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

2002

• Marcela Montoya Múnera & Danny Garc�a Callejas, 2002, "Economía y relaciones sexuales: un modelo económico, su verificación empírica y posibles recomendaciones para disminuir los casos de sida," Borradores del CIE, Universidad de Antioquia, CIE, number 2398, Nov.
• CARTIGNY, Pierre & MICHEL, Philippe, 2002, "On the selection of one feedback Nash equilibrium in discounted linear-quadratic games," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002034, May.
• LE VAN, Cuong & VAILAKIS, Yiannis, 2002, "Recursive utility and optimal growth with bounded or unbounded returns," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002055, Oct.
• Basak, Suleyman & Shapiro, Alex, 2002, "A Model of Credit Risk, Optimal Policies and Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3413, Jun.
• Paolo Battocchio & Francesco Menoncin, 2002, "Optimal Portfolio Strategies with Stochastic Wage Income and Inflation: The Case of a Defined Contribution Pension Plan," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 19, Mar.
• Paolo BATTOCCHIO, 2002, "Optimal Portfolio Strategies with Stochastic Wage Income : The Case of A defined Contribution Pension Plan," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002005, Feb.
• Paolo BATTOCCHIO & Francesco MENONCIN, 2002, "Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002021, Jun.
• J. AZNAR-MARQUEZ & J.R. Ruiz-Tamarit, 2002, "Closed-Form Solution for a Two-Sector Endogenous Growth Model with two Controls," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002030, Jun.
• Mathews, Kenneth H., 2002, "Economic Effects of a Ban Against Antimicrobial Drugs Used in U.S. Beef Production," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 34, issue 3, pages 513-530, December.
• Eric Young, 2002, "Code for "Approximate Aggregation"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 149, revised Apr 2005.
• VIEILLE, Nicolas & WEIBULL, Jörgen W., 2002, "Uniqueness in infinitely repeated decision problems," HEC Research Papers Series, HEC Paris, number 755, Apr.
• Mash, Richard, 2002, "New Keynesian Microfoundations Revisited: A Generalised Calvo-Taylor Model and the Desirability of Inflation vs. Price Level Targeting," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 138, Aug.
• Mitra, Tapan & Nishimura, Kazuo, 2002, "Intertemporal Complementarity and Optimality: A Study of a Two-Dimensional Dynamical System," Working Papers, Cornell University, Center for Analytic Economics, number 02-06, Aug.
• Mitra, Tapan, 2002, "A Characterization of the Turnpike Property of Optimal Paths in the Aggregative Model of Intertemporal Allocation," Working Papers, Cornell University, Center for Analytic Economics, number 02-17, Nov.
• Pierre-Olivier Gourinchas & Jonathan A. Parker, 2002, "Consumption Over the Life Cycle," Econometrica, Econometric Society, volume 70, issue 1, pages 47-89, January.
• Federico Echenique, 2002, "Comparative Statics by Adaptive Dynamics and the Correspondence Principle," Econometrica, Econometric Society, volume 70, issue 2, pages 833-844, March.
• Martin F. Hellwig & Klaus M. Schmidt, 2002, "Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision," Econometrica, Econometric Society, volume 70, issue 6, pages 2225-2264, November.
• Chen, Baoline & Zadrozny, Peter A., 2002, "An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game," Journal of Economic Dynamics and Control, Elsevier, volume 26, issue 9-10, pages 1397-1416, August.
• Horsley, Anthony & Wrobel, Andrew J., 2002, "Efficiency rents of pumped-storage plants and their uses for operation and investment decisions," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 1, pages 109-142, November.
• Huang, Kevin X. D., 2002, "On infinite-horizon minimum-cost hedging under cone constraints," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 2, pages 283-301, December.
• Rockinger, Michael & Jondeau, Eric, 2002, "Entropy densities with an application to autoregressive conditional skewness and kurtosis," Journal of Econometrics, Elsevier, volume 106, issue 1, pages 119-142, January.
• Sanchez-Soriano, Joaquin & Llorca, Natividad & Tijs, Stef & Timmer, Judith, 2002, "On the core of semi-infinite transportation games with divisible goods," European Journal of Operational Research, Elsevier, volume 142, issue 3, pages 463-475, November.
• Le Van, Cuong & Morhaim, Lisa, 2002, "Optimal Growth Models with Bounded or Unbounded Returns: A Unifying Approach," Journal of Economic Theory, Elsevier, volume 105, issue 1, pages 158-187, July.
• Dutta, Jayasri & Kapur, Sandeep, 2002, "Default and efficient debt markets," Journal of Mathematical Economics, Elsevier, volume 38, issue 1-2, pages 249-270, September.
• Hagedorn, Marcus & Kaul, Ashok & Mennel, Tim, 2002, "An adverse selection model of optimal unemployment insurance," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 30-2002.
• Doherr, Thorsten & Czarnitzki, Dirk, 2002, "Genetic algorithms: a tool for optimization in econometrics - basic concept and an example for empirical applications," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-41.

2001

• Amen, Matthias, 2001, "Heuristic methods for cost-oriented assembly line balancing: A comparison on solution quality and computing time," International Journal of Production Economics, Elsevier, volume 69, issue 3, pages 255-264, February.
• Liski, Matti & Kort, Peter M. & Novak, Andreas, 2001, "Increasing returns and cycles in fishing," Resource and Energy Economics, Elsevier, volume 23, issue 3, pages 241-258, July.
• Bar-Isaac, Heski, 2001, "Self-confidence and survival," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19329, Oct.
• Goldman, P. & Freling, R. & Pak, K. & Piersma, N., 2001, "Models and Techniques for Hotel Revenue Management Using a Roling Horizon," 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-2001-80-LIS, Jan.
• Kaymak, U. & Sousa, J.M., 2001, "Weighted Constraints in Fuzzy Optimization," 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-2001-19-LIS, Apr.
• Hervé Le Bihan & Jean-Guillaume Sahuc, 2001, "Règles de politique monétaire en présence d’incertitude : Une synthèse," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 01-08.
• Domenico Cuoco & Hua He & Sergei Issaenko, 2001, "Optimal Dynamic rading Strategies with Risk Limits," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp60, Dec.
• Richard Dennis, 2001, "The Policy Preferences of the U.S. Federal Reserve," Working Paper Series, Federal Reserve Bank of San Francisco, number 2001-08, Jul, DOI: 10.24148/wp2001-08.
• Richard Dennis, 2001, "Precommitment, the Timeless Perspective, and Policymaking from Behind a Veil of Uncertainty," Working Paper Series, Federal Reserve Bank of San Francisco, number 2001-19, Aug, DOI: 10.24148/wp2001-19.
• Heski Bar-Isaac, 2001, "Self-Confidence and Survival," FMG Discussion Papers, Financial Markets Group, number dp395, Oct.
• Christophe Courcelle & Dominique Gusbin, 2001, "Planning Paper 88 - Perspectives énergétiques 2000-2020 - Scénarios exploratoires pour la Belgique
  [Planning Paper 88 - Energievooruitzichten 2000-2020 - Verkennende scenario’s voor België]," Planning Papers, Federal Planning Bureau, Belgium, number 88, Jan.
• Flam, S.D. & Risa, A.E., 2001, "Ability, Self-confidence and Search," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 1601.
• Van Delft, Ch. & Vial, J-Ph., 2001, "Quantitative Analysis of Multi-Periodic Supply Chain Contracts with Options via Stochastic Programming," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2001.05.
• Domenach, F. & Leclerc, B., 2001, "On the Roles og Galois Connections in Classification," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.25.
• Aubin, J.P. & Haddad, G., 2001, "Detectability Through Measurements Under Impulse Differential Inclusions," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.30.
• Baillon, J.B. & Cominetti, R., 2001, "A Convergence Result for Non-Autonomous Subgradient Evolution Equations and Its Application to the Steepest Descent Exponential Penality Trajectory in Linear Programming," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.33.
• Blot, J. & Michel, P., 2001, "On the Value-Function of an Infinite-Horizon Linear-Quadratic Problem," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.34.
• De Werra, D. & Hansen, P., 2001, "Panchromatic Chains and Paths," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.40.
• Holger Strulik & Martin Brunner, 2001, "A Simple and Intuitive Method to Solve Small Rational Expectations Models," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20106, Jun.
• Topper, Jürgen, 2001, "A Finite Element Implementation of Passport Options," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-224e, Nov.
• Kjoeserud,G.G. & Kvamme,O.J. & Kittelsen,S.A.C., 2001, "Errors in survey based quality evaluation variables in efficiency models of primary care physicians," Memorandum, Oslo University, Department of Economics, number 24/2001.
• Førsund, Finn R & Wolfgang, Ove, 2001, "The Compensation Mechanism in the RAINS Model: The Norwegian Targets for Acidification," Memorandum, Oslo University, Department of Economics, number 34/2001, Nov.
• Førsund, Finn R & Edvardsen, Dag F., 2001, "International Benchmarking of Electricity Distribution Utilities," Memorandum, Oslo University, Department of Economics, number 35/2001, Dec.
• Dag Fjeld Edvardsen & Finn R. FF8rsund, 2001, "International benchmarking of electricity distribution utilities," ICER Working Papers, ICER - International Centre for Economic Research, number 08-2002, Dec.
• Luigi Montrucchio & Fabio Privileggi, 2001, "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 05-2001, Jan.
• Maitreesh Ghatak & Massimo Morelli & Tomas Sjoström, 2001, "Credit rationing, wealth inequality, and allocation of talent," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 23-2001, Jul.
• Tom Kompas & Omar Abdel-Razeq, 2001, "A Simple Monetary Growth Model with Variable Rates of Time Preference," International and Development Economics Working Papers, International and Development Economics, number idec01-10.
• Johanna Francis & Tom Kompas, 2001, "Uzawa's Transformation and Optimal Control Problems with Variable Rates of Time Preference," International and Development Economics Working Papers, International and Development Economics, number idec01-12.
• Hlouskova, Jaroslava & Lee, Gabriel S., 2001, "Legal Restrictions on Portfolio Holdings: Some Empirical Results," Economics Series, Institute for Advanced Studies, number 93, Jan.
• Emilio Barucci & Fausto Gozzi, 2001, "Technology adoption and accumulation in a vintage-capital model," Journal of Economics, Springer, volume 74, issue 1, pages 1-38, February, DOI: 10.1007/BF01231214.
• Takashi Kamihigashi, 2001, "A Simple Proof of the Necessity of the Transversality Condition," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 116, Jan.
• Benedek, Gábor, 2001, "Evolúciós alkalmazások előrejelzési modellekben II
  [Evolutionary applications in forecasting models, Part II]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 18-30.
• Hellwig, Martin F. & Schmidt, Klaus M., 2001, "Discrete-Time Approximations of the Holmström-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision," Discussion Papers in Economics, University of Munich, Department of Economics, number 22, Jul.
• Chang, H.-C., 2001, "Technological Change and Wage Differentials Results and Policy Implications From a Dynamic Intertemporal General Equilibrium Model," Department of Economics - Working Papers Series, The University of Melbourne, number 790.
• Hsiao-Chuan Chang, 2001, "A New Look at the Impact of Migration on the Wage Differential," Department of Economics - Working Papers Series, The University of Melbourne, number 827.
• Takashi Kamihigashi, 2001, "Necessity of Transversality Conditions for Stochastic Problems," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 01-02.
• Helmut Elsinger & Martin Summer, 2001, "Arbitrage and Optimal Portfolio Choice with Financial Constraints," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 49, Aug.
• de Rigo, Daniele & Rizzoli, Andrea Emilio & Soncini-Sessa, Rodolfo & Weber, Enrico & Zenesi, Pietro, 2001, "Neuro-dynamic programming for the efficient management of reservoir networks," MPRA Paper, University Library of Munich, Germany, number 42233, Dec.
• H. Bunzel & Bent Jesper Christensen & Peter Jensen & Nicholas Kiefer & L. Korsholm & L. Muus & G. R. Neumann & Michael Rosholm, 2001, "Specification and Estimation of Equilibrium Search Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 4, issue 1, pages 90-126, January, DOI: 10.1006/redy.1999.0092.
• Marcelo C. Medeiros & Timo Terasvirta, 2001, "Statistical methods for modelling neural networks," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 445, Sep.
• Xinshen Diao, 2001, "A Dynamic Evaluation of the Effects of A Free Trade Area of the Americas -An Intertemporal, Global General Equilibrium Model," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 16, pages 21-47.
• Francisco González-Gómez & Andrés J. Picazo-Tadeo, 2010, "Can We Be Satisfied With Our Football Team? Evidence From Spanish Professional Football," Journal of Sports Economics, , volume 11, issue 4, pages 418-442, August, DOI: 10.1177/1527002509341020.
• Ulf G. Marks & Sönke Albers, 2001, "Experiments In Competitive Product Positioning : Actual Behavior Compared To Nash Solutions," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 53, issue 3, pages 150-174, July.
• Nedim M. Alemdar, Fehad Husseinov, Suheyla Ozyildirim, 2001, "Optimal Discretization of Continuous-Time Control Problems," Computing in Economics and Finance 2001, Society for Computational Economics, number 1, Apr.
• Haunschmied, J.L., Kort, P.M., Hartl, R.F., Feichtinger, G., 2001, "A numerically computed DNS-curve in a two state capital accumulation model," Computing in Economics and Finance 2001, Society for Computational Economics, number 103, Apr.
• Baoline Chen and Peter Zadrozny, 2001, "An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games," Computing in Economics and Finance 2001, Society for Computational Economics, number 110, Apr.
• D.D.B. van Bragt and J.A. La Poutre, 2001, "Evolving Automata Negotiate with a Variety of Opponents," Computing in Economics and Finance 2001, Society for Computational Economics, number 118, Apr.
• Soren S. Nielsen, Rolf Poulsen, 2001, "Financial Risk Management in the Danish Mortgage Market," Computing in Economics and Finance 2001, Society for Computational Economics, number 122, Apr.
• Laurens Swinkels, Pieter Jelle VanDerSluis, 2001, "Return-based Style Analysis with Time-varying Exposures," Computing in Economics and Finance 2001, Society for Computational Economics, number 125, Apr.
• M. Liski, P.M. Kort, A.J. Novak, 2001, "Increasing returns and cycles in fishing," Computing in Economics and Finance 2001, Society for Computational Economics, number 126, Apr.
• Ric D. Herbert and Rod D. Bell, 2001, "Constrained Optimal Control Under Limited Knowledge," Computing in Economics and Finance 2001, Society for Computational Economics, number 14, Apr.
• Alfons Balmann, Oliver Musshoff, 2001, "Studying Real Options with Genetic Algorithms," Computing in Economics and Finance 2001, Society for Computational Economics, number 149, Apr.
• B. Rustem, V. W. Wieland and S. Zakovic, 2001, "A Worst--Case Approach to Inflation Zone Targeting," Computing in Economics and Finance 2001, Society for Computational Economics, number 15, Apr.
• Christian Keber, Dietmar G. Maringer, 2001, "On Genes, Insects, and Crystals: Determining Marginal Diversification Effects With Nature Based Algorithms," Computing in Economics and Finance 2001, Society for Computational Economics, number 152, Apr.
• Michael Reiter, 2001, "Recursive Solution Of Heterogeneous Agent Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 167, Apr.
• Christopher Farr and Maria J. Luengo-Prado, 2001, "The Implications of Lower Down Payments on Consumption Volatility," Computing in Economics and Finance 2001, Society for Computational Economics, number 196, Apr.
• Chi-Cheong, 2001, "Genetic Algorithms in Portfolio Optimization," Computing in Economics and Finance 2001, Society for Computational Economics, number 204, Apr.
• Linda Y. Wong, 2001, "Structural Estimation of Marriage Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 222, Apr.
• Reuven Shnaps, 2001, "Estimating the Effect of Smoking on Birth Weight in a Dynamic Model when Fertility is a Choice," Computing in Economics and Finance 2001, Society for Computational Economics, number 242, Apr.
• Larry Karp, Jiangfeng Zhang, 2001, "Regulating Global Climate Change with Bayesian Learning about Damages," Computing in Economics and Finance 2001, Society for Computational Economics, number 251, Apr.
• Christophe Deissenberg, Gustav Feichtinger, Willi Semmler and Franz Wirl, 2001, "History Dependence and Global Dynamics in Models with Multiple Equilibria," Computing in Economics and Finance 2001, Society for Computational Economics, number 257, Apr.
• Sharon I. O'Donnell, 2001, "The Diversity of Neighborhood Transitions," Computing in Economics and Finance 2001, Society for Computational Economics, number 265, Apr.
• Martin E. Diedrich, 2001, "Land Rents and Competitive Equilibrium," Computing in Economics and Finance 2001, Society for Computational Economics, number 272, Apr.
• Gustavo Athayde and Renato Flores, 2001, "Finding a maximum skewness portfolio," Computing in Economics and Finance 2001, Society for Computational Economics, number 273, Apr.
• Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy, 2001, "Modeling an Indexed Portfolio for the Italian Market," Computing in Economics and Finance 2001, Society for Computational Economics, number 28, Apr.
• W.-J. Beyn, T. Pampel, W.Semmler, 2001, "Dynamic optimization and Skiba sets in economic examples," Computing in Economics and Finance 2001, Society for Computational Economics, number 29, Apr.
• Richard Dennis, 2001, "Solving for Optimal Simple Rules in Rational Expectations Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 30, Apr.
• P. Ruben Mercado, 2001, "The Timing of Uncertainty and The Intensity of Policy," Computing in Economics and Finance 2001, Society for Computational Economics, number 55, Apr.
• Manfred Gilli and Evis Kellezi, 2001, "Threshold Accepting for Index Tracking," Computing in Economics and Finance 2001, Society for Computational Economics, number 72, Apr.
• JOSEPH Gilles and WEITZENBLUM Thomas, 2001, "Unemployment Insurance and Precautionary Savings : Transitional Dynamics vs. Steady State Equilibrium," Computing in Economics and Finance 2001, Society for Computational Economics, number 96, Apr.
• Michel Robe, 2001, "What Can We Learn From Simulating a Standard Agency Model?," Computing in Economics and Finance 2001, Society for Computational Economics, number 98, Apr.
• Dennis P. Robinson & Chung J. Liew, 2001, "Measuring dynamic economic effects under the constant-technology versus varying-technology assumptions," The Annals of Regional Science, Springer;Western Regional Science Association, volume 35, issue 2, pages 299-331.
• Scott Munroe, 2001, "Retail structural dynamics and the forces behind big-box retailing," The Annals of Regional Science, Springer;Western Regional Science Association, volume 35, issue 3, pages 357-373.
• Fabio Antonelli & Emilio Barucci & Maria Elvira Mancino, 2001, "Asset pricing with endogenous aspirations," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 24, issue 1, pages 21-39, May, DOI: 10.1007/s102030170007.
• Fulvio Ortu, 2001, "Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 24, issue 2, pages 79-105, November, DOI: 10.1007/s102030170001.
• Dilip B. Madan & Xing Jin & Peter Carr, 2001, "Optimal investment in derivative securities," Finance and Stochastics, Springer, volume 5, issue 1, pages 33-59.
• L.C.G. Rogers, 2001, "The relaxed investor and parameter uncertainty," Finance and Stochastics, Springer, volume 5, issue 2, pages 131-154.
• Stefan Jaschke & Uwe Küchler, 2001, "Coherent risk measures and good-deal bounds," Finance and Stochastics, Springer, volume 5, issue 2, pages 181-200.
• (**), Hui Wang & Jaksa Cvitanic & (*), Walter Schachermayer, 2001, "Utility maximization in incomplete markets with random endowment," Finance and Stochastics, Springer, volume 5, issue 2, pages 259-272.
• Kristin Reikvam & Fred Espen Benth & Kenneth Hvistendahl Karlsen, 2001, "Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach," Finance and Stochastics, Springer, volume 5, issue 3, pages 275-303.
• Kristin Reikvam & Fred Espen Benth & Kenneth Hvistendahl Karlsen, 2001, "Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution," Finance and Stochastics, Springer, volume 5, issue 4, pages 447-467.
• Bjarne Højgaard & Michael Taksar, 2001, "Optimal risk control for a large corporation in the presence of returns on investments," Finance and Stochastics, Springer, volume 5, issue 4, pages 527-547.
• Jean-Paul Barinci, 2001, "Factors substitutability, heterogeneity and endogenous fluctuations in a finance constrained economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 17, issue 1, pages 181-195.
• Marat Ibragimov, 2001, "A method of calculating the spectral radius of a nonnegative matrix and its applications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 17, issue 2, pages 467-480.
• Fabio Antonelli & Emilio Barucci & Maria Elvira Mancino, 2001, "A comparison result for FBSDE with applications to decisions theory," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 54, issue 3, pages 407-423, December, DOI: 10.1007/s001860100165.
• Daniel Serra & Rosa Colomé, 2001, "articles: Consumer choice and optimal locations models: Formulations and heuristics," Papers in Regional Science, Springer;Regional Science Association International, volume 80, issue 4, pages 439-464.
• Francisco Alvarez & Emilio Cerdá, 2001, "When does Learning by Doing generate current losses?," Spanish Economic Review, Springer;Spanish Economic Association, volume 3, issue 1, pages 55-69.
• Ronald J. Balvers & Douglas W. Mitchell, 2001, "Reducing the Dimensionality of Linear Quadratic Control Problems," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-043/2, Apr.
• Sturm, J.F. & Zhang, S., 2001, "On Cones of Nonnegative Quadratic Functions," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-26.
• Thijssen, J.J.J. & van Damme, E.E.C. & Huisman, K.J.M. & Kort, P.M., 2001, "Investment Under Vanishing Uncertainty Due to Information Arriving Over Time," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-14.
• Sturm, J.F., 2001, "Avoiding Numerical Cancellation in the Interior Point Method for Solving Semidefinite Programs," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-27.
• Thijssen, J.J.J. & Huisman, K.J.M. & Kort, P.M., 2001, "Strategic Investment Under Uncertainty and Information Spillovers," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-91.
• Pawlina, G. & Kort, P.M., 2001, "Investment Under Uncertainty and Policy Change," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-5.
• Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001, "Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-87.
• Pawlina, G. & Kort, P.M., 2001, "Strategic Capital Budgeting : Asset Replacement Under Uncertainty," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-4.
• Pawlina, G. & Kort, P.M., 2001, "Real Options in an Aymmetric Duopoly : Who Benefits from your Competitive Disadvantage," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-95.
• Swinkels, L.A.P. & van der Sluis, P.J., 2001, "Return-Based Style Analysis with Time-Varying Exposures," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-96.
• Kort, P.M. & Liski, M. & Novak, A.J., 2001, "Increasing returns and cycles in fishing," Other publications TiSEM, Tilburg University, School of Economics and Management, number 005cdced-611c-4158-a257-8.
• Pawlina, G. & Kort, P.M., 2001, "Investment Under Uncertainty and Policy Change," Other publications TiSEM, Tilburg University, School of Economics and Management, number c6f5a2f9-7988-4410-a412-2.
• Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001, "Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number c94095bf-9069-47e6-b77e-5.
• Tijs, S.H. & Timmer, J.B. & Llorca, N. & Sánchez-Soriano, J., 2001, "The Owen set and the core of semi-infinite linear production situations," Other publications TiSEM, Tilburg University, School of Economics and Management, number c96aff7b-14fa-4d89-b7be-f.
• Pawlina, G. & Kort, P.M., 2001, "Strategic Capital Budgeting : Asset Replacement Under Uncertainty," Other publications TiSEM, Tilburg University, School of Economics and Management, number e79e30d8-bf35-4cde-ae02-f.
• Swinkels, L.A.P. & van der Sluis, P.J., 2001, "Return-Based Style Analysis with Time-Varying Exposures," Other publications TiSEM, Tilburg University, School of Economics and Management, number f2c16530-4d18-4f43-bb6d-f.
• Rita Ribeiro & Helena Ramalhinho-Lourenço, 2001, "A multi-objective model for a multi-period distribution management problem," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 532, Feb.
• Helena Ramalhinho-Lourenço & Rafael Martí & Manuel Laguna, 2001, "Assigning proctors to exams with scatter search," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 534, Feb.
• Olivier Ledoit & Pedro Santa Clara & Michael Wolf, 2001, "Flexible multivariate GARCH modeling with an application to international stock markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 578, Oct.
• Markus Finger & Thomas Stützle & Helena Ramalhinho-Lourenço, 2001, "Exploiting fitness distance correlation of set covering problems," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 582, Nov.
• Olivier Ledoit & Michael Wolf, 2001, "Improved estimation of the covariance matrix of stock returns with an application to portofolio selection," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 586, Nov.
• David Aadland, 2001, "Cattle Cycles, Heterogeneous Expectations and the Age Distribution of Capital," Working Papers, Utah State University, Department of Economics, number 2002-02, Dec.
• Vreeker, Ron & Nijkamp, Peter, 2001, "Advances in multicriteria decision support methods for evaluating development scenarios : an application to Thailand," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0015.
• Martin G. Kocher & Mikulas Luptacik & Matthias Sutter, 2001, "Measuring Productivity of Research in Economics. A Cross-Country Study Using DEA," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp077, Aug.
• Kocher, Martin G. & Luptacik, Mikulas & Sutter, Matthias, 2001, "Measuring productivity of research in economics. A cross-country study using DEA," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 77.
• Timo Kuosmanen, 2001, "Stochastic Dominance Efficiency Tests under Diversification," Finance, University Library of Munich, Germany, number 0105001, May.
• P.J.J. Herings & F. Kubler, 2001, "Computing Equilibria in Finance Economies," GE, Growth, Math methods, University Library of Munich, Germany, number 0205003, Oct.
• Arunabha Bagchi & K. Suresh Kumar, 2001, "Dynamic Asset Management: Risk Sensitive Criterion with Nonnegative Factors Constraints," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Tomasz R. Bielecki & Marek Rutkowski, 2001, "Intensity-Based Valuation of Basket Credit Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Zengjing Chen & Xiangrong Wang, 2001, "Comonotonicity of Backward Stochastic Differential Equations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Xin Guo, 2001, "Some Lookback Option Pricing Problems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Yaozhong Hu, 2001, "Option Pricing in a Market Where the Volatility Is Driven by Fractional Brownian Motions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Hong Liu, 2001, "Optimal Investment and Consumption with Fixed and Proportional Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Jin Ma & Xiaodong Sun, 2001, "Sharp Estimates of Ruin Probabilities for Insurance Models Involving Investments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Hideo Nagai & Shige Peng, 2001, "Risk-Sensitive Optimal Investment Problems with Partial Information on Infinite Time Horizon," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• François Coquet & Ying Hu & Jean Mémin & Shige Peng, 2001, "Filtration Consistent Nonlinear Expectations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• David Heath & Eckhard Platen, 2001, "Pricing and Hedging of Index Derivatives under an Alternative Asset Price Model with Endogenous Stochastic Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Tomasz R. Bielecki & Daniel Hernandez-Hernandez & Stanley R. Pliska, 2001, "Risk Sensitive Asset Management With Constrained Trading Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Carl Chiarella & Sara Pasquali & Wolfgang J. Runggaldier, 2001, "On Filtering in Markovian Term Structure Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Antoine Savine, 2001, "A Theory of Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Lukasz Stettner, 2001, "Discrete Time Markets with Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Xiaoai Lin & Xia Liu & Yeneng Sun, 2001, "The Necessity of No Asymptotic Arbitrage in APT Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Shanjian Tang, 2001, "Financial Mean-Variance Problems and Stochastic LQ Problems: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Reimer Beneder & Ton Vorst, 2001, "Options on Dividend Paying Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Jianming Xia & Jia-An Yan, 2001, "Some Remarks on Arbitrage Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Hailiang Yang, 2001, "Risk: From Insurance to Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• G. Yin & Q. Zhang & R.H. Liu, 2001, "Using Stochastic Approximation Algorithms in Stock Liquidation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Hong Liu & Jiongmin Yong, 2001, "Contingent Claims in an Illiquid Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Shunlong Luo & Jia-an Yan & Qiang Zhang, 2001, "Arbitrage Pricing Systems in a Market Driven by an Itô Process," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Hellwig, Martin & Schmidt, Klaus M., 2001, "Discrete-Time Approximations of the Holmström-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 01-52, Nov.
• Thomas J. Sargent & LarsPeter Hansen, 2001, "Robust Control and Model Uncertainty," American Economic Review, American Economic Association, volume 91, issue 2, pages 60-66, May.
• Bel? Jerez, 2001, "A Dual Characterization of Incentive Efficiency," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 494.01, Sep.
• Diego Prior & Jordi Surroca, 2001, "Modelo para la identificación de grupos estratégicos basado en el análisis envolvente de datos: Aplicación al sector bancario Español," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 0102, Apr, revised Apr 2001.
• Diego Prior & Jordi Surroca, 2001, "Modelo para la identificación de grupos estratégicos basado en el análisis envolvente de datos: Aplicación al sector bancario español," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 200102, Apr.
• Michael Rockinger & Eric Jondeau, 2001, "Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis," Working papers, Banque de France, number 79.
• Hiroaki Hayakawa, 2001, "The Permanent Income–Life Cycle Hypothesis in a Monetary Economy and the Neutrality of Money: A Continuous‐Time Analysis," The Japanese Economic Review, Japanese Economic Association, volume 52, issue 1, pages 77-92, March, DOI: 10.1111/1468-5876.00182.
• Hiroyuki Ozaki & Peter A. Streufert, 2001, "Solutions For Some Dynamic Problems With Uncertainty Aversion," The Japanese Economic Review, Japanese Economic Association, volume 52, issue 3, pages 251-283, September, DOI: 10.1111/1468-5876.00194.
• Francisco J. André & Emilio Cerdá, 2001, "A Generalized Production Set. The Production and Recycling Function," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2001/07, Dec.
• Heski Bar-Isaac, 2001, "Self-Confidence and Survival," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 428, Oct.
• Pavel Cizek, 2001, "Robust Estimation with Discrete Explanatory Variables," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp183, Nov.
• LE VAN, Cuong & MORHAIM, Lisa, 2001, "Optimal growth models with bounded or unbounded returns: a unifying approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001034, Aug.
• Wong, Linda, 2001, "Structural Estimation of Marriage Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A1-1, Nov.
• Duran, Jorge, 2001, "Discounting long run average growth in stochastic dynamic programs," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 0101.
• Hodrick, Robert J & Vassalou, Maria, 2001, "Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3056, Nov.
• Francesco MENONCIN, 2001, "How to Manage Inflation Risk in an Asset Allocation Problem : an Algebric Aproximated Solution," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001035, Dec.
• Cuong LE VAN & H. Cagri SAGLAM, 2001, "Quality of Knowledge Technology, Returns to Production Technology and Economic Development," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002004, Nov.
• John E. Roemer & Roberto Veneziani, 2001, "What We Owe Our Children, They Their Children,..," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1326, Sep.