José Alexandre Scheinkman

Available identifiers

zbMath Open scheinkman.jose-alexandreWikidataQ6293997 ScholiaQ6293997MaRDI QIDQ1173517

List of research outcomes

Publication	Date of Publication	Type
A class of short-term models for the oil industry that accounts for speculative oil storage	2022-07-05	Paper
A class of short-term models for the oil industry addressing speculative storage	2020-03-26	Paper
Bubbles in assets with finite life	2019-07-08	Paper
A non-local free boundary problem arising in a theory of financial bubbles	2017-01-13	Paper
Shock elasticities and impulse responses	2014-11-26	Paper
Pricing growth-rate risk	2012-11-15	Paper
Outside and Inside Liquidity	2011-06-09	Paper
Nonlinear principal components and long-run implications of multivariate diffusions	2009-12-09	Paper
A limit theorem for systems of social interactions	2009-11-23	Paper
Long-Term Risk: An Operator Approach	2009-05-18	Paper
Optimal exercise of executive stock options	2009-02-28	Paper
Equilibria in systems of social interactions	2006-12-07	Paper
Executive Compensation and Short-Termist Behaviour in Speculative Markets	2006-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q3158099	2005-01-20	Paper
Competition among Exchanges	2003-02-06	Paper
Optimal environment management in the presence of irreversibilities	2001-09-25	Paper
Spectral methods for identifying scalar diffusions	2001-06-19	Paper
A test for independence based on the correlation dimension	1998-08-24	Paper
Price crashes, information aggregation, and market-making	1998-05-21	Paper
DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1	1997-08-31	Paper
https://portal.mardi4nfdi.de/entity/Q4860633	1996-09-15	Paper
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes	1996-01-07	Paper
Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics	1994-09-19	Paper
Nonlinear dynamics in economics and finance	1994-07-10	Paper
A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints	1992-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q3032036	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3807855	1988-01-01	Paper
Borrowing Constraints and Aggregate Economic Activity	1986-01-01	Paper
Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems	1986-01-01	Paper
Price Setting Supergames with Capacity Constraints	1985-01-01	Paper
Maximum principle and transversality condition for concave infinite horizon economic models	1983-01-01	Paper
A Simple Competitive Model with Production and Storage	1983-01-01	Paper
Duality theory for dynamic optimization models of economics: The continuous time case	1982-01-01	Paper
Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems	1979-01-01	Paper
On the Differentiability of the Value Function in Dynamic Models of Economics	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3965878	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4168342	1978-01-01	Paper
Stability of Separable Hamiltonians and Investment Theory	1978-01-01	Paper
Smoothness, Comparative Dynamics, and the Turnpike Property	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4199299	1977-01-01	Paper
On optimal steady states of n-sector growth models when utility is discounted	1976-01-01	Paper
Global asymptotic stability of optimal control systems with applications to the theory of economic growth	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4168338	1976-01-01	Paper
Some results on global asymptotic stability of difference equations	1975-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: José Alexandre Scheinkman