JEL code: C61

Optimization Techniques; Programming Models; Dynamic Analysis

Capturing the Black Swan: Scenario-Based Asset Allocation with Fat Tails and Non-Linear...
This paper highlights the shortfalls of Modern Portfolio Theory (MP...
Vsevolod I. Gorlach
Working Paper
Decomposition of the Technical Efficiency: Pure Technical and Scale Efficiency of the F...
The study investigated the technical efficiency of the commercial b...
Sanderson Abel, Alex Bara
Policy Brief
Social capital as an engine of growth: Multisectoral modelling and implications
We propose a multisector endogenous growth model incorporating soci...
Youyou B. Bofota, Raouf Boucekkine, Alain P. Bala
Working Paper
A Dynamic Model of Mesh Size Regulatory Compliance in Fisheries
The violation of fishing regulations is a criminal activity that le...
Wisdom Akpalu
Working Paper
The Welfare Cost of Banking Regulation
The Basel Accords promote the adoption of capital adequacy requirem...
Fulbert Tchana Tchana
Working Paper
Can the restrictive harvest period policy conserve mopane worms in Southern Africa? A b...
Imbrasia Belina also known as the mopane worm, like other edible in...
Wisdom Akpalu, Precious Zikhali, Edwin Muchapondwa
Working Paper