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Journal of Economic Dynamics & Control

Short Title: J. Econ. Dyn. Control
Publisher: Elsevier, Amsterdam
ISSN: 0165-1889
Online: http://www.sciencedirect.com/science/journal/01651889
Documents Indexed: 3,473 Publications (since 1983)
References Indexed: 3,404 Publications with 114,600 References.
all top 5

Authors

24 Hommes, Cars H.
24 Kort, Peter M.
16 Gallegati, Mauro
14 Dawid, Herbert
14 Feichtinger, Gustav
13 Arifovic, Jasmina
13 Long, Ngo Van
13 Turnovsky, Stephen J.
13 Westerhoff, Frank H.
12 Chiarella, Carl
12 He, Xuezhong
11 den Haan, Wouter J.
11 Judd, Kenneth L.
11 Semmler, Willi
9 Anufriev, Mikhail
9 Brock, William A.“Buz”
9 Dai, Min
9 Evans, George W. II
9 Grass, Dieter
9 Hartl, Richard F.
9 Jørgensen, Steffen
9 Kollmann, Robert
9 Levine, Paul
9 Li, Kai
9 Tuinstra, Jan
9 Withagen, Cees A. A. M.
8 Boucekkine, Raouf
8 Faia, Ester
8 Fernández-Villaverde, Jesús
8 Honkapohja, Seppo
8 Iori, Giulia
8 Ireland, Peter N.
8 Lillo, Fabrizio
8 Lütkepohl, Helmut
8 Lux, Thomas C. H.
8 Maliar, Serguei
8 Rustem, Berc
8 Sargent, Thomas John
8 Wagener, Florian
8 Wirl, Franz
8 Zaccour, Georges
7 Benchekroun, Hassan
7 Bhattacharya, Joydeep
7 Branch, William A.
7 Branger, Nicole
7 Canova, Fabio
7 Caputo, Michael R.
7 De Zeeuw, Aart J.
7 Delli Gatti, Domenico
7 Elliott, Robert James
7 Engwerda, Jacob Christiaan
7 Glomm, Gerhard
7 Hanaki, Nobuyuki
7 Heijdra, Ben J.
7 Hughes Hallett, Andrew
7 Juillard, Michel
7 Kim, Jinill
7 Laxton, Douglas
7 Li, Duan
7 Lioui, Abraham
7 Maliar, Lilia
7 Panchenko, Valentyn
7 Roventini, Andrea
7 Wen, Yi
7 Xepapadeas, Anastasios
7 Zemel, Amos
6 Aoki, Masanao
6 Bao, Te
6 Bar-Ilan, Avner
6 Caulkins, Jonathan P.
6 Chatterjee, Santanu
6 Cogley, Timothy
6 Dennis, Richard
6 Detemple, Jerome B.
6 Dutta, Prajit K.
6 Farmer, James Doyne
6 Fève, Patrick
6 Gersbach, Hans
6 Gilli, Manfred
6 Huang, Kevin X. D.
6 Kirchler, Michael
6 Kraft, Holger
6 Kumhof, Michael
6 Lai, Ching-chong
6 McGough, Bruce
6 Pearlman, Joseph G.
6 Pesaran, M. Hashem
6 Pierrard, Olivier
6 Reichlin, Pietro
6 Shibata, Takashi
6 Sorger, Gerhard
6 Taub, Bart
6 Timmermann, Allan G.
6 Tsur, Yacov
6 Wieland, Volker
6 Zhu, Songping
6 Zilcha, Itzhak
5 Akiyama, Eizo
5 Amman, Hans M.
5 Ascari, Guido
...and 4,172 more Authors

Publications by Year

Citations contained in zbMATH Open

2,375 Publications have been cited 17,061 times in 10,155 Documents Cited by Year
Statistical analysis of cointegration vectors. Zbl 0647.62102
Johansen, Søren
459
1988
Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Zbl 0913.90042
Brock, William A.; Hommes, Cars H.
258
1998
Monte Carlo methods for security pricing. Zbl 0901.90007
Boyle, Phelim; Broadie, Mark; Glasserman, Paul
134
1997
Solving dynamic general equilibrium models using a second-order approximation to the policy function. Zbl 1179.91132
Schmitt-Grohé, Stephanie; Uribe, Martín
108
2004
Pricing American-style securities using simulation. Zbl 0901.90009
Broadie, Mark; Glasserman, Paul
101
1997
Network models and financial stability. Zbl 1201.91245
Nier, Erlend; Yang, Jing; Yorulmazer, Tanju; Alentorn, Amadeo
94
2007
The risk-free rate in heterogeneous-agent incomplete-insurance economies. Zbl 0784.90018
Huggett, Mark
84
1993
Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates. Zbl 0661.62117
Hamilton, James D.
82
1988
Using the generalized Schur form to solve a multivariate linear rational expectations model. Zbl 0968.91027
Klein, P.
79
2000
Time-consistent Shapley value allocation of pollution cost reduction. Zbl 1027.91005
Petrosjan, Leon; Zaccour, Georges
79
2003
Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996. Zbl 0941.00048
78
1998
Time series properties of an artificial stock market. Zbl 0959.91017
LeBaron, Blake; Arthur, W. Brian; Palmer, Richard
77
1999
Strategic asset allocation. Zbl 0901.90008
Brennan, Michael J.; Schwartz, Eduardo S.; Lagnado, Ronald
77
1997
Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Zbl 1200.91297
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
76
2006
Agent-based computational finance: Suggested readings and early research. Zbl 0945.91018
LeBaron, B.
75
2000
Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk. Zbl 1345.91089
Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, Bruce; Stiglitz, Joseph E.
73
2012
A geometric approach to multiperiod mean variance optimization of assets and liabilities. Zbl 1179.91234
Leippold, Markus; Trojani, Fabio; Vanini, Paolo
70
2004
Behavioral heterogeneity in stock prices. Zbl 1201.91223
Boswijk, H. Peter; Hommes, Cars H.; Manzan, Sebastiano
70
2007
Threshold heteroskedastic models. Zbl 0875.90197
Zakoïan, Jean-Michel
68
1994
Annuitization and asset allocation. Zbl 1163.91440
Milevsky, Moshe A.; Young, Virginia R.
68
2007
Hedging in incomplete markets with HARA utility. Zbl 0899.90026
Duffie, Darrell; Fleming, Wendell; Soner, H. Mete; Zariphopoulou, Thaleia
64
1997
Theory of constant proportion portfolio insurance. Zbl 0825.90056
Black, Fischer; Perold, André F.
60
1992
Optimal consumption choices for a ‘large’ investor. Zbl 0902.90031
Cuoco, Domenico; Cvitanić, Jakša
56
1998
Products of trees for investment analysis. Zbl 0912.90027
Luenberger, David G.
55
1998
Consistency and cautious fictitious play. Zbl 0900.90423
Fudenberg, Drew; Levine, David K.
54
1995
A network analysis of the Italian overnight money market. Zbl 1181.91234
Iori, Giulia; de Masi, Giulia; Precup, Ovidiu Vasile; Gabbi, Giampaolo; Caldarelli, Guido
54
2008
PDE methods for pricing barrier options. Zbl 0967.91023
Zvan, R.; Vetzal, K. R.; Forsyth, P. A.
53
2000
Risk vs. profit potential:. Zbl 0875.90045
Radner, Roy; Shepp, Larry
51
1996
Genetic algorithm learning and the cobweb model. Zbl 0782.90017
Arifovic, Jasmina
49
1994
Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements. Zbl 1178.91226
Jondeau, Eric; Rockinger, Michael
49
2003
Comparing solution methods for dynamic equilibrium economies. Zbl 1162.91468
Aruoba, S. Borağan; Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan F.
48
2006
The heterogeneous expectations hypothesis: Some evidence from the lab. Zbl 1232.91103
Hommes, Cars
48
2011
Asset allocation under multivariate regime switching. Zbl 1163.91399
Guidolin, Massimo; Timmermann, Allan
47
2007
Skiba points and heteroclinic bifurcations, with applications to the shallow lake system. Zbl 1178.91031
Wagener, F. O. O.
46
2003
Competitive dynamic advertising. A modification of the Case game. Zbl 0657.90031
Sorger, Gerhard
46
1989
Super contact and related optimality conditions. Zbl 0737.90007
Dumas, Bernard
45
1991
Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. Zbl 1131.91325
Alexander, Gordon J.; Baptista, Alexandre M.
43
2002
Real options and preemption under incomplete information. Zbl 1029.91031
Lambrecht, Bart; Perraudin, William
42
2003
Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach. Zbl 1402.91887
Ballestra, Luca Vincenzo; Pacelli, Graziella
42
2013
Optimal portfolio management with American capital guarantee. Zbl 1202.91295
El Karoui, Nicole; Jeanblanc, Monique; Lacoste, Vincent
41
2005
Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models. Zbl 1181.91142
Kim, Jinill; Kim, Sunghyun; Schaumburg, Ernst; Sims, Christopher A.
40
2008
Time-to-build and cycles. Zbl 1016.91068
Asea, Patrick K.; Zak, Paul J.
40
1999
Trends and random walks in macroeconomic time series. Zbl 0659.62128
Perron, Pierre
40
1988
Gram-Charlier densities. Zbl 1056.91512
Jondeau, E.; Rockinger, M.
40
2001
Money as a medium of exchange in an economy with artificially intelligent agents. Zbl 0698.90014
Marimon, Ramon; McGrattan, Ellen; Sargent, Thomas J.
40
1990
Shortfall as a risk measure: properties, optimization and applications. Zbl 1200.91133
Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, Alexander
39
2004
Optimal trade execution: a mean quadratic variation approach. Zbl 1347.91228
Forsyth, P. A.; Kennedy, J. S.; Tse, S. T.; Windcliff, H.
39
2012
Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation. Zbl 1170.91355
Heemeijer, Peter; Hommes, Cars; Sonnemans, Joep; Tuinstra, Jan
39
2009
Real options with constant relative risk aversion. Zbl 1027.91039
Henderson, Vicky; Hobson, David G.
37
2002
Mean-variance portfolio selection of cointegrated assets. Zbl 1217.91166
Chiu, Mei Choi; Wong, Hoi Ying
37
2011
Optimal portfolio choice for unobservable and regime-switching mean returns. Zbl 1179.91233
Honda, Toshiki
36
2003
Solving long-term financial planning problems via global optimization. Zbl 0901.90016
Maranas, C. D.; Androulakis, I. P.; Floudas, C. A.; Berger, A. J.; Mulvey, J. M.
36
1997
A robust rational route to randomness in a simple asset pricing model. Zbl 1202.91110
Hommes, Cars; Huang, Hai; Wang, Duo
35
2005
Low frequency filtering and real business cycles. Zbl 0775.90068
King, Robert G.; Rebelo, Sergio T.
35
1993
Credit contagion and aggregate losses. Zbl 1200.91299
Giesecke, Kay; Weber, Stefan
34
2006
Algorithms for solving dynamic models with occasionally binding constraints. Zbl 0951.90048
Christiano, L. J.; Fisher, J. D. M.
34
2000
Testing for cointegration using principal components methods. Zbl 0647.62103
Phillips, P. C. B.; Ouliaris, S.
34
1988
Threshold heteroskedastic models. Zbl 0806.90018
Zakoian, Jean-Michel
33
1994
The valuation of American barrier options using the decomposition technique. Zbl 1032.91064
Gao, B.; Huang, J.-Z.; Subrahmanyam, M.
33
2000
Bayesian skepticism on unit root econometrics. Zbl 0647.62098
Sims, Christopher A.
33
1988
On the investment-uncertainty relationship in a real options model. Zbl 1036.91510
Sarkar, Sudipto
33
2000
Short rate nonlinearities and regime switches. Zbl 1131.91326
Ang, Andrew; Bekaert, Geert
33
2002
Complementarity problems in GAMS and the PATH solver. Zbl 1002.90070
Ferris, Michael C.; Munson, Todd S.
33
2000
A two-person dynamic equilibrium under ambiguity. Zbl 1178.91139
Epstein, Larry G.; Miao, Jianjun
32
2003
Endogenous fluctuations in a simple asset pricing model with heterogeneous agents. Zbl 0949.91011
Gaunersdorfer, A.
32
2000
Productive government expenditures and long-run growth. Zbl 0875.90155
Glomm, Gerhard; Ravikumar, B.
32
1997
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps. Zbl 1401.91533
Kirkby, J. Lars; Nguyen, Duy; Cui, Zhenyu
31
2017
Computing sunspot equilibria in linear rational expectations models. Zbl 1179.91135
Lubik, Thomas A.; Schorfheide, Frank
31
2003
Asset price and wealth dynamics in a financial market with heterogeneous agents. Zbl 1162.91473
Chiarella, Carl; Dieci, Roberto; Gardini, Laura
31
2006
Structural stochastic volatility in asset pricing dynamics: estimation and model contest. Zbl 1345.91009
Franke, Reiner; Westerhoff, Frank
31
2012
Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities. Zbl 1170.91406
Bayraktar, Erhan; Milevsky, Moshe A.; Promislow, S. David; Young, Virginia R.
31
2009
Optimal consumption-portfolio choices and retirement planning. Zbl 1179.91230
Bodie, Zvi; Detemple, Jérôme B.; Otruba, Susanne; Walter, Stephan
30
2004
A method for taking models to the data. Zbl 1179.91134
Ireland, Peter N.
30
2004
Simulation and optimization approaches to scenario tree generation. Zbl 1200.91280
Gülpınar, Nalan; Rustem, Berç; Settergren, Reuben
30
2004
Optimal portfolios under a value-at-risk constraint. Zbl 1200.91286
Yiu, K. F. C.
30
2004
Network structure and the diffusion of knowledge. Zbl 1200.91173
Cowan, Robin; Jonard, Nicolas
30
2004
Effects of the Hodrick-Prescott filter on trend and difference stationary time series. Zbl 0875.90216
Cogley, Timothy; Nason, James M.
30
1995
Channel coordination over time: Incentive equilibria and credibility. Zbl 1023.91035
Jørgensen, Steffen; Zaccour, Georges
30
2003
The stochastic rotation problem: A generalization of Faustmann’s formula to stochastic forest growth. Zbl 0899.90065
Willassen, Yngve
30
1998
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Zbl 1401.91212
Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou
29
2018
Robust parameter estimation for asset price models with Markov modulated volatilities. Zbl 1178.91222
Elliott, R. J.; Malcolm, W. P.; Tsoi, Allanus H.
29
2003
Optimal design of the guarantee for defined contribution funds. Zbl 1202.91124
Deelstra, Griselda; Grasselli, Martino; Koehl, Pierre-François
29
2004
Using dynamic programming with adaptive grid scheme for optimal control problems in economics. Zbl 1202.49026
Grüne, Lars; Semmler, Willi
29
2004
Option pricing with an illiquid underlying asset market. Zbl 1198.91210
Liu, Hong; Yong, Jiongmin
29
2005
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach. Zbl 1198.91162
Westerhoff, Frank H.; Dieci, Roberto
29
2006
A dynamic analysis of moving average rules. Zbl 1162.91474
Chiarella, Carl; He, Xue-Zhong; Hommes, Cars
29
2006
More hedging instruments may destabilize markets. Zbl 1178.91062
Brock, W. A.; Hommes, C. H.; Wagener, F. O. O.
29
2009
The impact of heterogeneous trading rules on the limit order book and order flows. Zbl 1170.91371
Chiarella, Carl; Iori, Giulia; Perelló, Josep
29
2009
Commodity markets, price limiters and speculative price dynamics. Zbl 1198.91161
He, Xue-Zhong; Westerhoff, Frank H.
28
2005
Analysis of global bifurcations in a market share attraction model. Zbl 0948.91033
Bischi, G. I.; Gardini, L.; Kopel, M.
28
2000
Computer automation of general-to-specific model selection procedures. Zbl 0978.91073
Krolzig, H. M.; Hendry, D. F.
28
2001
Investment under alternative return assumptions. Zbl 0900.90090
Metcalf, Gilbert E.; Hassett, Kevin A.
28
1995
Schumpeter meeting Keynes: a policy-friendly model of endogenous growth and business cycles. Zbl 1231.91324
Dosi, Giovanni; Fagiolo, Giorgio; Roventini, Andrea
28
2010
Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion. Zbl 1345.91067
Blake, David; Wright, Douglas; Zhang, Yumeng
28
2013
A New Keynesian model with heterogeneous expectations. Zbl 1170.91464
Branch, William A.; McGough, Bruce
28
2009
Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach. Zbl 1181.91220
Alfarano, Simone; Lux, Thomas; Wagner, Friedrich
28
2008
Feedback Nash equilibria for non-linear differential games in pollution control. Zbl 1181.91252
Kossioris, G.; Plexousakis, M.; Xepapadeas, A.; de Zeeuw, A.; Mäler, K.-G.
28
2008
A cooperative incentive equilibrium for a resource management problem. Zbl 0803.90041
Ehtamo, Harri; Hämäläinen, Raimo P.
27
1993
Monetary policy, indeterminacy and learning. Zbl 1198.91145
Evans, George W.; McGough, Bruce
27
2005
A simplified treatment of the theory of optimal regulation of Brownian motion. Zbl 0755.90009
Dixit, Avinash
27
1991
The macroeconomics of testing and quarantining. Zbl 1489.91148
Eichenbaum, Martin S.; Rebelo, Sergio; Trabandt, Mathias
2
2022
Estimating and simulating a SIRD model of COVID-19 for many countries, states, and cities. Zbl 07554328
Fernández-Villaverde, Jesús; Jones, Charles I.
2
2022
Inflation anchoring and growth: the role of credit constraints. Zbl 07490741
Choi, Sangyup; Furceri, Davide; Loungani, Prakash; Shim, Myungkyu
1
2022
Fiscal policy during a pandemic. Zbl 1475.91207
Faria-e-Castro, Miguel
5
2021
Optimal stock-enhancement of a spatially distributed renewable resource. Zbl 1475.91243
Upmann, Thorsten; Uecker, Hannes; Hammann, Liv; Blasius, Bernd
4
2021
Investment timing and capacity decisions with time-to-build in a duopoly market. Zbl 1475.91186
Jeon, Haejun
2
2021
Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations. Zbl 1475.91397
Nunes, Cláudia; Oliveira, Carlos; Pimentel, Rita
2
2021
Flight to housing in China. Zbl 1475.91194
Dong, Feng; Liu, Jianfeng; Xu, Zhiwei; Zhao, Bo
2
2021
Banks, money, and the zero lower bound on deposit rates. Zbl 1478.91123
Kumhof, Michael; Wang, Xuan
2
2021
Impulse response analysis in conditional quantile models with an application to monetary policy. Zbl 1475.91210
Lee, Dong Jin; Kim, Tae-Hwan; Mizen, Paul
1
2021
Social motives and risk-taking in investment decisions. Zbl 1475.91330
Lindner, Florian; Kirchler, Michael; Rosenkranz, Stephanie; Weitzel, Utz
1
2021
News and narratives in financial systems: exploiting big data for systemic risk assessment. Zbl 1475.91390
Nyman, Rickard; Kapadia, Sujit; Tuckett, David
1
2021
Optimal capital structure, ambiguity aversion, and leverage puzzles. Zbl 1475.91393
Attaoui, Sami; Cao, Wenbin; Duan, Xiaoman; Liu, Hening
1
2021
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps. Zbl 1475.91364
Wan, Xiangwei; Yang, Nian
1
2021
Optimal market-making strategies under synchronised order arrivals with deep neural networks. Zbl 1475.91339
Choi, So Eun; Jang, Hyun Jin; Lee, Kyungsub; Zheng, Harry
1
2021
Green investment under time-dependent subsidy retraction risk. Zbl 1475.91234
Hagspiel, Verena; Nunes, Cláudia; Oliveira, Carlos; Portela, Manuel
1
2021
Optimal management of pumped hydroelectric production with state constrained optimal control. Zbl 1475.91239
Picarelli, Athena; Vargiolu, Tiziano
1
2021
Investing in electricity production under a reliability options scheme. Zbl 1475.91228
Fontini, Fulvio; Vargiolu, Tiziano; Zormpas, Dimitrios
1
2021
A dynamic model of managerial entrenchment and the positive incentives it creates. Zbl 1475.91396
Guthrie, Graeme
1
2021
Measuring the effects of expectations shocks. Zbl 1475.91246
Clements, Michael P.; Galvão, Ana Beatriz
1
2021
Does performance-sensitive debt mitigate debt overhang? Zbl 1475.91394
Bensoussan, Alain; Chevalier-Roignant, Benoît; Rivera, Alejandro
1
2021
A comparison of economic agent-based model calibration methods. Zbl 07202053
Platt, Donovan
4
2020
Reconstructing and stress testing credit networks. Zbl 07161306
Ramadiah, Amanah; Caccioli, Fabio; Fricke, Daniel
3
2020
Horizon-unbiased investment with ambiguity. Zbl 07214743
Lin, Qian; Sun, Xianming; Zhou, Chao
3
2020
(A)symmetric information bubbles: experimental evidence. Zbl 07160853
Asako, Yasushi; Funaki, Yukihiko; Ueda, Kozo; Uto, Nobuyuki
2
2020
On the external validity of experimental inflation forecasts: a comparison with five categories of field expectations. Zbl 07160855
Cornand, Camille; Hubert, Paul
2
2020
Policy effectiveness in spatial resource wars: a two-region model. Zbl 07161307
Fabbri, Giorgio; Faggian, Silvia; Freni, Giuseppe
2
2020
Investor overconfidence and the security market line: new evidence from China. Zbl 07331289
Han, Xing; Li, Kai; Li, Youwei
2
2020
Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality. Zbl 07202049
Kukacka, Jiri; Kristoufek, Ladislav
2
2020
Separating the signal from the noise – financial machine learning for Twitter. Zbl 07214742
Schnaubelt, Matthias; Fischer, Thomas G.; Krauss, Christopher
2
2020
Household balance sheet channels of monetary policy: a back of the envelope calculation for the euro area. Zbl 07214756
Slacalek, Jiri; Tristani, Oreste; Violante, Giovanni L.
2
2020
Okun’s law across time and frequencies. Zbl 07214764
Aguiar-Conraria, Luís; Martins, Manuel M. F.; Soares, Maria Joana
2
2020
Coordination on bubbles in large-group asset pricing experiments. Zbl 1461.91324
Bao, Te; Hennequin, Myrna; Hommes, Cars; Massaro, Domenico
1
2020
Benchmarking machine-learning software and hardware for quantitative economics. Zbl 07161299
Duarte, Victor; Duarte, Diogo; Fonseca, Julia; Montecinos, Alexis
1
2020
The effects of conventional and unconventional monetary policy on forecasting the yield curve. Zbl 07161301
Eo, Yunjong; Kang, Kyu Ho
1
2020
Choosing a good toolkit. I: Prior-free heuristics. Zbl 07161302
Francetich, Alejandro; Kreps, David
1
2020
Choosing a good toolkit. II: Bayes-rule based heuristics. Zbl 07161303
Francetich, Alejandro; Kreps, David
1
2020
Exploiting ergodicity in forecasts of corporate profitability. Zbl 07161308
Mundt, Philipp; Alfarano, Simone; Milaković, Mishael
1
2020
Mean-variance analysis and the modified market portfolio. Zbl 07161309
Wenzelburger, Jan
1
2020
Real option duopolies with quasi-hyperbolic discounting. Zbl 07161310
Luo, Pengfei; Tian, Yuan; Yang, Zhaojun
1
2020
When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning. Zbl 07331280
Lepetyuk, Vadym; Maliar, Lilia; Maliar, Serguei
1
2020
Security design with status concerns. Zbl 07331295
Basak, Suleyman; Makarov, Dmitry; Shapiro, Alex; Subrahmanyam, Marti
1
2020
The formation of a core-periphery structure in heterogeneous financial networks. Zbl 1475.91388
in ’t Veld, Daan; van der Leij, Marco; Hommes, Cars
1
2020
Coordinated bubbles and crashes. Zbl 1475.91199
Zheng, Huanhuan
1
2020
The effects of trade size and market depth on immediate price impact in a limit order book market. Zbl 1475.91344
Pham, Manh Cuong; Anderson, Heather Margot; Duong, Huu Nhan; Lajbcygier, Paul
1
2020
Co-existence of trend and value in financial markets: estimating an extended Chiarella model. Zbl 07197821
Majewski, Adam A.; Ciliberti, Stefano; Bouchaud, Jean-Philippe
1
2020
The behavioral economics of currency unions: economic integration and monetary policy. Zbl 07197826
Bertasiute, Akvile; Massaro, Domenico; Weber, Matthias
1
2020
Perturbation solution and welfare costs of business cycles in DSGE models. Zbl 07202045
Heiberger, Christopher; Maußner, Alfred
1
2020
Sequential Bayesian inference for vector autoregressions with stochastic volatility. Zbl 07202046
Bognanni, Mark; Zito, John
1
2020
Dynamic asset allocation with relative wealth concerns in incomplete markets. Zbl 07202051
Kraft, Holger; Meyer-Wehmann, André; Seifried, Frank Thomas
1
2020
Quantifying the concerns of Dimon and Buffett with data and computation. Zbl 07202055
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1
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Welfare gains of bailouts in a sovereign default model. Zbl 07202057
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1
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Quality and price personalization under customer recognition: a dynamic monopoly model with contrasting equilibria. Zbl 07214739
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1
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What is the minimal systemic risk in financial exposure networks? Zbl 07214765
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1
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Credit constraints and the government spending multiplier. Zbl 07214766
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1
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The high frequency trade off between speed and sophistication. Zbl 07214770
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Investment flexibility as a barrier to entry. Zbl 07214775
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Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR. Zbl 1425.91395
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A model of anonymous influence with anti-conformist agents. Zbl 1425.91372
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Investment decisions with finite-lived collars. Zbl 1418.91496
Adkins, Roger; Paxson, Dean; Pereira, Paulo J.; Rodrigues, Artur
4
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Optimal scientific production over the life cycle. Zbl 1425.91252
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4
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Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach. Zbl 1411.91525
Paulin, James; Calinescu, Anisoara; Wooldridge, Michael
3
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Dynamic competition and intellectual property rights in a model of product development. Zbl 1411.91339
Billette de Villemeur, Etienne; Ruble, Richard; Versaevel, Bruno
3
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Zeno points in optimal control models with endogenous regime switching. Zbl 1411.91200
Seidl, Andrea
3
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Optimal execution with regime-switching market resilience. Zbl 1411.91648
Siu, Chi Chung; Guo, Ivan; Zhu, Song-Ping; Elliott, Robert J.
3
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Stackelberg versus Cournot: a differential game approach. Zbl 1411.91379
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3
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Consumption-portfolio choice with preferences for cash. Zbl 1411.91367
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3
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Identifying booms and busts in house prices under heterogeneous expectations. Zbl 1418.91320
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3
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Opaque bank assets and optimal equity capital. Zbl 1411.91640
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2
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Optimal self-enforcement and termination. Zbl 1411.91362
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Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models. Zbl 1425.91319
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2
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When speculators meet suppliers: positive versus negative feedback in experimental housing markets. Zbl 1425.91292
Bao, Te; Hommes, Cars
2
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On the Markov switching welfare cost of inflation. Zbl 1425.91314
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2
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The macroeconomic effects of quantitative easing in the euro area: evidence from an estimated DSGE model. Zbl 1425.91322
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2
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Liquidation, fire sales, and acquirers’ private information. Zbl 1425.91426
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1
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Cited by 11,840 Authors

58 Kort, Peter M.
52 Feichtinger, Gustav
46 Siu, Tak Kuen
45 Zaccour, Georges
39 Forsyth, Peter A.
36 Naimzada, Ahmad K.
34 Westerhoff, Frank H.
33 Hommes, Cars H.
32 Hartl, Richard F.
29 Grass, Dieter
28 Elliott, Robert James
28 Li, Zhongfei
26 Gardini, Laura
26 Zhu, Songping
25 Young, Virginia R.
24 Yeung, David Wing-Kay
23 Tramontana, Fabio
23 Wirl, Franz
22 Chiarella, Carl
22 Dawid, Herbert
22 Kapetanios, George
22 Nagurney, Anna
22 Semmler, Willi
22 Venditti, Alain
21 Martín-Herrán, Guiomar
21 Phillips, Peter Charles Bonest
21 Rustem, Berc
21 Sodini, Mauro
19 Chen, An
19 Engwerda, Jacob Christiaan
19 Evans, George W. II
19 Gori, Luca
19 Lütkepohl, Helmut
19 Wong, Hoi Ying
19 Zeng, Yan
18 Boucekkine, Raouf
18 He, Xuezhong
18 Li, Duan
18 Lux, Thomas C. H.
18 Shen, Yang
17 Bischi, Gian-Italo
17 Caulkins, Jonathan P.
17 Cui, Zhenyu
17 Gozzi, Fausto
17 Jørgensen, Steffen
17 Michetti, Elisabetta
17 Seidl, Andrea
16 Benchekroun, Hassan
16 Caputo, Michael R.
16 Chiu, Mei Choi
16 Fabozzi, Frank J.
16 Guerrini, Luca
16 Lambertini, Luca
16 Nishimura, Kazuo
16 Pesaran, M. Hashem
16 Petrosyan, Leon Aganesovich
16 Turnovsky, Stephen J.
16 Yao, Haixiang
15 Arifovic, Jasmina
15 Augeraud-Véron, Emmanuelle
15 Boyle, Phelim P.
15 Chen, Zhiping
15 Dieci, Roberto
15 Fabbri, Giorgio
15 Gallegati, Mauro
15 Ghiglino, Christian
15 He, Xinjiang
15 Henderson, Vicky
15 Jeon, Junkee
14 Brock, William A.“Buz”
14 Chu, Angus C.
14 Kraft, Holger
14 Kwok, Yue-Kuen
14 Liang, Zongxia
14 Lillo, Fabrizio
14 McGough, Bruce
14 Mitra, Tapan
14 Shibata, Takashi
14 Tuinstra, Jan
14 Wagener, Florian
14 Wang, Shouyang
14 Yang, Hailiang
14 Yang, Jinqiang
13 Branch, William A.
13 Breton, Michèle
13 Cerqueti, Roy
13 Dai, Min
13 Jouini, Elyès
13 Li, Lingfei
13 Long, Ngo Van
13 Maliar, Serguei
13 Mammana, Cristiana
13 Nishihara, Michi
13 Pireddu, Marina
13 Sethi, Suresh P.
13 Tan, Ken Seng
13 Vetzal, Kenneth R.
12 Ballestra, Luca Vincenzo
12 Bayraktar, Erhan
12 Dang, Chuangyin
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Cited in 513 Journals

2,143 Journal of Economic Dynamics & Control
394 European Journal of Operational Research
386 Journal of Econometrics
362 Economics Letters
348 Quantitative Finance
328 Journal of Economic Theory
216 Insurance Mathematics & Economics
186 Journal of Mathematical Economics
170 International Journal of Theoretical and Applied Finance
161 Annals of Operations Research
161 Economic Theory
151 Physica A
135 Journal of Economics
129 Macroeconomic Dynamics
126 Applied Mathematics and Computation
122 Journal of Optimization Theory and Applications
115 Chaos, Solitons and Fractals
112 Computational Economics
95 Journal of Computational and Applied Mathematics
93 Mathematical Finance
83 Econometric Reviews
82 Computational Statistics and Data Analysis
80 Mathematical Social Sciences
80 Open Economies Review
78 Dynamic Games and Applications
75 Discrete Dynamics in Nature and Society
73 Automatica
71 Games and Economic Behavior
68 Mathematics and Financial Economics
65 Decisions in Economics and Finance
63 Finance and Stochastics
61 Annals of Finance
60 Econometric Theory
57 Applied Mathematical Finance
57 SIAM Journal on Financial Mathematics
56 Computational Management Science
55 International Game Theory Review
50 Operations Research Letters
49 Computers & Mathematics with Applications
49 Mathematics and Computers in Simulation
46 Journal of Industrial and Management Optimization
44 Journal of Time Series Analysis
44 Mathematical Problems in Engineering
44 North American Actuarial Journal
42 Mathematical Methods of Operations Research
41 The Annals of Applied Probability
40 Asia-Pacific Financial Markets
37 Communications in Statistics. Theory and Methods
36 Journal of Mathematical Analysis and Applications
36 Stochastic Processes and their Applications
35 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
34 SIAM Journal on Control and Optimization
34 CEJOR. Central European Journal of Operations Research
33 Complexity
32 International Economic Review
32 Computers & Operations Research
32 Scandinavian Actuarial Journal
31 Journal of Applied Statistics
29 Operations Research
29 Journal of Systems Science and Complexity
28 Statistics & Probability Letters
28 Chaos
28 Review of Derivatives Research
27 Metroeconomica
26 Communications in Nonlinear Science and Numerical Simulation
25 Applied Mathematics and Optimization
25 Journal of Difference Equations and Applications
24 Theory and Decision
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24 The Econometrics Journal
23 Stochastic Analysis and Applications
22 Natural Resource Modeling
22 ASTIN Bulletin
21 Communications in Statistics. Simulation and Computation
21 International Journal of Computer Mathematics
20 Journal of Statistical Physics
20 Journal of Statistical Planning and Inference
19 Statistical Papers
19 Methodology and Computing in Applied Probability
19 Bulletin of Economic Research
18 Mathematics of Operations Research
18 Optimal Control Applications & Methods
18 Mathematical and Computer Modelling
18 Journal of Economic Growth
18 Stochastics
17 Journal of Global Optimization
16 Computational Optimization and Applications
16 Abstract and Applied Analysis
16 Optimization Letters
15 Advances in Applied Probability
15 International Journal of Control
15 Automation and Remote Control
15 Mathematical Programming. Series A. Series B
15 Nonlinear Dynamics
15 OR Spectrum
14 Journal of Applied Probability
14 Computational Statistics
14 Nonlinear Analysis. Real World Applications
14 Discrete and Continuous Dynamical Systems. Series B
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Cited in 50 Fields

8,421 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1,782 Statistics (62-XX)
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853 Systems theory; control (93-XX)
645 Numerical analysis (65-XX)
554 Calculus of variations and optimal control; optimization (49-XX)
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201 Partial differential equations (35-XX)
176 Biology and other natural sciences (92-XX)
162 Computer science (68-XX)
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