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Numerical computation of convex risk measures
Papayiannis, G. I.; Yannacopoulos, Athanasios N. - In: Advances of OR in commodities and financial modeling, (pp. 417-435). 2018
Persistent link: https://www.econbiz.de/10011871424
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Numerical computation of equilibrium bid functions in a first-price auction with heterogeneous risk attitudes
VanBoening, Mark Virgil; Rassenti, Stephen J.; Smith, … - In: Experimental economics : a journal of the Economic … 1 (1998) 2, pp. 147-159
Persistent link: https://www.econbiz.de/10001447332
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Sustainability as Intergenerational Fairness : Efficiency, Uncertainty, and Numerical Methods
Woodward, Richard T. - 2010
This paper presents an economic model of sustainability defined as intergenerational fairness. Assuming that intergenerational fairness is an obligation of each generation, a recursive optimization problem is obtained. The problem has the advantage that uncertainty can readily be incorporated in...
Persistent link: https://www.econbiz.de/10014151374
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Efficient estimation of dynamical systems
Iacus, Stefano Maria - 1999
Persistent link: https://www.econbiz.de/10001446037
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Optimal portfolio choice for long-horizon investors with nontradable labor income
Viceira, Luis M. - 1999
Persistent link: https://www.econbiz.de/10001426796
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Models for estimating the structure of interest rates from observations of yield curves
Kortanek, K. O.; Medvedev, V. G. - 1999
Persistent link: https://www.econbiz.de/10001491259
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Pollution abatement investment when environmental regulation is uncertain
Farzin, Yeganeh Hossein; Kort, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000997488
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A dynamic model of the regulated firm under uncertainty
Subrahmanyam, Marti G. - 1974
Persistent link: https://www.econbiz.de/10000930053
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"Optimale" Entscheidungen unter Unsicherheit - die Wahl langfristiger Politiken, die möglichst auch nach Berücksichtigung zukünftiger Daten Bestand haben
Gaschler, Hans Joachim - In: Selected papers of the Symposium on Operations Research …, (pp. 176-181). 1998
Persistent link: https://www.econbiz.de/10001323339
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The timing of land development : an invariance result
Batabyal, Amitrajeet A. - In: American journal of agricultural economics 78 (1996) 4, pp. 1092-1097
Persistent link: https://www.econbiz.de/10001213500