This article examines how to quantify and optimally utilize the beneficial effect that capital loss harvesting generates in a taxable portfolio. We explicitly determine the optimal initial asset allocation for an investor who follows the continuous time dynamic trading strategy of Constantinides...

How do factors that influence mediation offers affect belligerent behavior? The circumstances that attract potential mediators are not the same as those that make mediation desirable to belligerents. Third parties offer mediation when the conflict is intense, generation of an agreement is likely...

This investigation applies an expected utility (EU) analysis to assess the impact of the 2003 U.S. intervention in Iraq on the security perceptions of states in the Persian Gulf region, and to determine how shifts in the distribution of preferences among self-interested actors might influence...

In a discrete setting, a model is developed for pricing a contingent claim in incomplete markets. Since hedging opportunities influence the price of a contingent claim, the optimal hedging strategy is first introduced assuming that a contingent claim has been issued: a strategy implemented by...

Goenner (Conflict Management and Peace Science, 28(5): 1–20, 2011) criticizes the simultaneous equations regression model (SEM) of bilateral trade flows (BT) and militarized interstate disputes (MID) developed by Keshk, Pollins and Reuveny (Journal of Politics 66(4): 1155–1179,...