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

• Logica Banica & Daniela Pirvu & Alina Hagiu, 2012, "Intelligent Financial Forecasting, The key for a Successful Management," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 3, pages 192-206, July.
• Linda Margarita Medina Herrera & Ernesto Armando Pacheco Velázquez, 2012, "Distances And Networks: The Case Of Mexico," Accounting & Taxation, The Institute for Business and Finance Research, volume 4, issue 2, pages 39-48.
• Michael Godfrey & Andrew Manikas, 2012, "Teaching Supply Chain Management Students About Using Actual Motor Carrier Freight Rates In Purchase Lotsizing Models," Business Education and Accreditation, The Institute for Business and Finance Research, volume 4, issue 2, pages 49-59.
• James Robert E. Sampi Bravo, 2012, "Economic Growth And Redistribution: Evidence From Dynamic Games," Global Journal of Business Research, The Institute for Business and Finance Research, volume 6, issue 2, pages 23-40.
• Ya-Ling Huang & In-Fun Lee & Yen-Hsien Lee, 2012, "Modeling Operational Efficiency Using Data Envelopment Analysis: Evidence From Atlantic City Hotels," Global Journal of Business Research, The Institute for Business and Finance Research, volume 6, issue 3, pages 63-72.
• Amaya, Diego & Gauthier, Geneviève & Léautier, Thomas-Olivier, 2012, "Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 737, Apr.
• Lorenzo Castelli & Paola Pellegrini & Raffaele Pesenti, 2012, "Airport slot allocation in Europe: economic efficiency and fairness," International Journal of Revenue Management, Inderscience Enterprises Ltd, volume 6, issue 1/2, pages 28-44.
• Michele Baggio, 2012, "The Optimal Management of a Natural Resource with Switching Dynamics," IED Working paper, IED Institute for Environmental Decisions, ETH Zurich, number 12-19, Nov.
• Jean-Philippe Boussemart & Hervé Leleu & Oluwaseun Ojo, 2012, "Exploring cost dominance between high and low pesticide use in French crop farming systems by varying scale and output mix," Working Papers, IESEG School of Management, number 2012-ECO-11, Jun.
• D. Kremmydas & A. Petsakos & S. Rozakis, 2012, "Parametric Optimization of Linear and Non-Linear Models via Parallel Computing to Enhance Web-Spatial DSS Interactivity," International Journal of Decision Support System Technology (IJDSST), IGI Global Scientific Publishing, volume 4, issue 1, pages 14-29, January.
• Matthias Messner & Nicola Pavoni & Christopher Sleet, 2012, "Contractive Dual Methods for Incentive Problems," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 466.
• Guillermo Sierra Juárez, 2012, "El Modelo SABR y su Relación con la Geometría Diferencial: Valuación de Opciones de Compra de Dólares del Banco de México," 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 7, issue 2, pages 185-209, Julio-Dic.
• Giuseppe Coco & Raffaele Lagravinese, 2012, "Incentive Effects on Efficiency in Education Systems’ Performance," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 270, Oct.
• Robert Becker & Ram Sewak Dubey & Tapan Mitra, 2012, "On Ramsey Equilibrium: Capital Ownership Pattern and Inefficiency," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2012-007, Nov.
• Pineda-Saavedra, HUgo & Sierra-Juárez, Guillermo, 2012, "Opciones reales en la evaluación económica de activos minerales y energéticos," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 35, pages 67-83, tercer tr.
• Orlando Gomes & Alexandra Ferreira-Lopes & Tiago Neves Sequeira, 2012, "Exponential Discounting Bias," Working Papers Series 2, ISCTE-IUL, Business Research Unit (BRU-IUL), number 12-05, Jul.
• Neal Detert & Koji Kotani, 2012, "Real options approach to renewable energy investments in Mongolia," Working Papers, Research Institute, International University of Japan, number EMS_2012_10, Aug.
• Kenneth Judd & Lilia Maliar & Serguei Maliar, 2012, "Merging simulation and projection approaches to solve high-dimensional problems," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-20, Nov.
• Sauer, Robert M., 2012, "Does It Pay for Women to Volunteer?," IZA Discussion Papers, IZA Network @ LISER, number 6784, Aug.
• Deyan Radev, 2012, "Systemic Risk, Banking and Sovereign Debt in the Euro Area," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1207, Apr.
• Seitz Franz & Stoyan Dietrich & Tödter Karl-Heinz, 2012, "Diskussionsbeitrag / Discussion. Paper Coin: Migration and Seigniorage within the Euro Area," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 232, issue 1, pages 84-92, February, DOI: 10.1515/jbnst-2012-0107.
• D. Blueschke & V. Blueschke-Nikolaeva & Ivan Savin, 2012, "New Insights Into Optimal Control of Nonlinear Dynamic Econometric Models: Application of a Heuristic Approach," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2012-008, Mar.
• Sascha Kurz & Stefan Napel, 2012, "Heuristic and exact solutions to the inverse power index problem for small voting bodies," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2012-045, Jul.
• Ivan Savin & Peter Winker, 2012, "Lasso-type and Heuristic Strategies in Model Selection and Forecasting," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2012-055, Oct.
• Luca Di Corato & Natalia Montinari, 2012, "Flexible Waste Management under Uncertainty," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2012-066, Dec.
• William Barnett & Unal Eryilmaz, 2012, "An Analytical and Numerical Search for Bifurcations in Open Economy New Keynesian Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201210, Aug, revised Aug 2012.
• William Barnett & Unal Eryilmaz, 2012, "Hopf Bifurcation in the Clarida, Gali, and Gertler Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201211, Sep, revised Sep 2012.
• William Barnett & Alfredo Medio & Apostolos Serletis, 2012, "Nonlinear And Complex Dynamics In Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201223, Sep, revised Sep 2012.
• William Barnett & Apostolos Serletis & Demitre Serletis, 2012, "Nonlinear and Complex Dynamics in Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201238, Sep, revised Sep 2012.
• Alfred Greiner & Willi Semmler & Tobias Mette, 2012, "An Economic Model of Oil Exploration and Extraction," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 4, pages 387-399, December, DOI: 10.1007/s10614-011-9272-0.
• Raffaella Barone & Roy Cerqueti & Anna Quaranta, 2012, "Illegal finance and usurers behaviour," European Journal of Law and Economics, Springer, volume 34, issue 2, pages 265-277, October, DOI: 10.1007/s10657-010-9183-x.
• Birgit Bednar-Friedl & Doris Behrens & Michael Getzner, 2012, "Optimal Dynamic Control of Visitors and Endangered Species in a National Park," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 52, issue 1, pages 1-22, May, DOI: 10.1007/s10640-011-9515-5.
• Thorsten Poddig & Albina Unger, 2012, "On the robustness of risk-based asset allocations," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 3, pages 369-401, September, DOI: 10.1007/s11408-012-0190-5.
• Alberto Bucci & Chiara Del Bo, 2012, "On the interaction between public and private capital in economic growth," Journal of Economics, Springer, volume 106, issue 2, pages 133-152, June, DOI: 10.1007/s00712-011-0239-3.
• Dirk Bethmann & Markus Reiß, 2012, "Simplifying numerical analyses of Hamilton–Jacobi–Bellman equations," Journal of Economics, Springer, volume 107, issue 2, pages 101-128, October, DOI: 10.1007/s00712-012-0270-z.
• Masashi Miyagawa, 2012, "Joint distribution of distances to the first and the second nearest facilities," Journal of Geographical Systems, Springer, volume 14, issue 2, pages 209-222, April, DOI: 10.1007/s10109-010-0143-3.
• L. Sedda & P. Atkinson & E. Barca & G. Passarella, 2012, "Imputing censored data with desirable spatial covariance function properties using simulated annealing," Journal of Geographical Systems, Springer, volume 14, issue 3, pages 265-282, July, DOI: 10.1007/s10109-010-0145-1.
• Justin Yates & Sujeevraja Sanjeevi, 2012, "Assessing the impact of vulnerability modeling in the protection of critical infrastructure," Journal of Geographical Systems, Springer, volume 14, issue 4, pages 415-435, October, DOI: 10.1007/s10109-012-0161-4.
• Hyun Kim, 2012, "P-hub protection models for survivable hub network design," Journal of Geographical Systems, Springer, volume 14, issue 4, pages 437-461, October, DOI: 10.1007/s10109-011-0157-5.
• Steven Levkoff & R. Russell & William Schworm, 2012, "Boundary problems with the “Russell” graph measure of technical efficiency: a refinement," Journal of Productivity Analysis, Springer, volume 37, issue 3, pages 239-248, June, DOI: 10.1007/s11123-011-0241-3.
• Bart Frijns & Dimitris Margaritis & Maria Psillaki, 2012, "Firm efficiency and stock returns," Journal of Productivity Analysis, Springer, volume 37, issue 3, pages 295-306, June, DOI: 10.1007/s11123-011-0246-y.
• Jesus Pastor & C. Lovell & Juan Aparicio, 2012, "Families of linear efficiency programs based on Debreu’s loss function," Journal of Productivity Analysis, Springer, volume 38, issue 2, pages 109-120, October, DOI: 10.1007/s11123-011-0216-4.
• Vladimir Krivonozhko & Finn Førsund & Andrey Lychev, 2012, "Returns-to-scale properties in DEA models: the fundamental role of interior points," Journal of Productivity Analysis, Springer, volume 38, issue 2, pages 121-130, October, DOI: 10.1007/s11123-011-0253-z.
• Hirofumi Fukuyama & Kazuyuki Sekitani, 2012, "An efficiency measure satisfying the Dmitruk–Koshevoy criteria on DEA technologies," Journal of Productivity Analysis, Springer, volume 38, issue 2, pages 131-143, October, DOI: 10.1007/s11123-011-0248-9.
• Thomas Sexton & Herbert Lewis, 2012, "Measuring efficiency in the presence of head-to-head competition," Journal of Productivity Analysis, Springer, volume 38, issue 2, pages 183-197, October, DOI: 10.1007/s11123-011-0243-1.
• Po-Chi Chen, 2012, "Measurement of technical efficiency in farrow-to-finish swine production using multi-activity network data envelopment analysis: evidence from Taiwan," Journal of Productivity Analysis, Springer, volume 38, issue 3, pages 319-331, December, DOI: 10.1007/s11123-012-0267-1.
• Keith Dougherty & Julian Edward, 2012, "Voting for Pareto optimality: a multidimensional analysis," Public Choice, Springer, volume 151, issue 3, pages 655-678, June, DOI: 10.1007/s11127-011-9763-5.
• Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain, 2012, "A practitioner’s guide to Bayesian estimation of discrete choice dynamic programming models," Quantitative Marketing and Economics (QME), Springer, volume 10, issue 2, pages 151-196, June, DOI: 10.1007/s11129-012-9119-6.
• Wikil Kwak & Yong Shi & Gang Kou, 2012, "Bankruptcy prediction for Korean firms after the 1997 financial crisis: using a multiple criteria linear programming data mining approach," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 4, pages 441-453, May, DOI: 10.1007/s11156-011-0238-z.
• Andrew Chen & Frank Fabozzi & Dashan Huang, 2012, "Portfolio revision under mean-variance and mean-CVaR with transaction costs," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 4, pages 509-526, November, DOI: 10.1007/s11156-012-0292-1.
• Alexander Zaigraev & Serguei Kaniovski, 2012, "Bounds on the competence of a homogeneous jury," Theory and Decision, Springer, volume 72, issue 1, pages 89-112, January, DOI: 10.1007/s11238-010-9216-5.
• Panthasu I. & C. Potchanasin., 2012, "An optimal production plan under risk in Muang Pam Village, Pang Ma Pha district, Mae Hong Son province," Working Papers, Kasetsart University, Department of Agricultural and Resource Economics, number 201201, Feb.
• Takashi Kamihigashi, 2012, "Existence and Uniqueness of a Fixed Point for the Bellman Operator in Deterministic Dynamic Programming," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2012-05, Feb.
• Yiyong Cai & Takashi Kamihigashi & John Stachurski, 2012, "Stochastic Optimal Growth with Risky Labor Supply," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2012-24, Oct.
• Takashi Kamihigashi & John Stachurski, 2012, "Exact Draws from the Stationary Distribution of Entry-Exit Models," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2012-26, Oct.
• Takashi Kamihigashi, 2012, "Elementary Results on Solutions to the Bellman Equation of Dynamic Programming: Existence, Uniqueness, and Convergence," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2012-31, Nov.
• Raouf Boucekkine & Aude Pommeret & Fabien Prieur, 2012, "Optimal Regime Switching and Threshold Effects: Theory and Application to a Resource Extraction Problem under Irreversibility," Working Papers, LAMETA, Universtiy of Montpellier, number 12-14, May, revised May 2012.
• Raouf Boucekkine & Aude Pommeret & Fabien Prieur, 2012, "On the Timing and Optimality of Capital Controls: Public Expenditures, Debt Dynamics and Welfare," Working Papers, LAMETA, Universtiy of Montpellier, number 12-15, May, revised May 2012.
• Raouf Boucekkine & Aude Pommeret & Fabien Prieur, 2012, "On the timing and optimality of capital controls: Public expenditures, debt dynamics and welfare," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 12.01, May.
• Raouf Boucekkine & Aude Pommeret & Fabien Prieur, 2012, "Optimal regime switching and threshold effects: theory and application to a resource extraction problem under irreversibility," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 12.02, May.
• Arnaud Dragicevic & Bernard Sinclair-Desgagné, 2012, "Sustainable Network Dynamics," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2012-02, Jul, revised Jul 2012.
• Marielle Brunette & Stéphane Couture & Jacques Laye, 2012, "Optimizing forest management when storms have an impact on both production and price: a Markov decision process approach," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2012-03, Aug, revised Aug 2012.
• Kevin Glazebrook & Joern Meissner & Jochen Schurr, 2012, "How big should my store be? On the interplay between shelf-space, demand learning and assortment decisions," Working Papers, Department of Management Science, Lancaster University, number MRG/0021, Dec, revised Dec 2012.
• Marc Boissaux & Jang Schiltz, 2012, "Conditioned Higher Moment Portfolio Optimisation Using Optimal Control," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 12-2.
• Paolo Vitale, 2012, "Linear Risk-averse Optimal Control Problems: Applications in Economics and Finance," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1203.
• Pascal François & Geneviève Gauthier & Frédéric Godin, 2012, "Optimal Hedging when the Underlying Asset Follows a Regime-switching Markov Process," Cahiers de recherche, CIRPEE, number 1234.
• Ngoc Q. Pham & Anh Thu Tran & Anh Tuan Dau & Dang Trung Le & Hong Lien Le & Mai Phuong thi Nguyen, 2012, "Privatization and Poverty Reduction in Vietnam Optimal choices and its potential impacts," Working Papers MPIA, PEP-MPIA, number 2012-02.
• Christoph Himmels & Tatiana Kirsanova, 2012, "The interest rate - exchange rate nexus: exchange rate regimes and policy equilibria," Economics Discussion Paper Series, Economics, The University of Manchester, number 1219.
• Christoph Himmels & Tatiana Kirsanova, 2012, "Escaping Expectation Traps: How Much Commitment is Required?," Economics Discussion Paper Series, Economics, The University of Manchester, number 1220.
• Zamanzadeh, Hamid & Jalali Naini, Ahmad Reza, 2012, "Fiscal dominance and fiscal policy in Iranian economy: A Dynamic Stochastic General Equilibrium approach," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 5, issue 13, pages 1-34, December.
• 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: j.1538-4616.2012.00522.x.
• Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink, 2012, "Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0685, Jun.
• Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink, 2012, "Exact and heuristic approaches for the index tracking problem with UCITS constraints," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 081, May.
• Hooi Hooi Lean & Ma. Rebecca Valenzuela, 2012, "Inequality in Australia 1983-2004: A Stochastic Dominance Approach," Monash Economics Working Papers, Monash University, Department of Economics, number 06-12, Mar.
• Rania Hentati-Kaffel & Jean-Luc Prigent, 2012, "Structured portfolio analysis under SharpeOmega ratio," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12002, Jan.
• Thierry Bréchet & Carmen Camacho & Vladimir M. Veliov, 2012, "Adaptive Model-Predictive Climate Policies in a Multi-Country Setting," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12029, Apr.
• Martín Egozcue & Sébastien Massoni & Wing-Keung Wong & Ricardas Zitikis, 2012, "Integration-segregation decisions under general value functions: "Create your own bundle — choose 1, 2, or all 3!"," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12057, Sep, DOI: 10.1093/imaman/dps024.
• Maria Lykidi & Jean-Michel Glachant & Pascal Gourdel, 2012, "The optimal short-term management of flexible nuclear plants in a competitive electricity market as a case of competition with reservoir," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12058, Oct.
• Weihong HUANG & Zhenxi CHEN, 2012, "Regional Financial Markets With Common Currency," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1210, Oct.
• Weihong HUANG & Zhenxi CHEN, 2012, "Heterogeneous Agents in Multi-markets: A Coupled Map Lattices Approach," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1211, Nov.
• Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2012, "Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration," NBER Working Papers, National Bureau of Economic Research, Inc, number 17890, Mar.
• Daron Acemoglu & Martin Kaae Jensen, 2012, "Robust Comparative Statics in Large Dynamic Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 18178, Jun.
• Bennett T. McCallum, 2012, "Determinacy, Learnability, Plausibility, and the Role of Money in New Keynesian Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 18215, Jul.
• Derek M. Lemoine & Christian P. Traeger, 2012, "Tipping Points and Ambiguity in the Economics of Climate Change," NBER Working Papers, National Bureau of Economic Research, Inc, number 18230, Jul.
• Bennett T. McCallum, 2012, "A Continuity Refinement for Rational Expectations Solutions," NBER Working Papers, National Bureau of Economic Research, Inc, number 18323, Aug.
• Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2012, "Continuous-Time Methods for Integrated Assessment Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 18365, Sep.
• Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2012, "Merging Simulation and Projection Approaches to Solve High-Dimensional Problems," NBER Working Papers, National Bureau of Economic Research, Inc, number 18501, Nov.
• Yongyang Cai & Kenneth L. Judd, 2012, "Dynamic Programming with Hermite Approximation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18540, Nov.
• Bruno Strulovici & Martin Szydlowski, 2012, "On the Smoothness of Value Functions," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1542, Aug.
• Ivan Savin & Peter Winker, 2013, "Heuristic model selection for leading indicators in Russia and Germany," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2012, issue 2, pages 67-89, DOI: 10.1787/jbcma-2012-5k49pkpbf76j.
• Chirila Emil, 2012, "Financial Stability - The Pre-Requisit Of A Successful Financial Activity," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 671-677, July.
• Droj Laurentiu, 2012, "Financial Performance Analysis Based On The Financial Statements For The Companies Located In The Bihor - Hajdu Bihar Euroregion," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 464-470, December.
• Droj Laurentiu & Droj Gabriela, 2012, "Usage Of Acb-Minind Software In The Cba Analysis For Financing Investment Projects Through European Funding In Correlation With The Financing From The Banking System," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 551-556, December.
• Matthew Salois & Charles Moss & Kenneth Erickson, 2012, "Farm income, population and farmland prices: a relative information approach," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 39, issue 2, pages 289-307, April.
• Andrew P. Blake & Tatiana Kirsanova, 2012, "Discretionary Policy and Multiple Equilibria in LQ RE Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 79, issue 4, pages 1309-1339.
• Suleyman Basak & Georgy Chabakauri, 2012, "Dynamic Hedging in Incomplete Markets: A Simple Solution," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 6, pages 1845-1896.
• Serban Florentin & Busu Mihail & Tudorache Ana, 2012, "Building an Optimal Portfolio Using Fundamental Analysis of Stocks," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1672-1677, May.
• Sîrghi Nicoleta & Neamtu Mihaela, 2012, "Increasing Firm's Competences through Evolutionary Games," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 519-524, Decembre.
• Postan Mykhaylo & Savel’eva Iryna, 2012, "Method of Equilibrium Solution Determination for Ports Operators in Competition Environment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 3, pages 1-53, Decembre.
• Fabien Priuer & Mabel Tidball & Cees Withagen, 2011, "Optimal Emission-Extraction Policy in a World of Scarcity and Irreversibility," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 077, Dec.
• Nikolay Aleksandrov & Raphael Espinoza & Lajos Gyurko, 2012, "Optimal Oil Production and the World Supply of Oil," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 092, Aug.
• John Quah, 2012, "A revealed preference test for weakly separable preferences," Economics Series Working Papers, University of Oxford, Department of Economics, number 601, Apr.
• Benita Maldonado, Francisco J. & Gaytán Alfaro, Edgar D. & Rodallegas Portillo, Mayra C., 2012, "Un estudio no paramétrico de eficiencia para la minería de Zacatecas, México || A Non-Parametric Approach to Efficiency for Mining in Zacatecas, Mexico," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 14, issue 1, pages 54-75, December.
• Guillermo Moloche, 2012, "Introducción Al Cálculo De Malliavin Para Las Finanzas Con Aplicación A La Elección Dinámica De Portafolio," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2012-347.
• 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(0x70bd8f60), May.
• 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(0x63cef188), May.
• Matheus R Grasselli & Lane P Hughston (ed.), 2012, "Finance at Fields," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8507, ISBN: ARRAY(0x60120d48), May.
• 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".
• Giuseppe Di Graziano & Lorenzo Torricelli, 2012, "Target Volatility Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Damir Filipović & Lane P. Hughston & Andrea Macrina, 2012, "Conditional Density Models For Asset Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Hans Föllmer & Irina Penner, 2012, "Monetary Valuation Of Cash Flows Under Knightian Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Marco Frittelli & Emanuela Rosazza Gianin, 2012, "On The Penalty Function And On Continuity Properties Of Risk Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Marco Frittelli & Marco Maggis, 2012, "Conditional Certainty Equivalent," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Pavel V. Gapeev, 2012, "Pricing Of Perpetual American Options In A Model With Partial Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Paul Gassiat & Huyên Pham & Mihai Sîrbu, 2012, "Optimal Investment On Finite Horizon With Random Discrete Order Flow In Illiquid Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Jim Gatheral & Alexander Schied, 2012, "Optimal Trade Execution Under Geometric Brownian Motion In The Almgren And Chriss Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Jim Gatheral & Tai-Ho Wang, 2012, "The Heat-Kernel Most-Likely-Path Approximation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Paul Glasserman & Qi Wu, 2012, "Forward And Future Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Svante Janson & Sokhna M'Baye & Philip Protter, 2012, "Absolutely Continuous Compensators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Dilip B. Madan & Wim Schoutens, 2012, "Conic Finance And The Corporate Balance Sheet," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Michael Monoyios & Andrew Ng, 2012, "Optimal Exercise Of An Executive Stock Option By An Insider," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• M. Musiela & T. Zariphopoulou, 2012, "Initial Investment Choice And Optimal Future Allocations Under Time-Monotone Performance Criteria," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Jan Obłój & Frédérik Ulmer, 2012, "Performance Of Robust Hedges For Digital Double Barrier Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Thorsten Schmidt & Jerzy Zabczyk, 2012, "Cdo Term Structure Modelling With Lévy Processes And The Relation To Market Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Daniel Toro-Gonzalez & Jia Yan & Karina Gallardo & Jill McCluskey, 2012, "Quality Differentiation with Flavors: Demand Estimation of Unobserved Attributes," Working Papers, School of Economic Sciences, Washington State University, number 2012-6, Aug.
• Jude Bayham & Jonathan K. Yoder, 2012, "Wildfire Hazards: A Model of Disaster Response," Working Papers, School of Economic Sciences, Washington State University, number 2012-9.
• Anna Kowalska-Pyzalska, 2012, "Optimal placement of distributed generation in the distribution network: Assessment of economic and technical effectiveness of investments," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/07.
• Martin Forster & Davide La Torre & Peter Lambert, 2012, "Optimal control of inequality under uncertainty," Discussion Papers, Department of Economics, University of York, number 12/07, Mar.
• Bosello, Francesco & De Cian, Enrica & Ferranna, Licia, 2012, "Choosing the optimal climate change policy in the presence of catastrophic risk," EIB Working Papers, European Investment Bank (EIB), number 2012/03.
• Mumm, Harald, 2012, "Optimale Lösungen von Tourenoptimierungsproblemen mit geteilter Belieferung, Zeitfenstern, Servicezeiten und vier LKW-Typen," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 08/2012.
• Gomes, Orlando, 2012, "Information stickiness in general equilibrium and endogenous cycles," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-46.
• Delzeit, Ruth & Britz, Wolfgang, 2012, "An economic assessment of biogas production and land use under the German renewable energy source act," Kiel Working Papers, Kiel Institute for the World Economy, number 1767.
• Delzeit, Ruth & Britz, Wolfgang & Kreins, Peter, 2012, "An economic assessment of biogas production and land use under the German renewable energy source act," Kiel Working Papers, Kiel Institute for the World Economy, number 1767 [rev.].
• Schmidt, Sebastian & Wieland, Volker, 2012, "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 52.
• Kim, Young Shin & Giacometti, Rosella & Rachev, Svetlozar T. & Fabozzi, Frank J. & Mignacca, Domenico, 2012, "Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 44, DOI: 10.5445/IR/1000029307.
• Stahl, Stefan, 2012, "Investitionsbewertung unter Berücksichtigung von Umweltschutz als eigenständigem Formalziel," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 128.
• Lan, Hong & Meyer-Gohde, Alexander, 2012, "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-015.
• Hirschberger, Markus & Steuer, Ralph E. & Utz, Sebastian & Wimmer, Maximilian, 2012, "Is socially responsible investing just screening? Evidence from mutual funds," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-025.
• Härdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2012, "Support vector machines with evolutionary feature selection for default prediction," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-030.
• Winkler, Roland & Wohltmann, Hans-Werner, 2012, "Rational Expectations Models with Anticipated Shocks and Optimal Policy," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62030.
• Bilkic, Natasa & Gries, Thomas, 2012, "When to Attack an Oppressive Government?," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62031.
• De Witte, Kristof & Geys, Benny, 2012, "Citizen coproduction and efficient public good provision: Theory and evidence from local public libraries," Discussion Papers, Research Professorship & Project "The Future of Fiscal Federalism", WZB Berlin Social Science Center, number SP II 2012-108.
• Göcke, Matthias, 2012, "Play-hysteresis in supply as part of a market model," Discussion Papers, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU), number 61.
• Katalin Martinás & Zsolt Gilányi, 2012, "Greatest Happiness Principle in a Complex System: Maximisation versus Driving Force," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 10, issue 2, pages 103-113.
• Katalin Martinás, 2012, "Greatest Happiness Principle in a Complex System Approach," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 10, issue 2, pages 88-102.
• Andrew Clausen & Carlo Strub, 2012, "Envelope theorems for non-smooth and non-concave optimization," ECON - Working Papers, Department of Economics - University of Zurich, number 062, Apr.
• Michelle Sovinsky Goeree & Bridget Hiedemann & Steven Stern, 2012, "Will you still want me tomorrow? The dynamics of families' long-term care arrangements," ECON - Working Papers, Department of Economics - University of Zurich, number 088, Jul.
• Carlo Andrea Bollino & Gianfranco Di Vaio & Paolo Polinori, 2012, "Spillover ed eterogeneità spaziali nei livelli d’efficienza delle amministrazioni locali: un’applicazione ai comuni dell’Emilia Romagna," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 101/2012, Feb.
• Gonçalo Faria & João Correia-da-Silva, 2012, "Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 472, Oct.
• Marta S.R. Monteiro & Dalila B.M.M. Fontes & Fernando A.C.C. Fontes, 2012, "Ant Colony Optimization: a literature survey," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 474, Dec.
• Marta S.R. Monteiro & Dalila B.M.M. Fontes & Fernando A.C.C. Fontes, 2012, "Solving Concave Network Flow Problems," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 475, Dec.
• 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.