Journal of Economic Dynamics and Control

Journal of Economic Dynamics and Control

ISSNs: 0165-1889

Elsevier BV, Netherlands

Scopus rating (2018): CiteScore 2.13 SJR 1.559 SNIP 1.372

Journal

Journal Metrics

Research Output

  1. 2019
  2. Published

    Capturing deep tail risk via sequential learning of quantile dynamics

    Wu, Q. & Yan, X., Dec 2019, In : Journal of Economic Dynamics and Control. 109, 103771.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

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  3. Published

    Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR

    Strub, M. S., Li, D., Cui, X. & Gao, J., Nov 2019, In : Journal of Economic Dynamics and Control. 108, 103751.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

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  4. 2018
  5. Published

    Optimal order execution using hidden orders

    Chen, Y., Gao, X. & Li, D., Sep 2018, In : Journal of Economic Dynamics and Control. 94, p. 89-116

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

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  6. 2017
  7. Published

    Flipping in the housing market

    Leung, C. K. Y. & Tse, C., Mar 2017, In : Journal of Economic Dynamics and Control. 76, p. 232-263

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 7
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  8. Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework

    Cui, X., Li, D. & Shi, Y., Feb 2017, In : Journal of Economic Dynamics and Control. 75, p. 91-113

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 9
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  9. 2015
  10. Discrete-time behavioral portfolio selection under cumulative prospect theory

    Shi, Y., Cui, X. & Li, D., Dec 2015, In : Journal of Economic Dynamics and Control. 61, p. 283-302

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 13
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  11. 2014
  12. Portfolio management with robustness in both prediction and decision: A mixture model based learning approach

    Zhu, S., Fan, M. & Li, D., Nov 2014, In : Journal of Economic Dynamics and Control. 48, p. 1-25

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 9
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  13. 2013
  14. Optimal regime switching and threshold effects

    Boucekkine, R., Pommeret, A. & Prieur, F., Dec 2013, In : Journal of Economic Dynamics and Control. 37, 12, p. 2979-2997

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 10
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  15. Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information

    Yao, J. & Li, D., Jan 2013, In : Journal of Economic Dynamics and Control. 37, 1, p. 18-31

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 15
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  16. 2010
  17. Ability-heterogeneity, entrepreneurship, and economic growth

    Jiang, N., Wang, P. & Wu, H., Mar 2010, In : Journal of Economic Dynamics and Control. 34, 3, p. 522-541

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 5
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  18. 2007
  19. Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy

    Li, T., May 2007, In : Journal of Economic Dynamics and Control. 31, 5, p. 1697-1727

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 31
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  20. 2003
  21. Published

    Intellectual property rights protection and endogenous economic growth

    Kwan, Y. K. & Lai, E. L., Mar 2003, In : Journal of Economic Dynamics and Control. 27, 5, p. 853-873

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 72
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  22. 1997
  23. Chow's method of optimal control: A numerical solution

    Kwan, Y. K. & Chow, G. C., May 1997, In : Journal of Economic Dynamics and Control. 21, 4-5, p. 739-752

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 3
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  24. 1996
  25. Hybrid algorithms with automatic switching for solving nonlinear equation systems

    Hughes Hallett, A., Ma, Y. & Yin, Y. P., Jun 1996, In : Journal of Economic Dynamics and Control. 20, 6-7, p. 1051-1071

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 7
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