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Article

Achdou, Yves, Han, Jiequn, Lasry, Jean Michel, Lions, Pierre Louis and Moll, Ben (2022) Income and wealth distribution in macroeconomics: a continuous-time approach. Review of Economic Studies, 89 (1). 45 - 86. ISSN 0034-6527

Allen, Peter ORCID: 0000-0001-6555-3501, Böttcher, Julia ORCID: 0000-0002-4104-3635, Hàn, Hiệp, Kohayakawa, Yoshiharu and Person, Yury (2014) Powers of hamilton cycles in pseudorandom graphs. LATIN 2014: Theoretical Informatics, 8392 (30). pp. 355-366. ISSN 1611-3349

Antoci, Angelo, Delfino, Alexia, Paglieri, Fabio, Panebianco, Fabrizio and Sabatini, Fabio (2016) Civility vs. incivility in online social interactions: an evolutionary approach. PLOS ONE, 11 (11). e0164286. ISSN 1932-6203

Basak, Suleyman and Chabakauri, Georgy (2016) Dynamic hedging in incomplete markets: a simple solution. Review of Financial Studies, 25 (6). 1845 - 1896. ISSN 0893-9454

Basak, Suleyman and Chabakauri, Georgy (2010) Dynamic mean-variance asset allocation. Review of Financial Studies, 23 (8). pp. 2970-3016. ISSN 0893-9454

Burchardt, Tania ORCID: 0000-0003-4822-4954 (2014) Deliberative research as a tool to make value judgements. Qualitative Research, 14 (3). pp. 353-370. ISSN 1468-7941

Chen, Le Yu, Oparina, Ekaterina ORCID: 0000-0002-1544-8751, Powdthavee, Nattavudh and Srisuma, Sorawoot (2022) Robust ranking of happiness outcomes: a median regression perspective. Journal of Economic Behavior and Organization, 200. 672 - 686. ISSN 0167-2681

Clark, Peter B., Goodhart, Charles A. E. and Huang, Haizhou (1999) Optimal monetary policy rules in a rational expectations model of the Phillips curve. Journal of Monetary Economics, 43 (2). 497 - 520. ISSN 0304-3932

Cvitanić, Jakŝa and Xing, Hao (2018) Asset pricing under optimal contracts. Journal of Economic Theory, 173. pp. 142-180. ISSN 1095-7235

Czichowsky, Christoph (2013) Time-consistent mean-variance portfolio selection in discrete and continuous time. Finance and Stochastics, 17 (2). pp. 227-271. ISSN 0949-2984

Czichowsky, Christoph and Schachermayer, Walter (2016) Duality theory for portfolio optimisation under transaction costs. Annals of Applied Probability, 26 (3). pp. 1888-1941. ISSN 1050-5164

Czichowsky, Christoph and Schachermayer, Walter (2017) Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion. Annals of Applied Probability, 27 (3). pp. 1414-1451. ISSN 1050-5164

Czichowsky, Christoph, Schachermayer, Walter and Yang, Junjian (2017) Shadow prices for continuous processes. Mathematical Finance, 27 (3). pp. 623-658. ISSN 0960-1627

Czichowsky, Christoph Johannes, Peyre, Rémi, Schachermayer, Walter and Yang, Junjian (2018) Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. Finance and Stochastics, 22 (1). pp. 161-180. ISSN 0949-2984

Foldes, Lucien (2000) Valuation and martingale properties of shadow prices: an exposition. Journal of Economic Dynamics and Control, 24 (11-12). pp. 1641-1701. ISSN 0165-1889

Hajivassiliou, Vassilis and Ioannides, Yannis (1996) Duality and liquidity constraints under uncertainty. Journal of Economic Dynamics and Control, 20 (6-7). pp. 1177-1192. ISSN 0165-1889

Huneke, Samuel, Hayward, Ryan and Toft, Bjarne (2014) A winning strategy for 3 × n Cylindrical Hex. Discrete Mathematics, 331. pp. 93-97. ISSN 0012-365X

Lanz, Bruno, Dietz, Simon ORCID: 0000-0001-5002-018X and Swanson, Timothy (2018) Global economic growth and agricultural land conversion under uncertain productivity improvements in agriculture. American Journal of Agricultural Economics, 100 (2). pp. 545-569. ISSN 0002-9092

Morton, Alec, Thomas, Ranjeeta ORCID: 0000-0002-0947-4574 and Smith, Peter C. (2016) Decision rules for allocation of finances to health systems strengthening. Journal of Health Economics, 49. 97 - 108. ISSN 0167-6296

Norberg, Ragnar (2006) Dynamic Greeks. Insurance: Mathematics and Economics, 39 (1). pp. 123-133. ISSN 0167-6687

Pach, János and Swanepoel, Konrad J. ORCID: 0000-0002-1668-887X (2015) Double-normal pairs in the plane and on the sphere. Beiträge zur Algebra und Geometrie / Contributions to Algebra and Geometry, 56 (2). pp. 423-438. ISSN 0138-4821

Rodosthenous, Neofytos and Zervos, Mihail ORCID: 0000-0001-5194-6881 (2017) Watermark options. Finance and Stochastics, 21 (1). pp. 157-186. ISSN 0949-2984

Schiraldi, Pasquale ORCID: 0000-0003-2469-1734 (2011) Automobile replacement: a dynamic structural approach. RAND Journal of Economics, 42 (2). pp. 266-291. ISSN 0741-6261

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

Soner, H. Mete, Cetin, Umut ORCID: 0000-0001-8905-853X and Touzi, Nizar (2010) Option hedging for small investors under liquidity costs. Finance and Stochastics, 14 (3). pp. 317-341. ISSN 0949-2984

Taschini, Luca ORCID: 0000-0001-5355-1736 (2020) Flexibility premium of emissions permits. Journal of Economic Dynamics and Control. ISSN 0165-1889

Monograph

Bar-Isaac, Heski (2001) Self-confidence and survival. TE (428). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Basak, Suleyman and Chabakauri, Georgy (2011) Dynamic hedging in incomplete markets: a simple solution. Financial Markets Group Discussion Papers (680). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Campiglio, Emanuele, Dietz, Simon ORCID: 0000-0001-5002-018X and Venmans, Frank ORCID: 0000-0002-4264-6606 (2022) Optimal climate policy as if the transition matters. CCCEP Working Paper (412). Centre for Climate Change Economics and Policy, London, UK.

Campiglio, Emanuele, Dietz, Simon ORCID: 0000-0001-5002-018X and Venmans, Frank ORCID: 0000-0002-4264-6606 (2022) Optimal climate policy as if the transition matters. Grantham Research Institute on Climate Change and the Environment Working Papers (387). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science, London, UK.

Chen, Xiao, Huang, Hanwei, Ju, Jiandong, Sun, Ruoyan and Zhang, Jialiang (2022) Endogenous cross-region human mobility and pandemics. CEP Discussion Papers (1860). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Clark, Peter, Goodhart, C. A. E. and Huang, Haizhou (1996) Optimal monetary policy rules in a rational expectations model of the Phillips curve. Financial Markets Group Discussion Papers (247). Financial Markets Group, The London School of Economics and Political Science, 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.

Czichowsky, Christoph, Muhle-Karbe, Johannes and Schachermayer, Walter (2013) Transaction costs and shadow prices in discrete time. . The London School of Economics and Political Science, Department of Mathematics, London, UK.

Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stephane (2003) Investment timing under incomplete information. TE (444). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Foldes, Lucien (2000) Valuation and Martingale properties of shadow prices. Financial Markets Group Discussion Papers (342). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goodhart, C. A. E. and Huang, Haizhou (1995) What is the Central Bank's game? Financial Markets Group Discussion Papers (222). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Grüll, Georg and Taschini, Luca ORCID: 0000-0001-5355-1736 (2010) A comparison of reduced-form permit price models and their empirical performances. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment (33). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.

Horsley, Anthony and Wrobel, Andrew J. (2005) Characterizations of long-run producer optima and the short-run approach to long-run market equilibrium: a general theory with applications to peak-load pricing. TE (490). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Horsley, Anthony and Wrobel, Andrew J. (2000) Efficiency rents of pumped-storage plants and their uses for operation and investment decisions. TE (405). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Horsley, Anthony and Wrobel, Andrew J. (1999) Efficiency rents of storage plants in peak-load pricing, ii: hydroelectricity. TE (372). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Horsley, Anthony and Wrobel, Andrew J. (2005) The Wong-Viner envelope theorem for subdifferentiable functions. TE (489). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Horsley, Anthony, Wrobel, Andrew J. and Van Zandt, Timothy (1998) Berge's maximum theorem with two topologies on the action set. TE (347). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Matsuyama, Kiminori, Sushko, Iryna and Gardini, Laura (2015) Globalization and synchronization of innovation cycles. CFM discussion paper series (CFM-DP2015-27). Centre For Macroeconomics, London, UK.

Santos, Carlos Daniel (2009) Recovering the sunk costs of R&D: the moulds industry case. CEP Discussion Paper (958). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Schiraldi, Pasquale ORCID: 0000-0003-2469-1734 (2008) Automobile replacement: a dynamic structural approach. . Unpublished working paper, London, UK. (Submitted)

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.

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.

de Almeida Vilares, Hugo and Reis, Hugo (2022) Who's got the power? Wage determination and its resilience in the Great Recession. CEP Discussion Papers (1885). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

van der Ploeg, Frederick, Emmerling, Johannes and Groom, Ben ORCID: 0000-0003-0729-143X (2023) The social cost of carbon with intragenerational inequality and economic uncertainty. Grantham Research Institute on Climate Change and the Environment Working Papers (389). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science, London, UK.

van der Ploeg, Frederick, Emmerling, Johannes and Groom, Ben ORCID: 0000-0003-0729-143X (2023) The social cost of carbon with intragenerational inequality and economic uncertainty. CCCEP Working Paper (414). Centre for Climate Change Economics and Policy, London, UK.

Černý, Aleš, Czichowsky, Christoph and Kallsen, Jan (2021) Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. .

Conference or Workshop Item

Chadha, Jagjit and Newby, Elisa (2012) 'Midas, transmuting all, into paper': the Bank of England and the Banque de France during the Napoleonic Wars. In: Modern and Comparative Seminar, 2012-05-03, London, United Kingdom. (Submitted)

Nulty, Paul (2007) Semantic classification of noun phrases using web counts and learning algorithms. In: Proceedings of the 45th Annual Meeting of the ACL: Student Research Workshop, 2007-01-01.