Global Finance and Macroeconomic Policy
Download full text from publisher
References listed on IDEAS
- repec:spr:compst:v:50:y:1999:i:3:p:493-518 is not listed on IDEAS
- Luis Alvarez & Jukka Virtanen, 2006. "A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(2), pages 373-398, June.
- Yuming Li, 1993. "Growth-Security Investment Strategy for Long and Short Runs," Management Science, INFORMS, vol. 39(8), pages 915-924, August.
- Merton, Robert C., 1971.
"Optimum consumption and portfolio rules in a continuous-time model,"
Journal of Economic Theory,
Elsevier, vol. 3(4), pages 373-413, December.
- R. C. Merton, 1970. "Optimum Consumption and Portfolio Rules in a Continuous-time Model," Working papers 58, Massachusetts Institute of Technology (MIT), Department of Economics.
- Sid Browne, 2000. "Risk-Constrained Dynamic Active Portfolio Management," Management Science, INFORMS, vol. 46(9), pages 1188-1199, September.
- L.C.G. Rogers, 2001. "The relaxed investor and parameter uncertainty," Finance and Stochastics, Springer, vol. 5(2), pages 131-154.
- Stanley Pliska & Kiyoshi Suzuki, 2004. "Optimal tracking for asset allocation with fixed and proportional transaction costs," Quantitative Finance, Taylor & Francis Journals, vol. 4(2), pages 233-243.
- Jose M. Plehn-Dujowich, 2005. "The Optimality of a Control Band Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 877-901, October.
- Cadenillas, Abel & Zapatero, Fernando, 1999. "Optimal Central Bank Intervention in the Foreign Exchange Market," Journal of Economic Theory, Elsevier, vol. 87(1), pages 218-242, July.
- Dorsey, Robert E & Mayer, Walter J, 1995.
"Genetic Algorithms for Estimation Problems with Multiple Optima, Nondifferentiability, and Other Irregular Features,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 13(1), pages 53-66, January.
- Michael B. Gordy, "undated". "GA.M: A Matlab routine for function maximization using a Genetic Algorithm," Matlab codes ga, , revised 12 Feb 1996.
More about this item
KeywordsGlobal finance; fiscal and monetary policy; globalisation;
- B15 - Schools of Economic Thought and Methodology - - History of Economic Thought through 1925 - - - Historical; Institutional; Evolutionary
- B22 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Macroeconomics
- E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:crt:wpaper:0308. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Kostis Pigounakis). General contact details of provider: http://edirc.repec.org/data/deuchgr.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.