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One of the problems which has plagued those attempting to predict the behavior of capital markets is the absence of a body of positive microeconomic theory dealing with conditions of risk. Although many useful insights c...

The relationship between co-integration and error correction models, first suggested in Granger (1981), is here extended and used to develop estimation procedures, tests, and empirical examples. If each element of a vect...

There is a deep and useful connection between statistical mechanics (the behavior of systems with many degrees of freedom in thermal equilibrium at a finite temperature) and multivariate or combinatorial optimization (fi...

Economic theory has suffered in the past from a failure to state clearly its assumptions. Economists in building up a theory have often omitted to examine the foundations on which it was erected. This examination is, how...

Materias / palabras clave: nonsmooth analysis, nonsmooth optimization, variational analysis, equilibrium problems, stochastic optimization, bilevel optimization; Science