Peter J. Knez, Robert B. Litterman, José Scheinkman,
... ROBERT LITTERMANSearch for more papers by this authorJOSÉ SCHEINKMAN, JOSÉ SCHEINKMANKnez is from the University of Wisconsin, Litterman ... ROBERT LITTERMANSearch for more papers by this authorJOSÉ SCHEINKMAN, JOSÉ SCHEINKMANKnez is from the University of Wisconsin, Litterman ... School of Business, Columbia University. Litterman, Robert, and José Scheinkman, 1988, Common factors affecting bond returns, The Journal ...
Tópico(s): Stock Market Forecasting Methods
1994 - Wiley | The Journal of Finance
Produção Nacional
Revisado por pares
José Scheinkman, Jack Schechtman,
... with Production and Storage Get access José A. Scheinkman, José A. Scheinkman University of Chicago Search for other works by ...
Tópico(s): Economic Growth and Productivity
1983 - Oxford University Press | The Review of Economic Studies
William A. Brock, José Scheinkman,
... author on: Oxford Academic Google Scholar José A. Scheinkman José A. Scheinkman University of Chicago Search for other works by ...
Tópico(s): Game Theory and Applications
1985 - Oxford University Press | The Review of Economic Studies
... Nonlinearities in Economic Dynamics Get access José A. Scheinkman José A. Scheinkman University of Chicago Search for other works by ...
Tópico(s): Monetary Policy and Economic Impact
1990 - Oxford University Press | The Economic Journal
Edward L. Glaeser, David Laibson, José Scheinkman, Christine L. Soutter,
... author on: Oxford Academic Google Scholar José A. Scheinkman, José A. Scheinkman Princeton University Search for other works by this ...
Tópico(s): Corruption and Economic Development
2000 - Oxford University Press | The Quarterly Journal of Economics
Timothy G. Conley, Lars Peter Hansen, Erzo G. J. Luttmer, José Scheinkman,
... author on: Oxford Academic Google Scholar José A. Scheinkman José A. Scheinkman University of Chicago Search for other works by ...
Tópico(s): Economic theories and models
1997 - Oxford University Press | Review of Financial Studies
... Hamiltonians and Investment Theory Get access José Alexandre Scheinkman José Alexandre Scheinkman University of Chicago Search for other works by ...
Tópico(s): Advanced Thermodynamics and Statistical Mechanics
1978 - Oxford University Press | The Review of Economic Studies
Edward L. Glaeser, Bruce Sacerdote, J. A. Scheinkman,
... author on: Oxford Academic Google Scholar José A. Scheinkman José A. Scheinkman University of Chicago Search for other works by ...
Tópico(s): Energy, Environment, and Transportation Policies
1996 - Oxford University Press | The Quarterly Journal of Economics
Christopher L. Culp, Merton H. Miller,
... with thanks helpful discussions with Todd Petzel and José Scheinkman.Search for more papers by this authorMerton H. ... with thanks helpful discussions with Todd Petzel and José Scheinkman.Search for more papers by this author Christopher ... with thanks helpful discussions with Todd Petzel and José Scheinkman.Search for more papers by this authorMerton H. ... with thanks helpful discussions with Todd Petzel and José Scheinkman.Search for more papers by this author First ...
Tópico(s): Insurance and Financial Risk Management
1995 - Wiley | Journal of Applied Corporate Finance
... Bruno Biais, Sam Orez, Jean-Charles Rochet, and Jose Scheinkman for helpful discussions.Search for more papers by ... Bruno Biais, Sam Orez, Jean-Charles Rochet, and Jose Scheinkman for helpful discussions.Search for more papers by ...
Tópico(s): Complex Systems and Time Series Analysis
1994 - Wiley | The Journal of Finance
... Jean-Michel Lasry, Pierre-Louis Lions, Antoine Rostand, José A. Scheinkman A class of short-term models for the ...
Tópico(s): Energy, Environment, Economic Growth
1931 - University of Chicago Press | Journal of Political Economy
... 10.2139/ssrn.3083615JAROSLAV BOROVIČKA, LARS PETER HANSEN, JOSÉ A. SCHEINKMAN Misspecified Recovery, The Journal of Finance 71, no. ... 10.2139/ssrn.2576414Jaroslav Boroviika, Lars Peter Hansen, Jose A. Scheinkman Misspecified Recovery, SSRN Electronic Journal (Jan 2015).https:// ... 10.2139/ssrn.2666737Jaroslav Boroviika, Lars Peter Hansen, Jose A. Scheinkman Misspecified Recovery, SSRN Electronic Journal (Jan 2014).https:// ...
Tópico(s): Monetary Policy and Economic Impact
2014 - University of Chicago Press | Journal of Political Economy
Ronald W. Jones, José Scheinkman,
This paper examines how well the basic properties of the traditional 2 × 2 model of a competitive economy, commonly used in much of the pure theory of international trade, generalize when more goods and factors are considered. The notion of factor intensity and the Hekscher-Ohlin, Stolper-Samuelson, and Rybczynski theorems are discussed. The role played by the no-joint-production assumption as opposed to small dimensionality in the latter two results is stressed. The mathematical appendix provides ...
Tópico(s): Economic Theory and Institutions
1977 - University of Chicago Press | Journal of Political Economy
... Franco Modigliani, Michael Parkin, Aris Protopapadakis, Thomas Sargent, Jose Scheinkman, Larry Sjaastad, Jerome Stein, Lester Telser, and Arnold ...
Tópico(s): Economic Theory and Policy
1977 - American Economic Association | American Economic Review
William A. Brock, José Scheinkman,
This paper analyzes the interplay between dissipativity and stability properties in continuous-time infinite-horizon Optimal Control Problems (OCPs). We establish several relations between these properties, which culminate in a set of equivalence conditions. Moreover, we investigate convergence and stability of the infinite-horizon optimal adjoint trajectories. The workhorse for our investigations is a notion of strict dissipativity in OCPs, which has been coined in the context of economic model ...
Tópico(s): Climate Change Policy and Economics
1976 - Elsevier BV | Journal of Economic Theory
This paper contains results on local and global stability of n-sector growth models when utility is discounted mostly for small rates of discount. It is well known that when future utility is not discounted one can prove precise results about optimal steady states (OSS's) under fairly general assumptions. In particular, existence, uniqueness, and turnpike properties have been established by several authors. The counter examples presented by Kurz, Sutherland, and Weitzman, however, show that when ...
Tópico(s): Economic theories and models
1976 - Elsevier BV | Journal of Economic Theory
Michael Magill, José Scheinkman,
Tópico(s): Differential Equations and Numerical Methods
1979 - Wiley | International Economic Review
... indebted to Gary Becker, Robert Cotterman, Sherwin Rosen, Jose Scheinkman, Michael Ward, Finis Welch, the managing editor, and ...
Tópico(s): Economic Theory and Policy
1982 - American Economic Association | American Economic Review
Murray C. Kemp, Jerry R. Green, José Scheinkman,
Tópico(s): Economic theories and models
1981 - Wiley | Canadian Journal of Economics/Revue canadienne d économique
David M. Kreps, José Scheinkman,
Tópico(s): Merger and Competition Analysis
1983 - | The Bell Journal of Economics
Charles M. Kahn, José Scheinkman,
Consider the optimal incentive compatible contract offered by a firm with private information to its risk-averse employees. If the firm is subject to a binding limited liability or bankruptcy constraint then the contract will yield underemployment in low productivity states (relative to full-information efficiency). Such contracts either yield underemployment in all states, or excessively high variability in employment.
Tópico(s): Economic Policies and Impacts
1985 - Elsevier BV | Journal of Economic Theory
Edward L. Glaeser, Hédi Kallal, José Scheinkman, Andrei Shleifer,
Recent theories of economic growth, including Romer (1986), Porter (1989) and Jacobs (1969), have stressed the role of technological spillovers in generating growth. Because such knowledge spillovers are particularly effective in cities, where communication between people is more extensive, data on the growth of industries in different cities allows us to test some of these theories. Using a new data set on the growth of large industries in 170 U.S. cities between 1956 and 1987, we find that local ...
Tópico(s): Economic Growth and Productivity
1991 - RELX Group (Netherlands) | SSRN Electronic Journal
Robert B. Litterman, José Scheinkman, Laurence Weiss,
Tópico(s): Stochastic processes and financial applications
1991 - Euromoney Institutional Investor | The Journal of Fixed Income
Robert B. Litterman, José Scheinkman,
Tópico(s): Financial Markets and Investment Strategies
1991 - Euromoney Institutional Investor | The Journal of Fixed Income
Bernard Bensaïd, Jean‐Philippe Lesne, Henri Pagès, José Scheinkman,
In the modern theory of finance, the valuation of derivative assets is commonly based on a replication argument. When there are transaction costs, this argument is no longer valid. In this paper, we try to address the general problem of finding the optimal portfolio among those which dominate a given derivative asset at maturity. We derive an interval for its price. the upper bound is the minimum amount one has to invest initially in order to obtain proceeds at least as valuable as the derivative ...
Tópico(s): Financial Markets and Investment Strategies
1992 - Wiley | Mathematical Finance
Edward L. Glaeser, Hédi Kallal, José Scheinkman, Andrei Shleifer,
Recent theories of economic growth, including those of Romer, Porter, and Jacobs, have stressed the role of technological spillovers in generating growth. Because such knowledge spillovers are particularly effective in cities, where communication between people is more extensive, data on the growth of industries in different cities allow us to test some of these theories. Using a new data set on the growth of large industries in 170 U.S. cities between 1956 and 1987, we find that local competition ...
Tópico(s): Fiscal Policy and Economic Growth
1992 - University of Chicago Press | Journal of Political Economy
Edward L. Glaeser, José Scheinkman, Andrei Shleifer,
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Tópico(s): Corruption and Economic Development
2002 - RELX Group (Netherlands) | SSRN Electronic Journal
Edward L. Glaeser, Bruce Sacerdote, José Scheinkman,
In many cases, aggregate data is used to make inferences about individual level behavior. If there are social interactions in which one person's actions influence his neighbor's incentives or information, then these inferences are inappropriate. The presence of positive social interactions, or strategic complementarities, implies the existence of a social multiplier where aggregate relationships will overstate individual elasticities. We present a brief model and then estimate the size of the social ...
Tópico(s): Labor market dynamics and wage inequality
2002 - RELX Group (Netherlands) | SSRN Electronic Journal
Edward L. Glaeser, Bruce Sacerdote, José Scheinkman,
Aggregate data is often used to make inferences about individual level behavior. If there are social interactions in which one person's actions influence his neighbor's incentives or information, then these inferences are inappropriate. The presence of positive social interactions, or strategic complementarities, implies the existence of a social multiplier where aggregate relationships will overstate individual elasticities. We present a brief model and then estimate the size of the social multiplier ...
Tópico(s): Income, Poverty, and Inequality
2003 - Oxford University Press | Journal of the European Economic Association
René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, José Scheinkman, Nizar Touzi,
The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstandin
Tópico(s): Economic theories and models
2003 - Springer Nature | Lecture notes in mathematics