Munich Personal RePEc Archive

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- JEL Classification (29447)
- C - Mathematical and Quantitative Methods (7796)
- C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling (1294)
**C60 - General**(105)

- C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling (1294)

- C - Mathematical and Quantitative Methods (7796)

Group by: Creators Name | Language

Number of items at this level: **105**.

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

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.*

Capitanio, Fabian and Adinolfi, Felice and Santeramo, Fabio Gaetano
(2015):
*Environmental implications of crop insurance subsidies in Southern Italy.*
Forthcoming in: International Journal of Environmental Studies
(8. August 2015)

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.*

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.*

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.

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.*

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 Kitsou, Dimitra
(2014):
*A weighted location differential tax method in environmental problems.*

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 and Tzeremes, Panagiotis
(2014):
*A nonparametric approach for evaluating long-term energy policy scenarios: An application to the Greek energy system.*

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.*

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.*

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.*

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.*

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

Luciano, Elisa
(2006):
*Copulas and dependence models in credit risk: diffusions versus jumps.*
Published in: Statistica Applicata
, Vol. 18, No. 4
(2006): pp. 573-588.

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

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.*

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.

Radkov, Petar
(2010):
*The Mean Reversion Stochastic Processes Applications in Risk Management.*

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.*

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.*

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

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

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

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.