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Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru; Elliott, Robert J.; Ortega, Juan-Pablo - In: Journal of economic dynamics & control 42 (2014), pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
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Inequality and social security reforms
Hairault, Jean-Olivier; Langot, François - In: Journal of economic dynamics & control 32 (2008) 2, pp. 386-410
Persistent link: https://www.econbiz.de/10003639936
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On the interaction of financial frictions and fixed capital adjustment costs : evidence from a panel of German firms
Bayer, Christian - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3538-3559
Persistent link: https://www.econbiz.de/10003780971
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A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
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Financial integration, credit market imperfections and consumption smoothing
Leblebicioğlu, Aslı - In: Journal of economic dynamics & control 33 (2009) 2, pp. 377-393
Persistent link: https://www.econbiz.de/10003810052
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Risk aversion and block exercise of executive stock options
Grasselli, Matheus; Henderson, Vicky - In: Journal of economic dynamics & control 33 (2009) 1, pp. 109-127
Persistent link: https://www.econbiz.de/10003810172
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Hedging diffusion processes by local risk minimization with applications to index tracking
Colwell, David; Hassan, Nadima el; Kwon, Oh Kang - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2135-2151
Persistent link: https://www.econbiz.de/10003484993
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An interior-point algorithm for computing equilibria in economies with inpomplete asset markets
Esteban-Bravo, M. - In: Journal of economic dynamics & control 32 (2008) 3, pp. 677-694
Persistent link: https://www.econbiz.de/10003687419
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Solving heterogeneous-agent models with parameterized cross-sectional distributions
Algan, Yann; Allais, Olivier; Den Haan, Wouter J. - In: Journal of economic dynamics & control 32 (2008) 3, pp. 875-908
Persistent link: https://www.econbiz.de/10003687458
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Corporate control and real investment in incomplete markets
Hugonnier, Julien; Morellec, Erwan - In: Journal of economic dynamics & control 31 (2007) 5, pp. 1781-1800
Persistent link: https://www.econbiz.de/10003516313