Journal of Economic Dynamics and Control

Editorial Board
pp. iii-iv(2)

Special issue on Mathematical Programming
pp. 1227-1227(1)
Authors: Ferris M.; Judd K.; Rustem B.

Computing Nash equilibria by iterated polymatrix approximation
pp. 1229-1241(13)
Authors: Govindan S.; Wilson R.

Characterization of Markovian equilibria in a class of differential games
pp. 1243-1266(24)
Author: Rincon-Zapatero J.P.

A two-factor, stochastic programming model of Danish mortgage-backed securities
pp. 1267-1289(23)
Authors: S. Nielsen S.S.; Poulsen R.

Simulation and optimization approaches to scenario tree generation
pp. 1291-1315(25)
Authors: Gulpinar N.; Rustem B.; Settergren R.

Optimal portfolios under a value-at-risk constraint
pp. 1317-1334(18)
Author: Yiu K.F.C.

Finding a maximum skewness portfolio-a general solution to three-moments portfolio choice
pp. 1335-1352(18)
Authors: de Athayde G.M.; Flores R.G.

Shortfall as a risk measure: properties, optimization and applications
pp. 1353-1381(29)
Authors: Bertsimas D.; Lauprete G.J.; Samarov A.

Modeling overlapping generations in a complementarity format
pp. 1383-1409(27)
Authors: Rasmussen T.N.; Rutherford T.F.

Computing equilibrium in OLG models with stochastic production
pp. 1411-1436(26)
Authors: Krueger D.; Kubler F.

Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically
pp. 1437-1460(24)
Authors: Dangl T.; Wirl F.

Innovations, improvements, and the optimal adoption of new technologies
pp. 1461-1480(20)
Author: Doraszelski U.