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

2012

• Balasko, Yves, 2012, "On the stability of nonsunspot equilibria," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 526-544, DOI: 10.1016/j.jet.2010.09.002.
• Jensen, Martin Kaae, 2012, "Global stability and the “turnpike” in optimal unbounded growth models," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 802-832, DOI: 10.1016/j.jet.2010.07.010.
• Mitra, Tapan & Ray, Debraj, 2012, "On the Phelps–Koopmans theorem," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 833-849, DOI: 10.1016/j.jet.2009.08.004.
• Galichon, Alfred & Henry, Marc, 2012, "Dual theory of choice with multivariate risks," Journal of Economic Theory, Elsevier, volume 147, issue 4, pages 1501-1516, DOI: 10.1016/j.jet.2011.06.002.
• Pass, Brendan, 2012, "Convexity and multi-dimensional screening for spaces with different dimensions," Journal of Economic Theory, Elsevier, volume 147, issue 6, pages 2399-2418, DOI: 10.1016/j.jet.2012.05.004.
• Meyer, Elisabeth & Rees, Ray, 2012, "Watchfully waiting: Medical intervention as an optimal investment decision," Journal of Health Economics, Elsevier, volume 31, issue 2, pages 349-358, DOI: 10.1016/j.jhealeco.2012.02.002.
• Anderson, Soren T. & Laxminarayan, Ramanan & Salant, Stephen W., 2012, "Diversify or focus? Spending to combat infectious diseases when budgets are tight," Journal of Health Economics, Elsevier, volume 31, issue 4, pages 658-675, DOI: 10.1016/j.jhealeco.2012.05.001.
• Hughes Hallett, Andrew & Di Bartolomeo, Giovanni & Acocella, Nicola, 2012, "A general theory of controllability and expectations anchoring for small-open economies," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 397-411, DOI: 10.1016/j.jimonfin.2011.12.001.
• Panas, Epaminondas & Yannacopoulos, Athanasios N., 2012, "Ramsey meets Laibson and Itô: Effects of hyperbolic discounting on stochastic growth," The Journal of Economic Asymmetries, Elsevier, volume 9, issue 1, pages 51-65, DOI: 10.1016/j.jeca.2012.01.003.
• Croson, David C. & Minniti, Maria, 2012, "Slipping the surly bonds: The value of autonomy in self-employment," Journal of Economic Psychology, Elsevier, volume 33, issue 2, pages 355-365, DOI: 10.1016/j.joep.2011.05.001.
• Djanali, Iwan & Sheehan-Connor, Damien, 2012, "Tax affinity hypothesis: Do we really hate paying taxes?," Journal of Economic Psychology, Elsevier, volume 33, issue 4, pages 758-775, DOI: 10.1016/j.joep.2012.02.004.
• Tsuneyoshi, Takao & Hashimoto, Akihiro & Haneda, Shoko, 2012, "Quantitative evaluation of nation stability," Journal of Policy Modeling, Elsevier, volume 34, issue 1, pages 132-154, DOI: 10.1016/j.jpolmod.2011.06.003.
• Coelho, Luís Alberto Godinho & Pires, Cesaltina Maria Pacheco & Dionísio, Andreia Teixeira & Serrão, Amílcar Joaquim da Conceição, 2012, "The impact of CAP policy in farmer's behavior – A modeling approach using the Cumulative Prospect Theory," Journal of Policy Modeling, Elsevier, volume 34, issue 1, pages 81-98, DOI: 10.1016/j.jpolmod.2011.03.009.
• Gunalay, Y. & Kula, E., 2012, "Optimum cutting age for timber resources with carbon sequestration," Resources Policy, Elsevier, volume 37, issue 1, pages 90-92, DOI: 10.1016/j.resourpol.2011.12.001.
• Černý, Aleš & Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2012, "On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility," Journal of Mathematical Economics, Elsevier, volume 48, issue 6, pages 386-395, DOI: 10.1016/j.jmateco.2012.08.006.
• Iqbal, Javed, 2012, "Comparing performance of statistical models for individual’s ability index and ranking," MPRA Paper, University Library of Munich, Germany, number 35893, Jan, revised 01 Jan 2012.
• Papahristodoulou, Christos, 2012, "Optimal football strategies: AC Milan versus FC Barcelona," MPRA Paper, University Library of Munich, Germany, number 35940, Jan.
• Gori, Luca & Sodini, Mauro, 2012, "Indeterminacy and nonlinear dynamics in an OLG growth model with endogenous labour supply and inherited tastes," MPRA Paper, University Library of Munich, Germany, number 35942, Jan.
• Buer, Tobias & Kopfer, Herbert, 2012, "A Pareto-metaheuristic for a bi-objective winner determination problem in a combinatorial reverse auction," MPRA Paper, University Library of Munich, Germany, number 36062, Jan.
• Travaglini, Giuseppe, 2012, "Note sulla teoria del consumo
  [Notes on consumption theory]," MPRA Paper, University Library of Munich, Germany, number 36146, Jan.
• Strulovici, Bruno & Szydlowski, Martin, 2012, "On the Smoothness of Value Functions," MPRA Paper, University Library of Munich, Germany, number 36326, Jan, revised 31 Jan 2012.
• Russu, Paolo, 2012, "On the Optimality of Limit Cycles in Nature Based-Tourism," MPRA Paper, University Library of Munich, Germany, number 36599.
• Mishra, SK, 2012, "A note on construction of heuristically optimal Pena’s synthetic indicators by the particle swarm method of global optimization," MPRA Paper, University Library of Munich, Germany, number 37625, Mar.
• Mishra, SK, 2012, "A maximum entropy perspective of Pena’s synthetic indicators," MPRA Paper, University Library of Munich, Germany, number 37797, Apr.
• Kemp-Benedict, Eric, 2012, "The national bioenergy investment model: Technical documentation," MPRA Paper, University Library of Munich, Germany, number 37835.
• Kashefi, Mohammad Ali, 2012, "The Effect of Salvage Market on Strategic Technology Choice and Capacity Investment Decision of Firm under Demand Uncertainty," MPRA Paper, University Library of Munich, Germany, number 37836, Mar, revised 03 Apr 2012.
• TINANG NZESSEU, Jules Valery, 2012, "Offre optimale de liquidité bancaire par la Banque Centrale : une approche microéconomique
  [Optimal Bank’s Liquidity Supply by the Central Bank: A Microeconomic Approach]," MPRA Paper, University Library of Munich, Germany, number 37940, Mar.
• Mishra, SK, 2012, "A comparative study of trends in globalization using different synthetic indicators," MPRA Paper, University Library of Munich, Germany, number 38028, Apr.
• Antoci, Angelo & Galeotti, Marcello & Russu, Paolo, 2012, "Global analysis and indeterminacy in a two-sector growth model with human capital," MPRA Paper, University Library of Munich, Germany, number 39079, May.
• Mishra, SK, 2012, "Construction of Pena’s DP2-based ordinal synthetic indicator when partial indicators are rank scores," MPRA Paper, University Library of Munich, Germany, number 39088, May.
• Bhattacharyya, Surajit & Chatri, Ankit, 2012, "Efficiency of Indian Commercial Banks: The Post-Reform Experience from Mergers & Acquisitions," MPRA Paper, University Library of Munich, Germany, number 39299, Jun.
• Kangpenkae, Popon, 2012, "Kullback-Leibler Simplex," MPRA Paper, University Library of Munich, Germany, number 39494, Jun.
• KABLAN, Sandrine, 2012, "Microfinance efficiency in the West African Economic and Monetary Union: have reforms promoted sustainability or outreach?," MPRA Paper, University Library of Munich, Germany, number 39955, Jul.
• Parello, Carmelo Pierpaolo, 2012, "Indeterminacy in a dynamic small open economy with international migration," MPRA Paper, University Library of Munich, Germany, number 40013, Jul.
• Barnett, William & Eryilmaz, Unal, 2012, "An analytical and numerical search for bifurcations in open economy New Keynesian models," MPRA Paper, University Library of Munich, Germany, number 40426, Aug.
• Mishra, SK, 2012, "Global optimization of some difficult benchmark functions by cuckoo-hostco-evolution meta-heuristics," MPRA Paper, University Library of Munich, Germany, number 40615, Aug.
• Barnett, William A. & Eryilmaz, Unal, 2012, "Hopf bifurcation in the Clarida, Gali, and Gertler model," MPRA Paper, University Library of Munich, Germany, number 40668, Aug.
• Halkos, George & Papageorgiou, George, 2012, "Simple taxation schemes on non–renewable resources extraction," MPRA Paper, University Library of Munich, Germany, number 40945, Aug.
• Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2012, "Nonlinear and Complex Dynamics in Economics," MPRA Paper, University Library of Munich, Germany, number 41245, Sep.
• Masci, Martín Ezequiel & García, Gonzalo Daniel, 2012, "Impacto de las estrategias financieras basadas en expectativas inflacionarias mediante un modelo discreto
  [Impact of financial strategies based on inflationary expectations using a discrete model]," MPRA Paper, University Library of Munich, Germany, number 41283, May.
• Vargas, Jose P Mauricio, 2012, "To be or not to be informal?: A Structural Simulation," MPRA Paper, University Library of Munich, Germany, number 41290, May.
• Shin, Inyong, 2012, "The Effect of Pension on the Optimized Life Expectancy and Lifetime Utility Level," MPRA Paper, University Library of Munich, Germany, number 41374, Sep.
• Shin, Inyong, 2012, "The Effect of Pension on the Optimized Life Expectancy and Lifetime Utility Level," MPRA Paper, University Library of Munich, Germany, number 41375, Sep.
• Dubrocard, Anne & Prombo, Michel, 2012, "Performance environnementale et mesure de la productivité," MPRA Paper, University Library of Munich, Germany, number 41456, Sep.
• Kashefi, Mohammad Ali, 2012, "Supply chain configuration under information sharing," MPRA Paper, University Library of Munich, Germany, number 41460, Sep.
• zvingilaite, Erika & Klinge Jacobsen, Henrik, 2012, "Heat savings and heat generation technologies: Modelling of residential investment behaviour with local externalities," MPRA Paper, University Library of Munich, Germany, number 41545, Aug.
• Xu, Jin & Zervopoulos, Panagiotis & Qian, Zhenhua & Cheng, Gang, 2012, "A universal solution for units-invariance in data envelopment analysis," MPRA Paper, University Library of Munich, Germany, number 41633, Sep.
• Ardliansyah, Rifqi, 2012, "Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets," MPRA Paper, University Library of Munich, Germany, number 41958, Aug.
• Zhou, Yiyi, 2012, "Failure to Launch in Two-Sided Markets: A Study of the U.S. Video Game Market," MPRA Paper, University Library of Munich, Germany, number 42002, Oct.
• Cheng, Gang & Zervopoulos, Panagiotis, 2012, "A proxy approach to dealing with the infeasibility problem in super-efficiency data envelopment analysis," MPRA Paper, University Library of Munich, Germany, number 42064, Jun.
• Cheng, Gang & Zervopoulos, Panagiotis, 2012, "A generalized directional distance function in data envelopment analysis and its application to a cross-country measurement of health efficiency," MPRA Paper, University Library of Munich, Germany, number 42068, Jun.
• Halkos, George & Papageorgiou, George, 2012, "Pollution abatement and reservation prices in a market game," MPRA Paper, University Library of Munich, Germany, number 42150, Oct.
• Desiderio, Saul & Chen, Siyan, 2012, "Long-run consequences of debt in a stock-flow consistent network economy," MPRA Paper, University Library of Munich, Germany, number 43011, Nov.
• Chalabi, Yohan & Wuertz, Diethelm, 2012, "Portfolio optimization based on divergence measures," MPRA Paper, University Library of Munich, Germany, number 43332, Nov.
• Zhang, Zhichao & Chau, Frankie & Xie, Li, 2012, "Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach," MPRA Paper, University Library of Munich, Germany, number 43654, Dec.
• Roman, Monica & Suciu, Christina, 2012, "Analiza eficienţei activităţii de cercetare dezvoltare inovare prin metoda DEA
  [The Efficency Analysis Of R&D Activities By Using Dea]," MPRA Paper, University Library of Munich, Germany, number 44000, Jul.
• Hassani Mahmooei, Behrooz & Parris, Brett, 2012, "Why might climate change not cause conflict? an agent-based computational response," MPRA Paper, University Library of Munich, Germany, number 44918, Nov.
• Hassani Mahmooei, Behrooz & Parris, Brett, 2012, "Dynamics of effort allocation and evolution of trust: an agent-based model," MPRA Paper, University Library of Munich, Germany, number 44919, Jul.
• Costa Junior, Celso Jose, 2012, "Institutional Barrier and the World Income Distribution," MPRA Paper, University Library of Munich, Germany, number 45633.
• Melstrom, Richard & Horan, Richard, 2012, "Interspecies Management and Land Use Strategies to Protect Endangered Species," MPRA Paper, University Library of Munich, Germany, number 48002, Aug, revised Apr 2013.
• Dubrocard, Anne & Prombo, Michel, 2012, "International comparison of Environmental performance," MPRA Paper, University Library of Munich, Germany, number 48072, Nov, revised 05 Jul 2013.
• Santín, Daniel & Sicilia, Gabriela, 2012, "The educational efficiency drivers in Uruguay: Findings from PISA 2009," MPRA Paper, University Library of Munich, Germany, number 48420, Mar.
• Muteba Mwamba, John, 2012, "On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model," MPRA Paper, University Library of Munich, Germany, number 50323, May.
• Mukherjee, Krishnendu & Sarkar, Bijon & Bhattacharyya, Ardhendu, 2012, "Supplier selection by F-compromise method: a case study of cement industry of NE India," MPRA Paper, University Library of Munich, Germany, number 57786, revised 2013.
• Yao, Yuan & Meurier, Beatrice, 2012, "Understanding the supply chain resilience: a Dynamic Capabilities approach," MPRA Paper, University Library of Munich, Germany, number 58124, Aug.
• Feng, Keli & Bizimana, Emmanuel & Agu, Deedee D. & Issac, Tana T., 2012, "Optimization and Simulation Modeling of Disaster Relief Supply Chain: A Literature Review," MPRA Paper, University Library of Munich, Germany, number 58204, Feb.
• Xiao, Jingjie & Liu, Andrew & Pekny, Joseph, 2012, "Quantify Benefits of Home Energy Management System Under Dynamic Electricity Pricing," MPRA Paper, University Library of Munich, Germany, number 58781, Nov.
• Meshcherjakova, Natalya, 2012, "Информационные Технологии В Оптимизационном Моделировании Экономических Процессов
  [Information technology in the optimization modeling of economic processes]," MPRA Paper, University Library of Munich, Germany, number 63473, Sep.
• Ščasný, Milan & Rečka, Lukáš & Balajka, Jiří, 2012, "What Is Effect of Climate Change Mitigating Policies on Energy Sector in Slovakia?," MPRA Paper, University Library of Munich, Germany, number 66606, Sep.
• Beg, Ismat & Rashid, Tabasam, 2012, "Multi-criteria trapezoidal valued intuitionistic fuzzy decision making with Choquet integral based TOPSIS," MPRA Paper, University Library of Munich, Germany, number 95915, revised 2013.
• Pu-Yan Nie, 2012, "Maintenance Commitments for Monopolized Goods," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 1, pages 18-29, DOI: 10.18267/j.pep.408.
• Eleonora Fendeková & Michal Fendek, 2012, "Podmienky optimálnosti Kuhna-Tuckera v modeloch rovnováhy trhu sieťových odvetví
  [Kuhn-Tucker Optimality Conditions in Equilibrium Models of Network Industries Market]," Politická ekonomie, Prague University of Economics and Business, volume 2012, issue 6, pages 801-821, DOI: 10.18267/j.polek.878.
• Phil Wild & William Paul Bell & John Foster, 2012, "Impact of Carbon Prices: State Production Trends, Inter-state Trade and Carbon Emission Reduction Outcomes in the NEM over the period 2007- 2009," Energy Economics and Management Group Working Papers, School of Economics, University of Queensland, Australia, number 6-2012, Apr.
• Aude Ridier & Karim Chaib & Caroline Roussy, 2012, "The adoption of innovative cropping systems under price and production risks: a dynamic model of crop rotation choice," Working Papers SMART, INRAE UMR SMART, number 12-07.
• Antonella Tutino, 2012, "Online Appendix to "Rationally inattentive consumption choices"," Online Appendices, Review of Economic Dynamics, number 11-143, Apr.
• Harold Cole & Felix Kubler, 2012, "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 4, pages 479-500, October, DOI: 10.1016/j.red.2012.05.001.
• Matthias Messner & Nicola Pavoni & Christopher Sleet, 2012, "Recursive Methods for Incentive Problems," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 4, pages 501-525, October, DOI: 10.1016/j.red.2012.07.002.
• G. Cornelis van Kooten & Craig Johnston & Zhen Xu, 2012, "Economics of Forest Carbon Sequestration," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2012-04, Aug.
• Nela Vlahinic-Dizdarevic & Alemka Segota, 2012, "Total-factor energy efficiency in the EU countries," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 30, issue 2, pages 247-265.
• Naumov, Valeriy & Martikainen, Olli, 2012, "Queueing Systems with Fractional Number of Servers," Discussion Papers, The Research Institute of the Finnish Economy, number 1268.
• Vladimir Habrov, 2012, "Optimization of portfolio management based on vector autoregression models and multivariate volatility models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 28, issue 4, pages 35-62.
• Burcu Avci Ozturk & Zehra Baskaya, 2012, "Flour Supplier Selection in a Bread Factory With Fuzzy Analytic Hierarchy Process," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 1, pages 131-131.
• Stephan Nagl & Michaela F√ºrsch & Dietmar Lindenberger, 2012, "The costs of electricity systems with a high share of fluctuating renewables - a stochastic investment and dispatch optimization model for Europe," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-1, Jan.
• Moritz Paulus, 2012, "How are investment decisions in the steam coal market affected by demand uncertainty and buyer-side market power?," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-3, Mar.
• Michaela F√ºrsch & Simeon Hagspiel & Cosima J√§gemann & Stephan Nagl & Dietmar Lindenberger & Eckehard Tr√∂ster, 2012, "The role of grid extensions in a cost-efficient transformation of the European electricity system until 2050," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-4, Mar.
• Harald Hecking & Timo Panke, 2012, "COLUMBUS - A global gas market model," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-6, Mar.
• Michaela F√ºrsch & Stephan Nagl & Dietmar Lindenberger, 2012, "Optimization of power plant investments under uncertain renewable energy development paths - A multistage stochastic programming approach," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-8, May.
• Johannes Tr√ºby, 2012, "Strategic Behaviour in International Metallurgical Coal Markets," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-12, Sep.
• Cosima J√§gemann, 2012, "Decarbonizing Europe‚Äôs power sector by 2050 - Analyzing the implications of alternative decarbonization pathways," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-13, Sep.
• Michaela F√ºrsch & Raimund Malischek & Dietmar Lindenberger, 2012, "Der Merit-Order-Effekt der erneuerbaren Energien - Analyse der kurzen und langen Frist," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-14, Sep.
• Caroline Dieckhoener & Harald Hecking, 2012, "Greenhouse Gas Abatement Cost Curves of the Residential Heating Market ‚Äì a Microeconomic Approach," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-16, Oct.
• David F Muñoz & Arturo Palacios & Miguel Lascurain, 2012, "Modeling, simulation and analysis of a securities settlement system:The case of Central Securities Depository of Mexico," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 17, issue 33, pages 48-69.
• Dominik Korniluk, 2012, "Optymalizacja wartości parametrów reguły wydatkowej za pomocą algorytmu genetycznego," MF Working Papers, Ministry of Finance in Poland, number 16, Nov.
• Purica, Ionut, 2012, "Control and Crisis in a City Seen as a Reactor of Economic Transactions," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 116-127, March.
• Purica, Ionut, 2012, "Oscillatory Dynamics of Industrial Production," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 117-128, December.
• Catalin-Gabriel Chirea & Gabriel Bazacliu, 2012, "Optimization of a tour in a distribution network," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 4, issue 2, pages 49-56, Decembre.
• Renato Bruni & Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2012, "A New Lp Model For Enhanced Indexation," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0168, Nov.
• Carmelo Pierpaolo Parello, 2012, "Indeterminacy in a Dynamic Small Open Economy with International Migration," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 159, Nov.
• Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012, "Estimation of Discount Factor and Coefficient of Relative Risk Aversion in Selected Countries," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 53, Jul.
• Tomasz Kuszewski & Agata Sielska, 2012, "Efektywność sektora rolnego w województwach przed i po akcesji Polski do Unii Europejskiej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 19-42.
• Bouguerra Rabah & Akkari Mostefa, 2012, "Using Data Envelopment Analysis (Dea) In Capital Rationing For Evaluating And Ranking Projects Investment: The Case Of Hodna Milk-Algeria," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 4, issue 2 (July), pages 194-208.
• Juthasit Rohitratana & Jorn Altmann, 2012, "Impact of Pricing Schemes on a Market for Software-as-a-Service and Perpetual Software," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201288, Mar, revised Mar 2012.
• Ahmad Mohammad Hassan & Jorn Altmann & Victor Lopez, 2012, "Control Plane Framework Emergence and its Deployment Cost Estimation," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201294, Jun, revised Jun 2012.
• Selam Abrham Gebregiorgis & Jorn Altmann, 2012, "IT Service Platforms: Their Value Creation Model and the Impact of their Level of Openness on their Adoption," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201295, Jun, revised Jun 2012.
• Ivan Breskovic & Jorn Altmann & Ivona Brandic, 2012, "Creating Standardized Products for Electronic Markets," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201296, Sep, revised Sep 2012.
• Soyoung Kim & Junseok Hwang & Jorn Altmann, 2012, "Dynamic Scenarios of Trust Establishment in the Public Cloud Service Market," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201298, Jun, revised Jun 2012.
• Mehmet ÇOLAK & Aydın ULUCAN, 2012, "Mobilya Endüstrisinde Kârlılığı Etkileyen Faktörlerin UTADIS Yaklaşımı ile Belirlenmesi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 17(17).
• Manfred Gilli & Enrico Schumann, 2012, "Heuristic optimisation in financial modelling," Annals of Operations Research, Springer, volume 193, issue 1, pages 129-158, March, DOI: 10.1007/s10479-011-0862-y.
• Young Kim & Rosella Giacometti & Svetlozar Rachev & Frank Fabozzi & Domenico Mignacca, 2012, "Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model," Annals of Operations Research, Springer, volume 201, issue 1, pages 325-343, December, DOI: 10.1007/s10479-012-1229-8.
• Jen-Jia Lin & Yu-Hung Liu, 2012, "Developing regional cooperation strategies by multi-criteria decision making approaches," The Annals of Regional Science, Springer;Western Regional Science Association, volume 49, issue 1, pages 191-211, August, DOI: 10.1007/s00168-011-0436-6.
• Heinrich Fritz & Peter Filzmoser & Christophe Croux, 2012, "A comparison of algorithms for the multivariate L 1 -median," Computational Statistics, Springer, volume 27, issue 3, pages 393-410, September, DOI: 10.1007/s00180-011-0262-4.
• Yuichi Takano & Renata Sotirov, 2012, "A polynomial optimization approach to constant rebalanced portfolio selection," Computational Optimization and Applications, Springer, volume 52, issue 3, pages 645-666, July, DOI: 10.1007/s10589-011-9436-9.
• Werner Hürlimann, 2012, "Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 35, issue 2, pages 171-202, November, DOI: 10.1007/s10203-011-0117-z.
• Giorgia Callegaro & Monique Jeanblanc & Wolfgang Runggaldier, 2012, "Portfolio optimization in a defaultable market under incomplete information," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 35, issue 2, pages 91-111, November, DOI: 10.1007/s10203-011-0116-0.
• Makiko Nakano & Shunsuke Managi, 2012, "Waste generations and efficiency measures in Japan," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 14, issue 4, pages 327-339, October, DOI: 10.1007/s10018-012-0038-2.
• John Schoenmakers, 2012, "A pure martingale dual for multiple stopping," Finance and Stochastics, Springer, volume 16, issue 2, pages 319-334, April, DOI: 10.1007/s00780-010-0149-1.
• Jun Sekine, 2012, "Long-term optimal portfolios with floor," Finance and Stochastics, Springer, volume 16, issue 3, pages 369-401, July, DOI: 10.1007/s00780-012-0175-2.
• Zhengjun Jiang & Martijn Pistorius, 2012, "Optimal dividend distribution under Markov regime switching," Finance and Stochastics, Springer, volume 16, issue 3, pages 449-476, July, DOI: 10.1007/s00780-012-0174-3.
• Lihua Bai & Martin Hunting & Jostein Paulsen, 2012, "Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints," Finance and Stochastics, Springer, volume 16, issue 3, pages 477-511, July, DOI: 10.1007/s00780-011-0169-5.
• Christopher Lorenz & Alexander Schied, 2013, "Drift dependence of optimal trade execution strategies under transient price impact," Finance and Stochastics, Springer, volume 17, issue 4, pages 743-770, October, DOI: 10.1007/s00780-013-0211-x.
• Lakshmi Balasubramanyan & Spiro Stefanou & Jeffrey Stokes, 2012, "An entropy approach to size and variance heterogeneity in U.S. commercial banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 728-749, July, DOI: 10.1007/s12197-010-9148-5.
• Faye Duchin & Stephen Levine, 2012, "The rectangular sector-by-technology model: not every economy produces every product and some products may rely on several technologies simultaneously," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 1, issue 1, pages 1-11, December, DOI: 10.1186/2193-2409-1-3.
• Larry Karp & Jiangfeng Zhang, 2012, "Taxes versus quantities for a stock pollutant with endogenous abatement costs and asymmetric information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 49, issue 2, pages 371-409, February, DOI: 10.1007/s00199-010-0561-y.
• Francisco Fatás-Villafranca & Gloria Jarne & Julio Sánchez-Chóliz, 2012, "Innovation, cycles and growth," Journal of Evolutionary Economics, Springer, volume 22, issue 2, pages 207-233, April, DOI: 10.1007/s00191-011-0263-z.
• Péter Biró & Walter Kern & Daniël Paulusma, 2012, "Computing solutions for matching games," International Journal of Game Theory, Springer;Game Theory Society, volume 41, issue 1, pages 75-90, February, DOI: 10.1007/s00182-011-0273-y.
• Erik J. Balder, 2012, "Exact and Useful Optimization Methods for Microeconomics," Lecture Notes in Economics and Mathematical Systems, Springer, in: Wim Heijman & Pierre Mouche, "New Insights into the Theory of Giffen Goods", DOI: 10.1007/978-3-642-21777-7_3.
• Tapan Mitra & Kazuo Nishimura, 2012, "Intertemporal Complementarity and Optimality: A Study of a Two-Dimensional Dynamical System," Springer Books, Springer, chapter 0, in: John Stachurski & Alain Venditti & Makoto Yano, "Nonlinear Dynamics in Equilibrium Models", DOI: 10.1007/978-3-642-22397-6_9.
• Jin XU & Panagiotis ZERVOPOULOS & Zhenhua QIAN & Gang CHENG, 2012, "A Universal Solution For Units - Invariance In Data Envelopment Analysis," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, volume 3, issue 2, pages 121-128.
• Rolf Golombek & Arvid Raknerud, 2012, "Exit dynamics of start-up firms. Does profit matter?," Discussion Papers, Statistics Norway, Research Department, number 706, Oct.
• Sasan Bakhtiari, 2012, "Small Business Redefined: A Quasi-Linear Fuzzy Classification of Firm Size," Discussion Papers, School of Economics, The University of New South Wales, number 2012-24, Apr.
• Arif Oduncu, 2012, "Determinants of Precautionary Savings : Elasticity of Intertemporal Substitution vs. Risk Aversion," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1227.
• Liana PATER, 2012, "Building mathematical models in dynamic programming," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, volume 0, pages 823-828, May.
• Jean-Olivier Hairault & Fran ois Langot & S bastien Menard & Thepthida Sopraseuth, 2012, "Optimal Unemployment Insurance for Older Workers," TEPP Working Paper, TEPP, number 2012-07.
• Grass, D. & Chahim, M., 2012, "Numerical Algorithms for Deterministic Impulse Control Models with Applications," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-081.
• Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012, "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-053.
• Chahim, M. & Brekelmans, R.C.M. & den Hertog, D. & Kort, P.M., 2012, "An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097)," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-079.
• Engwerda, J.C., 2012, "Open-Loop Nash Equilibria in the Non-cooperative Infinite-planning Horizon LQ Game," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-052.
• Gorissen, B.L. & den Hertog, D., 2012, "Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-031.
• Reddy, P.V. & Schumacher, J.M. & Engwerda, J.C., 2012, "Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-001.
• Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012, "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-076.
• Chahim, M. & Grass, D. & Hartl, R.F. & Kort, P.M., 2012, "Product Innovation with Lumpy Investment," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-074.
• Chahim, M. & Grass, D. & Hartl, R.F. & Kort, P.M., 2012, "Product Innovation with Lumpy Investment," Other publications TiSEM, Tilburg University, School of Economics and Management, number f68a548c-8246-4e8c-bc75-8.
• Massimo Di Matteo & Serena Sordi, 2012, "Goodwin in Siena – Economist, Social Philosopher and Artist," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1220.
• Giancarlo Gandolfo, 2012, "The Tobin Tax in a Continuous-time Non-linear Dynamic Model of the Exchange rate," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1221.
• Amaya, Diego & Gauthier, Geneviève & Léautier, Thomas-Olivier, 2012, "Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions," TSE Working Papers, Toulouse School of Economics (TSE), number 12-330, Apr.
• Rahobisoa Herimalala & Olivier Gaussens, 2012, "X-Efficiency of Innovation Processes: Evaluation Based on Data Envelopment Analysis," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 201215, Mar.
• James J. Heckman & John Eric Humphries & Paul A. LaFontaine & Pedro L. Rodríguez, 2012, "Taking the Easy Way Out: How the GED Testing Program Induces Students to Drop Out," Journal of Labor Economics, University of Chicago Press, volume 30, issue 3, pages 495-520, DOI: 10.1086/664924.
• Juan Aparicio & Jesus T. Pastor & Subhash Ray, 2012, "An Overall Measure of Technical Inefficiency at the Firm and at the Industrial Level: The 'Lost Return on the Dollar' Revisited," Working papers, University of Connecticut, Department of Economics, number 2012-02, Jan.
• Subhash Ray, 2012, "Productivity Change over Time and the Dynamics of Cost Competitiveness: A Nonparametric Analysis of U.S. Manufacturing Data," Working papers, University of Connecticut, Department of Economics, number 2012-39, Nov.
• Juan Díaz & Tomás Rau & Jorge Rivera, 2012, "A matching estimator based on a bi-level optimization problem," Working Papers, University of Chile, Department of Economics, number wp351, Mar.
• Sucihatiningsih Dian Wisika Prajanti, 2012, "Farming Efficiency And Agricultural Extension Performance In Central Java," Economic Journal of Emerging Markets, Universitas Islam Indonesia, volume 4, issue 1, pages 87-95.
• Sergio Mayordomo & María Rodríguez-Moreno & Juan Ignacio Peña, 2012, "Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 24/12, Dec.
• Csapó, G. & Müller, R.J., 2012, "Optimal mechanism design for the private supply of a public good," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 037, Jan, DOI: 10.26481/umamet.2012037.
• Prokic-Breuer, T. & Dronkers, J., 2012, "The high performance of Dutch and Flemish 15-year-old native pupils: explaining country differences in math scores between highly stratified educational systems," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 038, Jan, DOI: 10.26481/umamet.2012038.
• Amnon Levy & Benoît Freyens, 2012, "Optimal Control of Broadcasting Spectrum with Variety-Reception Trade-off and Consumers’ Income Sensitivity," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp12-10.
• Arne Strauss & Kalyan Talluri, 2012, "A tractable consideration set structure for network revenue management," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1303, Feb, revised Oct 2012.
• Sumit Kunnumkal & Kalyan Talluri, 2012, "A new compact linear programming formulation for choice network revenue management," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1349, Dec.
• Robert BUCKI & Petr SUCHÃ NEK, 2012, "Computational Modelling Of The Parallel Logistic System," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 7, issue 1(19)/ Sp, pages 17-23.
• Ion IONESCU & Daniel GOAGÄ‚RÄ‚ & Oana STÄ‚ICULESCU, 2012, "Possibilities Of Cost Optimization In Public Passenger Transportation For R.A.T. Craiova," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 7, issue 2(20)/ Su, pages 123-130.
• Yun Bao & Carl Chiarella & Boda Kang, 2012, "Particle Filters for Markov Switching Stochastic Volatility Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 299, Jan.
• Francesco Bertoluzzo & Marco Corazza, 2012, "Reinforcement Learning for automatic financial trading: Introduction and some applications," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012:33, revised 2012.
• Silvia Faggian & Luca Grosset, 2012, "Optimal Investment in Age-Structured Goodwill," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_07.
• Monica Billio & Massimiliano Caporin & Michele Costola, 2012, "Backward/forward optimal combination of performance measures for equity screening," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_13.
• Diana Barro & Elio Canestrelli, 2012, "Downside risk in multiperiod tracking error models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_17.
• Diana Barro & Elio Canestrelli, 2012, "Dynamic tracking error with shortfall control using stochastic programming," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_18, revised 2012.
• Andrea Borghesan & Daniela Favaretto & Francesco Mason, 2012, "Constrained matchings in bipartite graphs," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 22, Nov.
• Rosen Nikolaev & Tanka Milkova, 2012, "Models For Optimal Attachment Of Consumers To Suppliers," An Annual Book of University of Economics - Varna, University of Economics - Varna, volume 84, issue 1, pages 133-179, January.
• Graeme J. Doole & Alvaro J. Romera & Alfredo A. Adler, 2012, "A Mathematical Optimisation Model of a New Zealand Dairy Farm: The Integrated Dairy Enterprise (IDEA) Framework," Working Papers in Economics, University of Waikato, number 12/01, Apr.
• Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski, 2012, "Investment strategies beating the market. What can we squeeze from the market?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2012-04.
• Hiroshi Sakamoto, 2012, "Future Prediction of the Prefectural Economy in Japan: Using a Stochastic Model," ERSA conference papers, European Regional Science Association, number ersa12p139, Oct.
• Ingrid Kubin & Laura Gardini, 2012, "Border Collision Bifurcations in Boom and Bust Cycles," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp137, Mar.
• Kubin, Ingrid & Gardini, Laura, 2012, "Border Collision Bifurcations in Boom and Bust Cycles," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 137, Mar.
• Gregory E. Givens, 2012, "Estimating Central Bank Preferences under Commitment and Discretion," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 6, pages 1033-1061, September, DOI: 10.1111/j.1538-4616.2012.00522.x.
• Robert H. Beach & Yuquan W. Zhang & Bruce A. Mccarl, 2012, "Modeling Bioenergy, Land Use, And Ghg Emissions With Fasomghg: Model Overview And Analysis Of Storage Cost Implications," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 1-34, DOI: 10.1142/S2010007812500121.
• Jirô Akahori & Andrea Macrina, 2012, "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-15, DOI: 10.1142/S0219024911006553.
• Edwin J Elton & Martin J Gruber (ed.), 2010, "Investments and Portfolio Performance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8034, ISBN: ARRAY(0x856865a8).
• Luiz Moutinho & Kun-Huang Huarng (ed.), 2012, "Quantitative Modelling in Marketing and Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8503, ISBN: ARRAY(0x8590cd48).
• Matheus R Grasselli & Lane P Hughston (ed.), 2012, "Finance at Fields," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8507, ISBN: ARRAY(0x85a9c848).
• Jirô Akahori & Andrea Macrina, 2012, "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Hamed Amini & Rama Cont & Andreea Minca, 2012, "Stress Testing The Resilience Of Financial Networks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Attakrit Asvanunt & Mark Broadie & Suresh Sundaresan, 2012, "Managing Corporate Liquidity: Strategies And Pricing Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• T. R. Bielecki & S. Crépey & M. Jeanblanc & B. Zargari, 2012, "Valuation And Hedging Of Cds Counterparty Exposure In A Markov Copula Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2012, "Information-Based Asset Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• René Carmona & Sergey Nadtochiy, 2012, "Tangent Models As A Mathematical Framework For Dynamic Calibration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Patrick Cheridito & Michael Kupper, 2012, "Composition Of Time-Consistent Dynamic Monetary Risk Measures In Discrete Time," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".