Fukuyama, Hirofumi; Tsionas, Mike; Tan, Yong The impacts of innovation and trade openness on bank market power: the proposal of a minimum distance cost function approach and a causal structure analysis. (English) Zbl 07765847 Eur. J. Oper. Res. 312, No. 3, 1178-1194 (2024). MSC: 90Bxx PDF BibTeX XML Cite \textit{H. Fukuyama} et al., Eur. J. Oper. Res. 312, No. 3, 1178--1194 (2024; Zbl 07765847) Full Text: DOI
Portoleau, Tom; Artigues, Christian; Guillaume, Romain Robust decision trees for the multi-mode project scheduling problem with a resource investment objective and uncertain activity duration. (English) Zbl 07764642 Eur. J. Oper. Res. 312, No. 2, 525-540 (2024). MSC: 90Bxx PDF BibTeX XML Cite \textit{T. Portoleau} et al., Eur. J. Oper. Res. 312, No. 2, 525--540 (2024; Zbl 07764642) Full Text: DOI
Chen, Xinyue; Chen, Peimin; He, Yong; Wang, Xiaoyang The optimal investment problem with inflation and liquidity risk. (English) Zbl 07756784 J. Comput. Appl. Math. 438, Article ID 115580, 19 p. (2024). MSC: 91G10 91B39 93E20 PDF BibTeX XML Cite \textit{X. Chen} et al., J. Comput. Appl. Math. 438, Article ID 115580, 19 p. (2024; Zbl 07756784) Full Text: DOI
Wang, Haiyang; Wu, Zhen A kind of time-inconsistent corporate international investment problem with discontinuous cash flow. (English) Zbl 07772399 Commun. Math. Sci. 21, No. 7, 1751-1765 (2023). MSC: 91G80 93E20 PDF BibTeX XML Cite \textit{H. Wang} and \textit{Z. Wu}, Commun. Math. Sci. 21, No. 7, 1751--1765 (2023; Zbl 07772399) Full Text: DOI
Bayraktar, Erhan; Cohen, Asaf; Nellis, April A neural network approach to high-dimensional optimal switching problems with jumps in energy markets. (English) Zbl 07770144 SIAM J. Financ. Math. 14, No. 4, 1028-1061 (2023). MSC: 91Gxx 60H10 65C30 93E20 91G60 91G80 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., SIAM J. Financ. Math. 14, No. 4, 1028--1061 (2023; Zbl 07770144) Full Text: DOI arXiv
Algoulity, Mashael; Gashi, Bujar Optimal regulator for a class of nonlinear stochastic systems with random coefficients. (English) Zbl 07769521 Eur. J. Control 74, Article ID 100844, 5 p. (2023). MSC: 93E20 93C10 49N10 93B52 PDF BibTeX XML Cite \textit{M. Algoulity} and \textit{B. Gashi}, Eur. J. Control 74, Article ID 100844, 5 p. (2023; Zbl 07769521) Full Text: DOI
Feng, Zixin; Tian, Dejian Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints. (English) Zbl 07768494 Probab. Uncertain. Quant. Risk 8, No. 2, 281-308 (2023). MSC: 91G10 60H30 PDF BibTeX XML Cite \textit{Z. Feng} and \textit{D. Tian}, Probab. Uncertain. Quant. Risk 8, No. 2, 281--308 (2023; Zbl 07768494) Full Text: DOI arXiv
Sano, Ryuji Post-auction investment by financially constrained bidders. (English) Zbl 07767482 J. Econ. Theory 213, Article ID 105742, 23 p. (2023). MSC: 91Bxx PDF BibTeX XML Cite \textit{R. Sano}, J. Econ. Theory 213, Article ID 105742, 23 p. (2023; Zbl 07767482) Full Text: DOI
Rehme, Günther Investment subsidies and redistributive capital income taxation in a neoclassical growth model. (English) Zbl 07765907 Bull. Econ. Res. 75, No. 4, 988-1012 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{G. Rehme}, Bull. Econ. Res. 75, No. 4, 988--1012 (2023; Zbl 07765907) Full Text: DOI
Kim, Jongsoo; Kim, Kwang Hwan; Shim, Myungkyu Are all economic fluctuations bad for consumers? (English) Zbl 07765443 J. Econ. Dyn. Control 156, Article ID 104750, 23 p. (2023). MSC: 91B66 91B62 91B15 PDF BibTeX XML Cite \textit{J. Kim} et al., J. Econ. Dyn. Control 156, Article ID 104750, 23 p. (2023; Zbl 07765443) Full Text: DOI
Dong, Linjia; Nishihara, Michi; Yang, Zhaojun Two-stage investment, loan guarantees and share buybacks. (English) Zbl 07765442 J. Econ. Dyn. Control 156, Article ID 104741, 19 p. (2023). MSC: 91G50 PDF BibTeX XML Cite \textit{L. Dong} et al., J. Econ. Dyn. Control 156, Article ID 104741, 19 p. (2023; Zbl 07765442) Full Text: DOI
Kang, Sang Baum; Létourneau, Pascal Model-free analysis of real option exercise probability and timing. (English) Zbl 07762006 Quant. Finance 23, No. 10, 1531-1544 (2023). MSC: 91Gxx PDF BibTeX XML Cite \textit{S. B. Kang} and \textit{P. Létourneau}, Quant. Finance 23, No. 10, 1531--1544 (2023; Zbl 07762006) Full Text: DOI
Hatibaruah, Ajoy; Saha, Sumit An inventory model for two-parameter Weibull distributed ameliorating and deteriorating items with stock and advertisement frequency dependent demand under trade credit and preservation technology. (English) Zbl 07759805 Opsearch 60, No. 2, 951-1002 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{A. Hatibaruah} and \textit{S. Saha}, Opsearch 60, No. 2, 951--1002 (2023; Zbl 07759805) Full Text: DOI
Al-Maghbashi, Nusaibah Interval optimization problems for financial investment and its real-world applications. (English) Zbl 07759646 J. Ind. Manag. Optim. 19, No. 12, 8590-8601 (2023). MSC: 90C34 90C30 90C29 90C46 PDF BibTeX XML Cite \textit{N. Al-Maghbashi}, J. Ind. Manag. Optim. 19, No. 12, 8590--8601 (2023; Zbl 07759646) Full Text: DOI
Chen, Jiaqi; Lee, Sang-Ho Cournot-Bertrand comparisons under R&D competition: output versus R&D subsidies. (English) Zbl 07753474 Int. J. Econ. Theory 19, No. 1, 77-100 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{J. Chen} and \textit{S.-H. Lee}, Int. J. Econ. Theory 19, No. 1, 77--100 (2023; Zbl 07753474) Full Text: DOI
Peng, Hongjun; Sun, Wenting; Pang, Tao Optimal strategies for a dual-channel farming supply chain with horizontal competition and cooperation. (English) Zbl 07752218 Asia-Pac. J. Oper. Res. 40, No. 2, Article ID 2250015, 40 p. (2023). MSC: 90B06 91B24 90B05 PDF BibTeX XML Cite \textit{H. Peng} et al., Asia-Pac. J. Oper. Res. 40, No. 2, Article ID 2250015, 40 p. (2023; Zbl 07752218) Full Text: DOI
Kirpalani, Rishabh; Madsen, Erik Strategic investment evaluation. (English) Zbl 07751236 Theor. Econ. 18, No. 3, 1141-1180 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{R. Kirpalani} and \textit{E. Madsen}, Theor. Econ. 18, No. 3, 1141--1180 (2023; Zbl 07751236) Full Text: DOI OA License
Saidi, Yosra; Ochi, Anis; Maktouf, Samir FDI inflows, economic growth, and governance quality trilogy in developing countries: a panel VAR analysis. (English) Zbl 07751140 Bull. Econ. Res. 75, No. 2, 426-449 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{Y. Saidi} et al., Bull. Econ. Res. 75, No. 2, 426--449 (2023; Zbl 07751140) Full Text: DOI
Wang, Hao; Wang, Ning; Xu, Lin; Hu, Shujie; Yan, Xingyu Household investment-consumption-insurance policies under the age-dependent risk preferences. (English) Zbl 07750955 Int. J. Control 96, No. 10, 2542-2554 (2023). MSC: 91B42 91G05 60G46 PDF BibTeX XML Cite \textit{H. Wang} et al., Int. J. Control 96, No. 10, 2542--2554 (2023; Zbl 07750955) Full Text: DOI
Belyavsky, G. I.; Danilova, N. V.; Ougolnitsky, G. A. A model to coordinate interests in investment management. (English) Zbl 07747781 Int. Game Theory Rev. 25, No. 1, Article ID 2350002, 12 p. (2023). MSC: 91G10 91A05 68T05 PDF BibTeX XML Cite \textit{G. I. Belyavsky} et al., Int. Game Theory Rev. 25, No. 1, Article ID 2350002, 12 p. (2023; Zbl 07747781) Full Text: DOI
Mi, Hui; Di, Wenrong; Lin, Jinguan Optimal investment and reinsurance with Vasicek interest rate and dependent risk. (Chinese. English summary) Zbl 07745106 Chin. J. Appl. Probab. Stat. 39, No. 2, 239-258 (2023). MSC: 91G10 91G80 93E20 PDF BibTeX XML Cite \textit{H. Mi} et al., Chin. J. Appl. Probab. Stat. 39, No. 2, 239--258 (2023; Zbl 07745106) Full Text: Link
Zambujal-Oliveira, João; Amaral, José Foreign direct investment: robustness analysis of an attractiveness index. (English) Zbl 07744763 Int. Trans. Oper. Res. 30, No. 5, 2595-2619 (2023). MSC: 90-XX PDF BibTeX XML Cite \textit{J. Zambujal-Oliveira} and \textit{J. Amaral}, Int. Trans. Oper. Res. 30, No. 5, 2595--2619 (2023; Zbl 07744763) Full Text: DOI
Stefanakis, Konstantinos; Doumpos, Michalis A multicriteria approach for rating investments in commercial real estate. (English) Zbl 07744745 Int. Trans. Oper. Res. 30, No. 5, 2189-2209 (2023). MSC: 90-XX PDF BibTeX XML Cite \textit{K. Stefanakis} and \textit{M. Doumpos}, Int. Trans. Oper. Res. 30, No. 5, 2189--2209 (2023; Zbl 07744745) Full Text: DOI
Bichuch, Maxim; Fouque, Jean-Pierre Optimal investment with correlated stochastic volatility factors. (English) Zbl 07743106 Math. Finance 33, No. 2, 342-369 (2023). MSC: 91G10 49L12 PDF BibTeX XML Cite \textit{M. Bichuch} and \textit{J.-P. Fouque}, Math. Finance 33, No. 2, 342--369 (2023; Zbl 07743106) Full Text: DOI arXiv
Hoshiea, M.; Mousa, A. S.; Pinto, A. A. Optimal social welfare policy within financial and life insurance markets. (English) Zbl 07740125 Optimization 72, No. 9, 2367-2391 (2023). MSC: 91B15 93E20 91G15 91G05 49L20 PDF BibTeX XML Cite \textit{M. Hoshiea} et al., Optimization 72, No. 9, 2367--2391 (2023; Zbl 07740125) Full Text: DOI
Li, Chunyu; Xing, Peng; Li, Yanting Supply chain’s green investment strategy to cope with an entrant threat considering differentiated competitiveness. (English) Zbl 1521.90091 RAIRO, Oper. Res. 57, No. 4, 1879-1904 (2023). MSC: 90B50 90B05 91A80 91B76 PDF BibTeX XML Cite \textit{C. Li} et al., RAIRO, Oper. Res. 57, No. 4, 1879--1904 (2023; Zbl 1521.90091) Full Text: DOI
Li, Junchang; Zhang, Jiantong; Song, Hongzhen Bilateral “pricing” for consultation companies’ competition considering customers’ switching behavior. (English) Zbl 07739641 RAIRO, Oper. Res. 57, No. 4, 1647-1680 (2023). MSC: 91B24 91A65 PDF BibTeX XML Cite \textit{J. Li} et al., RAIRO, Oper. Res. 57, No. 4, 1647--1680 (2023; Zbl 07739641) Full Text: DOI
Hirshleifer, David; Lo, Andrew W.; Zhang, Ruixun Social contagion and the survival of diverse investment styles. (English) Zbl 07737422 J. Econ. Dyn. Control 154, Article ID 104711, 36 p. (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{D. Hirshleifer} et al., J. Econ. Dyn. Control 154, Article ID 104711, 36 p. (2023; Zbl 07737422) Full Text: DOI
Tatarnikova, Olga; Duchêne, Sébastien; Sentis, Patrick; Willinger, Marc Portfolio instability and socially responsible investment: experiments with financial professionals and students. (English) Zbl 07737412 J. Econ. Dyn. Control 153, Article ID 104702, 42 p. (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{O. Tatarnikova} et al., J. Econ. Dyn. Control 153, Article ID 104702, 42 p. (2023; Zbl 07737412) Full Text: DOI
Alexopoulos, Angelos; Varthalitis, Petros A machine learning approach to construct quarterly data on intangible investment for Eurozone. (English) Zbl 1521.91281 Econ. Lett. 231, Article ID 111307, 6 p. (2023). MSC: 91B84 68T05 PDF BibTeX XML Cite \textit{A. Alexopoulos} and \textit{P. Varthalitis}, Econ. Lett. 231, Article ID 111307, 6 p. (2023; Zbl 1521.91281) Full Text: DOI
Chen, Biao; Yan, Haoyang; Zhu, Nanhui Investment and financing for SMEs with bank-tax-guarantee. (English) Zbl 1521.91378 Econ. Lett. 231, Article ID 111300, 7 p. (2023). MSC: 91G50 91G40 PDF BibTeX XML Cite \textit{B. Chen} et al., Econ. Lett. 231, Article ID 111300, 7 p. (2023; Zbl 1521.91378) Full Text: DOI
Sun, Yuzhe; Zhang, Shunming Social comparison with ambiguity: an investment and consumption game. (English) Zbl 1521.91176 Econ. Lett. 230, Article ID 111259, 4 p. (2023). MSC: 91B42 91D10 PDF BibTeX XML Cite \textit{Y. Sun} and \textit{S. Zhang}, Econ. Lett. 230, Article ID 111259, 4 p. (2023; Zbl 1521.91176) Full Text: DOI
Laine, Olli-Matti Monetary policy transmission to firms’ investments – it may depend on the tool. (English) Zbl 1521.91230 Econ. Lett. 229, Article ID 111217, 6 p. (2023). MSC: 91B64 91G50 PDF BibTeX XML Cite \textit{O.-M. Laine}, Econ. Lett. 229, Article ID 111217, 6 p. (2023; Zbl 1521.91230) Full Text: DOI
Zhao, Zhiming; Liu, Yuyao; Pan, Qiong Cash holdings, ambiguity aversion, and investment puzzles. (English) Zbl 1521.91383 Econ. Lett. 229, Article ID 111192, 4 p. (2023). MSC: 91G50 PDF BibTeX XML Cite \textit{Z. Zhao} et al., Econ. Lett. 229, Article ID 111192, 4 p. (2023; Zbl 1521.91383) Full Text: DOI
Dombrowski, Niclas; Drobetz, Wolfgang; Momtaz, Paul P. Performance measurement of crypto funds. (English) Zbl 1521.91330 Econ. Lett. 228, Article ID 111118, 6 p. (2023). MSC: 91G10 PDF BibTeX XML Cite \textit{N. Dombrowski} et al., Econ. Lett. 228, Article ID 111118, 6 p. (2023; Zbl 1521.91330) Full Text: DOI
Schmitz, Patrick W. Completely relationship-specific investments, transaction costs, and the property rights theory. (English) Zbl 1521.91158 Econ. Lett. 226, Article ID 111103, 4 p. (2023). MSC: 91B38 PDF BibTeX XML Cite \textit{P. W. Schmitz}, Econ. Lett. 226, Article ID 111103, 4 p. (2023; Zbl 1521.91158) Full Text: DOI
Strandholm, John C.; Espinola-Arredondo, Ana; Munoz-Garcia, Felix Being green first: simultaneous vs. sequential abatement decisions. (English) Zbl 1521.91275 Econ. Lett. 227, Article ID 111123, 4 p. (2023). MSC: 91B76 91A20 PDF BibTeX XML Cite \textit{J. C. Strandholm} et al., Econ. Lett. 227, Article ID 111123, 4 p. (2023; Zbl 1521.91275) Full Text: DOI
Jeon, Haejun Time-to-build and capacity expansion. (English) Zbl 1521.91379 Ann. Oper. Res. 328, No. 2, 1461-1494 (2023). MSC: 91G50 PDF BibTeX XML Cite \textit{H. Jeon}, Ann. Oper. Res. 328, No. 2, 1461--1494 (2023; Zbl 1521.91379) Full Text: DOI
Barron, Daniel; Guo, Yingni; Reich, Bryony Wealth dynamics in communities. (English) Zbl 1521.91100 Rev. Econ. Stud. 90, No. 4, 1642-1668 (2023). MSC: 91B15 PDF BibTeX XML Cite \textit{D. Barron} et al., Rev. Econ. Stud. 90, No. 4, 1642--1668 (2023; Zbl 1521.91100) Full Text: DOI
Gu, Ailing; He, Xinya; Chen, Shumin; Yao, Haixiang Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity. (English) Zbl 1517.91201 Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 77, 19 p. (2023). MSC: 91G10 90C39 91G05 PDF BibTeX XML Cite \textit{A. Gu} et al., Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 77, 19 p. (2023; Zbl 1517.91201) Full Text: DOI
Tao, Cheng; Rong, Ximin; Zhao, Hui Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment. (English) Zbl 1521.91177 J. Math. Econ. 107, Article ID 102849, 10 p. (2023). MSC: 91B42 91B39 93E20 PDF BibTeX XML Cite \textit{C. Tao} et al., J. Math. Econ. 107, Article ID 102849, 10 p. (2023; Zbl 1521.91177) Full Text: DOI
Kochevadov, Vitaliĭ A.; Sedakov, Artem A. Dynamic models of competition with endogenous network formation. (Russian) Zbl 1520.91216 Mat. Teor. Igr Prilozh. 15, No. 2, 53-74 (2023). MSC: 91B38 91A43 91A10 PDF BibTeX XML Cite \textit{V. A. Kochevadov} and \textit{A. A. Sedakov}, Mat. Teor. Igr Prilozh. 15, No. 2, 53--74 (2023; Zbl 1520.91216) Full Text: MNR
Chen, Zhongwei; Fan, Zhi-Ping Improvement strategies of battery driving range in an electric vehicle supply chain considering subsidy threshold and cost misreporting. (English) Zbl 1519.90004 Ann. Oper. Res. 326, No. 1, 89-113 (2023). MSC: 90B05 90B06 91B76 90B50 90B30 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{Z.-P. Fan}, Ann. Oper. Res. 326, No. 1, 89--113 (2023; Zbl 1519.90004) Full Text: DOI
Jiang, Pengcheng; Jiang, Hongli Green finance policy and labor demand. (English) Zbl 1518.91298 Econ. Lett. 225, Article ID 111065, 4 p. (2023). MSC: 91G40 91B39 PDF BibTeX XML Cite \textit{P. Jiang} and \textit{H. Jiang}, Econ. Lett. 225, Article ID 111065, 4 p. (2023; Zbl 1518.91298) Full Text: DOI
Yayi, Constant L. Central bank independence, financial openness, and cross-border flows of capital. (English) Zbl 1518.91167 Econ. Lett. 225, Article ID 111042, 5 p. (2023). MSC: 91B64 PDF BibTeX XML Cite \textit{C. L. Yayi}, Econ. Lett. 225, Article ID 111042, 5 p. (2023; Zbl 1518.91167) Full Text: DOI
Korn, Ralf; Nurkanovic, Ajla Optimal portfolios with sustainable assets: aspects for life insurers. (English) Zbl 1521.91316 Eur. Actuar. J. 13, No. 1, 125-145 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 91G10 PDF BibTeX XML Cite \textit{R. Korn} and \textit{A. Nurkanovic}, Eur. Actuar. J. 13, No. 1, 125--145 (2023; Zbl 1521.91316) Full Text: DOI
Bin, Ning; Zhu, Huainian; Zhang, Chengke Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model. (English) Zbl 1520.91309 Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 54, 27 p. (2023). MSC: 91G05 91A15 60H30 91A80 PDF BibTeX XML Cite \textit{N. Bin} et al., Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 54, 27 p. (2023; Zbl 1520.91309) Full Text: DOI
Li, Sheng Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks. (English) Zbl 07711317 Commun. Stat., Theory Methods 52, No. 15, 5294-5331 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Li}, Commun. Stat., Theory Methods 52, No. 15, 5294--5331 (2023; Zbl 07711317) Full Text: DOI
Dong, Xue; Rong, Ximin; Zhao, Hui Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein-Uhlenbeck process. (English) Zbl 1520.91323 Scand. Actuar. J. 2023, No. 6, 565-597 (2023). MSC: 91G05 60J60 49L12 PDF BibTeX XML Cite \textit{X. Dong} et al., Scand. Actuar. J. 2023, No. 6, 565--597 (2023; Zbl 1520.91323) Full Text: DOI
Yang, Jianping; Chen, Weiru; Zhuang, Weiwei Fractional-degree expectation dependence. (English) Zbl 07710047 Commun. Math. Stat. 11, No. 2, 341-368 (2023). MSC: 62Gxx 46N10 90C46 PDF BibTeX XML Cite \textit{J. Yang} et al., Commun. Math. Stat. 11, No. 2, 341--368 (2023; Zbl 07710047) Full Text: DOI
Bigerna, Simona; Hagspiel, Verena; Kort, Peter M.; Wen, Xingang How damaging are environmental policy targets in terms of welfare? (English) Zbl 07709940 Eur. J. Oper. Res. 311, No. 1, 354-372 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{S. Bigerna} et al., Eur. J. Oper. Res. 311, No. 1, 354--372 (2023; Zbl 07709940) Full Text: DOI
De Gennaro Aquino, Luca; Sornette, Didier; Strub, Moris S. Portfolio selection with exploration of new investment assets. (English) Zbl 07709849 Eur. J. Oper. Res. 310, No. 2, 773-792 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{L. De Gennaro Aquino} et al., Eur. J. Oper. Res. 310, No. 2, 773--792 (2023; Zbl 07709849) Full Text: DOI
Amini, Hamed Contagion risks and security investment in directed networks. (English) Zbl 1520.91422 Math. Financ. Econ. 17, No. 2, 247-283 (2023). MSC: 91G45 91G10 05C80 91A80 PDF BibTeX XML Cite \textit{H. Amini}, Math. Financ. Econ. 17, No. 2, 247--283 (2023; Zbl 1520.91422) Full Text: DOI
Faninam, Farzan; Huisman, Kuno J. M.; Kort, Peter M. Strategic investment under uncertainty in a triopoly market: timing and capacity choice. (English) Zbl 07709211 Eur. J. Oper. Res. 308, No. 2, 897-911 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{F. Faninam} et al., Eur. J. Oper. Res. 308, No. 2, 897--911 (2023; Zbl 07709211) Full Text: DOI
Jiang, Chaonan; Vecchia, Davide La; Ronchetti, Elvezio; Scaillet, Olivier Saddlepoint approximations for spatial panel data models. (English) Zbl 07707231 J. Am. Stat. Assoc. 118, No. 542, 1164-1175 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{C. Jiang} et al., J. Am. Stat. Assoc. 118, No. 542, 1164--1175 (2023; Zbl 07707231) Full Text: DOI arXiv
Di Corato, Luca; Maoz, Yishay D. Externality control and endogenous market structure under uncertainty: the price vs. quantity dilemma. (English) Zbl 1518.91160 J. Econ. Dyn. Control 150, Article ID 104640, 19 p. (2023). MSC: 91B64 91B15 PDF BibTeX XML Cite \textit{L. Di Corato} and \textit{Y. D. Maoz}, J. Econ. Dyn. Control 150, Article ID 104640, 19 p. (2023; Zbl 1518.91160) Full Text: DOI
Arve, Malin; Zwart, Gijsbert Optimal procurement and investment in new technologies under uncertainty. (English) Zbl 1518.91308 J. Econ. Dyn. Control 147, Article ID 104605, 19 p. (2023). MSC: 91G50 91B43 60G40 91B26 PDF BibTeX XML Cite \textit{M. Arve} and \textit{G. Zwart}, J. Econ. Dyn. Control 147, Article ID 104605, 19 p. (2023; Zbl 1518.91308) Full Text: DOI
Gerrard, Russell; Kyriakou, Ioannis; Nielsen, Jens Perch; Vodička, Peter On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. (English) Zbl 07706823 Eur. J. Oper. Res. 307, No. 2, 948-962 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{R. Gerrard} et al., Eur. J. Oper. Res. 307, No. 2, 948--962 (2023; Zbl 07706823) Full Text: DOI
Wang, Xuhui; Hu, Lei Optimal investment mean-field and N-player games with memory effect and relative performance competition. (English) Zbl 07706290 Commun. Stat., Theory Methods 52, No. 5, 1472-1489 (2023). MSC: 91A80 37N40 49L20 35F21 60H30 PDF BibTeX XML Cite \textit{X. Wang} and \textit{L. Hu}, Commun. Stat., Theory Methods 52, No. 5, 1472--1489 (2023; Zbl 07706290) Full Text: DOI
Devine, Mel T.; Siddiqui, Sauleh Strategic investment decisions in an oligopoly with a competitive fringe: an equilibrium problem with equilibrium constraints approach. (English) Zbl 07705660 Eur. J. Oper. Res. 306, No. 3, 1473-1494 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{M. T. Devine} and \textit{S. Siddiqui}, Eur. J. Oper. Res. 306, No. 3, 1473--1494 (2023; Zbl 07705660) Full Text: DOI
Hafezi, Maryam; Zhao, Xuan; Zolfagharinia, Hossein Together we stand? Co-opetition for the development of green products. (English) Zbl 07705657 Eur. J. Oper. Res. 306, No. 3, 1417-1438 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{M. Hafezi} et al., Eur. J. Oper. Res. 306, No. 3, 1417--1438 (2023; Zbl 07705657) Full Text: DOI
Amundsen, Alexander Interaction effects in the adjustment cost function of firms. (English) Zbl 1518.91104 J. Econ. Dyn. Control 146, Article ID 104570, 23 p. (2023). MSC: 91B38 91B39 PDF BibTeX XML Cite \textit{A. Amundsen}, J. Econ. Dyn. Control 146, Article ID 104570, 23 p. (2023; Zbl 1518.91104) Full Text: DOI
Silva, Elvira; Magalhães, Manuela Environmental efficiency, irreversibility and the shadow price of emissions. (English) Zbl 07705435 Eur. J. Oper. Res. 306, No. 2, 955-967 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{E. Silva} and \textit{M. Magalhães}, Eur. J. Oper. Res. 306, No. 2, 955--967 (2023; Zbl 07705435) Full Text: DOI
Chen, Zhao; Jiang, Xian; Liu, Zhikuo; Suárez Serrato, Juan Carlos; Xu, Daniel Yi Tax policy and lumpy investment behaviour: evidence from China’s VAT reform. (English) Zbl 1519.91167 Rev. Econ. Stud. 90, No. 2, 634-674 (2023). MSC: 91B64 PDF BibTeX XML Cite \textit{Z. Chen} et al., Rev. Econ. Stud. 90, No. 2, 634--674 (2023; Zbl 1519.91167) Full Text: DOI
Saha, Subrata; Sarkar, Biswajit; Sarkar, Mitali Application of improved meta-heuristic algorithms for green preservation technology management to optimize dynamical investments and replenishment strategies. (English) Zbl 07703847 Math. Comput. Simul. 209, 426-450 (2023). MSC: 90-XX 91-XX PDF BibTeX XML Cite \textit{S. Saha} et al., Math. Comput. Simul. 209, 426--450 (2023; Zbl 07703847) Full Text: DOI
Gao, Rui; Bai, Yanfei A Stackelberg reinsurance-investment game with derivatives trading. (English) Zbl 1519.91212 Bound. Value Probl. 2023, Paper No. 43, 24 p. (2023). MSC: 91G05 91G20 91A65 91A15 PDF BibTeX XML Cite \textit{R. Gao} and \textit{Y. Bai}, Bound. Value Probl. 2023, Paper No. 43, 24 p. (2023; Zbl 1519.91212) Full Text: DOI
Ng, Tak Wa; Nguyen, Thai Portfolio performance under benchmarking relative loss and portfolio insurance: from omega ratio to loss aversion. (English) Zbl 1519.91218 ASTIN Bull. 53, No. 1, 149-183 (2023). MSC: 91G05 91G10 PDF BibTeX XML Cite \textit{T. W. Ng} and \textit{T. Nguyen}, ASTIN Bull. 53, No. 1, 149--183 (2023; Zbl 1519.91218) Full Text: DOI
Rong, Ximin; Yan, Yiqi; Zhao, Hui Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model. (English) Zbl 1519.91222 Int. J. Control 96, No. 4, 839-852 (2023). MSC: 91G05 49L12 35B20 35B40 PDF BibTeX XML Cite \textit{X. Rong} et al., Int. J. Control 96, No. 4, 839--852 (2023; Zbl 1519.91222) Full Text: DOI
Lin, Zhenmei; Lai, Shaoyong Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare. (English) Zbl 07700972 J. Ind. Manag. Optim. 19, No. 11, 7849-7860 (2023). MSC: 49L20 91G10 93E20 90C39 PDF BibTeX XML Cite \textit{Z. Lin} and \textit{S. Lai}, J. Ind. Manag. Optim. 19, No. 11, 7849--7860 (2023; Zbl 07700972) Full Text: DOI
Peng, Xingchun; Zhou, Hao; Luo, Liuling Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching. (English) Zbl 1519.91220 J. Comput. Appl. Math. 425, Article ID 115058, 23 p. (2023). MSC: 91G05 62P05 62M05 PDF BibTeX XML Cite \textit{X. Peng} et al., J. Comput. Appl. Math. 425, Article ID 115058, 23 p. (2023; Zbl 1519.91220) Full Text: DOI
Yang, Zhaojun; Zhu, Nanhui The timing of debt renegotiation and its implications for irreversible investment and capital structure. (English) Zbl 1519.91285 Quant. Finance 23, No. 5, 887-900 (2023). MSC: 91G50 PDF BibTeX XML Cite \textit{Z. Yang} and \textit{N. Zhu}, Quant. Finance 23, No. 5, 887--900 (2023; Zbl 1519.91285) Full Text: DOI
Jeon, Junkee; Kwak, Minsuk; Park, Kyunghyun Horizon effect on optimal retirement decision. (English) Zbl 1518.91222 Quant. Finance 23, No. 1, 123-148 (2023). MSC: 91G05 60G40 35R35 PDF BibTeX XML Cite \textit{J. Jeon} et al., Quant. Finance 23, No. 1, 123--148 (2023; Zbl 1518.91222) Full Text: DOI
Ma, Jingtang; Lu, Zhengyang; Chen, Dengsheng Optimal reinsurance-investment with loss aversion under rough Heston model. (English) Zbl 1519.91216 Quant. Finance 23, No. 1, 95-109 (2023). MSC: 91G05 91B70 PDF BibTeX XML Cite \textit{J. Ma} et al., Quant. Finance 23, No. 1, 95--109 (2023; Zbl 1519.91216) Full Text: DOI
Stähler, Frank An optimal investor-state dispute settlement mechanism. (English) Zbl 1518.91142 J. Econ. 138, No. 1, 1-16 (2023). MSC: 91B60 PDF BibTeX XML Cite \textit{F. Stähler}, J. Econ. 138, No. 1, 1--16 (2023; Zbl 1518.91142) Full Text: DOI
Wu, Fan; Zhang, Xin; Liang, Zhibin Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model. (English) Zbl 1518.91228 Math. Control Relat. Fields 13, No. 3, 1131-1159 (2023). MSC: 91G05 49L12 PDF BibTeX XML Cite \textit{F. Wu} et al., Math. Control Relat. Fields 13, No. 3, 1131--1159 (2023; Zbl 1518.91228) Full Text: DOI
Boonen, Tim J.; Jiang, Wenjun Pareto-optimal reinsurance with default risk and solvency regulation. (English) Zbl 1518.91213 Probab. Eng. Inf. Sci. 37, No. 2, 518-545 (2023). MSC: 91G05 PDF BibTeX XML Cite \textit{T. J. Boonen} and \textit{W. Jiang}, Probab. Eng. Inf. Sci. 37, No. 2, 518--545 (2023; Zbl 1518.91213) Full Text: DOI
Zheng, Benrong; Jin, Liang; Huang, Guoxuan; Chu, Jie Retailer’s optimal CSR investment in closed-loop supply chains: the impacts of supply chain structure and channel power structure. (English) Zbl 1515.90061 4OR 21, No. 2, 301-327 (2023). MSC: 90B50 90B05 PDF BibTeX XML Cite \textit{B. Zheng} et al., 4OR 21, No. 2, 301--327 (2023; Zbl 1515.90061) Full Text: DOI
Kim, Takwon; Lee, Ki-Ahm; Park, Jinwan A double obstacle problem in an optimal investment problem. (English) Zbl 1516.35554 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 232, Article ID 113282, 40 p. (2023). MSC: 35R35 35K86 35Q91 PDF BibTeX XML Cite \textit{T. Kim} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 232, Article ID 113282, 40 p. (2023; Zbl 1516.35554) Full Text: DOI
Xiao, Lu; Zhang, Song-Ling; Chen, Jian-Xin; Chin, Kwai-Sang Information-sharing strategy and manufacturer encroachment under advertising investment in gray markets. (English) Zbl 1518.91095 INFOR: Inf. Syst. Oper. Res. 61, No. 2, 256-285 (2023). MSC: 91B26 91B44 90B60 PDF BibTeX XML Cite \textit{L. Xiao} et al., INFOR: Inf. Syst. Oper. Res. 61, No. 2, 256--285 (2023; Zbl 1518.91095) Full Text: DOI
Park, Kyunghyun; Wong, Hoi Ying Robust retirement with return ambiguity: optimal \(G\)-stopping time in dual space. (English) Zbl 1515.91143 SIAM J. Control Optim. 61, No. 3, 1009-1037 (2023). MSC: 91G10 60G40 60G65 35R35 PDF BibTeX XML Cite \textit{K. Park} and \textit{H. Y. Wong}, SIAM J. Control Optim. 61, No. 3, 1009--1037 (2023; Zbl 1515.91143) Full Text: DOI
Chen, Zhiping; Yang, Peng; Gan, Yujie Optimal reinsurance and investment with a common shock and a random exit time. (English) Zbl 07689352 RAIRO, Oper. Res. 57, No. 2, 881-903 (2023). MSC: 62P05 91B28 93E20 PDF BibTeX XML Cite \textit{Z. Chen} et al., RAIRO, Oper. Res. 57, No. 2, 881--903 (2023; Zbl 07689352) Full Text: DOI
Gashi, Bujar; Hua, Haochen Optimal regulators for a class of nonlinear stochastic systems. (English) Zbl 1515.93211 Int. J. Control 96, No. 1, 136-146 (2023). MSC: 93E20 93C10 91G10 PDF BibTeX XML Cite \textit{B. Gashi} and \textit{H. Hua}, Int. J. Control 96, No. 1, 136--146 (2023; Zbl 1515.93211) Full Text: DOI
Xu, Lin; Wang, Linlin; Liu, Xiao; Wang, Hao Optimal active lifetime investment. (English) Zbl 1514.91177 Int. J. Control 96, No. 1, 48-57 (2023). MSC: 91G10 49L20 60J20 PDF BibTeX XML Cite \textit{L. Xu} et al., Int. J. Control 96, No. 1, 48--57 (2023; Zbl 1514.91177) Full Text: DOI
Obrosova, N. K.; Shananin, A. A. Analysis of mechanisms of production investment stimulation in an imperfect capital market based on a mathematical model. (English. Russian original) Zbl 1516.91059 Comput. Math. Math. Phys. 63, No. 3, 369-385 (2023); translation from Zh. Vychisl. Mat. Mat. Fiz. 63, No. 3, 390-407 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G15 49L25 PDF BibTeX XML Cite \textit{N. K. Obrosova} and \textit{A. A. Shananin}, Comput. Math. Math. Phys. 63, No. 3, 369--385 (2023; Zbl 1516.91059); translation from Zh. Vychisl. Mat. Mat. Fiz. 63, No. 3, 390--407 (2023) Full Text: DOI
Yang, Yang; Su, Qi Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims. (English) Zbl 1515.91139 J. Math. Anal. Appl. 525, No. 2, Article ID 127319, 15 p. (2023). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{Q. Su}, J. Math. Anal. Appl. 525, No. 2, Article ID 127319, 15 p. (2023; Zbl 1515.91139) Full Text: DOI
Gang, Tae Ung; Choi, Jin Hyuk Optimal investment in an illiquid market with search frictions and transaction costs. (English) Zbl 1512.91121 Appl. Math. Optim. 88, No. 1, Paper No. 3, 49 p. (2023). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{T. U. Gang} and \textit{J. H. Choi}, Appl. Math. Optim. 88, No. 1, Paper No. 3, 49 p. (2023; Zbl 1512.91121) Full Text: DOI arXiv
Nagai, Hideo Optimal consumption-investment under partial information in conditionally log-Gaussian models. (English) Zbl 1509.91039 Probab. Uncertain. Quant. Risk 8, No. 1, 95-120 (2023). MSC: 91G10 35Q91 49L20 60H30 93E20 PDF BibTeX XML Cite \textit{H. Nagai}, Probab. Uncertain. Quant. Risk 8, No. 1, 95--120 (2023; Zbl 1509.91039) Full Text: DOI
He, Yong; He, Lin; Chen, Dengsheng; Liu, Zhezhi Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets. (English) Zbl 07677912 J. Ind. Manag. Optim. 19, No. 9, 6806-6825 (2023). MSC: 91Bxx 91A16 PDF BibTeX XML Cite \textit{Y. He} et al., J. Ind. Manag. Optim. 19, No. 9, 6806--6825 (2023; Zbl 07677912) Full Text: DOI
Huang, Yongchao; Ren, Tianyu; Zheng, Junjun; Liu, Wenyi; Zhang, Mengshu Evolution of cooperation in public goods games with dynamic resource allocation: a fairness preference perspective. (English) Zbl 1511.91060 Appl. Math. Comput. 445, Article ID 127844, 15 p. (2023). MSC: 91B18 91A22 PDF BibTeX XML Cite \textit{Y. Huang} et al., Appl. Math. Comput. 445, Article ID 127844, 15 p. (2023; Zbl 1511.91060) Full Text: DOI
Park, Kyunghyun; Wong, Hoi Ying; Yan, Tingjin Robust retirement and life insurance with inflation risk and model ambiguity. (English) Zbl 1517.91193 Insur. Math. Econ. 110, 1-30 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 90C17 PDF BibTeX XML Cite \textit{K. Park} et al., Insur. Math. Econ. 110, 1--30 (2023; Zbl 1517.91193) Full Text: DOI
Shen, Weiwei Optimal investment and reinsurance strategies for an insurer with stochastic economic factor. (English) Zbl 07673116 Hacet. J. Math. Stat. 52, No. 1, 197-208 (2023). MSC: 91B70 49J20 93E20 60J60 90C39 35F21 60G55 60G51 PDF BibTeX XML Cite \textit{W. Shen}, Hacet. J. Math. Stat. 52, No. 1, 197--208 (2023; Zbl 07673116) Full Text: DOI
Jia, Yu; Su, Liyun; He, Yong; He, Lin; Song, Aimin An efficient numerical method for the robust optimal investment problem with general utility functions. (English) Zbl 1512.91106 J. Ind. Manag. Optim. 19, No. 8, 6200-6217 (2023). MSC: 91G05 91G60 65M06 PDF BibTeX XML Cite \textit{Y. Jia} et al., J. Ind. Manag. Optim. 19, No. 8, 6200--6217 (2023; Zbl 1512.91106) Full Text: DOI
Huang, Ying; Huang, Ya; Zhou, Jieming Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables. (English) Zbl 07669005 J. Ind. Manag. Optim. 19, No. 8, 6182-6199 (2023). MSC: 91G10 60H30 PDF BibTeX XML Cite \textit{Y. Huang} et al., J. Ind. Manag. Optim. 19, No. 8, 6182--6199 (2023; Zbl 07669005) Full Text: DOI
Chen, Fenge; He, Zhiqiang; Peng, Xingchun A non-zero-sum stochastic differential game between two mean-variance insurers with inside information. (English) Zbl 07669003 J. Ind. Manag. Optim. 19, No. 8, 6130-6158 (2023). MSC: 91G05 91A15 91A80 PDF BibTeX XML Cite \textit{F. Chen} et al., J. Ind. Manag. Optim. 19, No. 8, 6130--6158 (2023; Zbl 07669003) Full Text: DOI
Gao, Xing; Yang, Donghui A competitive analysis of information security investment: the role of hacker attacks. (English) Zbl 07669002 J. Ind. Manag. Optim. 19, No. 8, 6104-6129 (2023). PDF BibTeX XML Cite \textit{X. Gao} and \textit{D. Yang}, J. Ind. Manag. Optim. 19, No. 8, 6104--6129 (2023; Zbl 07669002) Full Text: DOI
Wang, Suyuan; Song, Huaming; Shi, Victor; Zhang, Zhe; Gong, Canran Quality investment strategies in a complementary supply chain with an unreliable supplier. (English) Zbl 07668983 J. Ind. Manag. Optim. 19, No. 8, 5641-5670 (2023). MSC: 90B06 90B50 PDF BibTeX XML Cite \textit{S. Wang} et al., J. Ind. Manag. Optim. 19, No. 8, 5641--5670 (2023; Zbl 07668983) Full Text: DOI
Xie, Lin; Li, Danping; Qian, Linyi; Chen, Lv; Yang, Zhixin Optimal investment strategy for an insurer with partial information in capital and insurance markets. (English) Zbl 07668965 J. Ind. Manag. Optim. 19, No. 7, 5249-5271 (2023). PDF BibTeX XML Cite \textit{L. Xie} et al., J. Ind. Manag. Optim. 19, No. 7, 5249--5271 (2023; Zbl 07668965) Full Text: DOI
Zhou, Xia; Chen, Peimin; Zhang, Jiawei; Tu, Jingwen; He, Yong The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment. (English) Zbl 07668935 J. Ind. Manag. Optim. 19, No. 6, 4551-4590 (2023). MSC: 91G05 91B16 49L12 PDF BibTeX XML Cite \textit{X. Zhou} et al., J. Ind. Manag. Optim. 19, No. 6, 4551--4590 (2023; Zbl 07668935) Full Text: DOI
Dai, Ying; Zhang, Yi; Song, Han; Zhou, Lin; Li, Haiyan Investment decision-making of closed-loop supply chain driven by big data technology. (English) Zbl 07668928 J. Ind. Manag. Optim. 19, No. 6, 4381-4409 (2023). MSC: 90B50 90B05 91A06 PDF BibTeX XML Cite \textit{Y. Dai} et al., J. Ind. Manag. Optim. 19, No. 6, 4381--4409 (2023; Zbl 07668928) Full Text: DOI
Zhou, Guoyong; Qiu, Zhijian; Li, Sheng A Stackelberg reinsurance-investment game under Heston’s stochastic volatility model. (English) Zbl 07668927 J. Ind. Manag. Optim. 19, No. 6, 4350-4380 (2023). MSC: 91G05 91A65 91A15 91A80 91B70 PDF BibTeX XML Cite \textit{G. Zhou} et al., J. Ind. Manag. Optim. 19, No. 6, 4350--4380 (2023; Zbl 07668927) Full Text: DOI