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Delivering left-skewed portfolio payoff distributions in the presence of transaction costs
Krawczyk, Jacek B. - In: Risks : open access journal 3 (2015) 3, pp. 318-337
For pension-savers, a low payoff is a financial disaster. Such investors will most likely prefer left-skewed payoff distributions over right-skewed payoff distributions. We explore how such distributions can be delivered. Cautious-relaxed utility measures are cautious in ensuring that payoffs...
Persistent link: https://www.econbiz.de/10011402594
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Sensitivity of cautious-relaxed investment policies to target variation
Foster, Jarred; Krawczyk, Jacek B. - 2013
Persistent link: https://www.econbiz.de/10010188704
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Computation of viability kernels : a case study of by-catch fisheries
Krawczyk, Jacek B.; Pharo, Alastair; Serea, Oana S.; … - In: Computational Management Science : CMS 10 (2013) 4, pp. 365-396
Persistent link: https://www.econbiz.de/10010229687
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Manual of VIKAASA 2.0 : an application for computing and graphing viability kernels for simple viability problems
Krawczyk, Jacek B.; Pharo, Alastair S. - 2014
Persistent link: https://www.econbiz.de/10010409934
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InfsocSol3 : an updated MATLAB® package for approximating the Solution to a continuous-time infinite horizon stochastic optimal control problem
Krawczyk, Jacek B.; Pharo, Alastair S. - 2014
Persistent link: https://www.econbiz.de/10010409952
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Capacity accumulation games with technology constraints
Krawczyk, Jacek B.; Petkov, Vladimir P. - In: Dynamic games in economics : [... 12th VW, held in …, (pp. 161-185). 2014
Persistent link: https://www.econbiz.de/10010395237
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Viable stabilising non-Taylor monetary policies for an open economy
Krawczyk, Jacek B.; Kim, Kunhong - In: Computational economics 43 (2014) 2, pp. 233-268
Persistent link: https://www.econbiz.de/10010249693
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A note on determining viable economic states in a dynamic model of taxation
Krawczyk, Jacek B.; Judd, Kenneth L. - In: Macroeconomic dynamics 20 (2016) 5, pp. 1395-1412
Persistent link: https://www.econbiz.de/10011623192
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Economics of collective monitoring : a study of environmentally constrained electricity generators
Contreras, Jaime; Krawczyk, Jacek B.; Zuccollo, J. - In: Computational Management Science : CMS 13 (2016) 3, pp. 349-369
Persistent link: https://www.econbiz.de/10011669299
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Economic problems with constraints : how efficiency relates to equilibrium
Krawczyk, Jacek B.; Tidball, Mabel - In: International game theory review 18 (2016) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10011566159