4 Results enter search term Search Reset filter Suchfilter Publication Type Working Paper (3) Journal Article (1) Research International Macroeconomics (4) Macroeconomic Research (4) Experts Albrecht Irle (4) Claas Prelle (2) Jonas Kauschke (2) Mishael Milakovic (2) Thomas Lux (2) Publication Series Kiel Working Papers (3) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Experts: Albrecht Irle Remove all filters Working Paper Switching Rates and the Asymptotic Behavior of Herding Models Kiel Working Papers 02/2010 Download Albrecht Irle, Jonas Kauschke, Thomas Lux ... Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the... Journal Article Switching Rates and the Asymptotic Behavior of Herding Models Advances in Complex Systems 06/2011 Albrecht Irle, Jonas Kauschke, Thomas Lux ... Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the... Working Paper A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets Kiel Working Papers 09/2008 Download Claas Prelle, Albrecht Irle We consider a portfolio optimization problem in a Black-Scholes model with n stocks, in which an investor faces both fixed and proportional... Working Paper A Note on Arbitrage under Transaction Costs Kiel Working Papers 09/2008 Download Claas Prelle, Albrecht Irle Guasoni (2006) introduced a simple condition for the absence of arbitrage opportunities. In this note we show that his results remain valid... Selected Publication Series Kiel Working Papers Kiel Policy Briefs Kiel Institute Economic Outlook Kiel Focus Review of World Economics
Working Paper Switching Rates and the Asymptotic Behavior of Herding Models Kiel Working Papers 02/2010 Download Albrecht Irle, Jonas Kauschke, Thomas Lux ... Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the...
Journal Article Switching Rates and the Asymptotic Behavior of Herding Models Advances in Complex Systems 06/2011 Albrecht Irle, Jonas Kauschke, Thomas Lux ... Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the...
Working Paper A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets Kiel Working Papers 09/2008 Download Claas Prelle, Albrecht Irle We consider a portfolio optimization problem in a Black-Scholes model with n stocks, in which an investor faces both fixed and proportional...
Working Paper A Note on Arbitrage under Transaction Costs Kiel Working Papers 09/2008 Download Claas Prelle, Albrecht Irle Guasoni (2006) introduced a simple condition for the absence of arbitrage opportunities. In this note we show that his results remain valid...
