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

• Gert Kneis & Klaus Schöler, 2002, "Zur Begründung der linearen Nachfragefunktion in der Haushaltstheorie," Volkswirtschaftliche Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 48.
• Hernandez, Gustavo Adolfo & Light, Miles & Rutherford, Thomas, 2002, "A dynamic general equilibrium model for tax policy analysis in Colombia," MPRA Paper, University Library of Munich, Germany, number 28435, May.
• Alexopoulos, Aristotelis & Fournarakis, Nikolaos & Sambracos, Evangelos, 2002, "Using System Dynamics to Improve the Marine Manpower of the Passenger Industry in Management Decisions," MPRA Paper, University Library of Munich, Germany, number 52339, Nov.
• Bilgili, Faik, 2002, "VAR, ARIMA, Üstsel Düzleme, Karma ve İlave-Faktör Yöntemlerinin Özel Tüketim Harcamalarına ait Ex Post Öngörü Başarılarının Karşılaştırılması
  [A Comparison of Ex-Post Forecast Accuracies for VAR, ARIMA, Exponential Smoothing, Combining and Add-Fac," MPRA Paper, University Library of Munich, Germany, number 75536, revised 2002.
• Alexis Derviz, 2002, "The uncovered parity properties of the czech koruna," Prague Economic Papers, Prague University of Economics and Business, volume 2002, issue 1, pages 17-37, DOI: 10.18267/j.pep.186.
• Tomáš Kadlec, 2002, "Optimal timing of tv commercials: symmetrical model," Prague Economic Papers, Prague University of Economics and Business, volume 2002, issue 4, pages 356-369, DOI: 10.18267/j.pep.202.
• Christopher Ferrall, 2002, "Estimation And Inference In Social Experiments," Working Paper, Economics Department, Queen's University, number 1008, Aug.
• Antonio Mele, 2002, "Fundamental Properties of Bond Prices in Models of the Short-Term Rate," Working Papers, Queen Mary University of London, School of Economics and Finance, number 460, Jun.
• Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros, 2002, "Evaluating the performance of GARCH models using White´s Reality Check," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 453, Apr.
• Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech, 2002, "Building Neural Network Models for Time Series: A Statistical Approach," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 461, Aug.
• Christian A. Ruzzier, 2002, "Una Introducción a la Estimación No Paramétrica de Fronteras de Eficiencia," UADE Textos de Discusión, Instituto de Economía, Universidad Argentina de la Empresa, number 41_2002, Jul.
• Alessio Moro, 2002, "La soluzione centralizzata del modello di Uzawa-Lucas con esternalità," Rivista di Politica Economica, SIPI Spa, volume 92, issue 6, pages 111-146, November-.
• Mika Kato & Lars Gruene & Willi Semmler, 2002, "Solving Ecological Mangement Problems Using Dynamic Programming," Computing in Economics and Finance 2002, Society for Computational Economics, number 102, Jul.
• Gang Gong & Willi Semmler, 2002, "Solving Stochastic Dynamic Optimization Models with Approximations: Some Experiments," Computing in Economics and Finance 2002, Society for Computational Economics, number 104, Jul.
• D.D.B. van Bragt & D.J.A. Somefun & E. Kutschinski & J.A. La Poutre, 2002, "An Algorithm for On-Line Price Discrimination," Computing in Economics and Finance 2002, Society for Computational Economics, number 106, Jul.
• Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez, 2002, "Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 113, Jul.
• David Goldbaum, 2002, "Investment and Discovery: Market coordination when investing in projects with endogenous payoffs," Computing in Economics and Finance 2002, Society for Computational Economics, number 118, Jul.
• Sharon O'Donnell, 2002, "Diversity of Neighborhood Transition," Computing in Economics and Finance 2002, Society for Computational Economics, number 133, Jul.
• Mico Mrkaic, 2002, "Neuro-dynamic Programming in Economics," Computing in Economics and Finance 2002, Society for Computational Economics, number 136, Jul.
• Joseph Andria & Manfred Gilli, 2002, "Pricing and hedging options in incomplete markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 163, Jul.
• Pompermayer F.M. & Florian M. & Leal J.E., 2002, "A spatial price oligopoly model for refined petroleum products: an application to a Brazilian case," Computing in Economics and Finance 2002, Society for Computational Economics, number 172, Jul.
• Michael Reiter, 2002, "Computing heterogenous agent models when the distribution matters," Computing in Economics and Finance 2002, Society for Computational Economics, number 173, Jul.
• L. Bauwens & S. Laurent & J.P. Peters & J. Rombouts, 2002, "Multivariate GARCH models and their Estimation," Computing in Economics and Finance 2002, Society for Computational Economics, number 19, Jul.
• Bruno Viscolani, 2002, "New product introduction: determining optimal advertising policies," Computing in Economics and Finance 2002, Society for Computational Economics, number 193, Jul.
• Fernando S. Oliveira, 2002, "Quasi-Perfect Rationality, Playing Automata Dynamic Games," Computing in Economics and Finance 2002, Society for Computational Economics, number 215, Jul.
• A. Consiglio & A. Pecorella & S.A. Zenios, 2002, "A Geometric Programming Approach for Managing Participating Insurance Policies with Minimum Guarantees," Computing in Economics and Finance 2002, Society for Computational Economics, number 217, Jul.
• Cristian Wieland, 2002, "Controlling Chaos in Higher Dimensional Maps," Computing in Economics and Finance 2002, Society for Computational Economics, number 232, Jul.
• Michel Juillard, 2002, "Perturbation method at order k: A recursive algorithm," Computing in Economics and Finance 2002, Society for Computational Economics, number 257, Jul.
• Carl Chiarella & Mark Craddock & Nadima El-Hassan, 2002, "A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 261, Jul.
• Victor Dorofeenko & Jamsheed SHORISH, 2002, "Dynamical Modeling of the Demographic Prisoner’s Dilemma," Computing in Economics and Finance 2002, Society for Computational Economics, number 266, Jul.
• Carl Chiarella & Andrew Ziogas, 2002, "Evaluation of American Strangles," Computing in Economics and Finance 2002, Society for Computational Economics, number 28, Jul.
• NUÑEZ, Laura, 2002, "An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange," Computing in Economics and Finance 2002, Society for Computational Economics, number 29, Jul.
• Carl Chiarella & Nadima El-Hassan & Adam Kucera, 2002, "The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions," Computing in Economics and Finance 2002, Society for Computational Economics, number 292, Jul.
• Thorsten Pampel, 2002, "Computation of the value function indiscrete stochastic optimal growth models," Computing in Economics and Finance 2002, Society for Computational Economics, number 295, Jul.
• Wilfredo L. Maldonado & Benar F. Svaiter, 2002, "On the accuracy of the estimated policy function using the Bellman contraction method," Computing in Economics and Finance 2002, Society for Computational Economics, number 30, Jul.
• Simone Alfarano & Thomas Lux, 2002, "A minimal noise trader model with realistic time series," Computing in Economics and Finance 2002, Society for Computational Economics, number 317, Jul.
• P. Palmitesta & C. Provasi, 2002, "Likelihood function optimization of elliptical copula models with financial applications," Computing in Economics and Finance 2002, Society for Computational Economics, number 327, Jul.
• Dietmar Maringer, 2002, "APT At Work: Finding The Relevant Risk Factors For Asset Pricing," Computing in Economics and Finance 2002, Society for Computational Economics, number 337, Jul.
• Tetsuya Noguchi & Berc Rustem, 2002, "An algorithm for the quasivariational inequality arising in option pricing with transaction costs I," Computing in Economics and Finance 2002, Society for Computational Economics, number 378, Jul.
• Tetsuya Noguchi & Berc Rustem, 2002, "An algorithm for the quasivariational inequality arising in option pricing with transaction costs II," Computing in Economics and Finance 2002, Society for Computational Economics, number 379, Jul.
• Chiarella, Carl & Dieci, Roberto & Gardini, Laura, 2002, "Price Dynamics And Diversification Under Heterogeneous Expectations," Computing in Economics and Finance 2002, Society for Computational Economics, number 88, Jul.
• Lars Gruene & Willi Semmler, 2002, "Using Dynamic Programming with Adaptive Grid Scheme to Solve Nonlinear Dynamic Models in Economics," Computing in Economics and Finance 2002, Society for Computational Economics, number 99, Jul.
• Hagen Bobzin, 2002, "Fundamentals of Production Theory in International Trade. A Modern Approach Based on Theory of Duality," Volkswirtschaftliche Diskussionsbeiträge, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, number 104-02, Dec.
• Ding Zhang & June Dong & Anna Nagurney, 2002, "Spatial economic networks with multicriteria producers and consumers: Statics and dynamics," The Annals of Regional Science, Springer;Western Regional Science Association, volume 36, issue 1, pages 79-105.
• Jean H. P. Paelinck, 2002, "A multiple gap approach to spatial economics," The Annals of Regional Science, Springer;Western Regional Science Association, volume 36, issue 2, pages 219-227.
• Hans Föllmer & Alexander Schied, 2002, "Convex measures of risk and trading constraints," Finance and Stochastics, Springer, volume 6, issue 4, pages 429-447.
• Harvey E. Lapan & David A. Hennessy, 2002, "Symmetry and order in the portfolio allocation problem," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 19, issue 4, pages 747-772.
• Lisa Morhaim & Charles-Henri Dimaria & Cuong Le Van, 2002, "The discrete time version of the Romer model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 1, pages 133-158.
• Kevin X.D. Huang, 2002, "Valuation in infinite-horizon sequential markets with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 1, pages 189-198.
• Takashi Kamihigashi, 2002, "A simple proof of the necessity of the transversality condition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 2, pages 427-433.
• Kieran P. Donaghy, 2002, "research notes and comments: The "green book" twenty years on: A new look at the research program of Isard and Liossatos's "spatial dynamics and optimal space-time development"," Papers in Regional Science, Springer;Regional Science Association International, volume 81, issue 4, pages 499-509.
• Winfried J. Steiner & Harald Hruschka, 2002, "Produktliniengestaltung mit Genetischen Algorithmen," Schmalenbach Journal of Business Research, Springer, volume 54, issue 7, pages 575-601, November, DOI: 10.1007/BF03372688.
• Mustafa Akan, 2002, "Policy Implications of Solutions of Dynamic Optimal Production Problems for Disinflationary Economic Policies," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 2, issue 1, pages 65-73.
• Stan van Hoesel & H. Edwin Romeijn & Dolores Romero Morales & Albert P.M. Wagelmans, 2002, "Polynomial Time Algorithms for Some Multi-Level Lot-Sizing Problems with Production Capacities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-066/4, Jun.
• Wilco van den Heuvel & Albert P.M. Wagelmans, 2002, "A Note on Ending Inventory Valuation in Multiperiod Production Scheduling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-067/4, Jun.
• Gerard van der Laan & Dolf Talman & Zaifu Yang, 2002, "Perfection and Stability of Stationary Points with Applications to Noncooperative Games," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-126/1, Dec.
• Berridge, S.J. & Schumacher, J.M., 2002, "An Irregular Grid Approach for Pricing High Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-99.
• Lutgens, F. & Sturm, J.F., 2002, "Robust One Period Option Modelling," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-114.
• Sturm, J.F., 2002, "Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-73.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2002, "Perfection and Stability of Stationary Points with Applications in Noncooperative Games," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-108.
• Berridge, S.J. & Schumacher, J.M., 2002, "An Irregular Grid Approach for Pricing High Dimensional American Options," Other publications TiSEM, Tilburg University, School of Economics and Management, number 416a6d43-3466-47e0-b656-d.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2002, "Perfection and Stability of Stationary Points with Applications in Noncooperative Games," Other publications TiSEM, Tilburg University, School of Economics and Management, number fc1f47c6-314f-4932-80c6-1.
• Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner, 2002, "Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0212, Nov.
• Jean-Marc Bonnisseau & Jorge Rivera Cayupi, 2002, "The equilibrium manifold with Boundary constraints on the Consumption sets," Working Papers, University of Chile, Department of Economics, number wp196, Oct.
• van Hoesel, C.P.M. & Romeijn, H.E. & Romero Morales, M.D. & Wagelmans, A., 2002, "Polynomial time algorithms for some multi-level lot-sizing problems with production capacities," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 018, Jan, DOI: 10.26481/umamet.2002018.
• Juan P. Soto & Helena Ramalhinho-Lourenço, 2002, "A recoverable production planning model," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 636, Jul.
• Daniel Serra & Francisco Silva, 2002, "Locating emergency services with priority rules: The priority queuing covering location problem," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 642, Sep, revised May 2008.
• Carl Chiarella & Andrew Ziogas, 2002, "Evaluation of American Strangles," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 83, Jun.
• Andrea Gamba & Alberto Micalizzi, 2002, "Product Development and Market Expansion: a Valuation Approach Based on Real Options," Working Papers, University of Verona, Department of Economics, number 01/2002, Dec.
• Pavel Cizek, 2002, "Robust Estimation with Discrete Explanatory Variables," Econometrics, University Library of Munich, Germany, number 0203001, Mar.
• David Backus & Liuren Wu & Stanley Zin, 2002, "Markov Chain Approximations For Term Structure Models," Finance, University Library of Munich, Germany, number 0207018, Sep.
• V.-P. Heikkinen & & Timo Kuosmanen, 2002, "Stochastic Dominance Portfolio Analysis of Forestry Assets," Finance, University Library of Munich, Germany, number 0210002, Oct.
• Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski, 2002, "Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo," Finance, University Library of Munich, Germany, number 0211003, Nov, revised 28 Nov 2002.
• Stein W. Wallace & Stein-Erik Fleten, 2002, "Stochastic programming in energy," GE, Growth, Math methods, University Library of Munich, Germany, number 0201001, Jan, revised 13 Nov 2003.
• Danyang Xie, 2002, "Explicit Transitional Dynamics in Growth Models," GE, Growth, Math methods, University Library of Munich, Germany, number 0207003, Aug.
• Danyang Xie, 2002, "Divergence in Economic Performance: Transitional Dynamics with Multiple Equilibria," GE, Growth, Math methods, University Library of Munich, Germany, number 0210002, Oct.
• M. Zarichnyi, 2002, "Correspondences of probability measures with restricted marginals revisited," GE, Growth, Math methods, University Library of Munich, Germany, number 0210006, Oct.
• Martin E. Diedrich, 2002, "Emission Targets and Equilibrium Choice of Technique," GE, Growth, Math methods, University Library of Munich, Germany, number 0211001, Nov.

2001

• 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, Centre for Economic Policy Research, 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.