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~isPartOf:"Journal of economic dynamics & control"
~language:"ces"
~language:"eng"
~language:"hin"
~language:"nor"
~language:"por"
~language:"und"
~person:"Branger, Nicole"
~person:"Long, Ngo Van"
~subject:"Kapitaleinkommen"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Kapitaleinkommen
Risiko
Schätzung
Stochastischer Prozess
Theorie
Wirkungsanalyse
Theory
13
Portfolio selection
5
Portfolio-Management
5
Stochastic process
4
Volatility
4
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4
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3
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3
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Agency theory
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1
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1
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1
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1
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1
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1
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Article in journal
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Branger, Nicole
Long, Ngo Van
Hommes, Cars H.
19
Kort, Peter M.
19
Gallegati, Mauro
12
Brock, William A.
11
Turnovsky, Stephen J.
11
Westerhoff, Frank H.
11
Chiarella, Carl
10
Arifovic, Jasmina
9
Feichtinger, Gustav
9
He, Xue-zhong
8
Ireland, Peter N.
8
Jørgensen, Steffen
8
Li, Kai
8
Bhattacharya, Joydeep
7
Boucekkine, Raouf
7
Dawid, Herbert
7
Den Haan, Wouter J.
7
Farmer, J. Doyne
7
Heijdra, Ben J.
7
Hughes Hallett, Andrew
7
Judd, Kenneth L.
7
Kollmann, Robert
7
Lillo, Fabrizio
7
Lioui, Abraham
7
Lux, Thomas
7
Rustem, Berç
7
Withagen, Cees
7
Branch, William A.
6
Chatterjee, Santanu
6
Dai, Min
6
Diks, Cees G. H.
6
Engwerda, Jacob Christiaan
6
Evans, George W.
6
Faia, Ester
6
Gilli, Manfred
6
Hanaki, Nobuyuki
6
Honkapohja, Seppo
6
Huang, Kevin X. D.
6
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Journal of economic dynamics & control
Journal of banking & finance
8
Review of international economics
8
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
6
The Japanese economic review : the journal of the Japanese Economic Association
6
International economic review
5
Dynamic games and applications : DGA
4
European journal of political economy
4
Journal of international economics
4
Pacific economic review
4
Economics letters
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European economic review : EER
3
Journal of economic behavior & organization : JEBO
3
Review of development economics
3
The economic record : er
3
Australian economic papers
2
Climate policy and nonrenewable resources : the green paradox and beyond
2
Dynamics, economic growth, and international trade
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Essays on general equilibrium models with alternative preference specifications
2
Insurance / Mathematics & economics
2
International journal of theoretical and applied finance
2
Journal of development economics
2
Journal of economics
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of public economics
2
Review of finance : journal of the European Finance Association
2
The North American journal of economics and finance : a journal of financial economics studies
2
The Scandinavian journal of economics
2
The journal of international trade & economic development
2
WTO and world trade : challenges in a new era : with 47 figures and 23 tables
2
... Pacific conference ...
1
Applied economics
1
Asia-Pacific journal of accounting & economics : APJAE
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Challenges to the world economy : Festschrift for Horst Siebert ; with 15 tables
1
Dynamic optimization in environmental economics
1
Economic growth and international trade
1
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ECONIS (ZBW)
16
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16
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1
Hedging recessions
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012312632
Saved in:
2
Capital-labor substitution, structural change and the labor income share
Alvarez-Cuadrado, Francisco
;
Long, Ngo Van
;
Poschke, Markus
- In:
Journal of economic dynamics & control
87
(
2018
),
pp. 206-231
Persistent link: https://www.econbiz.de/10011973906
Saved in:
3
Level and slope of volatility smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
4
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
5
"Nobody is perfect" : asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 303-333
Persistent link: https://www.econbiz.de/10011589540
Saved in:
6
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
7
Partial information about contagion risk, self-exciting processes and portfolio optimization
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 18-36
Persistent link: https://www.econbiz.de/10010387822
Saved in:
8
Large shareholders, monitoring, and ownership dynamics : toward pure managerial firms?
Hilli, Amal
;
Laussel, Didier
;
Long, Ngo Van
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 666-679
Persistent link: https://www.econbiz.de/10009710474
Saved in:
9
Tractable hedging : an implementation of robust hedging strategies
Branger, Nicole
;
Mahayni, Antje
- In:
Journal of economic dynamics & control
30
(
2006
)
11
,
pp. 1937-1962
Persistent link: https://www.econbiz.de/10003389801
Saved in:
10
Can financial intermediation induce endogenous fluctuations
Banerji, Sanjay
;
Bhattacharya, Joydeep
;
Long, Ngo Van
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2215-2238
Persistent link: https://www.econbiz.de/10002171924
Saved in:
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