Browse by JEL codes

A

Alpern, Steven (2011) Find-and-fetch search on a tree. Operations Research, 59 (5). pp. 1258-1268. ISSN 0030-364X

Alpern, Steven, Morton, Alec and Papadaki, Katerina ORCID: 0000-0002-0755-1281 (2011) Patrolling games. Operations Research, 59 (5). pp. 1246-1257. ISSN 0030-364X

B

Baigent, Nicholas (2010) Topological theories of social choice. In: Arrow, Kenneth, Sen, A. K. and Suzumura, Kotaro, (eds.) Handbook of Social Choice and Welfare. Handbooks in Economics. Elsevier (Firm), London, UK, pp. 301-334. ISBN 9780444508942

Barrieu, Pauline ORCID: 0000-0001-9473-263X and El Karoui, Nicole (2004) Optimal risk transfer. Finance, 25. pp. 31-47. ISSN 0752-6180

C

Chesney, Marc, Taschini, Luca ORCID: 0000-0001-5355-1736 and Wang, Mei (2011) Regulated and non-regulated companies, technology adoption in experimental markets for emission permits, and options contracts. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment working papers (41). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.

Cortes, Fabio, Lindner, Peter, Malik, Sheheryar and Segoviano, Miguel (2018) A comprehensive multi-sector tool for analysis of Systemic Risk and Interconnectedness (SyRIN). Systemic Risk Centre Discussion Papers (80). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

D

Dassios, Angelos ORCID: 0000-0002-3968-2366, Jang, Jiwook and Zhao, Hongbiao (2019) A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance. Risks, 7 (4). ISSN 2227-9091

E

Ekmekci, Mehmet, Gossner, Olivier ORCID: 0000-0003-3950-0208 and Wilson, Andrea (2012) Impermanent types and permanent reputations. Journal of Economic Theory, 147 (1). pp. 162-178. ISSN 1095-7235

F

Flaminio, Tommaso, Godo, Lluis and Hosni, Hykel (2014) On the logical structure of de Finetti's notion of event. Journal of Applied Logic, 12 (3). pp. 279-301. ISSN 1570-8683

G

Gandy, Axel and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2021) Compound poisson models for weighted networks with applications in finance. Mathematics and Financial Economics, 15 (1). 131 - 153. ISSN 1862-9679

K

Komarova, Tatiana ORCID: 0000-0002-6581-5097 (2013) A new approach to identifying generalized competing risks models with application to second-price auctions. Quantitative Economics, 4 (2). pp. 269-328. ISSN 1759-7323

P

Phelan, C. E., Marazzina, D. and Germano, G. (2020) Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities. Quantitative Finance, 20 (6). 899 - 918. ISSN 1469-7688

S

Segoviano, Miguel A. and Goodhart, Charles (2009) Banking stability measures. Financial Markets Group Discussion Papers (627). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Skokan, Jozef ORCID: 0000-0003-3996-7676 and Stein, M. (2014) Cycles are strongly Ramsey-unsaturated. Combinatorics, Probability and Computing, 23 (04). pp. 607-630. ISSN 0963-5483

T

Taschini, Luca ORCID: 0000-0001-5355-1736, Chesney, Marc and Wang, Mei (2014) Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without non-regulated companies. Journal of Regulatory Economics, 46 (1). pp. 23-50. ISSN 0922-680X

Z

Ziemba, William (2020) Parimutuel betting markets: racetracks and lotteries revisited. Systemic Risk Centre Discussion Papers (103). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ziemba, William (2016) A response to Professor Paul A. Samuelson's objections to Kelly capital growth investing. Systemic Risk Centre Discussion Papers (52). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ziemba, William T. (2023) Pari-mutuel betting markets: racetracks and lotteries revisited. Annual Review of Financial Economics, 15. 641 - 662. ISSN 1941-1367