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subject:"Mathematische Optimierung"
~subject:"Theorie"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Mathematische Optimierung
Theorie
Stochastic process
48
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12
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Working paper / National Bureau of Economic Research, Inc.
European journal of operational research : EJOR
493
Computers & operations research : and their applications to problems of world concern ; an international journal
163
Insurance / Mathematics & economics
162
Finance and stochastics
135
International journal of production research
129
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126
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104
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100
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54
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Implications of stochastic transmission rates for managing pandemic risks
Hong, Harrison G.
;
Wang, Neng
;
Yang, Jinqiang
-
2020
Persistent link: https://www.econbiz.de/10012237974
Saved in:
2
Heterogeneous wealth dynamics : on the roles of risk and ability
Santos, Paulo
;
Barrett, Christopher B.
-
2016
Persistent link: https://www.econbiz.de/10011545980
Saved in:
3
Putting the cycle back into business cycle analysis
Beaudry, Paul
;
Galizia, Dana
;
Portier, Franck
-
2016
Persistent link: https://www.econbiz.de/10011585391
Saved in:
4
Notes on the economics of energy storage
Heal, Geoffrey
-
2016
Persistent link: https://www.econbiz.de/10011567441
Saved in:
5
Endogenous volatility at the zero lower bound : implications for stabilization policy
Basu, Susanto
;
Bundick, Brent
-
2015
Persistent link: https://www.econbiz.de/10011430681
Saved in:
6
Agency business cycles
Golosov, Michail Ju.
;
Menzio, Guido
-
2015
Persistent link: https://www.econbiz.de/10011420884
Saved in:
7
The analytics of investment, q, and cash flow
Abel, Andrew B.
-
2015
Persistent link: https://www.econbiz.de/10011350218
Saved in:
8
A nonlinear certainty equivalent approximation method for dynamic stochastic problems
Cai, Yongyang
;
Judd, Kenneth L.
;
Steinbuks, Jevgenijs
-
2015
Persistent link: https://www.econbiz.de/10011372541
Saved in:
9
Credit spreads and monetary policy
Cúrdia, Vasco
;
Woodford, Michael
-
2009
Persistent link: https://www.econbiz.de/10003879421
Saved in:
10
Strategic interaction among heterogenous price-setters in an estimated DSGE model
Coibion, Olivier
;
Gorodnichenko, Yuriy
-
2008
Persistent link: https://www.econbiz.de/10003757075
Saved in:
11
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
Saved in:
12
The wealth distribution in Bewley economies with investment risk
Benhabib, Jess
;
Bisin, Alberto
;
Zhu, Shenghao
-
2014
Persistent link: https://www.econbiz.de/10010365202
Saved in:
13
Linearity-generating processes : a modelling tool Yielding closed forms for asset prices
Gabaix, Xavier
-
2007
Persistent link: https://www.econbiz.de/10003549019
Saved in:
14
Two-armed restless bandits with imperfect information : stochastic control and indexability
Fryer, Roland G. <Jr.>
;
Harms, Philipp
-
2013
Persistent link: https://www.econbiz.de/10009749378
Saved in:
15
Optimal annuitization with stochastic mortality probabilities
Reichling, Felix
;
Smetters, Kent A.
-
2013
Persistent link: https://www.econbiz.de/10009787448
Saved in:
16
Optimal consumption and savings with stochastic income
Wang, Chong
;
Wang, Neng
;
Yang, Jinqiang
-
2013
Persistent link: https://www.econbiz.de/10009788549
Saved in:
17
Risk-adjusting the returns to venture capital
Korteweg, Arthur
;
Nagel, Stefan
-
2013
Persistent link: https://www.econbiz.de/10009790247
Saved in:
18
Option prices in a model with stochastic disaster risk
Seo, Sang Byung
;
Wachter, Jessica
-
2013
Persistent link: https://www.econbiz.de/10010210684
Saved in:
19
Insider trading, stochastic liquidity and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
-
2012
Persistent link: https://www.econbiz.de/10009666677
Saved in:
20
The Ramsey discounting formula for a hidden-state-stochastic growth process
Weitzman, Martin L.
-
2012
Persistent link: https://www.econbiz.de/10009560761
Saved in:
21
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
22
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009632872
Saved in:
23
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2012
Persistent link: https://www.econbiz.de/10009633283
Saved in:
24
The inefficient markets hypothesis : why financial markets do not work well in the real world
Farmer, Roger E. A.
;
Nourry, Carine
;
Venditti, Alain
-
2012
Persistent link: https://www.econbiz.de/10009697906
Saved in:
25
Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.
;
Fisher, Adlai
-
2003
Persistent link: https://www.econbiz.de/10001774916
Saved in:
26
Disentangling volatility from jumps
Aït-Sahalia, Yacine
-
2003
Persistent link: https://www.econbiz.de/10001790835
Saved in:
27
Stochastic technical progress, nearly smooth trends and distinct business cycles
Rotemberg, Julio
-
2002
Persistent link: https://www.econbiz.de/10001668185
Saved in:
28
New directions for stochastic open economy models
Obstfeld, Maurice
;
Rogoff, Kenneth S.
-
1999
Persistent link: https://www.econbiz.de/10001410977
Saved in:
29
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001417317
Saved in:
30
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000659972
Saved in:
31
Stochastic regime switching and stabilizing policies within regimes
Lewis, Karen K.
-
1995
Persistent link: https://www.econbiz.de/10000922524
Saved in:
32
Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth
;
Obstfeld, Maurice
-
1989
Persistent link: https://www.econbiz.de/10000761140
Saved in:
33
Stochastic process switching : some simple solutions
Froot, Kenneth
;
Obstfeld, Maurice
-
1989
Persistent link: https://www.econbiz.de/10000769017
Saved in:
34
Optimal stabilization rules in a stochastic model of investment with gestation lags
Taylor, John B.
-
1983
Persistent link: https://www.econbiz.de/10001471109
Saved in:
35
Stochastic problems in the simulation of labor supply
Hausman, Jerry A.
-
1981
Persistent link: https://www.econbiz.de/10002742027
Saved in:
36
A model of stochastic process switching
Flood, Robert P.
;
Garber, Peter M.
-
1981
Persistent link: https://www.econbiz.de/10009570351
Saved in:
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