Journal of Economic Dynamics and Control

Journal of Economic Dynamics and Control

ISSNs: 0165-1889

Elsevier BV, Netherlands

Scopus rating (2023): CiteScore 3.1 SJR 1.799 SNIP 1.176

Journal

Journal Metrics
1 - 20 out of 20Page size: 20

Research Output

  1. 2024
  2. Published

    How clean capital slows down disinvestment of carbon-intensive capital in the low-carbon transition

    Jin, W., van der Ploeg, F. & Zhang, L., May 2024, In: Journal of Economic Dynamics and Control. 162, 104857.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
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  3. Published

    Dynamic CVaR portfolio construction with attention-powered generative factor learning

    Sun, C., Wu, Q. & YAN, X., Mar 2024, In: Journal of Economic Dynamics and Control. 160, 104821.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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  4. 2023
  5. Published

    Counter-cyclical Margins for Option Portfolios

    CHEN, Y., WU, Q. & LI, D., Jan 2023, In: Journal of Economic Dynamics and Control. 146, 104572.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
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  6. 2022
  7. Published

    Comments on “Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation,” by Jerome Detemple, Marcel Rindisbacher and Scott Robertson

    LI, T., Aug 2022, In: Journal of Economic Dynamics and Control. 141, 2 p., 104376.

    Research output: Journal Publications and Reviews › Comment/debate

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  8. 2021
  9. Published

    Does performance-sensitive debt mitigate debt overhang?

    Bensoussan, A., Chevalier-Roignant, B. & Rivera, A., Oct 2021, In: Journal of Economic Dynamics and Control. 131, 104203.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 6
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  10. Published

    The impact of a reference point determined by social comparison on wealth growth and inequality

    Lou, Y., Strub, M. S., Li, D. & Wang, S., Jun 2021, In: Journal of Economic Dynamics and Control. 127, 104120.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
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  11. 2019
  12. 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 - Publication in refereed journal › peer-review

    Scopus citations: 9
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  13. 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 - Publication in refereed journal › peer-review

    Scopus citations: 22
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  14. 2018
  15. Published

    Optimal order execution using hidden orders

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

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 4
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  16. 2017
  17. 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 - Publication in refereed journal › peer-review

    Scopus citations: 39
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  18. 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 - Publication in refereed journal › peer-review

    Scopus citations: 19
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  19. 2015

  20. 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 - Publication in refereed journal › peer-review

    Scopus citations: 27
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  21. 2014

  22. 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 - Publication in refereed journal › peer-review

    Scopus citations: 21
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  23. 2013

  24. 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 - Publication in refereed journal › peer-review

    Scopus citations: 31
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  25. 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 - Publication in refereed journal › peer-review

    Scopus citations: 21
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  26. 2010

  27. 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 - Publication in refereed journal › peer-review

    Scopus citations: 8
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  28. 2007

  29. 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 - Publication in refereed journal › peer-review

    Scopus citations: 37
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  30. 2003
  31. 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 - Publication in refereed journal › peer-review

    Scopus citations: 105
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  32. 1997

  33. 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 - Publication in refereed journal › peer-review

    Scopus citations: 5
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  34. 1996

  35. 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 - Publication in refereed journal › peer-review

    Scopus citations: 7
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