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Współczesne problemy gopodarki polskiej : materiały z IX konferencji naukowej doktorantów, Szczecin, 11 maja 2013
Urbańczyk, Edward (contributor) - 2013
Persistent link: https://www.econbiz.de/10010253166
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Stochastic optimal control, international finance and debt
Fleming, Wendell H.; Stein, Jerome L. - 2002
We use stochastic optimal control-dynamic programming (DP) to derive the optimal foreign debt/net worth, consumption/net worth, current account/net worth, and endogenous growth rate in an open economy. Unlike the literature that uses an Intertemporal Budget Constraint (IBC) or the Maximum...
Persistent link: https://www.econbiz.de/10001688754
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Stochastic optimal control, international finance and debt
Fleming, Wendell Helms; Stein, Jerome L. - In: Journal of banking & finance 28 (2004) 5, pp. 979-996
Persistent link: https://www.econbiz.de/10002006654
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Modelling the sovereign linkage of key Latin American economies
Thuraisamy, Kannan; Gannon, Gerard L. - In: Journal of international financial markets, … 23 (2013), pp. 222-239
Persistent link: https://www.econbiz.de/10009707503
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Stochastic Optimal Control, International Finance and Debt
Fleming, Wendell H.; Stein, Jerome L. - 2021
We use stochastic optimal control-dynamic programming (DP) to derive the optimal foreign debt/net worth, consumption/net worth, current account/net worth, and endogenous growth rate in an open economy. Unlike the literature that uses an Intertemporal Budget Constraint (IBC) or the Maximum...
Persistent link: https://www.econbiz.de/10013320476
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Wer hat Angst vor der People's Bank of China? : Folgen der chinesischen Devisenmarktinterventionen für Europa und China
Dullien, Sebastian - In: Die aktuelle Währungsunordnung : Analysen und …, (pp. 51-74). 2009
Persistent link: https://www.econbiz.de/10003893780
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Sovereign debt portfolios : risks and liability management operations
Papaioannou, Michael G. - In: Journal of the Asia Pacific economy 16 (2011) 3, pp. 354-360
Persistent link: https://www.econbiz.de/10009503125
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Government debt control : optimal currency portfolio and payments
Huamán-Aguilar, Ricardo; Cadenillas, Abel - In: Operations research 63 (2015) 5, pp. 1044-1057
Persistent link: https://www.econbiz.de/10011397799
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Is value creation consistent with currency hedging?
Búa, Milagros Vivel; Otero-González, Luis; Fernández … - In: The European journal of finance 21 (2015) 10/12, pp. 912-945
Persistent link: https://www.econbiz.de/10011301963
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Diversification, risk aversion and expectation in a holdout scenario
Eggert, Wolfgang; Stephan, Maximilian; Temme, Janine; … - 2015 - Version 2015/10/09
We argue a holdout is not a destructive investor behaviour but a rational investment decision. This investment decision is characterised by the mean-variance approach. We investigate intercreditor conflict by diverse portfolio structure. We demonstrate that at some point during the Greek (2012)...
Persistent link: https://www.econbiz.de/10011343761