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DP7267 Assessing agglomeration economies in a spatial framework with endogenous regressors 智库出版物
2009
作者:  Michael Artis;  Rosina Moreno;  Ernest Miguelez
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Dynamic programming  Incomplete markets  Mean-variance analysis  Multi-period portfolio choice  Stochastic investment opportunities  Time-consistency  
Applying Load Factors to the Mean-Variance Analysis for Fuel Diversification. 智库出版物
2008
作者:  Ruangpattana, Suriya;  Gotham, Douglas J;  Muthuraman, Kumar;  Preckel, Paul V;  Rardin, Ronald L
收藏  |  浏览/下载:3/0  |  提交时间:2020/06/19
Indiana  fuel diversification  fuel selection  long-term electricity generation  mean-variance portfolio analysis  electricity supply industry  fuel economy  power generation economics  risk management  
DP4972 Bertrand Equilibria and Sharing Rules 智库出版物
2005
作者:  Steffen Hoernig
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Risk-return tradeoff  Mean-variance analysis  Long-horizon investing  Vector autoregression  
DP1678 Preferences, Consumption Smoothing, and Risk Premia 智库出版物
1997
作者:  Harald Uhlig;  Martin Lettau
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Gmm estimators  Intersection and spanning tests  Mean-variance analysis  Mutual funds  Small sample properties