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~isPartOf:"Journal of economic dynamics & control"
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Journal of economic dynamics & control
NBER working paper series
548
Working paper / National Bureau of Economic Research, Inc.
482
NBER Working Paper
470
Finance research letters
379
Insurance / Mathematics & economics
357
European journal of operational research : EJOR
330
Economics letters
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254
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228
Applied economics
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216
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211
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International review of economics & finance : IREF
200
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180
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177
Discussion paper series / IZA
172
Journal of economic behavior & organization : JEBO
172
Applied economics letters
167
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160
Journal of financial economics
155
Discussion papers / CEPR
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American journal of agricultural economics
142
Pacific-Basin finance journal
141
The North American journal of economics and finance : a journal of financial economics studies
138
The review of financial studies
137
Journal of risk and financial management : JRFM
130
Discussion paper / Tinbergen Institute
125
Discussion paper
118
Research in international business and finance
115
CESifo Working Paper Series
113
Proceedings / Federal Reserve Bank of Chicago
110
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ECONIS (ZBW)
163
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1
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
2
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model
Choi, Jaehyuk
;
Wu, Lixin
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628256
Saved in:
3
Opaque bank assets and optimal equity capital
Dai, Min
;
Huang, Shan
;
Keppo, Jussi
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 369-394
Persistent link: https://www.econbiz.de/10012130991
Saved in:
4
Risk
, the financial market, and macroeconomic equilibrium
Grinols, Earl L.
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10001136252
Saved in:
5
Market
risk
and asset prices
Smith, Richard Todd
- In:
Journal of economic dynamics & control
17
(
1993
)
4
,
pp. 555-569
Persistent link: https://www.econbiz.de/10001142563
Saved in:
6
The
risk
-free rate in heterogeneous-agent incomplete-insurance economies
Huggett, Mark
- In:
Journal of economic dynamics & control
17
(
1993
)
5
,
pp. 953-969
Persistent link: https://www.econbiz.de/10001148475
Saved in:
7
Risk
, uncertainty, and complexity
Norman, Alfred L.
- In:
Journal of economic dynamics & control
18
(
1994
)
1
,
pp. 231-249
Persistent link: https://www.econbiz.de/10001148502
Saved in:
8
A new look at optimal growth under uncertainty
Amir, Rabah
- In:
Journal of economic dynamics & control
22
(
1997
)
1
,
pp. 67-86
Persistent link: https://www.econbiz.de/10001229403
Saved in:
9
Portfolio choice with Knightian uncertainty
Orszag, Jonathan Michael
- In:
Journal of economic dynamics & control
19
(
1995
)
5
,
pp. 873-900
Persistent link: https://www.econbiz.de/10001184981
Saved in:
10
Investment under alternative return assumptions : comparing random walks and mean reversion
Metcalf, Gilbert E.
- In:
Journal of economic dynamics & control
19
(
1995
)
8
,
pp. 1471-1488
Persistent link: https://www.econbiz.de/10001188029
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