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

2020

• Ding, Hao & Zhou, Dequn & Zhou, P., 2020, "Optimal policy supports for renewable energy technology development: A dynamic programming model," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104765.
• Wu, F. & Zhou, P. & Zhou, D.Q., 2020, "Modeling carbon emission performance under a new joint production technology with energy input," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104963.
• Hassan, Kamrul & Hoque, Ariful & Wali, Muammer & Gasbarro, Dominic, 2020, "Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104985.
• Scherwath, Tim & Wealer, Ben & Mendelevitch, Roman, 2020, "Nuclear decommissioning after the German Nuclear Phase-Out an integrated view on new regulations and nuclear logistics," Energy Policy, Elsevier, volume 137, issue C, DOI: 10.1016/j.enpol.2019.111125.
• Bertolini, Marina & Buso, Marco & Greco, Luciano, 2020, "Competition in smart distribution grids," Energy Policy, Elsevier, volume 145, issue C, DOI: 10.1016/j.enpol.2020.111729.
• Sobhani, Seyed Omid & Sheykhha, Siamak & Madlener, Reinhard, 2020, "An integrated two-level demand-side management game applied to smart energy hubs with storage," Energy, Elsevier, volume 206, issue C, DOI: 10.1016/j.energy.2020.118017.
• Bellu, Mirko & Conversano, Claudio, 2020, "Protected Adaptive Asset Allocation," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.007.
• Brière, Marie & Szafarz, Ariane, 2020, "Good diversification is never wasted: How to tilt factor portfolios with sectors," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.015.
• Sant'Anna, Leonardo Riegel & de Oliveira, Alan Delgado & Filomena, Tiago Pascoal & Caldeira, João Frois, 2020, "Solving the index tracking problem based on a convex reformulation for cointegration," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101356.
• Gatti, Nicola & Gilli, Mario & Marchesi, Alberto, 2020, "A characterization of quasi-perfect equilibria," Games and Economic Behavior, Elsevier, volume 122, issue C, pages 240-255, DOI: 10.1016/j.geb.2020.04.012.
• Chen, D.H.J. & Beetsma, R.M.W.J. & van Wijnbergen, S.J.G., 2020, "Unhedgeable inflation risk within pension schemes," Insurance: Mathematics and Economics, Elsevier, volume 90, issue C, pages 7-24, DOI: 10.1016/j.insmatheco.2019.10.009.
• Xu, Ran & Woo, Jae-Kyung, 2020, "Optimal dividend and capital injection strategy with a penalty payment at ruin: Restricted dividend payments," Insurance: Mathematics and Economics, Elsevier, volume 92, issue C, pages 1-16, DOI: 10.1016/j.insmatheco.2020.02.008.
• Liang, Xiaoqing & Liang, Zhibin & Young, Virginia R., 2020, "Optimal reinsurance under the mean–variance premium principle to minimize the probability of ruin," Insurance: Mathematics and Economics, Elsevier, volume 92, issue C, pages 128-146, DOI: 10.1016/j.insmatheco.2020.03.008.
• Chen, Zhiping & Yang, Peng, 2020, "Robust optimal reinsurance–investment strategy with price jumps and correlated claims," Insurance: Mathematics and Economics, Elsevier, volume 92, issue C, pages 27-46, DOI: 10.1016/j.insmatheco.2020.03.001.
• Chen, Yongzhao & Cheung, Ka Chun & Choi, Hugo Ming Cheung & Yam, Sheung Chi Phillip, 2020, "Evolutionary credibility risk premium," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 216-229, DOI: 10.1016/j.insmatheco.2020.04.015.
• Avanzi, Benjamin & Lau, Hayden & Wong, Bernard, 2020, "Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 315-332, DOI: 10.1016/j.insmatheco.2020.05.012.
• Josa-Fombellida, Ricardo & Navas, Jorge, 2020, "Time consistent pension funding in a defined benefit pension plan with non-constant discounting," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 142-153, DOI: 10.1016/j.insmatheco.2020.07.007.
• Jang, Bong-Gyu & Park, Seyoung & Zhao, Huainan, 2020, "Optimal retirement with borrowing constraints and forced unemployment risk," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 25-39, DOI: 10.1016/j.insmatheco.2020.06.002.
• Brachetta, M. & Ceci, C., 2020, "A BSDE-based approach for the optimal reinsurance problem under partial information," Insurance: Mathematics and Economics, Elsevier, volume 95, issue C, pages 1-16, DOI: 10.1016/j.insmatheco.2020.07.009.
• Chen, Lv & Shen, Yang & Su, Jianxi, 2020, "A continuous-time theory of reinsurance chains," Insurance: Mathematics and Economics, Elsevier, volume 95, issue C, pages 129-146, DOI: 10.1016/j.insmatheco.2020.09.005.
• Huang, Xiaoxia & Yang, Tingting, 2020, "How does background risk affect portfolio choice: An analysis based on uncertain mean-variance model with background risk," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105726.
• Davis, Mark & Lleo, Sébastien, 2020, "Debiased expert forecasts in continuous-time asset allocation," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105759.
• Caliendo, Frank N. & Findley, T. Scott, 2020, "Dynamic Consistency and Regret," Journal of Economic Behavior & Organization, Elsevier, volume 173, issue C, pages 342-364, DOI: 10.1016/j.jebo.2019.09.014.
• Tziogkidis, Panagiotis & Philippas, Dionisis & Tsionas, Mike G., 2020, "Multidirectional conditional convergence in European banking," Journal of Economic Behavior & Organization, Elsevier, volume 173, issue C, pages 88-106, DOI: 10.1016/j.jebo.2020.03.013.
• Fahmy, Hany, 2020, "Mean-variance-time: An extension of Markowitz's mean-variance portfolio theory," Journal of Economics and Business, Elsevier, volume 109, issue C, DOI: 10.1016/j.jeconbus.2019.105888.
• Gutiérrez, Óscar, 2020, "On the definition of the investment-uncertainty relationship," Journal of Economics and Business, Elsevier, volume 112, issue C, DOI: 10.1016/j.jeconbus.2020.105934.
• Arguedas, Carmen & Cabo, Francisco & Martín-Herrán, Guiomar, 2020, "Enforcing regulatory standards in stock pollution problems," Journal of Environmental Economics and Management, Elsevier, volume 100, issue C, DOI: 10.1016/j.jeem.2019.102297.
• Sloggy, Matthew R. & Kling, David M. & Plantinga, Andrew J., 2020, "Measure twice, cut once: Optimal inventory and harvest under volume uncertainty and stochastic price dynamics," Journal of Environmental Economics and Management, Elsevier, volume 103, issue C, DOI: 10.1016/j.jeem.2020.102357.
• Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2020, "The income fluctuation problem and the evolution of wealth," Journal of Economic Theory, Elsevier, volume 187, issue C, DOI: 10.1016/j.jet.2020.105003.
• Clausen, Andrew & Strub, Carlo, 2020, "Reverse Calculus and nested optimization," Journal of Economic Theory, Elsevier, volume 187, issue C, DOI: 10.1016/j.jet.2020.105019.
• Dziewulski, Paweł, 2020, "Just-noticeable difference as a behavioural foundation of the critical cost-efficiency index," Journal of Economic Theory, Elsevier, volume 188, issue C, DOI: 10.1016/j.jet.2020.105071.
• Fehr, Hans & Hofmann, Maurice, 2020, "Tenure choice, portfolio structure and long-term care – Optimal risk management in retirement," The Journal of the Economics of Ageing, Elsevier, volume 17, issue C, DOI: 10.1016/j.jeoa.2020.100240.
• Zhu, Ning & Hougaard, Jens Leth & Yu, Zhiqian & Wang, Bing, 2020, "Ranking Chinese commercial banks based on their expected impact on structural efficiency," Omega, Elsevier, volume 94, issue C, DOI: 10.1016/j.omega.2019.03.007.
• Saraçoğlu, Dürdane Şirin, 2020, "Do labour market policies reduce the informal economy more effectively than enforcement and deterrence?," Journal of Policy Modeling, Elsevier, volume 42, issue 3, pages 679-698, DOI: 10.1016/j.jpolmod.2020.01.010.
• AlKathiri, Nader & Atalla, Tarek N. & Murphy, Frederic & Pierru, Axel, 2020, "Optimal policies for managing oil revenue stabilization funds: An illustration using Saudi Arabia," Resources Policy, Elsevier, volume 67, issue C, DOI: 10.1016/j.resourpol.2020.101686.
• Ha-Huy, Thai & Tran, Nhat Thien, 2020, "A simple characterisation for sustained growth," Journal of Mathematical Economics, Elsevier, volume 91, issue C, pages 141-147, DOI: 10.1016/j.jmateco.2020.10.001.
• Bambi, Mauro & Gozzi, Fausto, 2020, "Internal habits formation and optimality," Journal of Mathematical Economics, Elsevier, volume 91, issue C, pages 165-172, DOI: 10.1016/j.jmateco.2020.09.008.
• Huang, Jinbo & Ding, Ashley & Li, Yong & Lu, Dong, 2020, "Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101373.
• Gangopadhyay, Partha, 2020, "A new & simple model of currency crisis: Bifurcations and the emergence of a bad equilibrium," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 538, issue C, DOI: 10.1016/j.physa.2019.122860.
• Aydilek, Harun & Aydilek, Asiye, 2020, "Do we really need heterogeneous agent models?," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 147-153, DOI: 10.1016/j.qref.2020.01.014.
• Catalano, Michele & Forni, Lorenzo & Pezzolla, Emilia, 2020, "Climate-change adaptation: The role of fiscal policy," Resource and Energy Economics, Elsevier, volume 59, issue C, DOI: 10.1016/j.reseneeco.2019.07.005.
• Reinelt, Peter, 2020, "Spatial-dynamic seawater intrusion and pumping cost externalities in a confined aquifer," Resource and Energy Economics, Elsevier, volume 59, issue C, DOI: 10.1016/j.reseneeco.2019.101117.
• Fitzová, Hana & Matulová, Markéta, 2020, "Comparison of urban public transport systems in the Czech Republic and Slovakia: Factors underpinning efficiency," Research in Transportation Economics, Elsevier, volume 81, issue C, DOI: 10.1016/j.retrec.2020.100824.
• Yu, Jing-Rung & Paul Chiou, Wan-Jiun & Lee, Wen-Yi & Lin, Shun-Ji, 2020, "Portfolio models with return forecasting and transaction costs," International Review of Economics & Finance, Elsevier, volume 66, issue C, pages 118-130, DOI: 10.1016/j.iref.2019.11.002.
• Moutanabbir, Khouzeima & Noureldin, Diaa, 2020, "Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 708-730, DOI: 10.1016/j.iref.2020.06.014.
• Yener, Haluk & Soybilgen, Barış & Stengos, Thanasis, 2020, "A general model for financial crises: An application to eurozone crisis," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 202-229, DOI: 10.1016/j.iref.2020.05.017.
• Bedi, Prateek & Nashier, Tripti, 2020, "On the investment credentials of Bitcoin: A cross-currency perspective," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101087.
• Guccio, Calogero & Martorana, Marco & Mazza, Isidoro & Pignataro, Giacomo & Rizzo, Ilde, 2020, "An analysis of the managerial performance of Italian museums using a generalised conditional efficiency model," Socio-Economic Planning Sciences, Elsevier, volume 72, issue C, DOI: 10.1016/j.seps.2020.100891.
• Gori, Luca & Sodini, Mauro, 2020, "Endogenous labour supply, endogenous lifetime and economic development," Structural Change and Economic Dynamics, Elsevier, volume 52, issue C, pages 238-259, DOI: 10.1016/j.strueco.2019.11.006.
• Elisha Mavodyo, 2020, "A Revival of Budget Deficit and Economic Growth," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2020/04, Apr.
• Fernando Alvarez & David Argente & Francesco Lippi, 2020, "A Simple Planning Problem forCOVID-19 Lockdown," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2005, revised Mar 2020.
• Fernando Alvarez & Francesco Lippi & Aleksei Oskolkov, 2020, "The Macroeconomics of Sticky Prices with Generalized Hazard Functions," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2017, revised Jun 2020.
• William Brock & Anastasios Xepapadeas, 2020, "Climate change policy under spatial heat transport and polar amplification," Chapters, Edward Elgar Publishing, chapter 7, in: Graciela Chichilnisky & Armon Rezai, "Handbook on the Economics of Climate Change".
• Harry J. Paarsch & John Rust, 2020, "Implementing Faustmann–Marshall–Pressler at Scale: Stochastic Dynamic Programing in Space," Advances in Econometrics, Emerald Group Publishing Limited, "The Econometrics of Networks", DOI: 10.1108/S0731-905320200000042011.
• Varun Mahajan, 2020, "Is productivity of Indian pharmaceutical industry affected with the introduction of product patent act?," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 13, issue 1, pages 227-258, February, DOI: 10.1108/IGDR-11-2018-0116.
• Hakan Saribas & İbrahim Güran Yumuşak, 2020, "The just economic system: a model and its simulations," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 14, issue 2, pages 317-338, November, DOI: 10.1108/IMEFM-04-2019-0143.
• Sangho Kim, 2020, "Dynamic factor demand in the Japanese manufacturing industry," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 28, issue 1, pages 20-30, February, DOI: 10.1108/JABES-12-2019-0123.
• Alexandros P. Bechlioulis & Sophocles N. Brissimis, 2020, "Consumer default and optimal consumption decisions," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 5, pages 1020-1034, September, DOI: 10.1108/JES-06-2020-0268.
• Modisane Bennett Seitshiro & Hopolang Phillip Mashele, 2020, "Valuation of initial margin using bootstrap method," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 5, pages 543-557, June, DOI: 10.1108/JRF-10-2019-0203.
• Panayiotis G. Curtis & Michael Hanias & Eleftherios Kourtis & Mixalis Kourtis, 2020, "Data Envelopment Analysis (DEA) and Financial Ratios: Α Pro-Stakeholders’ View of Performance Measurement for Sustainable Value Creation of the Wind Energy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 326-350.
• Behrang Shirizadeh, 2020, "Carbon-neutral future with sector-coupling; relative role of different mitigation options in energy sector," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2020.19.
• Matti Liski & Francois Salanie, 2020, "Catastrophes, delays, and learning," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2020.20.
• Jonathan Benchimol & Sergey Ivashchenko, 2020, "Switching Volatility in a Nonlinear Open Economy," CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China, number 2020/8, Nov.
• Yifan Liu & Shi-Dong Liang, 2020, "A Global-Optimal Portfolio Theory beyond the R-s Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 1, pages 124-139, March.
• Jonathan Benchimol & Sergey Ivashchenko, 2020, "Switching Volatility in a Nonlinear Open Economy," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 386, May, DOI: 10.24149/gwp386.
• Ayse Kabukcuoglu & Enrique Martínez García, 2020, "A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 396, Aug, DOI: 10.24149/gwp396.
• Pawel Krolikowski & Andrew H. McCallum, 2020, "Goods-Market Frictions and International Trade," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2020-01-17, Jan, DOI: 10.17016/2380-7172.2501.
• François Gourio & Phuong Ngo, 2020, "Risk Premia at the ZLB: A Macroeconomic Interpretation," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2020-01, Jan, DOI: 10.21033/wp-2020-01.
• François Gourio & Phuong Ngo, 2020, "Risk Premia at the ZLB: A Macroeconomic Interpretation," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-01, Jan, DOI: 10.21033/wp-2020-01.
• Yunmin Chen & YiLi Chien & Yi Wen & C.C. Yang, 2020, "Should Capital Be Taxed?," Working Papers, Federal Reserve Bank of St. Louis, number 2020-033, Sep, revised 10 Dec 2020, DOI: 10.20955/wp.2020.033.
• Emil Heesche & Mette Asmild, 2020, "Controlling for environmental conditions in regulatory benchmarking," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2020/03, Mar.
• Emil Heesche & Mette Asmild, 2020, "Incorporating quality in economic regulatory benchmarking," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2020/13, Nov.
• Danielle Devogelaer, 2020, "Working Paper 04-20 - Fuel for the future - More molecules or deep electrification of Belgium's energy system by 2050," Working Papers, Federal Planning Bureau, Belgium, number 202004, Oct.
• Mircea BAHNA, 2020, "Studiu privind Programarea cu Obiectiv Multiplu pentru optimizarea gestiunii portofoliului," Journal of Financial Studies, Institute of Financial Studies, volume 8, issue 5, pages 154-166, June.
• Cătălina Camelia Joldeș, 2020, "Impact of COVID-19 on the Romanian capital market: An assessment of BET index and shares BRD, SNP, TLV, FP & SNP," Journal of Financial Studies, Institute of Financial Studies, volume 9, issue 5, pages 101-123, November, DOI: 10.6084/m9.figshare.13621856.
• Vicente Núñez-Antón & Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Carlos Vidal-Meliá, 2020, "Improving the Representativeness of a Simple Random Sample: An Optimization Model and Its Application to the Continuous Sample of Working Lives," Mathematics, MDPI, volume 8, issue 8, pages 1-27, July.
• Boucekkine, R. & Fabbri, G. & Federico, S. & Gozzi, F., 2020, "Control theory in infinite dimension for the optimal location of economic activity: The role of social welfare function," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2020-02.
• Boucekkine, R. & Fabbri, G. & Federico, S. & Gozzi, F., 2020, "From firm to global-level pollution control: The case of transboundary pollution," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2020-08.
• Augeraud-Véron, E. & Fabbri, G. & Schubert, K., 2020, "Prevention and mitigation of epidemics:Biodiversity conservation and confinement policies," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2020-11.
• Gary Koop & Dimitris Korobilis, 2020, "Bayesian dynamic variable selection in high dimensions," Working Papers, Business School - Economics, University of Glasgow, number 2020_11, May.
• Dimitris Korobilis, 2020, "Sign restrictions in high-dimensional vector autoregressions," Working Papers, Business School - Economics, University of Glasgow, number 2020_21, Sep.
• Rui Pedro Brito & Pedro Alarcão Judice, 2020, "Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2020-06, May.
• Li, Chenxu & Scaillet, Olivier & Shen, Yiwen, 2020, "Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:138414.
• Lionel COSNARD, 2020, "Understanding the Dynamics of Value Chains with Irreversible Investments," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2020-02.
• Nicole El Karoui & Mohamed Mrad & Caroline Hillairet, 2020, "Ramsey Rule with Progressive Utility in Long Term Yield Curves Modeling," Post-Print, HAL, number hal-00974815, Nov.
• Jean-Bernard Chatelain & Kirsten Ralf, 2021, "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," Post-Print, HAL, number hal-01527872, Dec, DOI: 10.1017/S1365100519001032.
• Christian Ghiglino & Kazuo Nishimura & Alain Venditti, 2020, "A theory of heterogeneous city growth," Post-Print, HAL, number hal-02476976, Mar, DOI: 10.1111/ijet.12253.
• Stefano Bosi & David Desmarchelier, 2020, "Biodiversity, Infectious Diseases, and the Dilution Effect," Post-Print, HAL, number hal-02878051, Feb, DOI: 10.1007/s10666-020-09688-9.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks," Post-Print, HAL, number hal-02881216, Jun.
• R. Buckdahn & Jin Li & Marc Quincampoix & Jérôme Renault, 2020, "Representation formulas for limit values of long run stochastic optimal controls," Post-Print, HAL, number hal-02929156, Jan, DOI: 10.1137/18M1169151.
• Raouf Boucekkine & Carmen Camacho & Benteng Zou, 2021, "Optimal switching from competition to cooperation: a preliminary exploration," Post-Print, HAL, number hal-02950698, DOI: 10.1007/978-3-030-54576-5_9.
• Guy Meunier & Jean-Pierre Ponssard, 2020, "Optimal policy and network effects for the deployment of zero emission vehicles," Post-Print, HAL, number hal-03348070, Jul, DOI: 10.1016/j.euroecorev.2020.103449.
• Hachmi Ben Ameur & Mouna Boujelbène & Jean-Luc Prigent & Emna Triki, 2020, "Optimal Portfolio Positioning on Multiple Assets Under Ambiguity," Post-Print, HAL, number hal-03679693, Jun, DOI: 10.1007/s10614-019-09894-y.
• Mohamed Mrad & El Karoui & Caroline Hillairet, 2020, "Ramsey Rule with Progressive Utility in Long Term Yield Curves Modeling," Post-Print, HAL, number hal-04553875, Nov.
• Jean-Bernard Chatelain & Kirsten Ralf, 2022, "Ramsey Optimal Policy in theNew-Keynesian Model with Public Debt," Post-Print, HAL, number halshs-03029890, Sep, DOI: 10.1017/S136510052000070X.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "Policy Maker’s Credibility with Predetermined Instruments for Forward-looking Targets
  [Politiques crédibles avec des instruments prédéterminés pour des cibles non-prédéterminées]," Post-Print, HAL, number halshs-03029893, DOI: 10.2139/ssrn.3743010.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "How macroeconomists lost control of stabilization policy: towards dark ages," Post-Print, HAL, number halshs-03029894, Nov, DOI: 10.1080/09672567.2020.1817119.
• Giorgio Fabbri & Silvia Faggian & Giuseppe Freni, 2020, "Policy effectiveness in spatial resource wars: A two-region model," Post-Print, HAL, number halshs-03038871, Feb, DOI: 10.1016/j.jedc.2019.103818.
• Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco, 2021, "Verification results for age-structured models of economic–epidemics dynamics," Post-Print, HAL, number halshs-03038968, DOI: 10.1016/j.jmateco.2020.102455.
• Jean-Bernard Chatelain & Kirsten Ralf, 2021, "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01527872, Dec, DOI: 10.1017/S1365100519001032.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02881216, Jun.
• Raouf Boucekkine & Carmen Camacho & Benteng Zou, 2021, "Optimal switching from competition to cooperation: a preliminary exploration," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02950698, DOI: 10.1007/978-3-030-54576-5_9.
• Jean-Bernard Chatelain & Kirsten Ralf, 2022, "Ramsey Optimal Policy in theNew-Keynesian Model with Public Debt," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03029890, Sep, DOI: 10.1017/S136510052000070X.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "Policy Maker’s Credibility with Predetermined Instruments for Forward-looking Targets
  [Politiques crédibles avec des instruments prédéterminés pour des cibles non-prédéterminées]," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03029893, DOI: 10.2139/ssrn.3743010.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "How macroeconomists lost control of stabilization policy: towards dark ages," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03029894, Nov, DOI: 10.1080/09672567.2020.1817119.
• Raouf Boucekkine & Carmen Camacho & Benteng Zou, 2020, "Optimal switching from competition to cooperation: a preliminary exploration," PSE Working Papers, HAL, number halshs-02434786, Jan.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks," PSE Working Papers, HAL, number halshs-02564377, May.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages," PSE Working Papers, HAL, number halshs-02978527, Oct.
• Kamel Louhichi & Pascal Tillie & Aymeric Ricome & Sergio Gomez y Paloma, 2020, "Modelling Farm-household Livelihoods in Developing Economies Insights from three country case studies using LSMS-ISA data
  [Modélisation des moyens de subsistance des ménages agricoles dans les économies en développement: Aperçus à partir d'études ," Working Papers, HAL, number hal-02544905, DOI: 10.2760/185665.
• Emmanuelle Augeraud-Véron & Giorgio Fabbri & Katheline Schubert, 2020, "Prevention and mitigation of epidemics:Biodiversity conservation and confinement policies," Working Papers, HAL, number hal-03019636, Oct.
• Raouf Boucekkine & Carmen Camacho & Benteng Zou, 2020, "Optimal switching from competition to cooperation: a preliminary exploration," Working Papers, HAL, number halshs-02434786, Jan.
• Christian Ghiglino & Kazuo Nishimura & Alain Venditti, 2020, "A theory of heterogeneous city growth," Working Papers, HAL, number halshs-02444199, Jan.
• Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2020, "Optimal location of economic activity and population density: The role of the social welfare function," Working Papers, HAL, number halshs-02472772, Feb.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks," Working Papers, HAL, number halshs-02564377, May.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages," Working Papers, HAL, number halshs-02978527, Oct.
• Stöver, Britta & Sibbertsen, Philipp, 2020, "The similarities in efficiency of universities and universities of applied sciences in Lower Saxony," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-673, Jun.
• Tamás Hajdu & Gábor Kertesi & Gábor Kézdi & Ágnes Szabó-Morvai, 2020, "The Effects of Expanding a Neonatal Intensive Care System on Infant Mortality and Long-Term Health Impairments," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2020, May.
• Márton Benedek & Jörg Fliege & Tri-Dung Nguyen, 2020, "Finding and verifying the nucleolus of cooperative games," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2021, May.
• Heimvik, Arild, 2020, "Refunded emission payments scheme – a cost-efficient and politically acceptable instrument for reduction of NOx-emissions?," Working Papers in Economics, University of Bergen, Department of Economics, number 2/20, Apr.
• Akpalu, Wisdom, 2020, "Optimal Allocation of Anchovy Stocks as Baitfish for Tuna and Food for Local Communities in Developing Coastal Countries," EfD Discussion Paper, Environment for Development, University of Gothenburg, number 20-14, May.
• Kyvik Nordås, Hildegunn & Klügl, Franziska, 2020, "Drivers of automation and consequences for jobs in engineering services: an agent-based modelling approach," Working Papers, Örebro University, School of Business, number 2020:16, Dec.
• Mykhailo LUCHKO & Stanisław SZMITKA & Yuriy PYNDA & Lyudmyla KUTS, 2020, "Expert Analysis And Impact Assessment Of The Construction Sector Enterprises On The Economy: The Experience Of Ukraine," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 133-144, June.
• Corderi, David & Hori, Tsuneki & Yamín, Luis Eduardo, 2019, "The Economics of Investment in Flood Risk Reduction in Developing Countries: An Application to the Rocha River Basin of Bolivia," IDB Publications (Working Papers), Inter-American Development Bank, number 10189, Nov, DOI: http://dx.doi.org/10.18235/0002019.
• Diyah Putriani & Gairuzazmi Mat Ghani & Mira Kartiwi, 2020, "Exploration Of Agent-Based Simulation: The Multiplier Effect Of Zakah On Economic Growth," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 3, pages 667-688, August, DOI: https://doi.org/10.21098/jimf.v6i3..
• Giovanni CESARONI & Kristiaan KERSTENS & Ignace VAN DE WOESTYNE, 2020, "The Shape of Ray Average Cost and Its Role in Multioutput Scale Economies: Some Generalisations," Working Papers, IESEG School of Management, number 2020-EQM-03, May.
• Kristiaan KERSTENS & Jafar SADEGHI & Ignace VAN DE WOESTYNE & Linjia ZHANG, 2020, "Malmquist Productivity Indices and Plant Capacity Utilisation: New Proposals and Empirical Application," Working Papers, IESEG School of Management, number 2020-EQM-06, Jun.
• Le-Yu Chen & Sokbae (Simon) Lee, 2020, "Sparse Quantile Regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/20, Jun.
• Raunaq Srivastav & Pritee Ray, 2020, "Contracts Choice in Retailer-led Supply Chain," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 19, issue 1, pages 77-90, June.
• Hongyi Chen & Michael Funke & Ivan Lozev & Andrew Tsang, 2020, "To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 5, pages 49-94, October.
• José César Lenin Navarro Chávez & Virginia Delfín Ortega, 2020, "Las Principales Terminales de Contenedores Portuarias en el Ámbito Internacional: Un Análisis de Eficiencia Económica," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 2, pages 241-262, Abril - J.
• William A. Barnett & Giovanni Bella & Taniya Ghosh & Paolo Mattana & Beatrice Venturi, 2020, "Shilnikov chaos, low interest rates, and new Keynesian macroeconomics," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2020-006, Jan.
• Partha Pratim DUBE, 2020, "Least Possible Time to Reach Targeted Profit Function under Unitary Transformation," Romanian Journal of Economics, Institute of National Economy, volume 50, issue 1(59), pages 05-15, June.
• Przemyslaw Rys & Maciej Sobolewski, 2020, "Two-sided platforms: dynamic pricing and multiple equilibria," JRC Working Papers on Digital Economy, Joint Research Centre, number 2020-14, Dec.
• Kamel Elouhichi & Pascal Tillie & Aymeric Ricome & Sergio Gomez-Y-Paloma, 2020, "Modelling Farm-household Livelihoods in Developing Economies: Insights from three country case studies using LSMS-ISA data," JRC Research Reports, Joint Research Centre, number JRC118822, Apr.
• Calogero Guccio & Marco Ferdinando Martorana & Isidoro Mazza & Giacomo Pignataro & Ilde Rizzo, 2020, "Is innovation in ICT valuable for the efficiency of Italian museums?," Working papers, Società Italiana di Economia Pubblica, number 95, Sep.
• Víctor Giménez & Claudio Thieme & Diego Prior & Emili Tortosa-Ausina, 2020, "Evaluation and determinants of pre-school effectiveness in Chile," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/02.
• Joan Crespo & Jesús Peiró-Palomino & Emili Tortosa-Ausina, 2020, "Does university performance have an economic payoff for their home regions? Evidence for the Spanish provinces," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/20.
• Koji Yokote, 2020, "On optimal taxes and subsidies: A discrete saddle-point theorem with application to job matching under constraints," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, volume 5, issue 1, pages 37-77, December, DOI: 10.22574/jmid.2020.12.002.
• Simon Hoof, 2020, "On a class of linear-state differential games with subgame individually rational and time consistent bargaining solutions," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, volume 5, issue 1, pages 79-97, December, DOI: 10.22574/jmid.2020.12.003.
• William A. Barnett & Giovanni Bella & Taniya Ghosh & Paolo Mattana & Beatrice Venturi, 2020, "Shilnikov Chaos, Low Interest Rates, and New Keynesian Macroeconomics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202001, Jan, revised Jan 2020.
• Dongchen Li & Virginia R. Young, 2020, "Maximizing expected exponential utility of consumption with a constraint on expected time in poverty," Annals of Finance, Springer, volume 16, issue 1, pages 63-99, March, DOI: 10.1007/s10436-019-00354-z.
• Bahman Angoshtari & Tim Leung, 2020, "Optimal trading of a basket of futures contracts," Annals of Finance, Springer, volume 16, issue 2, pages 253-280, June, DOI: 10.1007/s10436-019-00357-w.
• Chong Lai & Rui Li & Yonghong Wu, 2020, "Optimal compensation and investment affected by firm size and time-varying external factors," Annals of Finance, Springer, volume 16, issue 3, pages 407-422, September, DOI: 10.1007/s10436-020-00365-1.
• Martin Brown & Tomasz Zastawniak, 2020, "Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs," Annals of Finance, Springer, volume 16, issue 3, pages 423-433, September, DOI: 10.1007/s10436-020-00367-z.
• Hyeong-Ohk Bae & Seung-Yeal Ha & Yongsik Kim & Hyuncheul Lim & Jane Yoo, 2020, "Volatility Flocking by Cucker–Smale Mechanism in Financial Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 3, pages 387-414, September, DOI: 10.1007/s10690-019-09299-9.
• Niels Wesselhöfft & Wolfgang K. Härdle, 2020, "Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 3, pages 801-826, March, DOI: 10.1007/s10614-019-09913-y.
• Hachmi Ben Ameur & Mouna Boujelbène & J. L. Prigent & Emna Triki, 2020, "Optimal Portfolio Positioning on Multiple Assets Under Ambiguity," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 1, pages 21-57, June, DOI: 10.1007/s10614-019-09894-y.
• Karsten O. Chipeniuk, 2020, "Optimal Grid Selection for the Numerical Solution of Dynamic Stochastic Optimization Problems," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 4, pages 883-928, December, DOI: 10.1007/s10614-019-09953-4.
• Marcos Escobar-Anel & Andreas Lichtenstern & Rudi Zagst, 2020, "Behavioral portfolio insurance strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 4, pages 353-399, December, DOI: 10.1007/s11408-020-00353-5.
• Yu Yang & Yonghong Wu & Benchawan Wiwatanapataphee, 2020, "Time-consistent mean–variance asset-liability management in a regime-switching jump-diffusion market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 4, pages 401-427, December, DOI: 10.1007/s11408-020-00360-6.
• R. Neck & D. Blueschke, 2020, "Every Country for Itself and the Central Bank for Us All?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 26, issue 4, pages 377-389, November, DOI: 10.1007/s11294-020-09803-2.
• Michele Bisceglia, 2020, "Optimal taxation in a common resource oligopoly game," Journal of Economics, Springer, volume 129, issue 1, pages 1-31, January, DOI: 10.1007/s00712-019-00662-y.
• Diogo Cunha Ferreira & Alexandre Morais Nunes & Rui Cunha Marques, 2020, "Operational efficiency vs clinical safety, care appropriateness, timeliness, and access to health care," Journal of Productivity Analysis, Springer, volume 53, issue 3, pages 355-375, June, DOI: 10.1007/s11123-020-00578-6.
• Jose M. Cordero & Cristina Polo & Nickolaos G. Tzeremes, 2020, "Evaluating the efficiency of municipalities in the presence of unobserved heterogeneity," Journal of Productivity Analysis, Springer, volume 53, issue 3, pages 377-390, June, DOI: 10.1007/s11123-020-00579-5.
• Hannu Huuki & Rauli Svento, 2020, "Unobserved preferences and dynamic platform pricing under positive network externality," Netnomics, Springer, volume 21, issue 1, pages 37-58, December, DOI: 10.1007/s11066-020-09140-w.
• Ryan J. Vander Wielen & Michael J. Vander Wielen, 2020, "Unpacking the unknown: a method for identifying status quo distributions," Public Choice, Springer, volume 182, issue 1, pages 49-72, January, DOI: 10.1007/s11127-019-00668-6.
• G. Dorfleitner & J. Gerer, 2020, "Time consistent pricing of options with embedded decisions," Review of Derivatives Research, Springer, volume 23, issue 1, pages 85-119, April, DOI: 10.1007/s11147-019-09158-9.
• Huw Dixon, 2020, "Almost‐Maximization as a Behavioral Theory of the Firm: Static, Dynamic and Evolutionary Perspectives," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 56, issue 2, pages 237-258, March, DOI: 10.1007/s11151-019-09727-0.
• Muhammad Kashif & Francesco Menoncin & Iqbal Owadally, 2020, "Optimal portfolio and spending rules for endowment funds," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 2, pages 671-693, August, DOI: 10.1007/s11156-019-00856-x.
• Alessandro Manello & Maurizio Cisi & Francesco Devicienti & Davide Vannoni, 2020, "Networking: a business for women," Small Business Economics, Springer, volume 55, issue 2, pages 329-348, August, DOI: 10.1007/s11187-019-00300-3.
• Garam Ahn & Frederick Dongchuhl Oh & Junghum Park, 2020, "The Efficiency of Financial Holding Companies in Korea," Korean Economic Review, Korean Economic Association, volume 36, pages 29-58.
• Oscar Gonzalo Manrique-Díaz & Diego Fernando Lemus-Polanía, 2020, "Nonlinear optimization method for quantifying the contribution of electricity in the Colombian economic growth, 1925-1997," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 93, pages 65-100, Julio-Dic, DOI: 10.17533/udea.le.n93a341714.
• Aditya Goenka & Lin Liu & Manh-Hung Nguyen, 2020, "Modeling optimal quarantines under infectious disease related mortality," Working Papers, University of Liverpool, Department of Economics, number 202025, Sep.
• Mier, Mathias & Weissbart, Christoph, 2020, "Power markets in transition: Decarbonization, energy efficiency, and short-term demand response," Munich Reprints in Economics, University of Munich, Department of Economics, number 84730.
• Raouf Boucekkine & Carmen Camacho & Benteng Zou, 2020, "Optimal switching from competition to cooperation: a preliminary exploration," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 20-02.
• Pierre M. Picard & Thi Thu Huyen TRAN, 2020, "Geographical Stratification of Green Urban Areas," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 20-06.
• Pierre M. Picard & Thi Thu Huyen Tran, 2020, "A Welfare Evaluation of Green Urban Areas," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 20-21.
• Jonathon M. Becker, 2020, "Tradable performance standards in a dynamic context," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2020-03, Mar.
• Clara Lage & Claudia Sagastizábal & Mikhail Solodov, 2020, "Multiplier Stabilization Applied to Two-Stage Stochastic Programs," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 20010, Jun, DOI: 10.1007/s10957-019-01550-7.
• Klaus Adam & Michael Woodford, 2020, "Robustly Optimal Monetary Policy in a New Keynesian Model with Housing," NBER Working Papers, National Bureau of Economic Research, Inc, number 26833, Mar.
• Bryan T. Kelly & Semyon Malamud & Lasse H. Pedersen, 2020, "Principal Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 27388, Jun.
• Fernando E. Alvarez & Francesco Lippi & Aleksei Oskolkov, 2020, "The Macroeconomics of Sticky Prices with Generalized Hazard Functions," NBER Working Papers, National Bureau of Economic Research, Inc, number 27434, Jun.
• Andrew B. Abel & Stavros Panageas, 2020, "Social Distancing, Vaccination and the Paradoxical Optimality of an Endemic Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 27742, Aug.
• Eric Budish, 2020, "Maximize Utility subject to R≤1: A Simple Price-Theory Approach to Covid-19 Lockdown and Reopening Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 28093, Nov.
• Leonidov, A. & Vasilyeva, E., 2020, "Schumpeterian evolution of firms' capital-labor ratio distribution," Journal of the New Economic Association, New Economic Association, volume 48, issue 4, pages 12-40, DOI: 10.31737/2221-2264-2020-48-4-1.
• Antzys, S. & Lavlinskii, S. & Panin, A. & Pljasunov, A., 2020, "Bilevel models of investment and tax policy formation in the resource region," Journal of the New Economic Association, New Economic Association, volume 48, issue 4, pages 41-62, DOI: 10.31737/2221-2264-2020-48-4-2.
• VESA Lidia, 2020, "Managing The Impact Of The Inventory Level On The Financial Ratios Through Dual Simplex Algorithm In The Coronavirus Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 241-256, December.
• Servaas van Bilsen & Ilja A Boelaars & A. Lans Bovenberg, 2020, "The Duration Puzzle in Life-Cycle Investment," Review of Finance, European Finance Association, volume 24, issue 6, pages 1271-1311.
• Simon Hoof, 2020, "A pure bargaining game of dynamic cake eating," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 67, Apr.
• Szabóné Bonifert, Éva, 2020, "Opportunities for Simplification in the Personal Income Tax Systems of the Visegrad Countries," Public Finance Quarterly, Corvinus University of Budapest, volume 65, issue 4, pages 531-553, DOI: https://doi.org/10.35551/PFQ_2020_4.
• Korobilis, Dimitris & Koop, Gary, 2020, "Bayesian dynamic variable selection in high dimensions," MPRA Paper, University Library of Munich, Germany, number 100164, May.
• Mahdavi, Shahrzad & Panamtash, Hossein & Norouzi, Yaser & Norouzi, Somayyeh, 2020, "Atrial fibrillation detection method based on converting ECG to signal using both symptoms of AF," MPRA Paper, University Library of Munich, Germany, number 100690, May, revised 02 May 2020.
• Quaas, Georg, 2020, "The reproduction number and its measurement. A critique of the Robert Koch Institute," MPRA Paper, University Library of Munich, Germany, number 100780, May.
• Quaas, Georg, 2020, "The reproduction number and its measurement. A critique of the Robert Koch Institute. Revised," MPRA Paper, University Library of Munich, Germany, number 101026, May, revised 10 Jun 2020.
• Moreno Trujillo, John Freddy, 2020, "Dinámica de portafolios y control óptimo estocástico
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