Volume 29, Issue 3-4

Search all Computational Economics articles

May 2007

Advances in Asset Pricing and Dynamic Portfolio Decisions

Issue Editor:

Willi Semmler

15 articles in this issue

Introduction
Willi Semmler
OriginalPaper 30 January 2007 Pages: 229 - 232
Asset pricing with dynamic programming
Lars Grüne
Willi Semmler
Original Paper 06 January 2007 Pages: 233 - 265
Computational aspects of prospect theory with asset pricing applications
Enrico De Giorgi
Thorsten Hens
János Mayer
Original Paper 15 March 2007 Pages: 267 - 281
Approximation of jump diffusions in finance and economics
Nicola Bruti-Liberati
Eckhard Platen
Original Paper 21 March 2007 Pages: 283 - 312
Prices are macro-observables! Stylized facts from evolutionary finance
S. Reimann
A. Tupak
Original Paper 15 March 2007 Pages: 313 - 331
Portfolio optimization when risk factors are conditionally varying and heavy tailed
Toker Doganoglu
Christoph Hartz
Stefan Mittnik
Original Paper 06 January 2007 Pages: 333 - 354
Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
Jules H. van Binsbergen
Michael W. Brandt
Original Paper 06 January 2007 Pages: 355 - 367
Strategic asset allocation and market timing: a reinforcement learning approach
Thorsten Hens
Peter Wöhrmann
Original Paper 23 March 2007 Pages: 369 - 381
Intertemporal asset allocation when the underlying factors are unobservable
Carl Chiarella
Chih-Ying Hsiao
Willi Semmler
Orginal Paper 06 January 2007 Pages: 383 - 418
A Computer Algebra Primer and Homework Exercises for use in an Intermediate Macroeconomics Course – A Student/Teacher Collaboration
Luke Olson
Max Jerrell
Ryder Deloloye
Erratum 19 December 2006 Pages: 419 - 419
Individual and Social Learning
Nobuyuki Hanaki
Erratum 19 December 2006 Pages: 421 - 421
The KPSS Test with Outliers
Jesús Otero
Jeremy Smith
Erratum 19 December 2006 Pages: 423 - 423
Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models
Tak-Kuen Siu
Wai-Ki Ching
Michael K. Ng
Erratum 24 January 2007 Pages: 425 - 425
Discrete Working Time Choice in an Applied General Equilibrium Model
Stefan Boeters
Michael Feil
Nicole Gürtzgen
Erratum 19 December 2006 Pages: 427 - 427
Numerical Inversion Methods for Computing Approximate p-Values
Hiroyuki Kawakatsu
Erratum 19 December 2006 Pages: 429 - 429

Volume 29, Issue 3-4

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