial analysis and open source**

*by*Rey, S.J.

**Knowledge Economics: Improving Theoretical Framework of Knowledge Transfer**

*by*Khumalo, Bhekuzulu

**Individual Risk and Lebesgue Extension without Aggregate Uncertainty**

*by*Sun, Yeneng & Zhang, Yongchao

**Adaptive Interactive Profit Expectations and Small World Networks**

*by*Bell, William Paul

**Extraction of non-renewable resources: a differential game approach**

*by*Halkos, George & Papageorgiou, George

**Tracking problems, hedge fund replication and alternative beta**

*by*Roncalli, Thierry & Weisang, Guillaume

**Using sentiment to predict GDP growth and stock returns**

*by*Guzman, Giselle C.

**Discretization of highly persistent correlated AR(1) shocks**

*by*Lkhagvasuren, Damba & Galindev, Ragchaasuren

**Szeparábilitási koncepciók és a reprezentációs tétel Nachbin-féle megközelítése**

*by*Magyarkuti, Gyula

**The Informatization of Economic Life Through Artificial Intelligence and the Shaping of Social-Economic Processes**

*by*Stegaroiu, Carina-Elena

**The Role of Economic Information in Determining the Intensity and Efficiency of Work – Theoretical Approach to the Elaboration of Management Strategies**

*by*Stegaroiu, Carina-Elena

**The Characteristics of the Evolution of the Economical Indicators**

*by*Stegaroiu, Carina-Elena

**Reforma da Administração Pública: Antes e Depois da Democracia**

*by*Martins, J. Albuquerque

**A Damped Diffusion Framework for Financial Modeling and Closed-form Maximum Likelihood Estimation**

*by*Li, Minqiang

**Rational macroeconomic learning in linear expectational models**

*by*Holden, Tom

**A general theory of time discounting: The reference-time theory of intertemporal choice**

*by*Ali al-Nowaihi & Sanjit Dhami

**A value function that explains the magnitude and sign effects**

*by*Ali al-Nowaihi & Sanjit Dhami

**A general theory of time discounting: The reference-time theory of intertemporal choice**

*by*Ali al-Nowaihi & Sanjit Dhami

**Discounting by intervals: An inconsistent theory of intertemporal choice?**

*by*Ali al-Nowaihi & Sanjit Dhami

**A note on Arbitrage under Transaction Costs**

*by*Claas Prelle & Albrecht Irle

**Assessing Credit Risk of Companies with Mean-Reverting Leverage Ratios**

*by*C. F. Lo & T. C. Wong & C. H. Hui & M. X. Huang

**Block Kalman filtering for large-scale DSGE models**

*by*Strid, Ingvar & Walentin, Karl

**Outer measure and utility**

*by*Voorneveld, Mark & Weibull, Jörgen W.

**An axiomatization of the Euclidean compromise solution**

*by*Voorneveld, Mark & van den Nouweland, Anne & McLean, Rich

**From preferences to Cobb-Douglas utility**

*by*Voorneveld, Mark

**Non Utility Maximizing Behaviour: Probabilistic Choice in a Budget Set “Box”. Properties of Expected Demand Functions**

*by*Larsson, Lars-Göran

**Modélisation de la régulation des émissions azotées dans le bassin d'un cours d'eau**

*by*Saulnier, J.

**Foundations of Intrinsic Habit Formation**

*by*Rozen, Kareen

**Resource Allocation When Projects Have Ranges of Increasing Returns**

*by*Bobtcheff, Catherine & Gollier, Christian & Zeckhauser, Richard

**Herd behavior towards the market index: Evidence from 21 financial markets**

*by*Wang, Daxue

**Estimating the Dynamics of R&D-based Growth Models**

*by*Yuri, YATSENKO & Raouf, BOUCEKKINE & Natali, HRITONENKO

**An Econometric Workbench for Comparing the Substantive and Dominance Tests in Horizontal Merger Analysis**

*by*Jerome Foncel & Marc Ivaldi & Jrisy Motis

**Discrete-continuous analysis of optimal equipment replacement**

*by*YATSENKO, Yuri & HRITONENKO, Natali

**Estimating the dynamics of R&D-based growth models**

*by*YATSENKO, Yuri & BOUCEKKINE, Raouf & HRITONENKO, Natali

**Constant leverage modeling: A reply to "A tutorial to the Mckinsey model for valuation of companies"**

*by*Ignacio Velez-Pareja & Joseph Tham

**Barrier Options and a Reflection Principle of the Fractional Brownian Motion**

*by*Cipian Necula

**Pricing European and Barrier Options in the Fractional Black-Scholes Market**

*by*Ciprian Necula

**Option Pricing in a Fractional Brownian Motion Environment**

*by*Cipian Necula

**A Framework for Derivative Pricing in the Fractional Black-Scholes Market**

*by*Ciprian Necula

**A utility representation theorem with weaker continuity condition**

*by*Tomoki Inoue

**Evaluation of the Quality and Success Rate of Forecasts: A Historic Overview**

*by*Zuzana Antonicova & Karel Musil & Lubos Ruzicka & Jan Vlcek

**An Alternative Approach to Alternative Beta**

*by*Roncalli, Thierry & Teiletche, Jérôme

**Los problemas económicos de la planificación hidrológica**

*by*José Albiac & Javier Tapia & Anika Meyer & Michael Hanemann & Mithat Mema & Javier Calatrava & Javier Uche & Elena Calvo

**Identifying the most Informative Variables for Decision-Making Problems - a Survey of Recent Approaches and Accompanying Problems**

*by*Pavel Pudil & Petr Somol

**Algunas aplicaciones de la Teoría de Lie a la Economía y las Finanzas = Some Applications of Lie Theory to Economics and Finance**

*by*Hernández Fernández, Isabel & Mateos Contreras, Consuelo & Núñez Valdés, Juan & Tenorio Villalón, Ángel F.

**Evaluación y clasificación de las técnicas utilizadas por las organizaciones, en las últimas décadas, para seleccionar proyectos = Evaluation and classification of the techniques used by organizations in the last decades to select projects**

*by*Fernández Carazo, Ana & Gómez Núñez, Trinidad & Guerrero Casas, Flor M. & Caballero Fernández, Rafael

**Prognosis Of Monthly Unemployment Rate In The European Union Through Methods Based On Econometric Models**

*by*Gagea Mariana, & Balan Christiana Brigitte

**On the Role of Memory in an Asset Pricing Model with Heterogeneous Beliefs**

*by*Miroslav Verbic

**Optimal Buy-Back Contracts with Asymmetric Information**

*by*Qiang Gong

**Relative Efficiency in the branch network of a Greek bank: A quantitative analysis**

*by*G.S. Donatos & D.I. Giokas

**Zahlen, Planeten, Pyramiden und das Meter: Wie die Planung der Pyramiden von Gizeh erfolgt sein könnte – eine ingenieurmethodische Betrachtung**

*by*Müller, Herbert

**Computergestützte Management-Informationssysteme: Geschichte – Zukunft – Konsequenzen**

*by*Wrede, Florian

**Business Rules: Die Wissensverarbeitung erreicht die Betriebswirtschaft ; Einsatzmöglichkeiten und Marktübersicht**

*by*Lämmel, Uwe & Beifert, Anatoli & Brätz, Marcel & Brandenburg, Stefan & Buse, Matthias & Höhn, Christian & Mannheimer, Gert & Rehfeld, Michael & Richter, Alexander & Wissuwa, Stefan

**Die ersten Tage im Studium der Wirtschaftsinformatik**

*by*Lämmel, Uwe & Vilkner, Eberhard

**On non-monotonic Choquet integrals as aggregation functions**

*by*Marta Cardin & Silvio Giove

**Generalized LU-fuzzy derivative and numerical solution of Fuzzy Differential Equations**

*by*Luciano Stefanini

**Differential Evolution Methods for the Fuzzy Extension of Functions**

*by*Luciano Stefanini

**On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations**

*by*Luciano Stefanini & Maria Letizia Guerra

**Representing fuzzy numbers for fuzzy calculus**

*by*Luciano Stefanini & Laerte Sorini

**An LU-fuzzy calculator for the basic fuzzy calculus**

*by*Luciano Stefanini & Laerte Sorini

**Variations on the Theme of Conning in Mathematical Economics**

*by*K. Vela Velupillai

**Valuating Payoff Streams under Unequal Discount Factors**

*by*Hannu Salonen & Hannu Vartiainen

**Kriging Models That Are Robust With Respect to Simulation Errors**

*by*Siem, A.Y.D. & den Hertog, D.

**Exploiting Group Symmetry in Truss Topology Optimization**

*by*Bai, Y.Q. & de Klerk, E. & Pasechnik, D.V. & Sotirov, R.

**A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations**

*by*Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L.

**Parallel Implementation of a Semidefinite Programming Solver based on CSDP in a distributed memory cluster**

*by*Ivanov, I.D. & de Klerk, E.

**Revealed Preference and the Number of Commodities**

*by*Jan Heufer

**English auctions and the Stolper-Samuelson theorem**

*by*Dubra, Juan & Echenique, Federico & Manelli, Alejandro

**Is The Sample Coefficient Of Variation A Good Estimator For The Population Coefficient Of Variation?**

*by*Mahmoudvand, Rahim & Hassani, Hossein & Wilson, Rob

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