Department of Economics

AUTHOR

Kamarianakis Yiannis

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Production Economics , Theory - 2007

An Irreversible Investment Model with a Stochastic Production Capacity and Fixed Plus Proportional Adjustment Costs

This paper studies the problem of a company which expands its stochastic production capacity in irreversible investments by purchasing capital and faces both fixed and proportional costs.

- 2006

Controlling the risky fraction process with an ergodic criterion

- 2006

Stochastic impulse control with discounted and ergodic optimization criteria: A comparative study for the control of risky holdings

- 2006

Control Bands for Tracking Constant Portfolio Allocations with Fixed and Proportional Transaction Costs

- 2006

Spatial Time-Series Modeling: A review of the proposed methodologies

- 2006

Hierarchical Bayesian Modelling for Spatial Time Series: An Alternative Approach to Spatial SUR

- 2004

Exploratory Spatial Data Analysis and Spatial Econometric Modeling for the study of Regional Productivity Differentials in European Union, from 1975 to 2000

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