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Cluster analysis for portfolio optimization
Tola, Vincenzo; Lillo, Fabrizio; Gallegati, Mauro; … - In: Journal of economic dynamics & control 32 (2008) 1, pp. 235-258
Persistent link: https://www.econbiz.de/10003622751
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The impact of systemic and illiquidity risk on financing with risky collateral
Lillo, Fabrizio; Pirino, Davide - In: Journal of economic dynamics & control 50 (2015), pp. 180-202
Persistent link: https://www.econbiz.de/10010486947
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Why is equity order flow so persistent?
Tóth, Bence; Palit, Imon; Lillo, Fabrizio; Farmer, J. Doyne - In: Journal of economic dynamics & control 51 (2015), pp. 218-239
Persistent link: https://www.econbiz.de/10011474393
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Do firms share the same functional form of their growth rate distribution? : a statistical test
Lunardi, José T.; Miccichè, Salvatore; Lillo, Fabrizio; … - In: Journal of economic dynamics & control 39 (2014), pp. 140-164
Persistent link: https://www.econbiz.de/10010388784
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Optimality of irreversible pollution accumulation
Tahvonen, Olli - In: Journal of economic dynamics & control 20 (1996) 9, pp. 1775-1795
Persistent link: https://www.econbiz.de/10001209453
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Quasi-equilibrium in economics with infinite dimensional commodity spaces : a truncation approach
Laan, Gerard van der; Withagen, Cees - In: Journal of economic dynamics & control 27 (2003) 3, pp. 423-444
Persistent link: https://www.econbiz.de/10001706333
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Strong time-consistency in the cartel-versus-fringe model
Groot, Fons; Withagen, Cees; Zeeuw, Aart de - In: Journal of economic dynamics & control 28 (2003) 2, pp. 287-306
Persistent link: https://www.econbiz.de/10001799556
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General equilibrium in an economy with exhaustible resources and an unbounded horizon
Geldrop, Jan van - In: Journal of economic dynamics & control 18 (1994) 5, pp. 1011-1035
Persistent link: https://www.econbiz.de/10001168029
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Characterizing sustainability : the converse of Hartwick's rule
Withagen, Cees - In: Journal of economic dynamics & control 23 (1998) 1, pp. 159-165
Persistent link: https://www.econbiz.de/10001252984
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Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Di Gangi, Domenico; Lillo, Fabrizio; Pirino, Davide - In: Journal of economic dynamics & control 94 (2018), pp. 117-141
Persistent link: https://www.econbiz.de/10012004377