| Title | Author(s) | |
|---|---|---|
Along but beyond mean-variance: Utility maximization in a semimartingale modelBank of Finland Discussion Papers [View] (Paper: 2008/05, 02.04.2008) |
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Loose CommitmentBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0916, 21.01.2008) |
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Diagnosing and Treating Bifurcations in Perturbation Analysis of Dynamic Macro ModelsBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-14, 01.05.2007) |
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Model Uncertainty and Monetary PolicySan Francisco Fed Working Papers [View] (Paper: 2007-09, 11.04.2007) |
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Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy AnalysisBank of Canada Working papers [View] (Paper: 2007-13, 28.02.2007) |
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Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and EvidenceBank of Canada Working papers [View] (Paper: 2006-38, 26.10.2006) |
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Quantifying the impact of structural reformsEuropean Central Bank Working papers [View] (Paper: 0666, 18.08.2006) |
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Methods for Robust ControlSan Francisco Fed Working Papers [View] (Paper: 2006-10, 11.04.2006) |
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Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations ModelsSan Francisco Fed Working Papers [View] (Paper: 2006-01, 02.02.2006) |
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Solving Stochastic Money-in-the-Utility-Function ModelsBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2005-52, 05.12.2005) |