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

2004

• Le-Anh, T. & de Koster, M.B.M., 2004, "Online Dispatching Rules For Vehicle-Based Internal Transport Systems," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-031-LIS, Jun.
• Birbil, S.I. & Frenk, J.B.G. & Zhang, S., 2004, "Generalized Fractional Programming With User Interaction," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-033-LIS, Jun.
• Jans, R.F. & Degraeve, Z., 2004, "Meta-Heuristics for Dynamic Lot Sizing: a review and comparison of solution approaches," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-042-LIS, Jun.
• Fischetti, M. & Kroon, L.G. & Timmer, G. & Vromans, M.J.C.M. & Abbink, E.J.W., 2004, "Reinventing Crew Scheduling at Netherlands Railways," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-046-LIS, Jul.
• Pak, K. & Dekker, R., 2004, "Cargo Revenue Management: Bid-Prices for a 0-1 Multi Knapsack Problem," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-055-LIS, Aug.
• Le-Anh, T. & de Koster, M.B.M., 2004, "Real-Time Scheduling Approaches for Vehicle-Based Internal Transport Systems," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-056-LIS, Aug.
• Bayindir, Z.P. & Birbil, S.I. & Frenk, J.B.G., 2004, "A Multi-Item Inventory Model With Joint Setup And Concave Production Costs," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-044-LIS, Aug.
• Frenk, J.B.G. & Kassay, G., 2004, "The Level Set Method Of Joó And Its Use In Minimax Theory," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-045-LIS, Aug.
• van der Laan, E.A. & Teunter, R.H., 2004, "Simple heuristics for push and pull remanufacturing policies," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-090-LIS, Oct.
• Naso, D. & Surico, M. & Turchiano, B. & Kaymak, U., 2004, "Genetic Algorithms in Supply Chain Scheduling of Ready-Mixed Concrete," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-096-LIS, Nov.
• Le-Anh, T. & de Koster, M.B.M., 2004, "Multi-Attribute Dispatching Rules For Agv Systems With Many Vehicles," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-077-LIS, Nov.
• Le-Duc, T. & de Koster, M.B.M., 2004, "Travel Time Estimation and Order Barching in a 2-Block Warehouse," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-098-LIS, Nov.
• Xinmin Hu & Daniel Ralph & Eric K. Ralph & Peter Bardsley & Michael C. Ferris, 2004, "Electricity Generation with Looped Transmission Networks: Bidding to an ISO," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EP65, Jun.
• Timo Trimborn & Karl-Josef Koch & Thomas M. Steger, 2004, "Multi-dimensional transitional dynamics : a simple numerical procedure," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 04/35, Dec.
• Zdenìk Zmeškal, 2004, "Hedging Strategies and Financial Risks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 1-2, pages 50-63, January.
• Tichý Tomáš, 2004, "Replication Methods in the Pricing and Hedging of Barrier Options," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 7-8, pages 305-324, July.
• Simone Borghesi & Angelo Antoci & Paolo Russu, 2004, "Biodiversity and Economic Growth: Stabilization Versus Preservation of the Ecological Dynamics," Working Papers, Fondazione Eni Enrico Mattei, number 2004.18, Jan.
• Winfried Hallerbach, Haikun Ning, Jaap Spronk, 2004, "The Effects of Decision Flexibility in the Hierarchical Investment Decision Process," Frontiers in Finance and Economics, SKEMA Business School, volume 1, issue 1, pages 17-36, June.
• John Krainer & Milton H. Marquis, 2004, "Mortgages as Recursive Contracts," Working Paper Series, Federal Reserve Bank of San Francisco, number 2003-03, Sep, DOI: 10.24148/wp2003-03.
• Manoj Atolia & Edward F. Buffie, 2004, "Solving for the Global Nonlinear Saddlepath: Reverse Shooting vs. Approximation Methods," Working Papers, Department of Economics, Florida State University, number wp2004_08_01, Aug.
• Manoj Atolia & Edward F. Buffie, 2004, "Reverse Shooting Made Easy: Solving for the Global Nonlinear Saddle Path," Working Papers, Department of Economics, Florida State University, number wp2009_01_01, Aug, revised Jan 2009.
• Jiménez, M. & Arenas, M & Bilbao, A. & Rodríguez Uría, M. V., 2004, "Solving Fuzzy Goal Programming Problems," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 19-33, May.
• Cuong Le Van & H. Cagri Saglam, 2004, "Quality of Knowledge Technology, Returns to Production Technology and Economic Development," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00118994, Apr, DOI: 10.1017/S1365100503030086.
• Cuong Le Van & H. Cagri Saglam, 2004, "Optimal growth models and the Lagrange multiplier," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00118996, DOI: 10.1016/j.jmateco.2003.10.002.
• Hippolyte d'Albis & Pascal Gourdel & Cuong Le Van, 2004, "Existence of Solutions in Continuous-time Optimal Growth Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03330885, Jun.
• Cuong Le Van & H. Cagri Saglam, 2004, "Quality of Knowledge Technology, Returns to Production Technology and Economic Development," Post-Print, HAL, number halshs-00118994, Apr, DOI: 10.1017/S1365100503030086.
• Cuong Le Van & H. Cagri Saglam, 2004, "Optimal growth models and the Lagrange multiplier," Post-Print, HAL, number halshs-00118996, DOI: 10.1016/j.jmateco.2003.10.002.
• Hippolyte d'Albis & Pascal Gourdel & Cuong Le Van, 2004, "Existence of Solutions in Continuous-time Optimal Growth Models," Post-Print, HAL, number halshs-03330885, Jun.
• Goenka, Aditya & Poulsen, Odile, 2004, "Factor Intensity Reversal and Ergodic Chaos," Working Papers, University of Aarhus, Aarhus School of Business, Department of Economics, number 04-13, Dec.
• Sandal, Leif K. & Berge, Gerhard, 2004, "A method for numerical and analytical solutions to a class of nonlinear optimal control problems," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2004/2, Mar.
• Sandal, Leif Kristoffer & Steinshamn, Stein Ivar, 2004, "Pollution Decay, Consumer Awareness and Optimal Carbon Taxes," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2004/7, Jun.
• Eliasson, Gunnar, 2004, "Managament in a New and Experimentally Organized Economy," Ratio Working Papers, The Ratio Institute, number 51, Jun.
• Marklund, Per-Olov, 2004, "Essays on Productive Efficiency, Shadow Prices, and Human Capital. PhD Thesis," Umeå Economic Studies, Umeå University, Department of Economics, number 621, Feb.
• Víctor M. Giménez García, 2004, "Un modelo FDH para la medida de la eficiencia en costes de los departamentos universitarios," Hacienda Pública Española / Review of Public Economics, IEF, volume 168, issue 1, pages 69-92, march.
• Naohito Abe & Tomoaki Yamada, 2004, "Life-Cycle Model and Consumption: Structural Estimation of Precautionary and Life-Cycle Motives (in Japanese)," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d04-37, Aug.
• D. Granot & H. Hamers & J. Kuipers & M. Maschler, 2004, "Chinese Postman Games on a Class of Eulerian Graphs," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp366, Jul.
• Olivier Gossner & Penelope Hernandez & Abraham Neyman, 2004, "Optimal Use of Communication Resources," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp377, Dec.
• Tom Kompas & Pham Van Ha & R. Quentin Grafton, 2004, "Saving the Seas: The Economic Justification for Marine Reserves," International and Development Economics Working Papers, International and Development Economics, number idec04-3.
• R. Quentin Grafton & Tom Kompas & P. Dorian Owen, 2004, "Bridging the Barriers: Knowledge Connections, Productivity, and Capital Accumulation," International and Development Economics Working Papers, International and Development Economics, number idec04-5.
• Andrew J. Leach, 2004, "The Climate Change Learning Curve," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 04-03, Apr.
• Ángel M. Prieto & José L. Zofío, 2004, "Stock splits: Modelización de la gestión ambiental preventiva mediante estándares," Investigaciones Economicas, Fundación SEPI, volume 28, issue 1, pages 43-66, January.
• Matthias Messner & Nicola Pavoni, 2004, "On the Recursive Saddle Point Method," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 255.
• Espino, Emilio, 2004, "On Ramsey's Conjecture: Efficient Allocations in the Neoclassical Growth Model with Private Information," Economics Series, Institute for Advanced Studies, number 154, May.
• Brian M Lucey & Edel Tully & Valerio Poti, 2005, "International Portfolio Formation, Skewness & the Role of Gold," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp030, Jan.
• Jorge Rivera, 2004, "Una aplicación del análisis no diferenciable a la economía matemática: caracterización de la hipótesis de libre eliminación por medio del cono normal a la frontera del conjunto," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 19, issue 2, pages 147-156, December.
• Bellemare, Charles, 2004, "A Life-Cycle Model of Outmigration and Economic Assimilation of Immigrants in Germany," IZA Discussion Papers, IZA Network @ LISER, number 1012, Feb.
• Augurzky, Boris & Kluve, Jochen, 2004, "Assessing the Performance of Matching Algorithms When Selection into Treatment Is Strong," IZA Discussion Papers, IZA Network @ LISER, number 1301, Sep.
• Emilio Barucci & Roberto Monte & Roberto Renò, 2004, "Asset Price Anomalies under Bounded Rationality," Computational Economics, Springer;Society for Computational Economics, volume 23, issue 3, pages 255-269, April.
• P. Ruben Mercado, 2004, "The Timing of Uncertainty and the Intensity of Policy," Computational Economics, Springer;Society for Computational Economics, volume 23, issue 4, pages 303-313, June.
• Francisco André & Emilio Cerdá, 2004, "Landfill Construction and Capacity Expansion," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 28, issue 4, pages 409-434, August, DOI: 10.1023/B:EARE.0000036781.00132.87.
• Ramanathan Sugumaran & James C. Meyer & Jim Davis, 2004, "A Web-based environmental decision support system (WEDSS) for environmental planning and watershed management," Journal of Geographical Systems, Springer, volume 6, issue 3, pages 307-322, October, DOI: 10.1007/s10109-004-0137-0.
• Finn Førsund & Lennart Hjalmarsson, 2004, "Are all Scales Optimal in DEA? Theory and Empirical Evidence," Journal of Productivity Analysis, Springer, volume 21, issue 1, pages 25-48, January, DOI: 10.1023/B:PROD.0000012451.84910.6e.
• Dongwan An & Jae-Sun Roh & Kwansoo Kim, 2004, "The Dynamics Of Productivity Changes in The Korean Manufacturing Industry: Nonparametric Directional Distance Function Approach," Korean Economic Review, Korean Economic Association, volume 20, pages 115-134.
• Takashi Kamihigashi, 2004, "Necessity of the Transversality Condition for Stochastic Models with Bounded or CRRA Utility," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 152, Mar.
• Takashi Kamihigashi & Santanu Roy, 2004, "Dynamic Optimization with a Nonsmooth, Nonconvex Technology: The Case of a Linear Objective Function," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 161, Jul.
• Takashi Kamihigashi, 2004, "Necessity of the Transversality Condition for Stochastic Models with Bounded or CRRA Utility," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 162, Aug, revised Oct 2004.
• Bruce A. Conway & Klaus Reiner Schenk-Hoppé, 2004, "(Un)anticipated Technological Change in an Endogenous Growth Model," Discussion Papers, University of Copenhagen. Department of Economics, number 04-08, Apr.
• Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER, 2004, "Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 04.10, Jun.
• Laurent Lesnard, 2004, "Schedules as sequences: a new method to analyze the use of time based on collective rhythm with an application to the work arrangements of French dual-earner couples," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), volume 1, issue 1, pages 60-84, August.
• Awi Federgruen & Joern Meissner, 2004, "Competition under Time-Varying Demands and Dynamic Lot-Sizing Costs," Working Papers, Department of Management Science, Lancaster University, number MRG/0003, Jun, revised May 2008.
• Awi Federgruen & Joern Meissner, 2004, "Probabilistic Analysis of Multi-Item Capacitated Lot Sizing Problems," Working Papers, Department of Management Science, Lancaster University, number MRG/0004, Nov, revised Apr 2005.
• Charles Bellemare, 2004, "A Life-Cycle Model of Outmigration and Economic Assimilation of Immigrants in Germany," Cahiers de recherche, CIRPEE, number 0430.
• Cuong Le Van & John Stachurski, 2004, "Parametric Continuity of Stationary Distributions," Department of Economics - Working Papers Series, The University of Melbourne, number 899.
• Mhand Hifi & Slim Sadfi & Abdelkader Sbihi, 2004, "An exact algorithm for the multiple-choice multidimensional knapsack problem," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04024, Mar.
• Hippolyte d'Albis & Pascal Gourdel & Cuong Le Van, 2004, "Existence of solutions in continuous-time optimal growth models," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04063, Jun.
• Mhand Hifi & Rym M'Hallah, 2004, "Strip generation algorithms for constrained two-dimensional two-staged cutting problems: part II," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04095, Nov.
• Charalambos D. Aliprantis & Monique Florenzano & Rabee Tourky, 2004, "Equilibria in production economies," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04116, Nov.
• Gaël Giraud, 2004, "The limit-price exchange process," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04118, Sep.
• Gaël Giraud, 2004, "Walrasian non-tâtonnement with incomplete and imperfect markets," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04119, Aug.
• Joachim Zietz, 2004, "Dynamic Programming: An Introduction by Example," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 200405, Sep.
• Satya Muthuswamy & Gary Davis & David Levinson & Panos Michalopoulos, 2004, "Freeway Origin Destination Matrices: Not as Simple as They Seem," Working Papers, University of Minnesota: Nexus Research Group, number 000031.
• K. Vela Velupillai, 2004, "A Disequilibrium Macrodynamic Model of Fluctuations," Working Papers, National University of Ireland Galway, Department of Economics, number 0081, revised 2004.
• John K.-H. Quah, 2004, "Comparative Statics with Concave and Supermodular Functions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W01, Feb.
• John K.-H. Quah, 2004, "The existence of equilibrium when excess demand obeys the weak axiom," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W07, Mar.
• Alexey Malakhov & Rakesh V. Vohra, 2004, "Single and Multi-Dimensional Optimal Auctions - A Network Approach," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1397, Jul.
• Huy Chhaing & Eiji Takeda, 2004, "The Effect of Partial Information Sharing in a Two-Level Supply Chain," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 04-02, Feb.
• Edmund Fitzgerald & Valpy Fitzgerald, 2004, "Monetary Models and Inflation Targeting in Emerging Market Economies," Economics Series Working Papers, University of Oxford, Department of Economics, number 189, May.
• Juan F. Castro, 2004, "On the Reasons Behind Fear of Floating: Pass-through Effects vs. Contractionary Depreciations," Working Papers, Centro de Investigación, Universidad del Pacífico, number 04-02, Jan.
• F R Førsund & L Hjalmarsson, 2004, "Calculating scale elasticity in DEA models," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 55, issue 10, pages 1023-1038, October, DOI: 10.1057/palgrave.jors.2601741.
• Giuseppe Freni & Fausto Gozzi & Neri Salvadori, 2004, "Existence of Optimal Strategies in linear Multisector Models," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2004/29, Jan.
• Helge Sanner, 2004, "Economy vs. History: What Does Actually Determine the Distribution of Firms' Locations in Cities?," Volkswirtschaftliche Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 67, Jun, revised Sep 2004.
• Mota, Rui Pedro & Domingos, Tiago, 2004, "Optimal ecosystem management with structural dynamics," MPRA Paper, University Library of Munich, Germany, number 13344, Feb.
• Antoci, Angelo & Borghesi, Simone & Russu, Paolo, 2004, "Biodiversity and economic growth: stabilization versus preservation of the ecological dynamics," MPRA Paper, University Library of Munich, Germany, number 13666.
• Mishra, SK, 2004, "On generating correlated random variables with a given valid or invalid Correlation matrix," MPRA Paper, University Library of Munich, Germany, number 1782, Aug.
• Mishra, SK, 2004, "Optimal solution of the nearest correlation matrix problem by minimization of the maximum norm," MPRA Paper, University Library of Munich, Germany, number 1783, Aug.
• Mishra, SK, 2004, "Estimation under Multicollinearity: Application of Restricted Liu and Maximum Entropy Estimators to the Portland Cement Dataset," MPRA Paper, University Library of Munich, Germany, number 1809, Jun.
• Fleten, Stein-Erik & Lindset, Snorre, 2004, "Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach," MPRA Paper, University Library of Munich, Germany, number 220, Oct, revised Apr 2006.
• Maćkowiak, Piotr, 2004, "Uniform boundedness of feasible per capita output streams under convex technology and non-stationary labor," MPRA Paper, University Library of Munich, Germany, number 41891.
• Piotr, Maćkowiak, 2004, "Some remarks on lower hemicontinuity of convex multivalued mappings," MPRA Paper, University Library of Munich, Germany, number 41917, Sep.
• Kharlamov, Mikhail, 2004, "Управление Экономической Системой В Условиях Неопределенности: Извлечение Уроков
  [Control in economic system with indefinite parameters. History lessons]," MPRA Paper, University Library of Munich, Germany, number 53221, Sep.
• Michal Slavík, 2004, "Soudobá makroekonomie a teorie optimálního řízení
  [Contemporary macroeconomics and optimal control theory]," Politická ekonomie, Prague University of Economics and Business, volume 2004, issue 4, pages 551-561, DOI: 10.18267/j.polek.475.
• Thorsten V. Koeppl, 2004, "Differentiability Of The Efficient Frontier When Commitment To Risk Sharing Is Limited," Working Paper, Economics Department, Queen's University, number 1049, Dec.
• Jose Miguel Albala-Bertrand, 2004, "Can the Composition of Capital Constrain Potential Output? A Gap Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 510, Feb.
• Carol Alexander & Anca Dimitriu, 2004, "The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-01, Jan.
• Marcus Hagedorn & Ashok Kaul, 2004, "An Adverse Selection Model of Optimal Unemployment Insurance," 2004 Meeting Papers, Society for Economic Dynamics, number 331.
• Florian Pelgrin & Michel Juillard, 2004, "Which order is too much? An application to a model with staggered price and wage contracts," 2004 Meeting Papers, Society for Economic Dynamics, number 635.
• Emina Krcmar & Ilan Vertinsky & G. Cornelis van Kooten, 2004, "Modeling Alternative Zoning Strategies in Forest Management," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2004-06.
• Margolis, Michael & Naevdal, Eric, 2004, "Safe Minimum Standards in Dynamic Resource Problems—Conditions for Living on the Edge of Risk," RFF Working Paper Series, Resources for the Future, number dp-04-03, Apr.
• Giancarlo Marini & Pietro Senesi, 2004, "Multiplicity of Dynamic Equilibria and Global Efficiency," CEIS Research Paper, Tor Vergata University, CEIS, number 57, Jun.
• Bruce Mizrach, 2004, "A Video Interview of Buz Brock," Departmental Working Papers, Rutgers University, Department of Economics, number 200417, Sep.
• Luigi De Cesare & Andrea Di Liddo, 2004, "Optimal marketing decisions in a micro-level framework," Computing in Economics and Finance 2004, Society for Computational Economics, number 100, Aug.
• Sharon I. O'Donnell & W. Davis Dechert, 2004, "A Stochastic Lake Game," Computing in Economics and Finance 2004, Society for Computational Economics, number 104, Aug.
• Arnulfo Rodriguez & Fidel Gonzalez, 2004, "Robust Control: A Note on the Response of the Control to Changes in the," Computing in Economics and Finance 2004, Society for Computational Economics, number 114, Aug.
• Marco P. Tucci, 2004, "Comparing robust control with optimal control with time-varying parameters," Computing in Economics and Finance 2004, Society for Computational Economics, number 127, Aug.
• Sergey Levendorskiy & Svetlana Boyarchenko, 2004, "Practical guide to real options in discrete time," Computing in Economics and Finance 2004, Society for Computational Economics, number 137, Aug.
• Arnulfo Rodriguez, 2004, "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004, Society for Computational Economics, number 147, Aug.
• F. Velasco & F.J. André, 2004, "Intertemporal and Spatial Location of Disposal Facilities," Computing in Economics and Finance 2004, Society for Computational Economics, number 153, Aug.
• Marcus Hagedorn & Ashok Kaul, 2004, "An Adverse Selection Model of Optimal Unemployment Insurance," Computing in Economics and Finance 2004, Society for Computational Economics, number 154, Aug.
• Dietmar Maringer & Peter Winker, 2004, "Optimal Lag Structure Selection in VEC-Models," Computing in Economics and Finance 2004, Society for Computational Economics, number 155, Aug.
• Chia-Hsuan Yeh, 2004, "Statistical Evidences for the Influence of GP's Representation on Forecasting," Computing in Economics and Finance 2004, Society for Computational Economics, number 156, Aug.
• Andrew Ziogas & Carl Chiarella, 2004, "Pricing American Options on Jump-Diffusion Processes using Fourier-Hermite Series Expansions," Computing in Economics and Finance 2004, Society for Computational Economics, number 177, Aug.
• Florian Wagener, 2004, "Structural analysis of optimal investment for firms with non-concave revenues," Computing in Economics and Finance 2004, Society for Computational Economics, number 187, Aug.
• Tina Yu & Shu-Heng Chen, 2004, "Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules," Computing in Economics and Finance 2004, Society for Computational Economics, number 200, Aug.
• S. Zakovic & V. Wieland & B. Rustem, 2004, "Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design," Computing in Economics and Finance 2004, Society for Computational Economics, number 213, Aug.
• Ondrej Kamenik, 2004, "Solving SDGE Models: A New Algorithm for Sylvester Equation," Computing in Economics and Finance 2004, Society for Computational Economics, number 222, Aug.
• Hatem Ben-Ameur & Michèle Breton, 2004, "A Dynamic Programming Approach for Pricing Options Embedded in Bonds," Computing in Economics and Finance 2004, Society for Computational Economics, number 237, Aug.
• Daniel Ramirez A. & Juan M. Gómez G., 2004, "Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation," Computing in Economics and Finance 2004, Society for Computational Economics, number 246, Aug.
• Carl Chiarella & Roberto Dieci, 2004, "Asset price and wealth dynamics in a financial market with heterogeneous agents," Computing in Economics and Finance 2004, Society for Computational Economics, number 261, Aug.
• F. Fatas-Villafranca, 2004, "Public Opinion Formation in Policy Issues. An evolutionary approach," Computing in Economics and Finance 2004, Society for Computational Economics, number 28, Aug.
• Richard E. Hawkins, 2004, "A rational expectatons critque of the Hahn-Solow critique of rational expectations," Computing in Economics and Finance 2004, Society for Computational Economics, number 289, Aug.
• Masaaki Kijima & Hajime Fujiwara, 2004, "Pricing a Path-dependent American Option by Monte Carlo Simulation," Computing in Economics and Finance 2004, Society for Computational Economics, number 293, Aug.
• Sander van der Hoog, 2004, "Credit and Cash-in-Advance in Disequilibrium Models," Computing in Economics and Finance 2004, Society for Computational Economics, number 294, Aug.
• Jamsheed Shorish & Victor Dorofeenko, 2004, "On the Dynamics of Finite Memory Distributed Systems," Computing in Economics and Finance 2004, Society for Computational Economics, number 298, Aug.
• Simone Alfarano & Friedrich Wagner, 2004, "Critical behaviour and system size in agent-based models: an explanation," Computing in Economics and Finance 2004, Society for Computational Economics, number 315, Aug.
• Turalay Kenc, 2004, "Robust control, Regime Switching Risk and Asset Prices," Computing in Economics and Finance 2004, Society for Computational Economics, number 335, Aug.
• Laurent Cellarier, 2004, "Bounded Rationality, Learning, and Business Cycles in a Standard Neoclassical Growth Model," Computing in Economics and Finance 2004, Society for Computational Economics, number 343, Aug.
• Florian PELGRIN & Michel JUILLARD, 2004, "Which order is too much? An application to a model with staggered price and wage contratcs," Computing in Economics and Finance 2004, Society for Computational Economics, number 58, Aug.
• Willi Semmler & Lars Grüne, 2004, "Asset Pricing with Delayed Consumption Decisions," Computing in Economics and Finance 2004, Society for Computational Economics, number 59, Aug.
• Carl Chiarella & Chih-ying Hsiao, 2004, "Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming," Computing in Economics and Finance 2004, Society for Computational Economics, number 73, Aug.
• Marji Lines, 2004, "Working women and their fertility choices," Computing in Economics and Finance 2004, Society for Computational Economics, number 87, Aug.
• Alfredo Medio, 2004, "Backward dynamics, inverse limits and global sunspots," Computing in Economics and Finance 2004, Society for Computational Economics, number 90, Aug.
• W. Souma & H. Aoyama & L. Gruene, 2004, "Distribution and Fluctuation of Firm Size in the Long-Run," Computing in Economics and Finance 2004, Society for Computational Economics, number 92, Aug.
• John R. Roy & Jean-Claude Thill, 2004, "Spatial interaction modelling," Advances in Spatial Science, Springer, in: Raymond J. G. M. Florax & David A. Plane, "Fifty Years of Regional Science", DOI: 10.1007/978-3-662-07223-3_15.
• A. S. Andreou & K. E. Parsopoulos & M. N. Vrahatis & G. A. Zombanakis, 2004, "An alliance between Cyprus and Greece: assessing its partners' relative security contribution," Defence and Peace Economics, Taylor & Francis Journals, volume 15, issue 5, pages 481-495, DOI: 10.1080/10242690420001688224.
• Gerard van der Laan & Dolf Talman & Zaifu Yang, 2004, "Solving Discrete Zero Point Problems," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-112/1, Oct.
• Andre, F.J. & Velasco, F. & Gonzalez, L., 2004, "Intertemporal and Spatial Location of Disposal Facilities," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-30.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2004, "Solving discrete zero point problems," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-113.
• Berridge, S.J. & Schumacher, J.M., 2004, "An Irregular Grid Approach for Pricing High-Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-18.
• Berridge, S.J. & Schumacher, J.M., 2004, "Pricing High-Dimensional American Options Using Local Consistency Conditions," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-19.
• Ilker Birbil, S. & Gürkan, G. & Listes, O.L., 2004, "Simulation-Based Solution of Stochastic Mathematical Programs with Complementarity Constraints : Sample-Path Analysis," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-25.
• Bellemare, C., 2004, "A Life-Cycle Model of Outmigration and Economic Assimilation of Immigrants in Germany," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-29.
• Motchenkova, E. & Kort, P.M., 2004, "Analysis of the Properties of Current Penalty Schemes for Violations of Antitrust Law," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-97.
• Berridge, S.J. & Schumacher, J.M., 2004, "Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-20.
• Le Blanc, H.M. & van Krieken, M.G.C. & Krikke, H.R. & Fleuren, H.A., 2004, "Advanced Planning Concepts in the Closed-Loop Container Network of ARN," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-103.
• Andre, F.J. & Velasco, F. & Gonzalez, L., 2004, "Intertemporal and Spatial Location of Disposal Facilities," Other publications TiSEM, Tilburg University, School of Economics and Management, number 47f9b977-1482-4099-a451-3.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2004, "Solving discrete zero point problems," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7199ad17-969b-4bd5-b82a-f.
• Berridge, S.J. & Schumacher, J.M., 2004, "An Irregular Grid Approach for Pricing High-Dimensional American Options," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7371422b-c2a8-4b71-8749-6.
• Pawlina, G. & Kort, P.M., 2005, "Investment under uncertainty and policy change," Other publications TiSEM, Tilburg University, School of Economics and Management, number dc869876-eaea-427c-ad5f-5.
• Engwerda, J.C., 2004, "The open-loop linear quadratic differential game revisited," Other publications TiSEM, Tilburg University, School of Economics and Management, number ff4e8556-547a-4157-a832-a.
• Laurens Cherchye & Timo Kuosmanen, 2004, "Benchmarking Sustainable Development: A Synthetic Meta-index Approach," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2004-28.
• Charles ReVelle & Alan T. Murray & Daniel Serra, 2004, "Location models for ceding market share and shrinking services," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 753, May.
• Vladimir Marianov & Daniel Serra, 2004, "Location models in the public sector," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 755, May.
• Carl Chiarella & Andrew Ziogas, 2004, "McKean's Methods Applied to American Call Options on Jump-Diffusion Processes," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 117, Feb.
• Carl Chiarella & Adam Kucera & Andrew Ziogas, 2004, "A Survey of the Integral Representation of American Option Prices," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 118, Feb.
• Carl Chiarella & Roberto Dieci & Laura Gardini, 2004, "Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 134, Oct.
• Angelo Zago, 2004, "Quality Production and Quality Indicators in Intermediate Products," Working Papers, University of Verona, Department of Economics, number 16/2004, Dec.
• María José Moral, 2004, "An approach to the demand of durable and differentiated products," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0412, Dec.
• Juan Carlos Duque & Raúl Ramos, 2004, "Design of homogenous territorial units: a methodological proposal," ERSA conference papers, European Regional Science Association, number ersa04p6, Aug.
• Juan Carlos Duque & Raúl Ramos, 2004, "Spanish unemployment: normative versus analytical regionalisation procedures," ERSA conference papers, European Regional Science Association, number ersa04p7, Aug.
• Mika Kortelainen & Timo Kuosmanen, 2004, "Measuring Eco-efficiency of Production: A Frontier Approach," Econometrics, University Library of Munich, Germany, number 0411006, Nov.
• Svetlana Boyarchenko & Sergei Levendorskii, 2004, "Real options and the universal bad news principle," Finance, University Library of Munich, Germany, number 0405011, May.
• Svetlana Boyarchenko & Sergei Levendorskii, 2004, "Practical guide to real options in discrete time," Finance, University Library of Munich, Germany, number 0405016, May.
• Svetlana Boyarchenko & Sergei Levendorskii, 2004, "American options: the EPV pricing model," Finance, University Library of Munich, Germany, number 0405024, May.
• Cornelis A. Los, 2004, "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance, University Library of Munich, Germany, number 0409047, Sep.
• Orlando Gomes, 2004, "A Continuous-Time Asset Pricing Model with Boundedly Rational Heterogeneous Agents," Finance, University Library of Munich, Germany, number 0409055, Sep.
• Svetlana Boyarchenko & Sergey Levendorskiy, 2004, "Optimal stopping made easy," Finance, University Library of Munich, Germany, number 0410016, Oct.
• Kae Nemoto & Michael J Gagen, 2004, "Cooperative equilibria in the finite iterated prisoner's dilemma," Game Theory and Information, University Library of Munich, Germany, number 0404001, Apr.
• Valeri Zakamouline, 2004, "A Unified Approach to Portfolio Optimization with Linear Transaction Costs," GE, Growth, Math methods, University Library of Munich, Germany, number 0404003, Apr, revised 28 Apr 2004.
• Juha Kilponen, 2004, "Robust expectations and uncertain models – A robust control approach with application to the New Keynesian economy," GE, Growth, Math methods, University Library of Munich, Germany, number 0404004, Apr.
• Marco Airoldi & Vito Antonelli & Bruno Bassetti & Andrea Martinelli & Marco Picariello, 2004, "Long Range Interaction Generating Fat-Tails in Finance," GE, Growth, Math methods, University Library of Munich, Germany, number 0404006, Apr, revised 27 Apr 2004.
• Orlando Gomes, 2004, "A Second-Order Approximation to Technology Choices," GE, Growth, Math methods, University Library of Munich, Germany, number 0409007, Sep.
• Orlando Gomes, 2004, "Heterogeneous Researchers in a Two-Sector Representative Consumer Economy," GE, Growth, Math methods, University Library of Munich, Germany, number 0409009, Sep.
• Orlando Gomes, 2004, "Volatility, Heterogeneous Agents and Chaos," GE, Growth, Math methods, University Library of Munich, Germany, number 0409010, Sep.
• Andreas Pollak, 2004, "Optimal Unemployment Insurance with Variable Skill Levels," Labor and Demography, University Library of Munich, Germany, number 0409004, Sep.
• Dr. Vsr. Subramaniam, 2004, "Accelerate Your Socio-Economic Development – An Eccentric Bicircualr Model & Solutions," Macroeconomics, University Library of Munich, Germany, number 0403018, Mar.
• Luis H.R. Alvarez & Erkki Koskela, 2004, "Irreversible investment under interest rate variability: new results," Others, University Library of Munich, Germany, number 0404007, Apr.
• Timo Kuosmanen & Mika Kortelainen, 2004, "Data Envelopment Analysis in Environmental Valuation: Environmental Performance, Eco-efficiency and Cost-Benefit Analysis," Others, University Library of Munich, Germany, number 0409004, Sep.
• Laurens Cherchye & Bruno De Borger & Tom Van Puyenbroeck, 2004, "Nonparametric tests of optimizing behavior in public service provision: Methodology and an application to local safety," Public Economics Working Paper Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics, number ces0416.
• Kilponen, Juha, 2004, "Robust expectations and uncertain models: a robust contol approach with application to the new Keynesian economy," Bank of Finland Research Discussion Papers, Bank of Finland, number 5/2004.
• Bethmann, Dirk, 2004, "The open-loop solution of the Uzawa-Lucas Model of Endogenous Growth with N agents," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,42.
• Birk, Angela, 2004, "Sequential Migration, and the German Reunification," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 305.
• Augurzky, Boris & Kluve, Jochen, 2004, "Assessing the performance of matching algorithms when selection into treatment is strong," RWI Discussion Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, number 21.
• Schlegel, Christoph, 2004, "Analytical and Numerical Solution of a Poisson RBC model," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 05/04.
• Bellver, Jeronimo Aznar & Martinez, Francisco Guijarro, 2004, "Modelos de valoracion en ambiente de incertidumbre," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 4, issue 07, pages 1-19, DOI: 10.22004/ag.econ.28731.
• Tsur, Yacov & Zemel, Amos, 2004, "Knowledge Spillover, Learning Incentives And Economic Growth," Discussion Papers, Hebrew University of Jerusalem, Department of Agricultural Economics and Management, number 14991, DOI: 10.22004/ag.econ.14991.
• Hartell, Jason G., 2004, "Pricing Benefit Externalities of Soil Carbon Sequestration in Multifunctional Agriculture," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 36, issue 2, pages 1-15, August, DOI: 10.22004/ag.econ.43416.
• Kirkley, James E. & Walden, John B. & Waters, James R., 2004, "Buyback Programs: Goals, Objectives, and Industry Restructuring in Fisheries," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 36, issue 2, pages 1-13, August, DOI: 10.22004/ag.econ.43422.
• Koeppl, Thorsten, 2004, "Differentiability of the Efficient Frontier when Commitment to Risk Sharing is Limited," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273519, Dec, DOI: 10.22004/ag.econ.273519.
• Margolis, Michael & Naevdal, Eric, 2004, "Safe Minimum Standards in Dynamic Resource Problems -- Conditions for Living on the Edge of Risk," Discussion Papers, Resources for the Future, number 10568, DOI: 10.22004/ag.econ.10568.