Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
/ / / C61: Optimization Techniques; Programming Models; Dynamic Analysis

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Dynamic Stochastic General Equilibrium
2. Solution Methods for DSGE models

2021

• Bruno Bouchard & Xiaolu Tan, 2021, "A quasi-sure optional decomposition and super-hedging result on the Skorokhod space," Finance and Stochastics, Springer, volume 25, issue 3, pages 505-528, July, DOI: 10.1007/s00780-021-00458-3.
• Beata Gavurova & Kristina Kocisova & Jakub Sopko, 2021, "Health system efficiency in OECD countries: dynamic network DEA approach," Health Economics Review, Springer, volume 11, issue 1, pages 1-25, December, DOI: 10.1186/s13561-021-00337-9.
• Sascha Kurz, 2021, "Are Weighted Games Sufficiently Good for Binary Voting?," Homo Oeconomicus: Journal of Behavioral and Institutional Economics, Springer, volume 38, issue 1, pages 29-36, December, DOI: 10.1007/s41412-021-00111-6.
• Bao Hoang Nguyen & Valentin Zelenyuk, 2021, "Aggregation of Outputs and Inputs for DEA Analysis of Hospital Efficiency: Economics, Operations Research and Data Science Perspectives," International Series in Operations Research & Management Science, Springer, in: Joe Zhu & Vincent Charles, "Data-Enabled Analytics", DOI: 10.1007/978-3-030-75162-3_5.
• Valter Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 2021, "ITER: A Quarterly Indicator of Regional Economic Activity in Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 7, issue 1, pages 129-147, March, DOI: 10.1007/s40797-020-00131-2.
• Wilson Cruz Vieira & Alberto Bucci & Simone Marsiglio, 2021, "Welfare and Convergence Speed in the Ramsey Model Under Two Classes of Gorman Preferences," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 7, issue 1, pages 37-58, March, DOI: 10.1007/s40797-020-00132-1.
• Christian Scheller & Kerstin Schmidt & Thomas Stefan Spengler, 2021, "Decentralized master production and recycling scheduling of lithium-ion batteries: a techno-economic optimization model," Journal of Business Economics, Springer, volume 91, issue 2, pages 253-282, March, DOI: 10.1007/s11573-020-00999-7.
• Tristan Becker & Bastian Bruns & Stefan Lier & Brigitte Werners, 2021, "Decentralized modular production to increase supply chain efficiency in chemical markets," Journal of Business Economics, Springer, volume 91, issue 6, pages 867-895, August, DOI: 10.1007/s11573-020-01019-4.
• Orlando Gomes, 2021, "Hand-to-mouth consumers, rule-of-thumb savers, and optimal control," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 16, issue 2, pages 229-263, April, DOI: 10.1007/s11403-020-00292-4.
• C. O. Henriques & L. A. Lopez-Agudo & O. D. Marcenaro-Gutierrez & M. Luque, 2021, "Reaching Compromises in Workers’ Life Satisfaction: A Multiobjective Interval Programming Approach," Journal of Happiness Studies, Springer, volume 22, issue 1, pages 207-239, January, DOI: 10.1007/s10902-020-00226-8.
• Eungsik Kim & Stephen E. Spear, 2021, "Determinate perfect foresight forecasting in overlapping generations models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 71, issue 2, pages 505-531, March, DOI: 10.1007/s00199-020-01254-4.
• Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2021, "(Ir)rational explorers in the financial jungle," Journal of Evolutionary Economics, Springer, volume 31, issue 4, pages 1157-1188, September, DOI: 10.1007/s00191-021-00743-6.
• Ali Habibnia & Esfandiar Maasoumi, 2021, "Forecasting in Big Data Environments: An Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 363-381, December, DOI: 10.1007/s40953-021-00275-7.
• Prabhjot Kaur & Kalpana Dahiya & Vanita Verma, 2021, "Time-cost trade-off analysis of a priority based assignment problem," OPSEARCH, Springer;Operational Research Society of India, volume 58, issue 2, pages 448-482, June, DOI: 10.1007/s12597-020-00483-4.
• Ali Khaleel Dhaiban & Baydaa Khalaf Jabbar, 2021, "An optimal control model of COVID-19 pandemic: a comparative study of five countries," OPSEARCH, Springer;Operational Research Society of India, volume 58, issue 4, pages 790-809, December, DOI: 10.1007/s12597-020-00491-4.
• N. Packham, 2021, "Structured climate financing: valuation of CDO on inhomogeneous asset pools," SN Business & Economics, Springer, volume 1, issue 4, pages 1-23, April, DOI: 10.1007/s43546-021-00057-6.
• Frieder Meyer-Bullerdiek, 2021, "Out-of-sample performance of the Black-Litterman model," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 10, issue 2, pages 1-2.
• Ladislav Mura & Zuzana Hajduová, 2021, "Measuring efficiency by using selected determinants in regional SMEs," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 3, pages 487-503, March, DOI: 10.9770/jesi.2021.8.3(31).
• Dana Jašková, 2021, "Efficiency of management processes in a private hospital," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 9, issue 1, pages 436-446, September, DOI: 10.9770/jesi.2021.9.1(27).
• Pawel Dziewulski & John K.-H. Quah, 2021, "Comparative statics with linear objectives: normal demand, monotone marginal costs, and ranking multi-prior beliefs," Working Paper Series, Department of Economics, University of Sussex Business School, number 0121, Feb.
• Dimitris Korobilis, 2021, "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 2, pages 493-504, March, DOI: 10.1080/07350015.2019.1677472.
• Esponda, Ignacio & Pouzo, Demian, 2021, "Equilibrium in misspecified Markov decision processes," Theoretical Economics, Econometric Society, volume 16, issue 2, May.
• Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2021, "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers, University of Toronto, Department of Economics, number tecipa-702, Aug.
• Cherbonnier, Frédéric, 2021, "Optimal insurance for time-inconsistent agents," IAST Working Papers, Institute for Advanced Study in Toulouse (IAST), number 21-123, Oct.
• Goenka, Aditya & Liu, Lin & Nguyen, Manh-Hung, 2021, "Modeling optimal quarantines with waning immunity," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1206, May, revised Jul 2022.
• Décamps, Jean-Paul & Gensbittel, Fabien & Mariotti, Thomas, 2021, "Investment Timing and Technological Breakthroughs," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1222, Jun, revised Dec 2024.
• Cherbonnier, Frédéric, 2021, "Optimal insurance for time-inconsistent agents," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1256, Sep.
• Chuang Li & Subhash C. Ray, 2021, "Opportunity Cost and Employment Effect of Emission Reduction: An Inter-Industry Comparison of Targeted Pollution Reduction," Working papers, University of Connecticut, Department of Economics, number 2021-13, Nov.
• David Desmarchelier & Magali Jaoul-Grammare & Guillaume Morel & Thi Kim Cuong Pham, 2021, "Infectious disease and endogenous cycles: lockdown hits two birds with one stone," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-23.
• Paola Azar & Gabriela Sicilia, 2021, "An assessment of pupil and school performance in public primary education in Uruguay," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 21-22, Sep.
• Marta Castellini & Luca Di Corato & Michele Moretto & Sergio Vergalli, 2021, "Energy exchange among heterogeneous prosumers under price uncertainty," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021:24.
• Giandomenico Mastroeni & Letizia Pellegrini & Alberto Peretti, 2021, "Some numerical aspects on a method for solving linear problems with complementarity constraints," Working Papers, University of Verona, Department of Economics, number 16/2021, Dec.
• Rosen Nikolaev & Tanka Milkova, 2021, "Two-Dimensional Problem for Using the Resources with Inconstant Expense Rates," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, volume 10, issue 1, pages 141-148, April.
• Silvia Parusheva & Yanka Aleksandrova, 2021, "Factors And Driving Forces For Digitalization And Digital Transformation In Construction," INTERNATIONAL SCIENTIFIC AND PRACTICAL CONFERENCE "CONSTRUCTION ENTREPRENEURSHIP AND REAL PROPERTY", University of Economics - Varna, issue 1, pages 75-81.
• Silvia Parusheva & Yanka Aleksandrova, 2021, "Innovations In The Construction Sector Through Legislation And Policies For Its Digitalization," INTERNATIONAL SCIENTIFIC AND PRACTICAL CONFERENCE "CONSTRUCTION ENTREPRENEURSHIP AND REAL PROPERTY", University of Economics - Varna, issue 1, pages 82-88.
• Gaspars-Wieloch Helena, 2021, "On some analogies between one-criterion decision making under uncertainty and multi-criteria decision making under certainty," Economics and Business Review, Paradigm, volume 7, issue 2, pages 17-36, June, DOI: 10.18559/ebr.2021.2.3.
• Kądziołka Kinga, 2021, "Comparison of Selected Portfolio Strategies Based on the Example of Cryptocurrency Portfolios," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Paradigm, volume 14, issue 1, pages 44-60, March, DOI: 10.2478/ers-2021-0004.
• Stojanović Boban & Kostić Zorana & Vučić Vladan, 2021, "Alignment with EU Regulations in the Field of the Competition Policy and System of State Aid in Western Balkan Countries," Economic Themes, Paradigm, volume 59, issue 2, pages 173-191, June, DOI: 10.2478/ethemes-2021-0010.
• Dzicher Mateusz, 2021, "Sampling methods for investment portfolio formulation procedure at increased market volatility," Journal of Economics and Management, Paradigm, volume 43, issue 1, pages 70-89, January, DOI: 10.22367/jem.2021.43.04.
• Michał Lewandowski & Marcin Chlebus, 2021, "Predicting football outcomes from Spanish league using machine learning models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-22.
• Victor Aguirregabiria & Mathieu Marcoux, 2021, "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Quantitative Economics, Econometric Society, volume 12, issue 4, pages 1223-1271, November, DOI: 10.3982/QE1735.
• Bosco de Sousa, Faviana, 2021, "Do Political Actors Engage in Strategic Deception on Social Media?," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 12.
• Oliviero A. Carboni & Paolo Russu, 2021, "Taxation, Corruption and Punishment: Integrating Evolutionary Game into the Optimal Control of Government Policy," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 23, issue 02, pages 1-22, June, DOI: 10.1142/S021919892050019X.
• Jean-Jacques Forneron & Serena Ng, 2021, "Estimation and Inference by Stochastic Optimization: Three Examples," AEA Papers and Proceedings, American Economic Association, volume 111, pages 626-630, May, DOI: 10.1257/pandp.20211038.
• Alfredo García & Christopher Hartwell & Martín Andrés Szybisz, 2021, "Defying Gravity: The Economic Effects of Social Distancing," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4477, Nov.
• Romualdas Ginevicius & Martin Schieg & Magdalena Kot-Radojewska & Marta Jarocka, 2021, "Quantitative Assessment of the Dynamics of Socioeconomic Processes," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 23, issue 57, pages 504-504.
• Bazzana, Davide & Menoncin, Francesco & Vergalli, Sergio, undated, "The day after tomorrow: mitigation and adaptation policies to deal with uncertainty," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 313283, DOI: 10.22004/ag.econ.313283.
• Castellini, Marta & Di Corato, Luca & Moretto, Michele & Vergalli, Sergio, undated, "Energy exchange among heterogeneous prosumers under price uncertainty," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 314755, DOI: 10.22004/ag.econ.314755.
• Eder, Andreas, 2021, "Environmental Efficiency Measurement When Producers Control Pollutants Under Heterogeneous Conditions: A Generalization of the Materials Balance Approach," 2021 Conference, August 17-31, 2021, Virtual, International Association of Agricultural Economists, number 315100, Aug, DOI: 10.22004/ag.econ.315100.
• Yusuf Akgül & Fuat Çamlıbel & Selma Çamlıbel, 2021, "Hayat Dışı Sigorta Sektöründe Kârı Etkileyen Firma İçi Faktörlerin İncelenmesi: Bulanık Hedef Programlama Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 2, pages 332-355, DOI: 10.30784/epfad.871997.
• Amine Chekireb & Julio Goncalves & Hubert Stahn & Agnes Tomini, 2021, "Private exploitation of the North-Western Sahara Aquifer System," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2144, Nov.
• Viorel - Costin Banta & Sabin – Alexandru Babeanu & Cristian Dragos Turcan, 2021, "Auditing Special Orders In The Automotive Production Area - The Impact Of Ai And Rpa On This Activity. A Case Study," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 49, pages 13-18, August.
• Cristian Dragos Turcan & Viorel - Costin Banta & Sabin – Alexandru Babeanu, 2021, "Initiation And Planning Of An Information System. A Case Study," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 49, pages 43-48, August.
• R.S. Rogulin, 2021, "Model for Assessing the Effectiveness of the Formation of Sustainable Supply Chains of Raw Materials by Timber Industry Enterprises," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 20, issue 1, pages 148-168, DOI: http://dx.doi.org/10.15826/vestnik..
• Vrins, Frédéric & Wang, Linqi, 2021, "Asymmetric short-rate model without lower bound," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021006, Aug.
• Pichler, Anton & Farmer, J. Doyne, 2021, "Modeling simultaneous supply and demand shocks in input-output networks," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2021-05, Jan.
• Yacov Tsur & Amos Zemel, 2021, "Resource Management Under Catastrophic Threats," Annual Review of Resource Economics, Annual Reviews, volume 13, issue 1, pages 403-425, October, DOI: 10.1146/annurev-resource-100920-020.
• Lars Peter Hansen, 2021, "Uncertainty Spillovers for Markets and Policy," Annual Review of Economics, Annual Reviews, volume 13, issue 1, pages 371-396, August, DOI: 10.1146/annurev-economics-082020-05.
• Pawel Kliber & Anna Rutkowska-Ziarko, 2021, "Portfolio choice with a fundamental criterion – an algorithm and practical applicationon – a computation methods and empirical analysis," International Journal of Economic Sciences, European Research Center, volume 10, issue 1, pages 39-52, June.
• Rui Fan & Ji Hyung Lee & Youngki Shin, 2021, "Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach," Papers, arXiv.org, number 2101.11568, Jan, revised Dec 2022.
• P'eter Bir'o & Flip Klijn & Xenia Klimentova & Ana Viana, 2021, "Shapley-Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange," Papers, arXiv.org, number 2102.00167, Jan.
• Alfred Galichon & Marc Henry, 2021, "Dual theory of choice with multivariate risks," Papers, arXiv.org, number 2102.02578, Feb, revised Feb 2021.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2021, "Optimal transportation and the falsifiability of incompletely specified economic models," Papers, arXiv.org, number 2102.04162, Feb, revised Feb 2021.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2021, "Comonotonic measures of multivariate risks," Papers, arXiv.org, number 2102.04175, Feb.
• Hui Chen & Antoine Didisheim & Simon Scheidegger, 2021, "Deep Structural Estimation: With an Application to Option Pricing," Papers, arXiv.org, number 2102.09209, Feb.
• Anton Pichler & Marco Pangallo & R. Maria del Rio-Chanona & Franc{c}ois Lafond & J. Doyne Farmer, 2021, "In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model," Papers, arXiv.org, number 2102.09608, Feb.
• Jean-Jacques Forneron & Serena Ng, 2021, "Estimation and Inference by Stochastic Optimization: Three Examples," Papers, arXiv.org, number 2102.10443, Feb.
• James H. Merrick & John E. T. Bistline & Geoffrey J. Blanford, 2021, "On representation of energy storage in electricity planning models," Papers, arXiv.org, number 2105.03707, May, revised May 2021.
• Alfredo D. Garcia & Christopher A. Hartwell & Mart'in Andr'es Szybisz, 2021, "Defying Gravity: The Economic Effects of Social Distancing," Papers, arXiv.org, number 2106.09361, Jun.
• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2021, "A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection," Papers, arXiv.org, number 2107.08808, Jul.
• Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst, 2021, "Closed-form portfolio optimization under GARCH models," Papers, arXiv.org, number 2109.00433, Sep.
• Marcelo Brutti Righi, 2021, "Star-shaped acceptability indexes," Papers, arXiv.org, number 2110.08630, Oct, revised May 2024.
• Alev{s} v{C}ern'y & Christoph Czichowsky & Jan Kallsen, 2021, "Numeraire-invariant quadratic hedging and mean--variance portfolio allocation," Papers, arXiv.org, number 2110.09416, Oct, revised Jul 2025.
• Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021, "A dynamic theory of spatial externalities," Papers, arXiv.org, number 2112.10584, Dec.
• Ram Pratap Sinha, 2021, "Profit Benchmarking of Indian General Insurance Companies," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 73-92.
• Cóndor Richard, 2021, "Evaluating the Effects of the Home Affordable Modification Program," Working Papers, Banco de México, number 2021-08, Jun.
• Chi Thanh NGO, 2021, "An Industrial Organisation Model For The Vietnamese Food Retail Market," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 66, issue 229, pages 61-98, April – J.
• Ana Viana & Xenia Klimentova & Péter Biró & Flip Klijn, 2021, "Shapley-Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange," Working Papers, Barcelona School of Economics, number 1235, Feb.
• Aditya Goenka & Lin Liu & Manh-Hung Nguyen, 2021, "Modeling optimal quarantines with waning immunity," Discussion Papers, Department of Economics, University of Birmingham, number 21-10, Jun.
• Tirupam Goel & Isha Agarwal, 2021, "Limits of stress-test based bank regulation," BIS Working Papers, Bank for International Settlements, number 953, Jul.
• Nguyen Bang & Nguyen Van-Ho & Ho Thanh, 2021, "Sentiment Analysis of Customer Feedback in Online Food Ordering Services," Business Systems Research, Paradigm, volume 12, issue 2, pages 46-59, December, DOI: 10.2478/bsrj-2021-0018.
• Stefano Bosi & David Desmarchelier, 2021, "Pollution effects on disease transmission and economic stability," International Journal of Economic Theory, The International Society for Economic Theory, volume 17, issue 2, pages 169-189, June, DOI: 10.1111/ijet.12213.
• Marie Brière & Ariane Szafarz, 2021, "When it rains, it pours: Multifactor asset management in good and bad times," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 44, issue 3, pages 641-669, September, DOI: 10.1111/jfir.12257.
• Jean‐Christophe Delfim & Martin Hoesli, 2021, "Robust desmoothed real estate returns," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 1, pages 75-105, March, DOI: 10.1111/1540-6229.12313.
• Departamento de Investigaciones en Banca Central & Subgerencia de Investigaciones Económicas & Asesoría de Política Económica & Banco Central de Bolivia, 2021, "Modelo de Equilibrio General Dinámico Estocástico para el análisis de la política monetaria del Banco Central de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 35, issue 1, pages 129-169, July - De.
• Richard Harrison & Matt Waldron, 2021, "Optimal policy with occasionally binding constraints: piecewise linear solution methods," Bank of England Staff Working Paper series, Bank of England, number 911, Feb.
• Jean-Bernard Chatelain & Kirsten Ralf, 2021, "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," Revue économique, Presses de Sciences-Po, volume 72, issue 1, pages 43-63.
• Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2021, "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," CESifo Working Paper Series, CESifo, number 9058.
• Valeriya Azarova & Mathias Mier, 2021, "Unraveling the Black Box of Power Market Models," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 357.
• Jacqueline Adelowo & Mathias Mier & Christoph Weissbart, 2021, "Taxation of Carbon Emissions and Air Pollution in Intertemporal Optimization Frameworks with Social and Private Discount Rates," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 360.
• Valeriya Azarova & Mathias Mier, 2021, "Investor Type Heterogeneity in Bottom-Up Optimization Models," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 362.
• Tomohiro Hirano & Joseph E. Stiglitz, 2021, "Land Speculation and Wobbly Dynamics with Endogenous Phase Transitions," Discussion Papers, Centre for Macroeconomics (CFM), number 2201, Dec.
• Caio Almeida & Paul Schneider, 2021, "Constrained Polynomial Likelihood," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-45, May.
• Blanka Horvath & Josef Teichmann & Zan Zuric, 2021, "Deep Hedging under Rough Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-88, Feb.
• Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2021, "The Virtue of Complexity in Machine Learning Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-90, Dec.
• Tomohiro HIRANO & Joseph E. Stiglitz, 2021, "The Wobbly Economy; Global Dynamics with Phase Transitions and State Transitions," CIGS Working Paper Series, The Canon Institute for Global Studies, number 21-008E, Dec.
• Tomohiro HIRANO & Joseph E. Stiglitz, 2021, "Land Speculation and Wobbly Dynamics with Endogenous Phase Transitions," CIGS Working Paper Series, The Canon Institute for Global Studies, number 21-009E, Dec.
• Gustavo Hernández, 2021, "Modelos de equilibrio general en Excel®: un modelo de intercambio puro," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022824, Jun.
• Gustavo Hernández, 2021, "Modelos de equilibrio general en Excel®: un modelo de intercambio puro," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 19295, Jun.
• Katuala, Hénock M., 2021, "Frictions financières et Dynamique macroéconomique : Examen des régularités cycliques," Dynare Working Papers, CEPREMAP, number 66, Feb.
• Lange, Rutger-Jan & Teulings, Coen, 2021, "Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming," CEPR Discussion Papers, Centre for Economic Policy Research, number 16023, Apr.
• Décamps, Jean-Paul & Gensbittel, Fabien & Mariotti, Thomas, 2021, "Investment Timing and Technological Breakthrough," CEPR Discussion Papers, Centre for Economic Policy Research, number 16246, Jun.
• Lepetyuk, Vadym & Maliar, Lilia & Maliar, Serguei & Taylor, John, 2021, "The Power of Open-Mouth Policies," CEPR Discussion Papers, Centre for Economic Policy Research, number 16262, Jun.
• Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco, 2021, "Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2021004, Feb.
• Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021, "A Dynamic Theory Of Spatial Externalities," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2021028, Nov.
• Chao, Shih-Kang & Härdle, Wolfgang K. & Yuan, Ming, 2021, "Factorisable Multitask Quantile Regression," Econometric Theory, Cambridge University Press, volume 37, issue 4, pages 794-816, August.
• Gori, Luca & Sodini, Mauro, 2021, "A Contribution To The Theory Of Fertility And Economic Development," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 3, pages 753-775, April.
• Gori, Luca & Manfredi, Piero & Sodini, Mauro, 2021, "A Parsimonious Model Of Longevity, Fertility, Hiv Transmission And Development," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 5, pages 1155-1174, July.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2021, "Hopf Bifurcation From New-Keynesian Taylor Rule To Ramsey Optimal Policy," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 8, pages 2204-2236, December.
• Darvay, Zsolt & Rigó, Petra Renáta, 2021, "New predictor-corrector interior-point algorithm for symmetric cone horizontal linear complementarity problems," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2021/01, Mar.
• Illés, Tibor & Rigó, Petra Renáta & Török, Roland, 2021, "Predictor-corrector interior-point algorithm based on a new search direction working in a wide neighbourhood of the central path," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2021/02, May.
• E. Nagy, Marianna & Varga, Anita, 2021, "A new long-step interior point algorithm for linear programming based on the algebraic equivalent transformation," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2021/06, Sep.
• Wiwik Utami Toharudin, 2021, "Analysis of Pension Fund Investment Portfolio Diversification Policy and Its Impact on Financial Performance (Study on PLN Pension Fund 2010-2018)," Asian Journal of Social Science Studies, Julypress, volume 6, issue 3, pages 34-49, September, DOI: 10.20849/ajsss.v6i3.935.
• Fukker, Gábor & Kok, Christoffer, 2021, "On the optimal control of interbank contagion in the euro area banking system," Working Paper Series, European Central Bank, number 2554, May.
• de Groot, Oliver & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021, "A toolkit for computing Constrained Optimal Policy Projections (COPPs)," Working Paper Series, European Central Bank, number 2555, May.
• Naomi Pandiangan & Sukono Sukono & Endang Soeryana Hasbullah, 2021, "Quadratic Investment Portfolio Based on Value-at-risk with Risk-Free Assets: For Stocks of the Mining and Energy Sector," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 11, issue 4, pages 175-184.
• Shang, Linmei & Heckelei, Thomas & Gerullis, Maria K. & Börner, Jan & Rasch, Sebastian, 2021, "Adoption and diffusion of digital farming technologies - integrating farm-level evidence and system interaction," Agricultural Systems, Elsevier, volume 190, issue C, DOI: 10.1016/j.agsy.2021.103074.
• Ferchiou, Ahmed & Lhermie, Guillaume & Raboisson, Didier, 2021, "New standards in stochastic simulations of dairy cow disease modelling: Bio-economic dynamic optimization for rational health management decision-making," Agricultural Systems, Elsevier, volume 194, issue C, DOI: 10.1016/j.agsy.2021.103249.
• Neetzow, Paul, 2021, "The effects of power system flexibility on the efficient transition to renewable generation," Applied Energy, Elsevier, volume 283, issue C, DOI: 10.1016/j.apenergy.2020.116278.
• Miao, Zhuang & Chen, Xiaodong & Baležentis, Tomas, 2021, "Improving energy use and mitigating pollutant emissions across “Three Regions and Ten Urban Agglomerations”: A city-level productivity growth decomposition," Applied Energy, Elsevier, volume 283, issue C, DOI: 10.1016/j.apenergy.2020.116296.
• Riepin, Iegor & Möbius, Thomas & Müsgens, Felix, 2021, "Modelling uncertainty in coupled electricity and gas systems—Is it worth the effort?," Applied Energy, Elsevier, volume 285, issue C, DOI: 10.1016/j.apenergy.2020.116363.
• Schlund, David & Schönfisch, Max, 2021, "Analysing the impact of a renewable hydrogen quota on the European electricity and natural gas markets," Applied Energy, Elsevier, volume 304, issue C, DOI: 10.1016/j.apenergy.2021.117666.
• Feichtinger, Gustav & Grass, Dieter & Kort, Peter M. & Seidl, Andrea, 2021, "On the Matthew effect in research careers," Journal of Economic Dynamics and Control, Elsevier, volume 123, issue C, DOI: 10.1016/j.jedc.2020.104058.
• Upmann, Thorsten & Uecker, Hannes & Hammann, Liv & Blasius, Bernd, 2021, "Optimal stock–enhancement of a spatially distributed renewable resource," Journal of Economic Dynamics and Control, Elsevier, volume 123, issue C, DOI: 10.1016/j.jedc.2020.104060.
• Kim, Eungsik & Spear, Stephen, 2021, "A characterization of Markov equilibrium in stochastic overlapping generations models," Journal of Economic Dynamics and Control, Elsevier, volume 124, issue C, DOI: 10.1016/j.jedc.2020.104023.
• Castellini, Marta & Menoncin, Francesco & Moretto, Michele & Vergalli, Sergio, 2021, "Photovoltaic Smart Grids in the prosumers investment decisions: a real option model," Journal of Economic Dynamics and Control, Elsevier, volume 126, issue C, DOI: 10.1016/j.jedc.2020.103988.
• Taschini, Luca, 2021, "Flexibility premium of emissions permits," Journal of Economic Dynamics and Control, Elsevier, volume 126, issue C, DOI: 10.1016/j.jedc.2020.104013.
• Braga, Joao Paulo & Semmler, Willi & Grass, Dieter, 2021, "De-risking of green investments through a green bond market – Empirics and a dynamic model," Journal of Economic Dynamics and Control, Elsevier, volume 131, issue C, DOI: 10.1016/j.jedc.2021.104201.
• Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021, "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104248.
• Lee, Sangjun & Zhao, Jinhua, 2021, "Adaptation to climate change: Extreme events versus gradual changes," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104262.
• Zhao, Xin & Calvin, Katherine V. & Wise, Marshall A. & Iyer, Gokul, 2021, "The role of global agricultural market integration in multiregional economic modeling: Using hindcast experiments to validate an Armington model," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 1-17, DOI: 10.1016/j.eap.2021.07.007.
• Moghadam, Hamed Markazi, 2021, "A nonparametric approach to evolutionary oligopoly games: An application to the crude oil industry," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105547.
• Goenka, Aditya & Liu, Lin & Nguyen, Manh-Hung, 2021, "COVID-19 and a Green Recovery?," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105639.
• Zhu, Bo & Lin, Renda & Deng, Yuanyue & Chen, Pingshe & Chevallier, Julien, 2021, "Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105651.
• Li, Kaifeng & Xia, Bobo & Guo, Zhaoxuan, 2021, "A consumption-based asset pricing model with disappointment aversion and uncertainty shocks," Economic Modelling, Elsevier, volume 94, issue C, pages 235-243, DOI: 10.1016/j.econmod.2020.09.016.
• Xu, Jiajun & Ru, Xinshun & Song, Pengcheng, 2021, "Can a new model of infrastructure financing mitigate credit rationing in poorly governed countries?," Economic Modelling, Elsevier, volume 95, issue C, pages 111-120, DOI: 10.1016/j.econmod.2020.12.001.
• López-Torres, Laura & Johnes, Jill & Elliott, Caroline & Polo, Cristina, 2021, "The effects of competition and collaboration on efficiency in the UK independent school sector," Economic Modelling, Elsevier, volume 96, issue C, pages 40-53, DOI: 10.1016/j.econmod.2020.12.020.
• Bechlioulis, Alexandros P. & Brissimis, Sophocles N., 2021, "Identifying key aspects of household behavior in a representative agent framework," Economic Modelling, Elsevier, volume 97, issue C, pages 105-117, DOI: 10.1016/j.econmod.2021.01.017.
• Chen, Xingjiang & Ruan, Xinfeng & Zhang, Wenjun, 2021, "Dynamic portfolio choice and information trading with recursive utility," Economic Modelling, Elsevier, volume 98, issue C, pages 154-167, DOI: 10.1016/j.econmod.2021.02.020.
• Li, Tongtong & Wang, Shibo & Yang, Jinqiang, 2021, "Robust consumption and portfolio choices with habit formation," Economic Modelling, Elsevier, volume 98, issue C, pages 227-246, DOI: 10.1016/j.econmod.2021.03.001.
• Lin, Yu & Yan, Yan & Xu, Jiali & Liao, Ying & Ma, Feng, 2021, "Forecasting stock index price using the CEEMDAN-LSTM model," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101421.
• Chen, Yunmin & Chien, YiLi & Wen, Yi & Yang, C.C., 2021, "Should capital be taxed?," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2021.109746.
• Fosgerau, Mogens & Melo, Emerson & Shum, Matthew & Sørensen, Jesper R.-V., 2021, "Some remarks on CCP-based estimators of dynamic models," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109911.
• Fang, Ming & Taylor, Stephen, 2021, "A machine learning based asset pricing factor model comparison on anomaly portfolios," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109919.
• Jang, Bong-Gyu & Kim, Taeyoon & Lee, Seungkyu & Park, Seyoung, 2021, "Ambiguity premium and transaction costs," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110007.
• Chen, Yunmin & Chien, YiLi & Wen, Yi & Yang, C.C., 2021, "Are unconditional lump-sum transfers a good idea?," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110088.
• An, Yonghong & Hu, Yingyao & Xiao, Ruli, 2021, "Dynamic decisions under subjective expectations: A structural analysis," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 645-675, DOI: 10.1016/j.jeconom.2020.04.046.
• Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2021, "Sufficient statistics for unobserved heterogeneity in structural dynamic logit models," Journal of Econometrics, Elsevier, volume 223, issue 2, pages 280-311, DOI: 10.1016/j.jeconom.2019.07.010.
• Kamil, Nazrol K.M. & Bacha, Obiyathulla I. & Masih, Mansur, 2021, "Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities," Economic Systems, Elsevier, volume 45, issue 1, DOI: 10.1016/j.ecosys.2020.100817.
• Gross, Isaac & Hansen, James, 2021, "Optimal policy design in nonlinear DSGE models: An n-order accurate approximation," European Economic Review, Elsevier, volume 140, issue C, DOI: 10.1016/j.euroecorev.2021.103918.
• Boucekkine, Raouf & Fabbri, Giorgio & Federico, Salvatore & Gozzi, Fausto, 2021, "From firm to global-level pollution control: The case of transboundary pollution," European Journal of Operational Research, Elsevier, volume 290, issue 1, pages 331-345, DOI: 10.1016/j.ejor.2020.07.056.
• Rogge, Nicky & Archer, Geoffrey, 2021, "Measuring and analyzing country change in establishing ease of doing business using a revised version of World Bank's ease of doing business index," European Journal of Operational Research, Elsevier, volume 290, issue 1, pages 373-385, DOI: 10.1016/j.ejor.2020.07.065.
• Xie, Wen-Jie & Li, Mu-Yao & Zhou, Wei-Xing, 2021, "Learning representation of stock traders and immediate price impacts," Emerging Markets Review, Elsevier, volume 48, issue C, DOI: 10.1016/j.ememar.2020.100791.
• Liu, Weiyi & Liu, Yangyi & Luo, Ronghua & Ding, Yue, 2021, "Ability parity model for optimal fund allocation: Evidence from China's mutual fund markets," Emerging Markets Review, Elsevier, volume 48, issue C, DOI: 10.1016/j.ememar.2021.100804.
• Felling, Tim, 2021, "Development of a genetic algorithm and its application to a bi-level problem of system cost optimal electricity price zone configurations," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105422.
• Domínguez, Ruth & Vitali, Sebastiano & Carrión, Miguel & Moriggia, Vittorio, 2021, "Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105438.
• Jin, Wei & Shi, Xunpeng & Zhang, Lin, 2021, "Energy transition without dirty capital stranding," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105508.
• Limosani, Michele & Milasi, Monica & Scopelliti, Domenico, 2021, "Deregulated electricity market, a stochastic variational approach," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105493.
• Kang, Jidong & Ng, Tsan Sheng & Su, Bin & Milovanoff, Alexandre, 2021, "Electrifying light-duty passenger transport for CO2 emissions reduction: A stochastic-robust input–output linear programming model," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105623.
• Castellini, Marta & Di Corato, Luca & Moretto, Michele & Vergalli, Sergio, 2021, "Energy exchange among heterogeneous prosumers under price uncertainty," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105647.
• Jindal, Abhinav & Nilakantan, Rahul, 2021, "Falling efficiency levels of Indian coal-fired power plants: A slacks-based analysis," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2020.105022.
• Okullo, Samuel J. & Reynès, Frédéric & Hofkes, Marjan W., 2021, "(Bio-)Fuel mandating and the green paradox," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2020.105014.
• Yu, Yantuan & Zhang, Ning, 2021, "Low-carbon city pilot and carbon emission efficiency: Quasi-experimental evidence from China," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105125.
• Yu, Hyun Jin Julie, 2021, "System contributions of residential battery systems: New perspectives on PV self-consumption," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105151.
• Das Gupta, Supratim, 2021, "Using real options to value capacity additions and investment expenditures in renewable energies in India," Energy Policy, Elsevier, volume 148, issue PA, DOI: 10.1016/j.enpol.2020.111916.
• Hauenstein, Christian & Holz, Franziska, 2021, "The U.S. coal sector between shale gas and renewables: Last resort coal exports?," Energy Policy, Elsevier, volume 149, issue C, DOI: 10.1016/j.enpol.2020.112097.
• Günther, Claudia & Schill, Wolf-Peter & Zerrahn, Alexander, 2021, "Prosumage of solar electricity: Tariff design, capacity investments, and power sector effects," Energy Policy, Elsevier, volume 152, issue C, DOI: 10.1016/j.enpol.2021.112168.
• Durand-Lasserve, Olivier & Pierru, Axel, 2021, "Modeling world oil market questions: An economic perspective," Energy Policy, Elsevier, volume 159, issue C, DOI: 10.1016/j.enpol.2021.112606.
• Wehrle, Sebastian & Gruber, Katharina & Schmidt, Johannes, 2021, "The cost of undisturbed landscapes," Energy Policy, Elsevier, volume 159, issue C, DOI: 10.1016/j.enpol.2021.112617.
• Croonenbroeck, Carsten & Hennecke, David, 2021, "A comparison of optimizers in a unified standard for optimization on wind farm layout optimization," Energy, Elsevier, volume 216, issue C, DOI: 10.1016/j.energy.2020.119244.
• Khemka, Gaurav & Steffensen, Mogens & Warren, Geoffrey J., 2021, "How sub-optimal are age-based life-cycle investment products?," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101619.
• Shi, Leilei & Wang, Binghong & Guo, Xinshuai & Li, Honggang, 2021, "A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2020.101603.
• Fang, Hao & Chung, Chien-Ping & Lu, Yang-Cheng & Lee, Yen-Hsien & Wang, Wen-Hao, 2021, "The impacts of investors' sentiments on stock returns using fintech approaches," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101858.
• Kassimatis, Konstantinos, 2021, "Mean-variance versus utility maximization revisited: The case of constant relative risk aversion," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101932.
• Huang, Jia & Chen, Zheng, 2021, "Optimal risk asset allocation of a loss-averse bank with partial information under inflation risk," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101513.
• Han, Bingyan & Wong, Hoi Ying, 2021, "Merton’s portfolio problem under Volterra Heston model," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101580.
• Krolikowski, Pawel M. & McCallum, Andrew H., 2021, "Goods-market frictions and international trade," Journal of International Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.jinteco.2020.103411.
• Feng, Yang & Zhu, Jinxia & Siu, Tak Kuen, 2021, "Optimal risk exposure and dividend payout policies under model uncertainty," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 1-29, DOI: 10.1016/j.insmatheco.2021.03.029.
• Chen, An & Hentschel, Felix & Steffensen, Mogens, 2021, "On retirement time decision making," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 107-129, DOI: 10.1016/j.insmatheco.2021.05.002.
• Dagpunar, John, 2021, "Closed-form solutions for an explicit modern ideal tontine with bequest motive," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 261-273, DOI: 10.1016/j.insmatheco.2021.05.008.
• Wang, Pei & Shen, Yang & Zhang, Ling & Kang, Yuxin, 2021, "Equilibrium investment strategy for a DC pension plan with learning about stock return predictability," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 384-407, DOI: 10.1016/j.insmatheco.2021.07.001.
• Li, Wenyuan & Tan, Ken Seng & Wei, Pengyu, 2021, "Demand for non-life insurance under habit formation," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PA, pages 38-54, DOI: 10.1016/j.insmatheco.2020.06.012.
• Brinker, Leonie Violetta & Eisenberg, Julia, 2021, "Dividend optimisation: A behaviouristic approach," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 202-224, DOI: 10.1016/j.insmatheco.2021.08.008.
• Zhang, Liming & Li, Bin, 2021, "Optimal reinsurance under the α-maxmin mean-variance criterion," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 225-239, DOI: 10.1016/j.insmatheco.2021.08.004.
• Mohammed, Nawaf & Furman, Edward & Su, Jianxi, 2021, "Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 425-436, DOI: 10.1016/j.insmatheco.2021.08.012.
• Colaneri, Katia & Frey, Rüdiger, 2021, "Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 498-507, DOI: 10.1016/j.insmatheco.2021.09.003.
• Liu, Guo & Jin, Zhuo & Li, Shuanming, 2021, "Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 508-524, DOI: 10.1016/j.insmatheco.2021.09.004.
• Wang, Gu & Zou, Bin, 2021, "Optimal fee structure of variable annuities," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 587-601, DOI: 10.1016/j.insmatheco.2021.10.003.
• Boado-Penas, M. Carmen & Eisenberg, Julia & Korn, Ralf, 2021, "Transforming public pensions: A mixed scheme with a credit granted by the state," Insurance: Mathematics and Economics, Elsevier, volume 96, issue C, pages 140-152, DOI: 10.1016/j.insmatheco.2020.11.005.
• Mourdoukoutas, Fotios & Boonen, Tim J. & Koo, Bonsoo & Pantelous, Athanasios A., 2021, "Pricing in a competitive stochastic insurance market," Insurance: Mathematics and Economics, Elsevier, volume 97, issue C, pages 44-56, DOI: 10.1016/j.insmatheco.2021.01.003.
• Shen, Yang & Zou, Bin, 2021, "Mean–variance investment and risk control strategies — A time-consistent approach via a forward auxiliary process," Insurance: Mathematics and Economics, Elsevier, volume 97, issue C, pages 68-80, DOI: 10.1016/j.insmatheco.2021.01.004.
• Li, Danping & Young, Virginia R., 2021, "Bowley solution of a mean–variance game in insurance," Insurance: Mathematics and Economics, Elsevier, volume 98, issue C, pages 35-43, DOI: 10.1016/j.insmatheco.2021.01.009.
• Eini, Esmat Jamshidi & Khaloozadeh, Hamid, 2021, "The tail mean–variance optimal portfolio selection under generalized skew-elliptical distribution," Insurance: Mathematics and Economics, Elsevier, volume 98, issue C, pages 44-50, DOI: 10.1016/j.insmatheco.2021.01.007.
• Carbonneau, Alexandre, 2021, "Deep hedging of long-term financial derivatives," Insurance: Mathematics and Economics, Elsevier, volume 99, issue C, pages 327-340, DOI: 10.1016/j.insmatheco.2021.03.017.
• Kuroki, Masanori, 2021, "Using Python and Google Colab to teach undergraduate microeconomic theory," International Review of Economics Education, Elsevier, volume 38, issue C, DOI: 10.1016/j.iree.2021.100225.
• Annabi, Amira & Breton, Michèle & François, Pascal, 2021, "Could Chapter 11 redeem itself? Wealth and welfare effects of the redemption option," International Review of Law and Economics, Elsevier, volume 67, issue C, DOI: 10.1016/j.irle.2021.106005.
• Yao, Haixiang & Huang, Jinbo & Li, Yong & Humphrey, Jacquelyn E., 2021, "A general approach to smooth and convex portfolio optimization using lower partial moments," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106167.
• Baule, Rainer & Shkel, David, 2021, "Model risk and model choice in the case of barrier options and bonus certificates," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106307.
• Giraud, Gaël & Grasselli, Matheus, 2021, "Household debt: The missing link between inequality and secular stagnation," Journal of Economic Behavior & Organization, Elsevier, volume 183, issue C, pages 901-927, DOI: 10.1016/j.jebo.2019.03.002.