JEL classification

Journal of Economic Literature Classification (10696) C - Mathematical and Quantitative Methods (1374) C6 - Mathematical Methods and Programming (152) C61 - Optimization Techniques; Programming Models; Dynamic Analysis (64)
Number of items at this level: 64.
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  • Allen, Peter, Böttcher, Julia, Hàn, Hiệp, Kohayakawa, Yoshiharu, Person, Yury (2014). Powers of hamilton cycles in pseudorandom graphs. LATIN 2014: Theoretical Informatics, 8392(30), 355-366. https://doi.org/10.1007/978-3-642-54423-1_31
  • Basak, Suleyman, Chabakauri, Georgy (2016). Dynamic hedging in incomplete markets: a simple solution. Review of Financial Studies, 25(6), 1845 - 1896. https://doi.org/10.1093/rfs/hhs050
  • Basak, Suleyman, Chabakauri, Georgy (2010). Dynamic mean-variance asset allocation. Review of Financial Studies, 23(8), 2970-3016. https://doi.org/10.1093/rfs/hhq028
  • Burchardt, Tania (2014). Deliberative research as a tool to make value judgements. Qualitative Research, 14(3), 353-370. https://doi.org/10.1177/1468794112469624
  • Chadha, Jagjit, Newby, Elisa (2012-05-03) 'Midas, transmuting all, into paper': the Bank of England and the Banque de France during the Napoleonic Wars [Paper]. Modern and Comparative Seminar, London, United Kingdom, GBR.
  • Clark, Peter B., Goodhart, Charles A. E., Huang, Haizhou (1999). Optimal monetary policy rules in a rational expectations model of the Phillips curve. Journal of Monetary Economics, 43(2), 497 - 520. https://doi.org/10.1016/S0304-3932(98)00055-5
  • Czichowsky, Christoph (2013). Time-consistent mean-variance portfolio selection in discrete and continuous time. Finance and Stochastics, 17(2), 227-271. https://doi.org/10.1007/s00780-012-0189-9
  • Czichowsky, Christoph, Muhle-Karbe, Johannes, Schachermayer, Walter (2013). Transaction costs and shadow prices in discrete time. The London School of Economics and Political Science, Department of Mathematics.
  • Doval, Laura, Szentes, Balázs (2025). On the efficiency of queueing in dynamic matching markets. Games and Economic Behavior, 150, 106 - 130. https://doi.org/10.1016/j.geb.2024.11.019
  • Foldes, Lucien (2000). Valuation and martingale properties of shadow prices: an exposition. Journal of Economic Dynamics and Control, 24(11-12), 1641-1701. https://doi.org/10.1016/S0165-1889(99)00090-1
  • Hajivassiliou, Vassilis, Ioannides, Yannis (1996). Duality and liquidity constraints under uncertainty. Journal of Economic Dynamics and Control, 20(6-7), 1177-1192. https://doi.org/10.1016/0165-1889(95)00894-2
  • Huneke, Samuel, Hayward, Ryan, Toft, Bjarne (2014). A winning strategy for 3 × n Cylindrical Hex. Discrete Mathematics, 331, 93-97. https://doi.org/10.1016/j.disc.2014.05.002
  • Norberg, Ragnar (2006). Dynamic Greeks. Insurance: Mathematics and Economics, 39(1), 123-133. https://doi.org/10.1016/j.insmatheco.2006.01.008
  • Nulty, Paul (2007-01-01) Semantic classification of noun phrases using web counts and learning algorithms [Paper]. Proceedings of the 45th Annual Meeting of the ACL: Student Research Workshop.
  • Schiraldi, Pasquale (2011). Automobile replacement: a dynamic structural approach. RAND Journal of Economics, 42(2), 266-291. https://doi.org/10.1111/j.1756-2171.2011.00133.x
  • Skokan, Jozef, Stein, M. (2014). Cycles are strongly Ramsey-unsaturated. Combinatorics, Probability and Computing, 23(04), 607-630. https://doi.org/10.1017/S0963548314000212
  • Taschini, Luca (2020). Flexibility premium of emissions permits. Journal of Economic Dynamics and Control, https://doi.org/10.1016/j.jedc.2020.104013
    • Public
  • Achdou, Yves, Han, Jiequn, Lasry, Jean Michel, Lions, Pierre Louis, Moll, Ben (2022). Income and wealth distribution in macroeconomics: a continuous-time approach. Review of Economic Studies, 89(1), 45 - 86. https://doi.org/10.1093/restud/rdab002 picture_as_pdf
  • Antoci, Angelo, Delfino, Alexia, Paglieri, Fabio, Panebianco, Fabrizio, Sabatini, Fabio (2016). Civility vs. incivility in online social interactions: an evolutionary approach. PLOS ONE, 11(11), e0164286. https://doi.org/10.1371/journal.pone.0164286
  • Ashkenazi-Golan, Galit, Karos, Dominik, Lehrer, Ehud (2025). A taste for variety. Games and Economic Behavior, 152, 396 - 422. https://doi.org/10.1016/j.geb.2025.05.003 picture_as_pdf
  • Aïd, René, Bonesini, Ofelia, Callegaro, Giorgia, Campi, Luciano (2025). Continuous-time persuasion by filtering. Journal of Economic Dynamics and Control, 176, https://doi.org/10.1016/j.jedc.2025.105100 picture_as_pdf
  • Bar-Isaac, Heski (2001). Self-confidence and survival. (TE 428). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Basak, Suleyman, Chabakauri, Georgy (2011). Dynamic hedging in incomplete markets: a simple solution. (Financial Markets Group Discussion Papers 680). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Brokmann, Xavier, Itkin, David, Muhle-Karbe, Johannes, Schmidt, Peter (2025). Tackling nonlinear price impact with linear strategies. Mathematical Finance, 35(2), 422 - 440. https://doi.org/10.1111/mafi.12449 picture_as_pdf
  • Campiglio, Emanuele, Dietz, Simon, Venmans, Frank (2022). Optimal climate policy as if the transition matters. (CCCEP Working Paper 412). Centre for Climate Change Economics and Policy. picture_as_pdf
  • Campiglio, Emanuele, Dietz, Simon, Venmans, Frank (2022). Optimal climate policy as if the transition matters. (Grantham Research Institute on Climate Change and the Environment Working Papers 387). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science. picture_as_pdf
  • Chen, Xiao, Huang, Hanwei, Ju, Jiandong, Sun, Ruoyan, Zhang, Jialiang (2022). Endogenous cross-region human mobility and pandemics. (CEP Discussion Papers 1860). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Chen, Xiaoguang, Huang, Hanwei, Ju, Jiandong, Sun, Ruoyan, Zhang, Jialiang (2024). Endogenous mobility in pandemics: theory and evidence from the United States. (CEP Discussion Papers CEPDP1981). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Chen, Le Yu, Oparina, Ekaterina, Powdthavee, Nattavudh, Srisuma, Sorawoot (2022). Robust ranking of happiness outcomes: a median regression perspective. Journal of Economic Behavior and Organization, 200, 672 - 686. https://doi.org/10.1016/j.jebo.2022.06.010 picture_as_pdf
  • Clark, Peter, Goodhart, C. A. E., Huang, Haizhou (1996). Optimal monetary policy rules in a rational expectations model of the Phillips curve. (Financial Markets Group Discussion Papers 247). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Coppens, Léo, Dietz, Simon, Venmans, Frank (2025). Optimal climate policy under exogenous and endogenous technical change: making sense of the different approaches. (Grantham Research Institute on Climate Change and the Environment Working Papers 408). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science. picture_as_pdf
  • Coppens, Léo, Dietz, Simon, Venmans, Frank (2025). Optimal climate policy under exogenous and endogenous technical change: making sense of the different approaches. Journal of Environmental Economics and Management, 133, https://doi.org/10.1016/j.jeem.2025.103216 picture_as_pdf
  • Cornfeld, Ofer, Niu, Kaicheng, Neeman, Oded, Roswell, Michael, Steinbach, Gabi, Beckett, Stephen J., Wardi, Yorai, Weitz, Joshua S., Yashiv, Eran (2025). Integrating macroeconomic and public health impacts in social planning policies for pandemic response. Epidemics, 53, https://doi.org/10.1016/j.epidem.2025.100873 picture_as_pdf
  • Cortes, Fabio, Lindner, Peter, Malik, Sheheryar, Segoviano, Miguel (2018). A comprehensive multi-sector tool for analysis of Systemic Risk and Interconnectedness (SyRIN). (Systemic Risk Centre Discussion Papers 80). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Cvitanić, Jakŝa, Xing, Hao (2018). Asset pricing under optimal contracts. Journal of Economic Theory, 173, 142-180. https://doi.org/10.1016/j.jet.2017.10.005
  • Czichowsky, Christoph Johannes, Peyre, Rémi, Schachermayer, Walter, Yang, Junjian (2018). Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. Finance and Stochastics, 22(1), 161-180. https://doi.org/10.1007/s00780-017-0351-5
  • Czichowsky, Christoph, Schachermayer, Walter (2016). Duality theory for portfolio optimisation under transaction costs. Annals of Applied Probability, 26(3), 1888-1941. https://doi.org/10.1214/15-AAP1136
  • Czichowsky, Christoph, Schachermayer, Walter (2017). Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion. Annals of Applied Probability, 27(3), 1414-1451. https://doi.org/10.1214/16-AAP1234
  • Czichowsky, Christoph, Schachermayer, Walter, Yang, Junjian (2017). Shadow prices for continuous processes. Mathematical Finance, 27(3), 623-658. https://doi.org/10.1111/mafi.12103
  • Décamps, Jean-Paul, Mariotti, Thomas, Villeneuve, Stephane (2003). Investment timing under incomplete information. (TE 444). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Foldes, Lucien (2000). Valuation and Martingale properties of shadow prices. (Financial Markets Group Discussion Papers 342). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Goodhart, C. A. E., Huang, Haizhou (1995). What is the Central Bank's game? (Financial Markets Group Discussion Papers 222). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Grüll, Georg, Taschini, Luca (2010). A comparison of reduced-form permit price models and their empirical performances. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment 33). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.
  • Horsley, Anthony, Wrobel, Andrew J. (2005). Characterizations of long-run producer optima and the short-run approach to long-run market equilibrium: a general theory with applications to peak-load pricing. (TE 490). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Horsley, Anthony, Wrobel, Andrew J. (2000). Efficiency rents of pumped-storage plants and their uses for operation and investment decisions. (TE 405). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Horsley, Anthony, Wrobel, Andrew J. (1999). Efficiency rents of storage plants in peak-load pricing, ii: hydroelectricity. (TE 372). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Horsley, Anthony, Wrobel, Andrew J. (2005). The Wong-Viner envelope theorem for subdifferentiable functions. (TE 489). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Horsley, Anthony, Wrobel, Andrew J., Van Zandt, Timothy (1998). Berge's maximum theorem with two topologies on the action set. (TE 347). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lanz, Bruno, Dietz, Simon, Swanson, Timothy (2018). Global economic growth and agricultural land conversion under uncertain productivity improvements in agriculture. American Journal of Agricultural Economics, 100(2), 545-569. https://doi.org/10.1093/ajae/aax078
  • Matsuyama, Kiminori, Sushko, Iryna, Gardini, Laura (2015). Globalization and synchronization of innovation cycles. (CFM discussion paper series CFM-DP2015-27). Centre For Macroeconomics.
  • Morton, Alec, Thomas, Ranjeeta, Smith, Peter C. (2016). Decision rules for allocation of finances to health systems strengthening. Journal of Health Economics, 49, 97 - 108. https://doi.org/10.1016/j.jhealeco.2016.06.001 picture_as_pdf
  • Pach, János, Swanepoel, Konrad J. (2015). Double-normal pairs in the plane and on the sphere. Beiträge zur Algebra und Geometrie / Contributions to Algebra and Geometry, 56(2), 423-438. https://doi.org/10.1007/s13366-014-0211-9
  • Rodosthenous, Neofytos, Zervos, Mihail (2017). Watermark options. Finance and Stochastics, 21(1), 157-186. https://doi.org/10.1007/s00780-016-0319-x
  • Santos, Carlos Daniel (2009). Recovering the sunk costs of R&D: the moulds industry case. (CEP Discussion Paper 958). London School of Economics and Political Science. Centre for Economic Performance.
  • Schiraldi, Pasquale (2008). Automobile replacement: a dynamic structural approach. Unpublished working paper.
  • Segoviano, Miguel A., Goodhart, Charles (2009). Banking stability measures. (Financial Markets Group Discussion Papers 627). Financial Markets Group, The London School of Economics and Political Science.
  • Soner, H. Mete, Cetin, Umut, Touzi, Nizar (2010). Option hedging for small investors under liquidity costs. Finance and Stochastics, 14(3), 317-341. https://doi.org/10.1007/s00780-009-0116-x
  • Tecirli, Gülcan, Barsbay, Mehtap Çakmak, Sheaf, Greg, Öner, Nurettin, Ávila, Ana Ganho, Palau-Costafreda, Roser, Ribeiro, Inês, Lassemo, Eva, Camacho, Elizabeth & Ferreira, Pedro Lopes et al (2025). Health economic evaluation evidence of interventions for peripartum depression: a scoping review. Health Policy, 154, https://doi.org/10.1016/j.healthpol.2025.105264 picture_as_pdf
  • Ziemba, William (2016). A response to Professor Paul A. Samuelson's objections to Kelly capital growth investing. (Systemic Risk Centre Discussion Papers 52). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • de Almeida Vilares, Hugo, Reis, Hugo (2022). Who's got the power? Wage determination and its resilience in the Great Recession. (CEP Discussion Papers 1885). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • van der Ploeg, Frederick, Emmerling, Johannes, Groom, Ben (2023). The social cost of carbon with intragenerational inequality and economic uncertainty. (Grantham Research Institute on Climate Change and the Environment Working Papers 389). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science. picture_as_pdf
  • van der Ploeg, Frederick, Emmerling, Johannes, Groom, Ben (2023). The social cost of carbon with intragenerational inequality and economic uncertainty. (CCCEP Working Paper 414). Centre for Climate Change Economics and Policy. picture_as_pdf
  • Černý, Aleš, Czichowsky, Christoph, Kallsen, Jan (2021). Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. picture_as_pdf
  • Černý, Aleš, Czichowsky, Christoph (2025). The law of one price in quadratic hedging and mean–variance portfolio selection. Finance and Stochastics, 29(3), 847 - 884. https://doi.org/10.1007/s00780-025-00563-7 picture_as_pdf