Jun 30 2023 William T. Smith   The optimal hedge ratio: A closed-form solution, a conjecture, and a challenge   Abstract  Contact Information  Citation  Full Text  -  Comment   Jun 30 2022 William T. Smith   The optimal hedge ratio: A solution, a conjecture, and a challenge   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 08 2018 Constantin Chilarescu   The effect of externality on the transitional dynamics: the case of Lucas model.   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 22 2017 Benjamín Vallejo Jiménez and Francisco Venegas Martínez   Optimal consumption and portfolio rules when the asset price is driven by a time-inhomogeneous Markov modulated fractional Brownian motion with multiple Poisson jumps   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 17 2016 Vlad Manole and Will Martin   Aggregating trade distortions   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 21 2015 Zhao Han   A Dynamic Asset Pricing Model with Non-myopic Traders   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 23 2014 Alfredo Omar Palafox-Roca and Francisco Venegas-martínez   Average consumer decisions in an economy with heterogeneous subjective discount rates and risk aversion coefficients: the finite horizon case   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 31 2014 Constantin Chilarescu and Ciprian Sipos   Solving Macroeconomic Models with Homogenous Technology and Logarithmic Preferences - A Note   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 21 2012 Simone Marsiglio and Davide La Torre   A note on demographic shocks in a multi-sector growth model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 02 2004 Andreas Irmen   Malthus and Solow - a note on closed-form solutions   Abstract  Contact Information  Citation  Full Text  -  Note