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

2014

• Alberto Peretti, 2014, "A mapping associated to a quadratic optimization problem with linear constraints," Working Papers, University of Verona, Department of Economics, number 22/2014, Dec.
• TKACENKO, Alexandra, 2014, "Linear Programming Methods For Solving The Portfolio’S Problems," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 216-221.
• Willem Karel M. Brauers & Romualdas Ginevičius & Askoldas Podviezko, 2014, "Development of a Methodology of Evaluation of Financial Stability of Commercial Banks," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 3, pages 349-367.
• Olga Kiuila & Thomas F. Rutherford, 2014, "Economic modeling approaches: optimization versus equilibrium," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-04.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-18.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Options delta hedging with no options at all," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-27.
• Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski, 2014, "Generalized Momentum Asset Allocation Model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-30.
• Steinbuks, Jevgenijs & Hertel, Thomas W., 2014, "Confronting the food-energy-environment trilemma : global land use in the long run," Policy Research Working Paper Series, The World Bank, number 6928, Jun.
• Yuntong Wang, 2014, "Envelope Theorem without Differentiability," Working Papers, University of Windsor, Department of Economics, number 1404, Oct.
• Jan Oosterhaven & Michiya Nozaki, 2014, "The impact of production and infrastructure shocks to the Japanese inter-regional economy: A non-linear input-output programming approach," ERSA conference papers, European Regional Science Association, number ersa14p163, Nov.
• Soushi Suzuki, 2014, "Improvement restriction data envelopment analysis for new energy in Japan," ERSA conference papers, European Regional Science Association, number ersa14p223, Nov.
• Katsuhiro Sakurai & Ataru Nakamura & Shintaro Kobayashi & Hiroyuki Shibusawa & Hajime Tanji, 2014, "A policy of demand-driven management for agricultural water use in Japan," ERSA conference papers, European Regional Science Association, number ersa14p292, Nov.
• Noël Bonneuil & Raouf Boucekkine, 2014, "Viable Ramsey economies," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 47, issue 2, pages 422-441, May, DOI: 10.1111/caje.12084.
• Lars Peter Hansen & Thomas J Sargent, 2014, "Robust Control and Model Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "UNCERTAINTY WITHIN ECONOMIC MODELS".
• Ioana VIAŞU, 2014, "Some Properties of the Solution of the Ramsey Model," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 7, issue 2, pages 113-122, December.
• Zaifu Yang & Rong Zhang, 2014, "Rational Addictive Behavior under Uncertainty," Discussion Papers, Department of Economics, University of York, number 14/12, Jul.
• Vedran Kojić & Zrinka Lukač, 2014, "Solving the production cost minimization problem with the Cobb – Douglas production function without the use of derivatives," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1403, Jun.
• Tihana Škrinjarić Bruno Besek, 2014, "Pre and Post Crisis Performance Measurement of Croatian Stock Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 17, issue 2, pages 97-116, November.
• Crowley, Patrick M. & Hudgins, David, 2014, "Fiscal policy tracking design in the time frequency domain using wavelet analysis," Bank of Finland Research Discussion Papers, Bank of Finland, number 32/2014.
• Arango, Carlos & Bouhdaoui, Yassine & Bounie, David & Eschelbach, Martina & Hernández, Lola, 2014, "Cash management and payment choices: A simulation model with international comparisons," Discussion Papers, Deutsche Bundesbank, number 04/2014.
• Vilsmeier, Johannes, 2014, "Updating the option implied probability of default methodology," Discussion Papers, Deutsche Bundesbank, number 43/2014.
• Sacht, Stephen, 2014, "Optimal monetary policy responses and welfare analysis within the highfrequency New-Keynesian framework," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-03.
• Voß, Achim & Lingens, Jörg, 2014, "What's the damage? Environmental regulation with policy-motivated bureaucrats," CAWM Discussion Papers, University of Münster, Münster Center for Economic Policy (MEP), number 67.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 95979, Apr.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014, "A finite set of equilibria for the indeterminacy of linear rational expectations models," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 99752, Jul.
• Bush, C. Anthony, 2014, "Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2014-33.
• Singh, Ajay Pratap & Nikolaou, Michael, 2014, "Optimal rules for central bank interest rates subject to zero lower bound," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), volume 8, pages 1-67, DOI: 10.5018/economics-ejournal.ja.2014-.
• Calzadilla, Alvaro & Delzeit, Ruth & Klepper, Gernot, 2014, "DART-BIO: Modelling the interplay of food, feed and fuels in a global CGE model," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1896.
• Martin, Alexander & Weibelzahl, Martin, 2014, "Where and when to pray? Optimal mass planning and efficient resource allocation in the church," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 06/2014.
• Hillebrand, Marten, 2014, "Existence of bubbly equilibria in overlapping generations models with stochastic production," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 57, DOI: 10.5445/IR/1000041179.
• Kraft, Holger & Seiferling, Thomas & Seifried, Frank Thomas, 2016, "Optimal consumption and investment with Epstein-Zin recursive utility," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 52, revised 2016, DOI: 10.2139/ssrn.2444747.
• Radev, Deyan, 2014, "Assessing systemic fragility: A probabilistic perspective," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 70, DOI: 10.2139/ssrn.2514279.
• Tran, Ngoc Mai & Osipenko, Maria & Härdle, Wolfgang Karl, 2014, "Principal component analysis in an asymmetric norm," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-001.
• Meyer-Gohde, Alexander, 2014, "Risky linear approximations," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-034.
• Bauer, Christian & Ernstberger, Philip, 2014, "The Dynamics of Currency Crises - Results from Intertemporal Optimization and Viscosity Solutions," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100300.
• Kemptner, Daniel & Timm, Boenke & Holger, Luethen, 2014, "The introduction of disincentives for early retirement and its effect on labor market participation," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100446.
• Zerrahn, Alexander & Huppmann, Daniel, 2014, "Network Expansion to Mitigate Market Power: How Increased Integration Fosters Welfare," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100459.
• Artur Kotchetkov, 2014, "Hierarchical-Type Structures Of The Industrial Enterprise," European Journal of Business and Economics, Central Bohemia University, volume 9, issue 2, pages 5001:9-5001, November, DOI: 10.12955/ejbe.v9i2.500.
• Galina Besstremyannaya, 2014, "The efficiency of labor matching and remuneration reforms: a panel data quantile regression approach with endogenous treatment variables," Working Papers, New Economic School (NES), number w0206, Jul.
• Laura López Torres & Diego Prior, 2014, "Measuring school demand in the presence of spatial dependence. A conditional approach," Investigaciones de Economía de la Educación volume 9, Asociación de Economía de la Educación, chapter 4, in: Adela García Aracil & Isabel Neira Gómez, "Investigaciones de Economía de la Educación 9".
• Melstrom, Richard T., 2014, "Optimal Management of a Fishery with Bycatch," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 168316, DOI: 10.22004/ag.econ.168316.
• Shrader, Rebekah R. & Chouinard, Hayley H. & LaFrance, Jeffrey T. & Wandschneider, Philip R., 2014, "A Century of Eating: revealed preferences for nutrients and foods in the United States," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170078, DOI: 10.22004/ag.econ.170078.
• Yun, Seong Do & Gramig, Benjamin M., 2014, "Dynamic Optimization of Ecosystem Services: A Comparative Analysis of Non-Spatial and Spatially-Explicit Models," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170450, DOI: 10.22004/ag.econ.170450.
• Wineman, Ayala & Crawford, Eric W., 2014, "Climate Change and Crop Choice in Zambia: A Mathematical Programming Approach," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170646, DOI: 10.22004/ag.econ.170646.
• Blandford, David & Gaasland, Ivar & Vårdal, Erling, 2014, "GHG abatement welfare cost curves for Norwegian agriculture," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France, Agricultural Economics Society, number 169734, Apr, DOI: 10.22004/ag.econ.169734.
• Niemi, Jarkko K. & Lehtonen, Heikki, 2014, "Livestock product trade and highly contagious animal diseases," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France, Agricultural Economics Society, number 169759, Apr, DOI: 10.22004/ag.econ.169759.
• Cortignani, Raffaele & Dono, Gabriele, 2014, "Sustainability of greening measures by Common Agricultural Policy 2014-2020 in new climate scenarios in a Mediterranean area," 2014 Third Congress, June 25-27, 2014, Alghero, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 173098, DOI: 10.22004/ag.econ.173098.
• Dono, Gabriele & Cortignani, Raffaele & Giraldo, Luca & Doro, Luca & Roggero, Pier Paolo, 2014, "Assessing the awareness of climate change as a factor of adaptation in the agricultural sector," 2014 Third Congress, June 25-27, 2014, Alghero, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 173110, DOI: 10.22004/ag.econ.173110.
• Di Corato, Luca & Hess, Sebastian, 2014, "Farmland Investment in Africa: What’s the Deal?," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia, European Association of Agricultural Economists, number 182806, Aug, DOI: 10.22004/ag.econ.182806.
• Di Corato, Luca & Hess, Sebastian, 2014, "Farmland Investments in Africa: What’s the Deal?," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 165793, Mar, DOI: 10.22004/ag.econ.165793.
• Valentini, Edilio & Vitale, Paolo, 2014, "Optimal Climate Policy for a Pessimistic Social Planner," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 166409, Mar, DOI: 10.22004/ag.econ.166409.
• Moretto, Michele & Di Corato, Luca & Dosi, Cesare, , "Bidding for Conservation Contracts," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 178245, DOI: 10.22004/ag.econ.178245.
• Voß, Achim & Lingens, Jörg, , "What’s the Damage? Environmental Regulation with Policy-Motivated Bureaucrats," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 179001, DOI: 10.22004/ag.econ.179001.
• Hirth, Lion & Ueckerdt, Falko & Edenhofer, Ottmar, 2014, "Why Wind Is Not Coal: On the Economics of Electricity," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 172433, Apr, DOI: 10.22004/ag.econ.172433.
• Boucekkine, Raouf & Prieur, Fabien & Puzon, Klarizze, , "On the Timing of Political Regime Changes: Theory and Application to the Arab Spring," Economy and Society, Fondazione Eni Enrico Mattei (FEEM), number 195752, DOI: 10.22004/ag.econ.195752.
• Krishna, Vijesh V. & Erenstein, Olaf & Sadashivappa, Prakash & Vivek, B. S., None, "Potential Economic Impact of Biofortified Maize in the Indian Poultry Sector," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, volume 17, issue 4, pages 1-30, DOI: 10.22004/ag.econ.188712.
• Dakpo, Hervé K & Jeanneaux, Philippe & Latruffe, Laure, 2014, "Inclusion of undesirable outputs in production technology modeling: The case of greenhouse gas emissions in French meat sheep farming," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 207806, DOI: 10.22004/ag.econ.207806.
• Watkins, K. Bradley & Hristovska, Tatjana & Mazzanti, Ralph & Wilson, Charles E. Jr & Schmidt, Lance, 2014, "Measurement of Technical, Allocative, Economic, and Scale Efficiency of Rice Production in Arkansas Using Data Envelopment Analysis," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 46, issue 01, pages 1-18, February, DOI: 10.22004/ag.econ.169037.
• Yu, T. Edward & Wang, Zidong & English, Burton C. & Larson, James A., 2014, "Designing a Dedicated Energy Crop Supply System in Tennessee: A Multiobjective Optimization Analysis," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 46, issue 3, pages 1-17, August, DOI: 10.22004/ag.econ.183097.
• Fonesca Travassos, Guilherme & Brito Sobreira, Diogo & Provezano Gomes, Adriano & Vasconcelos Carneiro, Alziro, 2015, "Determinantes Da Eficiência Técnica Dos Produtores De Leite Da Mesorregião Da Zona Da Mata-Mg," Revista de Economia e Agronegócio / Brazilian Review of Economics and Agribusiness, Federal University of Vicosa, Department of Agricultural Economics, volume 12, issue 01-2-3, pages 1-30, DOI: 10.22004/ag.econ.250130.
• Camacho, Yesid Vincente & Munoz, Ana Cristina & Real, Eduardo, 2014, "Incorporacion de dinamicas territoriales en un modelo para la seleccion de sellos de origen," Revista Espanola de Estudios Agrosociales y Pesqueros, Ministerio de Medio Ambiente, Rural y Marino (formerly Ministry of Agriculture), issue 237, pages 1-35, DOI: 10.22004/ag.econ.187477.
• Cuervo, Rafael & Maldonado, Jorge Higinio & Rueda, Mario E., 2014, "Valoración de los servicios ecosistémicos asociados a la pesca provistos por las Áreas Marinas Protegidas en Colombia," Documentos CEDE Series, Universidad de Los Andes, Economics Department, number 209364, Jan, DOI: 10.22004/ag.econ.209364.
• Calderón, Laura, 2014, "Conflictos asociados al uso del suelo: una aproximación al área de conservación óptima en el Páramo de Santurbán," Documentos CEDE Series, Universidad de Los Andes, Economics Department, number 209406, Apr, DOI: 10.22004/ag.econ.209406.
• Tamini, L.D. & Doyon, M. & Zan, M.M., 2014, "Investment Behavior of Canadian Egg Producers: Analyzing the Impacts of Risk Aversion and Variability of Prices and Costs of Production," Working Papers, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE), number 163032, Jan, DOI: 10.22004/ag.econ.163032.
• Abbassi, Abdessalem & Dakhlaoui, Ahlem & Tamini, Lota D., 2014, "Risk Aversion and Dynamic Games Between Hydroelectric Operators under Uncertainty," Working Papers, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE), number 172089, Jun, DOI: 10.22004/ag.econ.172089.
• Johnston, Craig M.T. & van Kooten, G. Cornelis, 2014, "Modelling Bi-lateral Forest Product Trade Flows: Experiencing Vertical and Horizontal Chain Optimization," Working Papers, University of Victoria, Resource Economics and Policy, number 197898, Aug, DOI: 10.22004/ag.econ.197898.
• Greijdanus, Auke & Kragt, Marit Ellen, , "A summary of four Australian bio-economic models formixed grain farming systems," Working Papers, University of Western Australia, School of Agricultural and Resource Economics, number 170195, DOI: 10.22004/ag.econ.170195.
• Emilian Lucian NEACSU & Marcela Daniela TODONI, 2014, "A Way To Determine Chaotic Behaviour In Romanian Stock Market," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 207-214, December.
• Raouf Boucekkine & Fabien Prieur & Klarizze Puzon, 2014, "On Political Regime Changes in Arab Countries," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1401, Jan, revised 22 Jan 2014.
• Noël Bonneuil & Raouf Boucekkine, 2014, "Optimal Transition to Renewable Energy with Threshold of Irreversible Pollution," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1434, Aug, revised Aug 2014.
• Hubert Stahn & Agnès Tomini, 2014, "On the Environmental Efficiency of Water Storage: The Case of a Conjunctive Use of Ground and Rainwater," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1452, Nov.
• Raouf Boucekkine & Benteng Zou, 2014, "Stochastic Stability of Endogenous Growth: The AK Case," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1454, Dec.
• Murat Oturakçı & Işıl Uyan, 2014, "Optimization of a Vehicle Routing Problem In a Logistics Company In Turkey," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 2, issue 2, pages 13-24, December, DOI: http://dx.doi.org/10.17093/aj.2014..
• Elif Acar & Hasan Durucasu, 2014, "Multi-Objective Optimization Of Build-Operate-Transfer (BOT) Tender Problem For Private Sector Companies," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 2, issue 2, pages 37-50, December, DOI: http://dx.doi.org/10.17093/aj.2014..
• Pierre Mérel & Richard Howitt, 2014, "Theory and Application of Positive Mathematical Programming in Agriculture and the Environment," Annual Review of Resource Economics, Annual Reviews, volume 6, issue 1, pages 451-470, October.
• Aart de Zeeuw, 2014, "Regime Shifts in Resource Management," Annual Review of Resource Economics, Annual Reviews, volume 6, issue 1, pages 85-104, October.
• HERREMANS, Dorien & WEISSER, Stéphanie & SÖRENSEN, Kenneth & CONKLIN, Darrell, 2014, "Generating structured music using quality metrics based on Markov models," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2014019, Sep.
• Adrien Nguyen Huu & Oumar Mbodji & A Nguyen-Huu & Traian A. Pirvu, 2014, "Optimal Sharing Rule for a Household with a Portfolio Management Problem," Papers, arXiv.org, number 1402.1052, Feb, revised Jan 2019.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," Papers, arXiv.org, number 1404.3347, Apr.
• Tiziano De Angelis & Giorgio Ferrari & John Moriarty, 2014, "A Non Convex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries," Papers, arXiv.org, number 1405.2442, May, revised Nov 2014.
• Ren'e Aid & Salvatore Federico & Huy^en Pham & Bertrand Villeneuve, 2014, "Explicit investment rules with time-to-build and uncertainty," Papers, arXiv.org, number 1406.0055, May.
• Andrey Itkin, 2014, "To sigmoid-based functional description of the volatility smile," Papers, arXiv.org, number 1407.0256, Jul, revised Dec 2014.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014, "A finite set of equilibria for the indeterminacy of linear rational expectations models," Papers, arXiv.org, number 1407.6222, Jul.
• Giovanni Fasano, 2014, "A Framework of Conjugate Direction Methods for Symmetric Linear Systems in Optimization," Papers, arXiv.org, number 1408.6043, Aug.
• Patrick Beissner & Frank Riedel, 2014, "Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty," Papers, arXiv.org, number 1409.6940, Sep.
• C. Caldeira & L. Dias & F. Freire & D. Kremmydas & S. Rozakis, 2014, "Allocating shadow prices in a multiobjective chance constrained model for biodiesel blending," Working Papers, Agricultural University of Athens, Department Of Agricultural Economics, number 2014-7.
• William Brock & Anastasios Xepapadeas & Athanasios Yannacopoulos, 2014, "Optimal Agglomerations in Dynamic Economics," DEOS Working Papers, Athens University of Economics and Business, number 1403, Apr.
• George Halkos & George Papageorgiou, 2014, "Exploring the optimality of cyclical emission rates," DEOS Working Papers, Athens University of Economics and Business, number 1404, Apr.
• Farzad Alavi Fard, 2014, "Optimal Bid-Ask Spread in Limit-Order Books under Regime Switching Framework," Review of Economics & Finance, Better Advances Press, Canada, volume 4, pages 33-48, November.
• Angelika Azarova & Anna Bondarchuk, 2014, "Comprehensive Target Program to Improvement of Company’s Innovation Attractiveness," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 125-136.
• Laura López-Torres & Diego Prior Jiménez, 2014, "Measuring School Demand in the Presence of Spatial Dependence. A Conditional Approach," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 1403, Jun, revised Jun 2014.
• Emili Tortosa-Ausina & Diego Prior Jiménez, 2014, "Earnings quality and performance in the banking industry: A profit frontier approach," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 1405, Nov, revised Nov 2014.
• Michele Leonardo Bianchi & Frank J. Fabozzi & Svetlozar T. Rachev, 2014, "Calibrating the Italian smile with time-varying volatility and heavy-tailed models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 944, Jan.
• Moreno Othón M., 2014, "Consumption of Durable Goods under Ambiguity," Working Papers, Banco de México, number 2014-02, Jan.
• Carlos Arango & Yassine Bouhdaouiz & David Bounie & Martina Eschelbach & Lola Hernández, 2014, "Cash Management and Payment Choices: A Simulation Model with International Comparisons," Borradores de Economia, Banco de la Republica de Colombia, number 804, Jan, DOI: 10.32468/be.804.
• Sumit Kunnumkal & Kalyan Talluri, 2015, "On the Tractability of the Piecewiselinear Approximation for General Discrete-Choice Network Revenue Management," Working Papers, Barcelona School of Economics, number 749, Sep.
• de Angelis, Tiziano & Ferrari, Giorgio & Moriarty, John, 2016, "A non convex singular stochastic control problem and its related optimal stopping boundaries," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 508, Mar.
• Tiwisina, Johannes & Külpmann, Philipp, 2016, "Probabilistic Transitivity in Sports," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 520, Mar.
• Riedel, Frank & Steg, Jan-Henrik, 2014, "Subgame-Perfect Equilibria in Stochastic Timing Games," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 524, Oct.
• Riedel, Frank & Beißner, Patrick, 2016, "Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 527, Mar.
• Schatten Markus, 2014, "Smart Residential Buildings as Learning Agent Organizations in the Internet of Things," Business Systems Research, Sciendo, volume 5, issue 1, pages 34-46, March, DOI: 10.2478/bsrj-2014-0003.
• Situm Mario, 2014, "Inability of Gearing-Ratio as Predictor for Early Warning Systems," Business Systems Research, Sciendo, volume 5, issue 2, pages 23-45, September, DOI: 10.2478/bsrj-2014-0008.
• Brezavšček Alenka & Baggia Alenka, 2014, "Optimization of a Call Centre Performance Using the Stochastic Queueing Models," Business Systems Research, Sciendo, volume 5, issue 3, pages 6-18, September, DOI: 10.2478/bsrj-2014-0016.
• Zhi-Fu Mi & Su-Yan Pan & Hao Yu & Yi-Ming Wei, 2014, "Potential impacts of industrial structure on energy consumption and CO2 emission: a case study of Beijing," CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology, number 51, Feb.
• Diego G. Fernández, 2014, "Reducción del ruido y predicción de series temporales de alta frecuencia mediante sistemas dinámicos no lineales y técnicas neurales," Documentos de trabajo, Banco Central del Uruguay, number 2014001.
• Yulei Luo & Eric R. Young, 2014, "Signal Extraction And Rational Inattention," Economic Inquiry, Western Economic Association International, volume 52, issue 2, pages 811-829, April.
• Ahmad K. Naimzada & Giorgio Ricchiuti, 2014, "Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 43, issue 3, pages 233-247, November.
• Angelo Antoci & Marcello Galeotti & Paolo Russu, 2014, "Global analysis and indeterminacy in a two-sector growth model with human capital," International Journal of Economic Theory, The International Society for Economic Theory, volume 10, issue 4, pages 313-338, December.
• Suleyman Basak & Dmitry Makarov, 2014, "Strategic Asset Allocation in Money Management," Journal of Finance, American Finance Association, volume 69, issue 1, pages 179-217, February.
• Jean-Paul Décamps & Stéphane Villeneuve, 2014, "Rethinking Dynamic Capital Structure Models With Roll-Over Debt," Mathematical Finance, Wiley Blackwell, volume 24, issue 1, pages 66-96, January.
• Christian Growitsch & Harald Hecking & Timo Panke, 2014, "Supply Disruptions and Regional Price Effects in a Spatial Oligopoly—An Application to the Global Gas Market," Review of International Economics, Wiley Blackwell, volume 22, issue 5, pages 944-975, November.
• Andrew Beauchamp & Geoffrey Sanzenbacher & Shannon Seitz & Meghan Skira, 2014, "Deadbeat Dads," Boston College Working Papers in Economics, Boston College Department of Economics, number 859, Jul.
• Espino Emilio, 2014, "Optimal portfolios with wealth-varying risk aversion in the neoclassical growth model," The B.E. Journal of Macroeconomics, De Gruyter, volume 14, issue 1, pages 1-26, January, DOI: 10.1515/bejm-2012-0044.
• Fabbri Giorgio & Federico Salvatore, 2014, "On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term," Mathematical Economics Letters, De Gruyter, volume 2, issue 3-4, pages 33-43, November, DOI: 10.1515/mel-2014-0011.
• Sağlam Çağri & Turan Agah & Turan Hamide, 2014, "Saddle-node bifurcations in an optimal growth model with preferences for wealth habit," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 2, pages 145-156, April, DOI: 10.1515/snde-2012-0050.
• Leonardo Riegel Sant'Anna & Tiago Pascoal Filomena & Denis Borenstein, 2014, "Index Tracking with Control on the Number of Assets," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 1, pages 89-119.
• Maria Alcina Rodrigues Batista Sanfins & Antonio Marcos Duarte Júnior, 2014, "Indexing Pension Funds with Exchange-Traded Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 2, pages 201-227.
• Eduard Nezinsky, 2014, "Determining drivers of eco-efficiency: decomposition method," Department of Economic Policy Working Paper Series, Department of Economic Policy, Faculty of National Economy, University of Economics in Bratislava, number 007, Dec.
• Eduard Nezinsky, 2014, "Eco-efficiency and convergence," Department of Economic Policy Working Paper Series, Department of Economic Policy, Faculty of National Economy, University of Economics in Bratislava, number 008, Dec.
• Christian Baker & Jeremy Bejarano & Richard W. Evans & Kenneth L. Judd & Kerk L. Phillips, 2014, "A Big Data Approach to Optimal Sales Taxation," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2014-03, Mar.
• Cristina Arellano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov, 2014, "Envelope Condition Method with an Application to Default Risk Models," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2014-04, Jul.
• Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2014, "Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate?," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2014-06, Aug.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014, "European Market Portfolio Diversifcation Strategies across the GFC," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/25, Oct.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014, "Hedge Fund Portfolio Diversification Strategies Across the GFC," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/27, Dec.
• Anastasios Papanastasiou, 2014, "Patent Expiration and Competition: A dynamic limit price model," Working Papers, Canadian Centre for Health Economics, number 140009, May.
• Katerina Koka & Audrey Laporte & Brian Ferguson, 2014, "Theoretical Simulation in Health Economics: An application to Grossman's Model of Investment in Health Capital," Working Papers, Canadian Centre for Health Economics, number 140010, Jun.
• Long, Iain W. & Polito, Vito, 2014, "Unemployment, Crime and Social Insurance," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2014/9, Jul.
• Hynek Lavicka & Tomas Lichard & Jan Novotny, 2014, "Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp511, Mar.
• Ngo Van Long & Fabien Prieur & Klarizze Puzon & Mabel Tidball, 2014, "Markov Perfect Equilibria in Differential Games with Regime Switching Strategies," CESifo Working Paper Series, CESifo, number 4662.
• Mariia Belaia & Michael Funke & Nicole Glanemann, 2014, "Global Warming and a Potential Tipping Point in the Atlantic Thermohaline Circulation: The Role of Risk Aversion," CESifo Working Paper Series, CESifo, number 4930.
• Luís Alberto Godinho Coelho, 2014, "Portfolio Selection Optimization under Cumulative Prospect Theory – a parameter sensibility analysis," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_06.
• Kiminori Matsuyama & Iryna Sushko & Laura Gardini, 2014, "Globalization and Synchronization of Innovation Cycles," Discussion Papers, Centre for Macroeconomics (CFM), number 1527, Aug, revised Dec 2014.
• Galina Besstremyannaya, 2014, "The efficiency of labor matching and remuneration reforms: a panel data quantile regression approach with endogenous treatment variables," Working Papers, Center for Economic and Financial Research (CEFIR), number w0206, Jul.
• Noël Bonneuil & Raouf Boucekkine, 2014, "Viable Ramsey economies," Canadian Journal of Economics, Canadian Economics Association, volume 47, issue 2, pages 422-441, May, DOI: 10.1111/caje.12084.
• OA Carboni & P. Russu, 2014, "Measuring Environmental and Economic Efficiency in Italy: an Application of the Malmquist-DEA and Grey Forecasting Model," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201401.
• Ricardo Crisóstomo, 2014, "An analisys of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no 58.
• Rafael Cuervo S√°nchez & Jorge Higinio Maldonado & Mario E. Rueda, 2014, "Valoraci√≥n de los servicios ecosist√©micos asociados a la pesca provistos por las √Åreas Marinas Protegidas en Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 11000, Feb.
• Mario Alejandro Acosta R., 2014, "Las acciones como activo de reserva para el Banco de la Rep√∫blica," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 11004, Feb.
• Laura Calder√≥n Etter, 2014, "Conflictos asociados al uso del suelo: una aproximaci√≥n al √°rea de conservaci√≥n √≥ptima en el P√°ramo de Santurb√°n," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 11195, Apr.
• Jos√© Luis Alay√≥n, 2014, "Distribuci√≥n Hiperb√≥lica Generalizada: Una Aplicaci√≥n en la Selecci√≥n de Portafolios y Cuantificaci√≥n de Medidas de Riesgo de Mercado," Documentos de Trabajo, Universidad del Rosario, number 12160, Sep.
• Rafael Serrano, 2014, "Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors," Documentos de Trabajo, Universidad del Rosario, number 12233, Oct.
• Justo de Jorge Moreno & Ovidio L�pez Robayo & Javier D�az Castro, 2014, "Productividad, eficiencia y sus factores explicativos en el sector de la construcción en Colombia 2005-2010," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Carlos Arango & Yassine Bouhdaoui & David Bounie & Martina Eschelbach, 2014, "Cash Management and Payment Choices: A Simulation Model with International Comparisons," Borradores de Economia, Banco de la Republica, number 11124, Jan.
• Martín Gonzalez-Rozada & Mat�as Escudero & Mart�n Sol�, 2014, "Toward a “New” Inflation-Targeting Framework: The Case of Uruguay," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2014, pages 89-131.
• Adel Alfonso Mendoza Mendoza & Tom�s Jos� Fontalvo Herrera & Delimiro Alberto Visbal Cadavid, 2014, "Optimización multiobjetivo en una cadena de suministro," Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana.
• Laura Calderón Etter, 2014, "Conflictos asociados al uso del suelo: una aproximación al área de conservación óptima en el Páramo de Santurbán," Coyuntura Económica, Fedesarrollo.
• KEGELART, Tanguy & VAN VYVE, Mathieu, 2014, "A conic optimization approach for SKU rationalization," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014034, Nov.
• Van Vyve, Mathieu & Aly, Abdelrahaman, 2014, "Securely solving classical network flow problems," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014057, Sep.
• Peter Zwaneveld & Gerard Verweij, 2014, "Safe Dike Heights at Minimal Costs: An Integer Programming Approach," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 277, May.
• Rob Aalbers & Marjon Ruijter & Kees Oosterlee, 2014, "The social discount rate under a stochastic A2 scenario," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 296, Dec.
• Tsasa Vangu, Jean-Paul Kimbambu, 2014, "Diagnostic de la politique monétaire en Rép. Dém. Congo – Approche par l’Equilibre Général Dynamique Stochastique," Dynare Working Papers, CEPREMAP, number 38, Apr.
• Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik, 2014, "Does historical VIX term structure contain valuable information for predicting VIX futures?," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 14, pages 5-28.
• Bernard Dupont, 2014, "Capital accumulation cycles in the Marxist theory," Cahiers d’économie politique / Papers in Political Economy, L'Harmattan, issue 66, pages 173-198.
• Herbert Dawid & Benteng Zou, 2014, "Foreign direct investment with endogenous technology choice," Gecomplexity Discussion Paper Series, Action IS1104 "The EU in the new complex geography of economic systems: models, tools and policy evaluation", number 6, Nov, revised Nov 2014.
• Giorgio FABBRI & Silvia FAGGIAN & Giuseppe FRENI, 2014, "On the Mitra-Wan Forest Management Problem in Continuous Time," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2014011, May.
• Giorgio FABBRI, 2014, "Ecological Barriers and Convergence: a Note on Geometry in Spatial Growth Models," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2014014, May.
• Yu, T. Edward & Wang, Zidong & English, Burton C. & Larson, James A., 2014, "Designing a Dedicated Energy Crop Supply System in Tennessee: A Multiobjective Optimization Analysis," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 46, issue 3, pages 357-373, August.
• Fogarty, James J. & Sadler, Rohan, 2014, "To Save or Savor: A Review of Approaches for Measuring Wine as an Investment," Journal of Wine Economics, Cambridge University Press, volume 9, issue 3, pages 225-248, December.
• Vanderpooten, Daniel (ed.), 2014, "Résolution de problèmes d'optimisation combinatoire mono et multi-objectifs par énumération ordonnée," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14672.
• Alexander Meyer-Gohde, 2014, "Dynare add-on for "Risk-Sensitive Linear Approximations"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 200, revised 2017.
• Daniel Huppmann & Ruud Egging, 2014, "Market Power, Fuel Substitution and Infrastructure: A Large-Scale Equilibrium Model of Global Energy Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1370.
• Daniel Huppmann & Jonas Egerer, 2014, "National-Strategic Investment in European Power Transmission Capacity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1379.
• Alexander Zerrahn & Daniel Huppmann, 2014, "Network Expansion to Mitigate Market Power: How Increased Integration Fosters Welfare," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1380.
• Pao-Yu Oei & Markus Siehlow, 2014, "WATER-Model: An Optimal Allocation of Water Resources in Turkey, Syria and Iraq," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1381.
• Philipp M. Richter & Franziska Holz, 2014, "All Quiet on the Eastern Front?: Disruption Scenarios of Russian Natural Gas Supply to Europe," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1383.
• Casimir Lorenz & Clemens Gerbaulet, 2014, "New Cross-Border Electricity Balancing Arrangements in Europe," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1400.
• Jonas Egerer & Wolf-Peter Schill, 2014, "Power System Transformation toward Renewables: Investment Scenarios for Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1402.
• Gahramanov, Emin & Tang, Xueli, 2014, "Career interruptions: a neglected aspect of a neoclassical model," Working Papers, Deakin University, Department of Economics, number eco_2014_1, Jan.
• Gahramanov, Emin & Tang, Xueli, 2014, "Impatient in experiments, but patient in simulations: a challenge to a neoclassical model," Working Papers, Deakin University, Department of Economics, number eco_2014_2, Jan, DOI: 10.1111/1475-4932.12244.
• Matthew N. White, 2014, "Endogenous Gridpoints in Multiple Dimensions: Interpolation on Non-Linear Grids," Working Papers, University of Delaware, Department of Economics, number 14-17.
• Christian Bidard, 2014, "The Ricardian rent theory two centuries after," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-54.
• Arnab K. Deb & Subhash C. Ray, 2014, "Total Factor Productivity Growth in Indian Manufacturing:A Biennial Malmquist Analysis of Inter-State Data," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 49, issue 1, pages 1-25.
• Bastian Felix, 2014, "Valuation Of Multiple Hyro Reservoir Storage Systems In Competitive Electricity Markets," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 1401, Apr, revised Apr 2014.
• Eraslan, Hulya & Kosar, Gizem & Li, Weli & Sarte, Pierre-Daniel, 2014, "An Anatomy of U.S. Personal Bankruptcy under Chapter 13," Working Papers, Rice University, Department of Economics, number 14-030, Sep.
• Maradin Dario & Cerovic Ljerka, 2014, "Possibilities of Applying the DEA Method in the Assessment of Efficiency of Companies in the Electric Power Industry: Review of Wind Energy Companies," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 3, pages 320-326.
• Raghid Farhat & Nesreen K. Ghaddar & Kamel Ghali, 2014, "Investing in PV Systems utilizing Savings from Building Envelop Replacement by Sustainable Local Material: A Case Study in Lebanese Inland Region," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 4, pages 554-567.
• Andrew Clausen & Carlo Strub, 2014, "A General and Intuitive Envelope Theorem," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 248, Sep.
• Jonathan Thomas & Tim Worrall, 2014, "Dynamic Relational Contracts under Complete Information," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 253, Jun.
• Greasley, David & Hanley, Nick & McLaughlin, Eoin & Oxley, Les, 2014, "The Emperor Has New Clothes: Empirical Tests of Mainstream Theories of Economic Growth," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-01, Aug.
• Thomas, Jonathan P. & Worrall, Tim, 2014, "Dynamic Relational Contracts under Complete Information," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-47.
• Dennis, Richard & Kirsanova, Tatiana, 2014, "Computing Markov-Perfect Optimal Policies in Business-Cycle Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-64, Nov.
• Ali, Md Kamar & Klein, K.K., 2014, "Implications of current and alternative water allocation policies in the Bow River Sub Basin of Southern Alberta," Agricultural Water Management, Elsevier, volume 133, issue C, pages 1-11, DOI: 10.1016/j.agwat.2013.10.013.
• Huang, Bing & Cao, Jiling & Chung, Hyuck, 2014, "Strategic real options with stochastic volatility in a duopoly model," Chaos, Solitons & Fractals, Elsevier, volume 58, issue C, pages 40-51, DOI: 10.1016/j.chaos.2013.11.005.
• Tsur, Yacov & Zemel, Amos, 2014, "Steady-state properties in a class of dynamic models," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 165-177, DOI: 10.1016/j.jedc.2013.11.009.
• Ling, Aifan & Sun, Jie & Yang, Xiaoguang, 2014, "Robust tracking error portfolio selection with worst-case downside risk measures," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 178-207, DOI: 10.1016/j.jedc.2013.11.011.
• de Frutos Cachorro, Julia & Erdlenbruch, Katrin & Tidball, Mabel, 2014, "Optimal adaptation strategies to face shocks on groundwater resources," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 134-153, DOI: 10.1016/j.jedc.2014.01.005.
• Chen, Zhiping & Li, Gang & Zhao, Yonggan, 2014, "Time-consistent investment policies in Markovian markets: A case of mean–variance analysis," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 293-316, DOI: 10.1016/j.jedc.2014.01.011.