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Adding The Time Dimension: Optimal Rebalancing  

Mark Kritzman, Simon Myrgren, and Sebastien Page

Print publication date:
Dec 2011
Online publication date:
Nov 2012
A technique called dynamic programming can be used to identify an optimal rebalancing schedule, which significantly reduces rebalancing and sub-optimality costs. Dynamic programming ... More

Agent-Based Macroeconomic Modeling and Policy Analysis: The Eurace@ Unibi Model  

Herbert Dawid, Simon Gemkow, Philipp Harting, Sander van der Hoog, and Michael Neugart

Print publication date:
Feb 2018
Online publication date:
Feb 2018
This chapter introduces the Eurace@Unibi model, one of the agent-based simulation models that are relatively new additions to the toolbox of macroeconomists, and the research that has been ... More

Agent-based Modeling for Financial Markets  

Giulia Iori and James Porter

Print publication date:
Feb 2018
Online publication date:
Feb 2018
This chapter discusses a step in the evolution of agent-based model (ABM) research in finance. Agent-based modeling has concentrated on the development of stylized market models, which ... More

Agent-Based Models for Economic Policy Design: Two Illustrative Examples  

Frank Westerhoff and Reiner Franke

Print publication date:
Feb 2018
Online publication date:
Feb 2018
With the help of two examples, this chapter illustrates the usefulness of agent-based models as tools for economic policy design. The first example applies a financial market model in ... More

Agent-Based Models of the Labor Market  

Michael Neugart and Matteo Richiardi

Print publication date:
Feb 2018
Online publication date:
Feb 2018
The chapter reviews the literature concerning agent-based labor market models by tracing its roots to the microsimulation literature and surveying a selection of con- tributions made since ... More

Aggressive Elites and Vulnerable Entrepreneurs: Trust and Cooperation in the Shadow of Conflict  

Halvor Mehlum and Karl Moene

Print publication date:
Apr 2012
Online publication date:
Nov 2012
This article explores the tendency for poverty and conflict, as well as for prosperity and peace, to reinforce one another, examining two specific factors. One is the type of rents that ... More

Algorithmic Trading based on Biologically Inspired Algorithms  

Vassilios Vassiliadis and Georgios Dounias

Print publication date:
Feb 2018
Online publication date:
Feb 2018
The chapter discusses algorithmic trading, which refers to any automated process, consisting of a number of interconnected components, whose main aim is to perform financial transactions ... More

Algorithmic Trading in Practice  

Peter Gomber and Kai Zimmermann

Print publication date:
Feb 2018
Online publication date:
Feb 2018
The use of computer algorithms in securities trading, or algorithmic trading, has become a central factor in modern financial markets. The desire for cost and time savings within the ... More

Algorithmic Trading, Optimal Execution, and Dyna Mic Port Folios  

Petter N. Kolm and Lee Maclin

Print publication date:
Dec 2011
Online publication date:
Nov 2012
This article discusses the portfolio optimization with market impact costs, combining execution and portfolio risk, and dynamic portfolio analysis. A multi-period portfolio optimization ... More

The Analysis of Macroeconomic Panel Data  

Joerg Breitung

Print publication date:
Jan 2015
Online publication date:
May 2015
This chapter reviews recent developments in the analysis of macroeconomic panel data which typically involve aggregate variables from various countries. In contrast to the large N, small T ... More

Analyzing Three-Dimensional Panel Data of Forecasts  

Antony Davies, Kajal Lahiri, and Xuguang Sheng

Print publication date:
Jul 2011
Online publication date:
Sep 2012
This article illustrates how frameworks built around multidimensional panel data of forecasts can be used not only to test the rational expectations hypothesis correctly, but also to study ... More

Applying Experiments to Land Economics: Public Information and Auction Efficiency in Ecosystem Service Markets  

Kent D. Messer, Joshua M. Duke, and Lori Lynch

The use of laboratory and field economic experiments to explore issues in land economics is increasingly popular as researchers identify problems that cannot be adequately addressed by ... More

Assessing the Effects of Military Expenditures on Growth  

Giorgio d'Agostino, J. Paul Dunne, and Luca Pieroni

Print publication date:
Apr 2012
Online publication date:
Nov 2012
The earlier literature regarding the effects of military expenditures on economic growth had initially shown a positive relationship between the two variables. This article examines this ... More

An Assessment of Empirical Methods for Modeling Land Use  

Elena G. Irwin and Douglas H. Wrenn

This chapter provides a targeted review and assessment of current empirical methods most commonly used in economics to model spatially explicit land use and land use change. Empirical ... More

Asset Liability Management For Sovereign Wealth Funds  

Francis Breedon and Robert Kosowski

Print publication date:
Dec 2011
Online publication date:
Nov 2012
The article aims to discuss the optimal asset allocation for sovereign wealth funds (SWF). The main purpose of a commodity based sovereign wealth fund is to create a permanent income ... More

Asymptotic Normal Inference in Linear Inverse Problems  

Marine Carrasco, Jean-Pierre Florens, and Eric Renault

Print publication date:
Feb 2014
Online publication date:
Aug 2014
This chapter studies the estimation of φ in linear inverse problems Tφ = r, where r is only observed with error and T may be given or estimated. The unknown element φ belongs to a Hilbert ... More

Austrian Perspectives in Law and Economics  

Shruti Rajagopalan and Mario J. Rizzo

Print publication date:
Apr 2017
Online publication date:
May 2017
This article describes and analyzes the Austrian approach to law and economics within the context of the law and economics discipline. The important and distinctive feature of the Austrian ... More

Bargaining and Conflict with Incomplete Information  

Santiago Sanchez-Pages

Print publication date:
Apr 2012
Online publication date:
Nov 2012
This article considers the strategic transmission of information, though in a variety of ways, including not only costly signaling through actions to convey information, but also engaging ... More

Bayesian Applications in Marketing  

Peter Rossi and Greg Allenby

Print publication date:
Sep 2011
Online publication date:
Nov 2012
This article describes various discrete choice models of consumers who may be heterogeneous both in terms of their preferences and in their sensitivities to marketing variables such as ... More

Bayesian Aspects of Treatment Choice  

Gary Chamberlain

Print publication date:
Sep 2011
Online publication date:
Nov 2012
This article discusses the Bayesian approach to decision theory. It focuses on the case of an individual deciding between treatments. It deals with the role of information that is ... More

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