Mathematical economics

Results: 7992



#Item
191Mathematical economics / Economic equilibrium / Economics / Precautionary savings / General equilibrium theory / Macroeconomics

A Simple Macroeconomic Model with Extreme Financial Frictions I a b Nataliya Klimenko , Sebastian Pfeil , Jean-Charles Rochet

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Source URL: dl.dropboxusercontent.com

Language: English
192Market / Consumer theory / Production economics / Microeconomics / Economics / General equilibrium theory / Long run and short run / Economic equilibrium / Mathematical optimization / Utility maximization problem / Economic model

Request for New Course – AREC 50

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Source URL: webdoc.agsci.colostate.edu

Language: English - Date: 2013-09-16 15:59:20
193Mathematical finance / Capital asset pricing model / Beta / Arbitrage pricing theory / Financial economics / Alpha / FamaFrench three-factor model / Cost of capital / Risk factor / Finance / Equity premium puzzle / Untradable assets

Journal of Financial Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec

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Source URL: www3.nd.edu

Language: English - Date: 2014-01-17 16:12:29
194Operations research / Mathematical optimization / Scientific modelling / Mathematical model / Dynamic equilibrium / Mathematical economics

UK PhD-VGSE: Topics in Dynamic Economic Analysis Lecturer: Univ.-Prof. Dipl.-Ing. Dr. Gerhard Sorger Monday 10:00- 11:30 Seminarroom VGSE Course starts on October 6th, 2014 Target group: PhD students of Economics.

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Source URL: www.vgse.at

Language: English - Date: 2014-09-15 08:55:43
195Mathematical finance / Technical analysis / Financial economics / Measurement / Standard deviation / Inflation targeting / Volatility / Prior probability / Inflation / Uncertainty / Sampling / Estimation theory

Price-Level Uncertainty and Instability in the United Kingdom Timothy Cogley,∗Thomas J. Sargent,†Paolo Surico‡ November 17, 2014 Abstract

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:04:17
196Mathematical finance / Financial ratios / Investment / Financial economics / Financial markets / Beta / Volatility / Sharpe ratio / Portfolio optimization / Normal distribution / Rate of return / Harry Markowitz

On the Optimality of Long–Short Strategies Bruce I. Jacobs, Kenneth N. Levy, and David Starer We consider the optimality of portfolios not subject to short-selling constraints and derive conditions that a universe of s

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Source URL: www.jlem.com

Language: English - Date: 2012-02-06 14:13:02
197Mathematical finance / Investment / Financial risk / Financial economics / Modern portfolio theory / BlackLitterman model / Portfolio optimization / Beta / Asset allocation / Market portfolio / Standard deviation / Market sentiment

Implementing Black-Litterman using an Equivalent Formula and Equity Analyst Target Prices Leon Chen† , Zhi Da‡ and Ernst Schaumburg♦∗ February 9, 2015 Abstract

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Source URL: www3.nd.edu

Language: English - Date: 2015-02-09 14:59:55
198Fellows of the Econometric Society / Game theory / Guggenheim Fellows / Mathematical economics / Mathematical economists / David Gale / Lloyd Shapley / Stable marriage problem / Matching theory / Nash equilibrium / Mathematical proof / Alvin E. Roth

SPECIAL ISSUE IN HONOR OF DAVID GALE

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Source URL: gametheorysociety.org

Language: English - Date: 2011-10-28 08:32:02
199Financial markets / Financial economics / Mathematical finance / FamaFrench three-factor model / Investment / Financial risk / Risk factor / Hedge fund / Cost of capital / Beta / Market portfolio / Carhart four-factor model

Cahier de rechercheThe q-factor and the Fama and French asset pricing models: Hedge fund evidence Greg Gregoriou

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Source URL: www.cifo.uqam.ca

Language: English - Date: 2016-04-19 18:01:04
200Financial markets / Financial economics / Mathematical finance / Financial accounting / Valuation / Market liquidity / Pricing

Informed Trading and Portfolio Returns Alex Boulatov∗, Terrence Hendershott†, and Dmitry Livdan‡ August 28, 2009 Abstract We solve a multi-period model of strategic trading with long-lived information in multiple

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Source URL: www.hec.unil.ch

Language: English - Date: 2009-09-29 05:00:44
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