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Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
Wu, Huiling; Zeng, Yan - In: Insurance / Mathematics & economics 64 (2015), pp. 396-408
Persistent link: https://www.econbiz.de/10011398120
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Monetary policy with diverse private expectations
Kurz, Mordecai; Motolese, Maurizio; Piccillo, Giulia; … - 2015
Persistent link: https://www.econbiz.de/10010516511
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Nash equilibrium strategies for a defined contribution pension management
Wu, Huiling; Zhang, Ling; Chen, Hua - In: Insurance / Mathematics & economics 62 (2015), pp. 202-214
Persistent link: https://www.econbiz.de/10011312067
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Modeling diverse expectations in an aggregated New Keynesian Model
Kurz, Mordecai; Piccillo, Giulia; Wu, Howei - In: Journal of economic dynamics & control 37 (2013) 8, pp. 1403-1433
Persistent link: https://www.econbiz.de/10009775134
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Nash equilibrium strategy for a multi-period mean-variance portfolio selection problem with regime switching
Wu, Huiling; Chen, Hua - In: Economic modelling 46 (2015), pp. 79-90
Persistent link: https://www.econbiz.de/10011436534
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Publicity vs. impact in nonprofit disclosures and donor preferences : a sequential game with one nonprofit organization and N donors
Zhuang, Jun; Saxton, Gregory D.; Wu, Han - In: Operations research in the public sector and nonprofit …, (pp. 469-491). 2014
Persistent link: https://www.econbiz.de/10010415341
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Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling; Zeng, Yan; Yao, Haixiang - In: Economic modelling 36 (2014), pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
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Production control in a complex production system using approximate dynamic programming
Wu, Han; Evans, Gerald; Bae, Ki-Hwan - In: International journal of production research 54 (2016) 7/8, pp. 2419-2432
Persistent link: https://www.econbiz.de/10011496011
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Games with incomplete information : a simplified exposition with inventory management applications
Wu, H.; Parlar, Mahmut - In: International journal of production economics 133 (2011) 2, pp. 562-577
Persistent link: https://www.econbiz.de/10009299933
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Monetary policy with diverse private expectations
Kurz, Mordecai; Motolese, Maurizio; Piccillo, Giulia; … - 2015 - This version, January 26, 2015
We study the impact of diverse beliefs on conduct of monetary policy. We use a New Keynesian Model solved with a quadratic approximation. Aggregation renders the belief distribution an aggregate state variable. Diverse expectations change standard results about a smooth trade-off between...
Persistent link: https://www.econbiz.de/10010496147