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A new characterization of equilibrium in a multi-period finance economy : a computational viewpoint
Won, Dongchul - In: Computational economics 53 (2019) 1, pp. 367-396
Persistent link: https://www.econbiz.de/10012134686
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Portfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean
Arratia, Argimiro; Gzyl, Henryk - In: Computational economics 56 (2020) 4, pp. 929-952
Persistent link: https://www.econbiz.de/10012390498
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ORPIT : a matlab toolbox for option replication and portfolio insurance in incomplete markets
Katsikis, Vasilios N.; Mourtas, Spyridon D. - In: Computational economics 56 (2020) 4, pp. 711-721
Persistent link: https://www.econbiz.de/10012390445
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Different approaches to forecast interval time series : a comparison in finance
Arroyo, Javier; Espínola, Rosa; Maté, Carlos - In: Computational economics 37 (2011) 2, pp. 169-191
Persistent link: https://www.econbiz.de/10008902936
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Mean-VaR portfolio selection under real constraints
Baixauli-Soler, J. Samuel; Alfaro-Cid, Eva; Fernández … - In: Computational economics 37 (2011) 2, pp. 113-131
Persistent link: https://www.econbiz.de/10008902939
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Equilibrium information acquisition, prediction abilities and asset prices
Guo, Wen-chung; Guu, Sy-Ming; Chang, Ting-yun - In: Computational economics 37 (2011) 1, pp. 89-111
Persistent link: https://www.econbiz.de/10008902940
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The role of central bank operating procedures in an economy with productive government spending
Caballé, Jordi; Hromcová, Jana - In: Computational economics 37 (2011) 1, pp. 39-65
Persistent link: https://www.econbiz.de/10008902956
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Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
Zhang, Xi-li; Zhang, Wei-guo; Xu, Wei-jun; Xiao, Wei-lin - In: Computational economics 36 (2010) 3, pp. 191-200
Persistent link: https://www.econbiz.de/10008903155
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Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design
Hespeler, Frank - In: Computational economics 31 (2008) 3, pp. 207-223
Persistent link: https://www.econbiz.de/10003691860
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Impacts of interval computing on stock market variability forecasting
He, Ling T.; Hu, Chenyi - In: Computational economics 33 (2009) 3, pp. 263-276
Persistent link: https://www.econbiz.de/10009521358