Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling > C60 - General"

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Number of items at this level: 100.

A

Abounoori, Abbas Ali and Mohammadali, Hanieh and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): Comparative study of static and dynamic neural network models for nonlinear time series forecasting.

Albici, Mihaela and Teselios, Delia and Prundeanu, Raluca and Popa, Ionela (2010): Duality in linear programming.

Albici, Mihaela and Teselios, Delia and Tenovici, Cristina (2010): Reoptimizations in linear programming.

Andrikopoulos, Athanasios (2009): Szpilrajn-type theorems in economics.

Athanassoglou, Stergios and Bosetti, Valentina (2012): Setting environmental policy when experts disagree. Forthcoming in: Environmental and Resource Economics

B

Beja Jr, Edsel (2012): Two explanations to the willingness to accept and willingness to pay gap plus an alternative.

Bell, Peter (2011): Use of put options as insurance.

Bell, William Paul (2008): Adaptive Interactive Profit Expectations and Small World Networks.

Borsje, Jethro and Levering, Leonard and Embregts, Hanno and Frasincar, Flavius (2007): Hermes: an Ontology-Based News Personalization Portal.

Bosi, Gianni and Caterino, Alessandro and Ceppitelli, Rita (2009): Existence of continuous utility functions for arbitrary binary relations: some sufficient conditions.

Bosi, Gianni and Zuanon, Magalì (2011): Weak continuity of preferences with nontransitive indifference.

Bosi, Gianni and Zuanon, Magalì (2010): A generalization of Rader's utility representation theorem.

Bruder, Benjamin and Hereil, Pierre and Roncalli, Thierry (2011): Managing sovereign credit risk in bond portfolios.

Bruder, Benjamin and Roncalli, Thierry (2012): Managing risk exposures using the risk budgeting approach.

C

Cayetano, Gea (2007): Studying the Properties of the Correlation Trades.

Claudio, Ferrarese (2006): A comparative analysis of correlation skew modeling techniques for CDO index tranches.

Czinkota, Thomas (2012): Auswirkungen des Halteproblems auf die Integration von Strukturbrüchen in einen Ansatz zum Portfoliomanagement.

D

Dai, Darong (2012): A Robust Turnpike Deduced by Economic Maturity.

Debortoli, Davide and Nunes, Ricardo (2006): On Linear Quadratic Approximations.

Dubra, Juan and Echenique, Federico and Manelli, Alejandro (2007): English auctions and the Stolper-Samuelson theorem.

Dziewulski, Pawel (2014): Revealed time-preference.

E

Eiselt, H.A. and Bhadury, Joy and Burkey, Mark L. (2011): An optimization-based framework for modeling counterterrorism strategies. Published in: OR Insight , Vol. 26, No. 1 (26. April 2013): p. 7.

G

Geurdes, Han / J.F. (2011): Macro-economy in models for default probability.

Ghiselli Ricci, Roberto and Magni, Carlo Alberto (2009): Axiomatization of residual income and generation of financial securities.

Gospodinov, Nikolay and Lkhagvasuren, Damba (2011): A new method for approximating vector autoregressive processes by finite-state Markov chains.

Greco, Salvatore and Rindone, Fabio (2011): The bipolar Choquet integral representation.

Griveau-Billion, Théophile and Richard, Jean-Charles and Roncalli, Thierry (2013): A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios.

H

Haase, Joerdis and Ilg, Melanie and Werner, Ralf (2010): Model-free bounds on bilateral counterparty valuation.

Halkos, George (1993): Economic incentives for optimal sulphur abatement in Europe. Published in: Energy Sources , Vol. 17, No. 5 (1995): pp. 517-534.

Halkos, George and Papageorgiou, George (2008): Extraction of non-renewable resources: a differential game approach. Published in: Archieves of Economic History , Vol. 1, No. XXI (2008): pp. 5-22.

Halkos, George and Salamouris, Dimitrios (2001): Efficiency Measures of the Greek Banking Sector: A Non-Parametric Approach for the Period 1997-1999.

Halkos, George and Tzeremes, Nickolaos (2011): Adjusting for cultural effects on countries’ education policy efficiency:an application of conditional full frontiers measures.

Halkos, George and Tzeremes, Nickolaos (2011): Does the Kyoto Protocol Agreement matters? An environmental efficiency analysis.

Halkos, George and Tzeremes, Nickolaos (2012): Measuring seaports’ productivity: A Malmquist productivity index decomposition approach.

Halkos, George and Tzeremes, Nickolaos (2010): Measuring the effect of virtual mergers on banks’ efficiency levels:A non parametric analysis.

Halkos, George and Tzeremes, Nickolaos (2005): Measuring trade efficiency.

Halkos, George and Tzeremes, Nickolaos (2012): Regional economic growth and environmental efficiency in greenhouse emissions: A conditional directional distance function approach.

Halkos, George and Tzeremes, Nickolaos (2011): Regional environmental efficiency and economic growth: NUTS2 evidence from Germany, France and the UK.

Halkos, George and Tzeremes, Nickolaos (2013): Renewable energy consumption and economic efficiency: Evidence from European countries.

Halkos, George and Tzeremes, Nickolaos (2011): Towards a culture of environmental efficiency: An application of conditional partial nonparametric frontiers.

Halkos, George and Tzeremes, Nickolaos (2012): A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions.

Halkos, George and Tzeremes, Nickolaos (2011): A conditional full frontier modelling for analyzing environmental efficiency and economic growth.

Halkos, George and Tzeremes, Nickolaos (2011): The effect of energy consumption on countries’ economic efficiency: a conditional robust non parametric approach.

Halkos, George and Tzeremes, Nickolaos (2013): The effect of electricity consumption from renewable sources on countries’ economic growth levels: Evidence from advanced, emerging and developing economies.

Harashima, Taiji (2014): The Representative Household Assumption Requires sustainable Heterogeneity in Dynamic Models.

Holden, Tom (2008): Rational macroeconomic learning in linear expectational models.

Hsu, Sara and Li, Jianjun and Qi, Zhao (2012): “Ideal” financial development and financial overaccumulation.

I

Ishizaka, Alessio and Balkenborg, Dieter and Kaplan, Todd (2009): Influence of aggregation and measurement scale on ranking a compromise alternative in AHP.

Ito, Sohei and Vymetal, Dominik (2011): Formal REA model at operational level.

J

Jean-Bernard, Chatelain and Kirsten, Ralf (2014): A finite set of equilibria for the indeterminacy of linear rational expectations models.

Jiri, Mazurek (2012): Some Notes on Inconsistence and Indecisiveness in the Analytic Hierarchy Process.

Josheski, Dushko and Gelova, Elena (2013): Kuhn-Tucker theorem foundations and its application in mathematical economics.

K

Khumalo, Bhekuzulu (2008): Knowledge Economics: Improving Theoretical Framework of Knowledge Transfer.

Khumalo, Bhekuzulu (2009): Revisting the Rate of Change.

Khumalo, Bhekuzulu (2008): The Variable Time: crucial to understanding Knowledge Economics.

Kiss, Christian (2013): Redefining the Economical Power of Nations.

Kiss, Christian (2013): Redefining the Economical Power of Nations: An international macroeconomic model that introduces a future aspect into the GDP.

Koop, Gary and Korobilis, Dimitris (2013): A New Index of Financial Conditions.

L

Labintan, Adeniyi Constant (2010): Evaluation of The Necessary of Agriculture Public Expenditure for Poverty Reduction and Food Security in Benin.

Li, Minqiang (2008): A Damped Diffusion Framework for Financial Modeling and Closed-form Maximum Likelihood Estimation.

Lkhagvasuren, Damba and Galindev, Ragchaasuren (2008): Discretization of highly persistent correlated AR(1) shocks. Forthcoming in: Journal of Economic Dynamics and Control

Lupulescu, Grigore and Guran, Liliana and Ioana, Catrina (2010): Mathematical onsets concerning the determination of the optimum limit of the profitability on enterprises.

M

Mabrouk, Mohamed (2009): On the extension of a preorder under translation invariance.

Magyarkuti, Gyula (2000): Note on generated choice and axioms of revealed preference. Published in: Central Europen Journal of Operations Research , Vol. 8, No. 1 (2000): pp. 57-62.

Magyarkuti, Gyula (2008): Szeparábilitási koncepciók és a reprezentációs tétel Nachbin-féle megközelítése. Published in: 60 éves a KÖZGÁZ jubileumi konferencia kötet (December 2008)

Magyarkuti, Gyula (1999): A complementary approach to transitive rationalizability.

Mahmoudvand, Rahim and Hassani, Hossein and Wilson, Rob (2007): IS THE SAMPLE COEFFICIENT OF VARIATION A GOOD ESTIMATOR FOR THE POPULATION COEFFICIENT OF VARIATION? Published in: World Applied Sciences Journal , Vol. 2, No. 5 (1. September 2007): pp. 519-522.

Makhankov, V. G. and Aguero-Granados, M. A. (2010): Quantifying Flexibility Real Options Calculus.

Makhankov, V. G. and Aguero-Granados, M. A. (2010): Quantifying Flexibility Real Options Calculus.

Martins, J. Albuquerque (2008): Reforma da Administração Pública: Antes e Depois da Democracia.

McCauley, Joseph L. and Gunaratne, Gemunu H. and Bassler, Kevin E. (2007): Martingale option pricing. Forthcoming in: Physica A (2007)

Mino, Kazuo (2001): On Time Consistency in Stackelberg Differential Games.

Mishra, SK (2006): Global Optimization by Particle Swarm Method:A Fortran Program.

P

Papahristodoulou, Christos (2012): A NLIP Model on Wage Dispersion and Team Performance.

Prada-Sarmiento, Juan David (2010): A note on concavity, homogeneity and non-increasing returns to scale. Published in: Economics Bulletin , Vol. 31, No. 1 (4. January 2011): pp. 100-105.

R

Rahmanov, Ramiz (2014): A Historical Sketch of Macroeconometrics.

Rey, S.J. (2008): Show me the code: Spatial analysis and open source.

Rodríguez, Carlos A. and Luciano, Indira (2009): Un modelo de consumo con externalidad para estudiar los costos y las medidas de política asociados a la huella ecológica. Published in: Ensayos y Monografías , Vol. N/A, No. 145 (September 2009): pp. 1-17.

Roncalli, Thierry (2010): Understanding the Impact of Weights Constraints in Portfolio Theory.

Roncalli, Thierry and Weisang, Guillaume (2012): Risk Parity Portfolios with Risk Factors.

Roncalli, Thierry and Weisang, Guillaume (2008): Tracking problems, hedge fund replication and alternative beta.

Roy, Sunanda and Sabarwal, Tarun (2005): Monotone Comparative Statics for Games with Strategic Substitutes.

Roy, Sunanda and Sabarwal, Tarun (2006): On the (non-)lattice structure of the equilibrium set in games with strategic substitutes.

S

Schilirò, Daniele (2012): Bounded rationality and perfect rationality: psychology into economics.

Schilirò, Daniele (2012): Bounded rationality: psychology, economics and the financial crisis.

Situngkir, Hokky and Maulana, Ardian (2013): Dynamics of the Corruption Eradication in Indonesia. Published in: BFI Working Paper Series No. WP-1-2013 (17. September 2013)

Skribans, Valerijs (2011): Разработка модели системной динамики для энергетического сектора в Латвии. Published in: Материалы 9-ой международной конференции Государственное управление в XXI веке: Традиции и инновации , Vol. Часть , (2011): pp. 540-552.

Skribans, Valerijs (2010): Development of the Latvian energy sector system dynamic model. Published in: Proceedings of the 7th EUROSIM Congress on Modelling and Simulation , Vol. Vol.2:, (2010): pp. 1-8.

Skribans, Valerijs (2012): European Union Economy System Dynamic Model Development. Published in: Proceedings of the 30th International Conference of the System Dynamics Society (2012): pp. 3687-3697.

Skribans, Valerijs (2010): Latvijas energosektora sistēmdinamikas prognozēšanas modeļa izstrāde. Published in: RTU zinātniskie raksti , Vol. 26, No. 4 (2010): pp. 34-40.

Skribans, Valerijs and Lektauers, Arnis and Merkuryev, Yuri (2013): Third Generation University Strategic Planning Model Development. Published in: Proceedings of the 31th International Conference of the System Dynamics Society (2013): pp. 1-7.

Stegaroiu, Carina-Elena (2008): The Characteristics of the Evolution of the Economical Indicators.

Stegaroiu, Carina-Elena (2008): The Informatization of Economic Life Through Artificial Intelligence and the Shaping of Social-Economic Processes. Forthcoming in:

Stegaroiu, Carina-Elena (2008): The Role of Economic Information in Determining the Intensity and Efficiency of Work – Theoretical Approach to the Elaboration of Management Strategies.

Sun, Yeneng and Zhang, Yongchao (2008): Individual Risk and Lebesgue Extension without Aggregate Uncertainty.

Szczygielski, Krzysztof and Komisarski, Andrzej (2012): On the Existence of Quality Measures in Random Utility Models.

T

Tzeremes, Nickolaos and Halkos, George (2010): A DEA approach for measuring university departments’ efficiency.

V

Victor, Aguirregabiria (2009): A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria.

W

Wang, Jianwei and Zhang, Yongchao (2010): Purification, Saturation and the Exact Law of Large Numbers.

Y

Youssef, El-Khatib and Hatemi-J, Abdulnasser (2011): On the calculation of price sensitivities with jump-diffusion structure. Published in: Journal of Statistics Applications & Probability , Vol. 3, No. 1 (2012): pp. 171-182.

This list was generated on Mon Sep 15 20:12:49 2014 CEST.
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