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~isPartOf:"Journal of economic dynamics & control"
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Journal of economic dynamics & control
Physica A: Statistical Mechanics and its Applications
45
European journal of operational research : EJOR
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Journal of economic theory
23
Annals of the Institute of Statistical Mathematics
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1
A dynamic autoregressive
expectile
for time-invariant portfolio protection strategies
Hamidi, Benjamin
;
Maillet, Bertrand
;
Prigent, Jean-Luc
- In:
Journal of economic dynamics & control
46
(
2014
),
pp. 1-29
Persistent link: https://www.econbiz.de/10010474410
Saved in:
2
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:
3
Robust measurement of (heavy-tailed) risks : theory and implementation
Schneider, Judith Christiane
;
Schweizer, Nikolaus
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 152-182
Persistent link: https://www.econbiz.de/10011589518
Saved in:
4
Model-free CPPI
Schied, Alexander
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 84-94
Persistent link: https://www.econbiz.de/10010424446
Saved in:
5
Three types of robust Ramsey problems in a linear-quadratic framework
Kwon, Hyosung
;
Miao, Jianjun
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 211-231
Persistent link: https://www.econbiz.de/10011817218
Saved in:
6
Stability of the World Trade Web over time : an extinction analysis
Foti, Nicholas J.
;
Pauls, Scott
;
Rockmore, Daniel N.
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1889-1910
Persistent link: https://www.econbiz.de/10009786059
Saved in:
7
Model uncertainty and intertemporal tax smoothing
Luo, Yulei
;
Nie, Jun
;
Young, Eric R.
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 289-314
Persistent link: https://www.econbiz.de/10010474424
Saved in:
8
Robust monetary policy with the consumption-wealth channel
Araujo, Eurilton
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 296-311
Persistent link: https://www.econbiz.de/10009703575
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