Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
/ / / C61: Optimization Techniques; Programming Models; Dynamic Analysis
This JEL code is mentioned in the following RePEc Biblio entries:
2001
- 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.
- Dasgupta, D., 2001, "Government Spending in a Model of Endogenous Growth with Private and Public Capital," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0525, Jan.
- VAN DELFT, Christian & VIAL, Jean-Philippe, 2001, "Quantitative analysis of multi-periodic supply chain contracts with options via stochastic programming," HEC Research Papers Series, HEC Paris, number 733, Sep.
- Brousseau, Vincent & Detken, Carsten, 2001, "Monetary policy and fears of financial instability," Working Paper Series, European Central Bank, number 89, Nov.
- Mitra, Tapan & Montrucchio, Luigi & Privileggi, Fabio, 2001, "The Nature of the Steady State in Models of Optimal Growth Under Uncertainty," Working Papers, Cornell University, Center for Analytic Economics, number 01-04.
- Robe, Michel A., 2001, "What can we learn from simulating a standard agency model?," Economics Letters, Elsevier, volume 73, issue 2, pages 137-146, November.
- Marianov, Vladimir & Serra, Daniel, 2001, "Hierarchical location-allocation models for congested systems," European Journal of Operational Research, Elsevier, volume 135, issue 1, pages 195-208, November.
- Montrucchio, Luigi & Privileggi, Fabio, 2001, "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," Journal of Economic Theory, Elsevier, volume 101, issue 1, pages 158-188, November.
2000
- Goetz, Renan-Ulrich & Zilberman, David, 2000, "The Economics Of Land-Zoning," 2000 Annual meeting, July 30-August 2, Tampa, FL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 21828, DOI: 10.22004/ag.econ.21828.
- Petrick, Martin & Ditges, C. Markus, 2000, "Risk In Agriculture As Impediment To Rural Lending - The Case Of North-Western Kazakhstan," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 14939, DOI: 10.22004/ag.econ.14939.
- Drandakis, E., 2000, "Caratheodory's Theorem on Constrained Optimization and Comparative Statics," DEOS Working Papers, Athens University of Economics and Business, number 0020-01.
- Drandakis, E., 2000, "The Envelope Theorem in Its Prpper Perspective," DEOS Working Papers, Athens University of Economics and Business, number 0020-03.
- Bruno De Borger & Kristiaan Kerstens, 2000, "The Malmquist Productivity Index and Plant Capacity Utilization," Scandinavian Journal of Economics, Wiley Blackwell, volume 102, issue 2, pages 303-310, June, DOI: 10.1111/1467-9442.00201.
- Small, Kenneth A. & Chu, Xuehao, 2000, "Hypercongestion," University of California Transportation Center, Working Papers, University of California Transportation Center, number qt3nn3733q, Dec.
- Anthony Horsley & Andrew J Wrobel, 2000, "Efficiency Rents of Pumped-Storage Plants and their Uses for Operation and Investment Decisions," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 405, Nov.
- Gourinchas, Pierre-Olivier & Parker, Jonathan A, 2000, "Consumption Over the Life-Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2345, Jan.
- Ledoit, Olivier & Wolf, Michael, 2000, "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 10089, Nov.
- Duran, Jorge, 2000, "Discounting Long Run Average Growth in Stochastic Dynamic Programs," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000006, Feb.
- Yunhong Yang, 2000, "Martingale and Relaxation-Projection Methods for Utility Maximization with Portfolio Constraints and Stochastic Income," Annals of Economics and Finance, Society for AEF, volume 1, issue 1, pages 117-146, May.
- Tabata, K. & Ohkusa, Y., 2000, "The Sensitivity Analysis of the Optimal Length of Life -the Numerical Approach-," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0506, Jan.
- Arcidiacono, Peter & Jones, John B., 2000, "Finite Mixture Distribution, Sequential Likelihood, and the EM Algorithm," Working Papers, Duke University, Department of Economics, number 00-16.
- ROCKINGER, Michael & JONDEAU, Eric, 2000, "Entropy densities," HEC Research Papers Series, HEC Paris, number 709, Feb.
- P. Jean-Jacques Herings & Felix Kubler, 2000, "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0400, Aug.
- Ruqu Wang, 2000, "The Optimal Consumption and the Quitting of Harmful Addictive Goods," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1122, Aug.
- Federico Echenique, 2000, "Comparative Statics by Adaptive Dynamics and The Correspondence Principle," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1906, Aug.
- Pintus, Patrick & Sands, Duncan & de Vilder, Robin, 2000, "On the transition from local regular to global irregular fluctuations," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 2, pages 247-272, February.
- Jellal, Mohamed & Zenou, Yves, 2000, "A dynamic efficiency wage model with learning by doing," Economics Letters, Elsevier, volume 66, issue 1, pages 99-105, January.
- Batabyal, Amitrajeet A., 2000, "An interdisciplinary research agenda for the study of ecological-economic systems in the American West," Resources Policy, Elsevier, volume 26, issue 2, pages 69-75, June.
- Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Journal of Mathematical Economics, Elsevier, volume 34, issue 2, pages 191-214, October.
- Amen, Matthias, 2000, "An exact method for cost-oriented assembly line balancing," International Journal of Production Economics, Elsevier, volume 64, issue 1-3, pages 187-195, March.
- Amen, Matthias, 2000, "Heuristic methods for cost-oriented assembly line balancing: A survey," International Journal of Production Economics, Elsevier, volume 68, issue 1, pages 1-14, October.
- Horsley, Anthony & Wrobel, Andrew J., 2000, "Efficiency rents of pumped-storage plants and their uses for operation and investment decisions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19336, Nov.
- Foldes, Lucien, 2000, "Valuation and Martingale properties of shadow prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5139, Mar.
- A. Mele, 2000, "Fundamental Properties of Bond Prices in Models of the Short-Term Rate," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-39.
- Nienhuys-Cheng, S-H. & van Laer, W. & Ramon, J. & de Raedt, L., 2000, "Generalizing Refinement Operators to Learn Prenex Conjunctive Normal Forms," 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-2000-39-LIS, Nov.
- Manfred Gilli & Evis Këllezi, 2000, "A Heuristic Approach to Portfolio Optimization," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp20, Oct.
- Richard Dennis, 2000, "Solving for Optimal Simple Rules in Rational-Expectations Models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2000-14, Dec, DOI: 10.24148/wp2000-14.
- Cartigny, P. & Michel, P., 2000, "Selection of One Nash Equilibrium in the One-Dimensional Linear-Quadratic Differential Game," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00a15.
- Drandakis, E., 2000, "Caratheodory's Theorem on Constrained Optimization and Comparative Statics," Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies, number 115.
- Drandakis, E., 2000, "The Envelope Theorem in Its Prpper Perspective," Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies, number 116r.
- Evstigneev, I.V. & Flam, S.D., 2000, "Convex Stochastic Duality and the "Biting Lemma"," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 0300.
- Flam, S.D., 2000, "Reaching Equilibrium in the Capital Asset Pricing Model," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 0700.
- Evstigneev, I.V. & Flam, S.D., 2000, "Stochastic Programming: Non-Anticipativity and Lagrange Multipliers," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 1100.
- Glazer, A., 2000, "Optimal Promotion and Span of Control," Papers, California Irvine - School of Social Sciences, number 99-00-22.
- Nesterov, Y. & Vial, J.-P., 2000, "Confidence Level Solutions for Stochastic Programming," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.05.
- Nesterov, Y. & Vial, J.P., 2000, "Augmented Self-Concordant Barriers and Nonlinear Optimization Problems with Finite Complexity," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.18.
- Demange, M. & Paradon, X. & Paschos, V.T., 2000, "On-line Maximum-order Induced Hereditary Subgraph Problems," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.114.
- Demange, M. & Paschos, V.T., 2000, "Towards a General Formal Framework for Polynomial Approximation (Concepts and Examples)," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.117.
- Blot, J. & Crettez, B., 2000, "On the Smoothness of Optimal Paths," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.16.
- Blot, J. & Chebbi, H., 2000, "Discrete time Pontryagin Principles with Infinite Horizon," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.20.
- Hifi, M. & Roucairol, C., 2000, "Approximate and Exact Algorithms for Constrained (Un) Weighted Two-dimensional Two-staged Cutting Stock Problems," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.25.
- Le Van, C. & Morhaim, L. & Dimaria, C.-H., 2000, "The Discrete Time Version of the Romer Model," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.63.
- Le Van, C. & Morhaim, L., 2000, "Optimal Growth Models with Bounded or Unbounded Returns : a Unifying Approach," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.64.
- Courrege, P. & Lacroix, J. & Matarasso, P., 2000, "Dynamique et marche intertemporel : deroulement reel et anticipations," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.66.
- Bennell, J.A. & Dowsland, K.A., 2000, "Hybridising Taby Search with Optimisation Techniques for Irregular Stock-Cutting," Papers, University of Southampton - Department of Accounting and Management Science, number 00-152.
- Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00451997, DOI: 10.1016/S0304-4068(00)00041-0.
- Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print, HAL, number halshs-00451997, DOI: 10.1016/S0304-4068(00)00041-0.
- Michael Rockinger & Eric Jondeau, 2000, "Entropy Densities," Working Papers, HAL, number hal-00601485, Feb.
- Décamps, Jean-Paul & Mariotti, Thomas & Villeneuve, Stéphane, 2000, "Investment Timing under Incomplete Information," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 115, revised Apr 2004.
- Paterson, Iain, 2000, "New Models for Data Envelopment Analysis. Measuring Efficiency Outwith the VRS Frontier," Economics Series, Institute for Advanced Studies, number 84, Sep.
- SaangJoon Baak, 2000, "Heterogeneous Expectations, Volatility and Welfare," Working Papers, Research Institute, International University of Japan, number EMS_2000_01, Jun.
- Heer Burkhard & Trede Mark, 2000, "On the Use of Projection Methods in the Computation of OLG Models / Zur Berechnung von OLG-Modellen mit Hilfe von Projektionsmethoden," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 1, pages 32-47, February, DOI: 10.1515/jbnst-2000-0104.
- Martin Diedrich, 2000, "Differential Interest Rates on Unbalanced Growth Paths," Keele Department of Economics Discussion Papers (1995-2001), Department of Economics, Keele University, number 2000/13, Dec.
- Martin Diedrich, 2000, "Land Rents and Competitive Equilibrium," Keele Department of Economics Discussion Papers (1995-2001), Department of Economics, Keele University, number 2000/19, revised Mar 2001.
- Takashi Kamihigashi, 2000, "Necessity of Transversality Conditions for Stochastic Problems," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 115, Nov.
- Benedek, Gábor, 2000, "Evolúciós alkalmazások előrejelzési modellekben I
[Evolutionary applications in forecasting models, Part I]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 988-1007. - Stachurski, J., 2000, "Asymptotic Stability of a Brock-Mirman Economy with Unbounded Shock," Department of Economics - Working Papers Series, The University of Melbourne, number 746.
- H. Naci Mocan & Stephen C. Billups & Jody Overland, 2000, "A Dynamic Model of Differential Human Capital and Criminal Activity," NBER Working Papers, National Bureau of Economic Research, Inc, number 7584, Mar.
- Nathaniel O. Keohane & Benjamin Van Roy & Richard J. Zeckhauser, 2000, "Controlling Stocks and Flows to Promote Quality: The Environment, With Applications to Physical and Human Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 7727, Jun.
- Richard Mash, 2000, "The Time Inconsistency of Monetary Policy with Inflation Persistence," Economics Series Working Papers, University of Oxford, Department of Economics, number 15, Jul.
- David M., Ramsey & Krzysztof, Szajowski, 2000, "Bilateral Approach to the Secretary Problem," MPRA Paper, University Library of Munich, Germany, number 19888, revised 2003.
- Wiebelt, Manfred, 2000, "Measuring the benefit-cost ratio of public IPM technology transfer programs: an optimal control framework and an application to Nepalese agriculture," Kiel Working Papers, Kiel Institute for the World Economy, number 989.
- Fent, Thomas, 2000, "Wissen gewinnen und gewinnen durch Wissen
[Gaining knowledge and winning with knowledge]," MPRA Paper, University Library of Munich, Germany, number 2838, Aug. - Chodak, Grzegorz & Kwaśnicki, Witold, 2000, "Genetic algorithms in seasonal demand forecasting," MPRA Paper, University Library of Munich, Germany, number 34099.
- Jellal, Mohamed & Zenou, Yves, 2000, "A dynamic efficiency wage model with learning by doing," MPRA Paper, University Library of Munich, Germany, number 38513.
- Ayub, Mehar & Ahsanuddin, Muhammad, 2000, "A computational model for inventory management and planning," MPRA Paper, University Library of Munich, Germany, number 600, revised 2002.
- Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 2000, "Mutual Insurance, Individual Savings and Limited Commitment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 3, issue 2, pages 216-246, April, DOI: 10.1006/redy.1999.0081.
- Agapie, Adriana, 2000, "Estimating The Expected Unemployment As A Function Of The Speed Of Restructuring – The Case Of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 63-77, June.
- Agapie, Adriana, 2000, "Prior Information In Econometric Global Optimization Problems: A Bootstrap Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 110-121, December.
- David M. Aadland, 2000, "The Economics Of Cattle Supply," Computing in Economics and Finance 2000, Society for Computational Economics, number 57, Jul.
- Wilfredo L. Maldonado & Aloisio P. Araujo, 2000, "Ergodic chaos, learning and sunspot equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 1, pages 163-184.
- Jorge DurÂn, 2000, "On dynamic programming with unbounded returns," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 2, pages 339-352.
- Kenneth Matheny & Charles Noussair, 2000, "An experimental study of decisions in dynamic optimization problems," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 2, pages 389-419.
- Takashi Kamihigashi, 2000, "A simple proof of Ekeland and Scheinkman's result on the necessity of a transversality condition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 2, pages 463-468.
- Takashi Kamihigashi, 2000, "Indivisible labor implies chaos," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 3, pages 585-598.
- Aldo Rustichini & Anne P. Villamil, 2000, "Intertemporal pricing in laboratory posted offer markets with differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 16, issue 3, pages 613-637.
- Arvid Raknerud & Rolf Golombek, 2000, "Exit Dynamics with Rational Expectations," Discussion Papers, Statistics Norway, Research Department, number 291, Dec.
- Arjen H. Siegmann & André Lucas, 2000, "Analytic Decision Rules for Financial Stochastic Programs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-041/2, May.
- Sánchez-Soriano, J. & Llorca, N. & Tijs, S.H. & Timmer, J.B., 2000, "On the Core of Semi-Infinite Transportation Games with Divisible Goods," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-89.
- Liski, M. & Kort, P.M. & Novak, A.J., 2000, "Increasing Returns and Cycles in Fishing," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-57.
- Sánchez-Soriano, J. & Llorca, N. & Tijs, S.H. & Timmer, J.B., 2000, "Semi-Infinite Assignment and Transportation Games," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-43.
- Tijs, S.H. & Timmer, J.B. & Llorca, N. & Sánchez-Soriano, J., 2000, "The Owen Set and the Core of Semi-Infinite Linear Production Situations," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-49.
- van Groezen, B.J.A.M. & Leers, T. & Meijdam, A.C., 2000, "Family Size, Looming Demographic Changes and the Efficiency of Social Security Reform," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-27.
- Baveja, A. & Feichtinger, G. & Hartl, R.F. & Haunschmied, J.L. & Kort, P.M., 2000, "A resource-constrained optimal control model for crackdown on illicit drug markets," Other publications TiSEM, Tilburg University, School of Economics and Management, number 15ffe163-821b-458a-80ef-d.
- Liski, M. & Kort, P.M. & Novak, A.J., 2000, "Increasing Returns and Cycles in Fishing," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5123ff94-84a5-429b-970a-7.
- Federico Echenique., 2000, "Comparative Statics by Adaptive Dynamics and The Correspondence Principle," Economics Working Papers, University of California at Berkeley, number E00-273, Jan.
- Herings, P.J.J. & Kubler, F., 2000, "The Robustness of CAPM-A Computational Approach," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 002, Jan, DOI: 10.26481/umamet.2000002.
- Herings, P.J.J. & Kubler, F., 2000, "Computing equilibria in finance economies," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 022, Jan, DOI: 10.26481/umamet.2000022.
- de Ruyter, J.C. & Wetzels, M.G.M., 2000, "The role of corporate image and extension similarity in service brand extensions," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 035, Jan, DOI: 10.26481/umamet.2000035.
- Vladimir Marianov & Daniel Serra, 2000, "Hierarchical location-allocation models for congested systems," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 425, Jan.
- Vladimir Marianov & Daniel Serra, 2000, "Location models for airline hubs behaving as M/D/c queues," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 453, Mar.
- José Niño-Mora, 2000, "On certain greedoid polyhedra, partially indexable scheduling problems and extended restless bandit allocation indices," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 456, Apr.
- Daniel Serra & Rosa Colomé, 2000, "Supermarket key attributes and location decisions: A comparative study between British and Spanish consumers," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 469, Jun.
- Helena Ramalhinho-Lourenço & Olivier C. Martin & Thomas Stützle, 2000, "Iterated local search," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 513, Nov.
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