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isPartOf:"Journal of economic dynamics & control"
subject:"Allgemeines Gleichgewicht"
~subject:"Lernprozess"
~subject:"Portfolio selection"
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Allgemeines Gleichgewicht
Lernprozess
Portfolio selection
Theorie
2,396
Theory
2,396
Monetary policy
274
Geldpolitik
273
Portfolio-Management
165
Learning process
151
Estimation
122
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122
Rational expectations
121
Rationale Erwartung
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Arifovic, Jasmina
5
Lioui, Abraham
5
Munk, Claus
5
Branch, William A.
4
Evans, George W.
4
Honkapohja, Seppo
4
Anufriev, Mikhail
3
Berardi, Michele
3
Branger, Nicole
3
Den Haan, Wouter J.
3
Gallegati, Mauro
3
He, Xue-zhong
3
Huang, Chi-fu
3
Kraft, Holger
3
Li, Duan
3
Li, Kai
3
Lillo, Fabrizio
3
Alexander, Gordon J.
2
Balvers, Ronald J.
2
Baptista, Alexandre M.
2
Bottazzi, Giulio
2
Bullard, James Brian
2
Chacko, George
2
Chiarella, Carl
2
Cong, F.
2
Cox, John Carrington
2
Cvitanić, Jakša
2
Duffie, Darrell
2
Duffy, John
2
Farmer, J. Doyne
2
Fujiwara, Ippei
2
Georges, Christophre
2
Giannitsarou, Chryssi
2
Guidolin, Massimo
2
Guse, Eran A.
2
Heinemann, Maik
2
Hindy, Ayman
2
Hommes, Cars H.
2
Josephson, Jens
2
Judd, Kenneth L.
2
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Journal of economic dynamics & control
NBER working paper series
452
Working paper / National Bureau of Economic Research, Inc.
412
NBER Working Paper
396
European journal of operational research : EJOR
328
Journal of economic theory
284
Insurance / Mathematics & economics
279
Discussion paper / Centre for Economic Policy Research
261
Journal of banking & finance
258
Economic theory : official journal of the Society for the Advancement of Economic Theory
222
CESifo working papers
210
Economic modelling
196
Economics letters
187
Journal of mathematical economics
179
Finance research letters
168
Working paper
166
Management science : journal of the Institute for Operations Research and the Management Sciences
159
Mathematical finance : an international journal of mathematics, statistics and financial theory
158
Finance and stochastics
157
Games and economic behavior
155
Journal of economic behavior & organization : JEBO
152
International journal of theoretical and applied finance
147
Discussion paper / Tinbergen Institute
139
Research paper series / Swiss Finance Institute
137
Quantitative finance
123
Discussion paper
117
The review of financial studies
116
Computational economics
113
Journal of financial economics
112
The journal of finance : the journal of the American Finance Association
106
Risks : open access journal
105
International review of economics & finance : IREF
102
Energy economics
99
The journal of portfolio management : a publication of Institutional Investor
98
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
97
European economic review : EER
97
Journal of empirical finance
95
SpringerLink / Bücher
95
Swiss Finance Institute Research Paper
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Journal of monetary economics
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ECONIS (ZBW)
381
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1
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10
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381
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1
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
2
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
3
Dynamic spending and portfolio decisions with a soft social norm
Mork, Knut Anton
;
Harang, Fabian Andsem
;
Trønnes, …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478676
Saved in:
4
Quantum monte carlo for economics : stress testing and macroeconomic deep learning
Skavysh, Vladimir
;
Priazhkina, Sofia
;
Guala, Diego
; …
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014479201
Saved in:
5
Who pays the bill? : climate change, taxes, and transfers in a multi-region growth model
Hillebrand, Elmar
;
Hillebrand, Marten
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014479317
Saved in:
6
Bounded rationality and optimal retirement age
Park, Hyeon
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014479695
Saved in:
7
A gradient-based reinforcement learning model of market equilibration
He, Zhongzhi
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014427608
Saved in:
8
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
9
Asset home bias in debtor and creditor countries
Zhang, Ning
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495377
Saved in:
10
Market selection and learning under model misspecification
Bottazzi, Giulio
;
Giachini, Daniele
;
Ottaviani, Matteo
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014480330
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