Información del autor
Autor Semmler, Willi |
Documentos disponibles escritos por este autor (3)
Refinar búsquedaDynamic Optimization in Environmental Economics / SpringerLink (Online service) ; Moser, Elke ; Semmler, Willi ; Tragler, Gernot ; Veliov, Vladimir M (2014)
Título : Dynamic Optimization in Environmental Economics Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Moser, Elke ; Semmler, Willi ; Tragler, Gernot ; Veliov, Vladimir M Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2014 Otro editor: Imprint: Springer Colección: Dynamic Modeling and Econometrics in Economics and Finance, ISSN 1566-0419 num. 15 Número de páginas: XI, 355 p. 67 illus Il.: online resource ISBN/ISSN/DL: 978-3-642-54086-8 Idioma : Inglés (eng) Palabras clave: Energy policy and state Operations research Decision making Calculus of variations Environmental sciences Economic theory economics Economics Variations Optimal Control; Optimization Math. Appl. in Science Policy, Management Operation Research/Decision Theory Theory/Quantitative Economics/Mathematical Methods Clasificación: 658 Empresas. Organización de empresas Resumen: The book presents new developments in the dynamic modeling and optimization methods in environmental economics and provides a huge range of applications dealing with the economics of natural resources, the impacts of climate change and of environmental pollution, and respective policy measures. The interrelationship between economic activities and environmental quality, the development of cleaner technologies, the switch from fossil to renewable resources and the proper use of policy instruments play an important role along the path towards a sustainable future. Biological, physical and economic processes are naturally involved in the subject, and postulate the main modelling, simulation and decision-making tools: the methods of dynamic optimization and dynamic games Nota de contenido: Interactions between Economy and Climate: Climate Change and Technical Progress: Impact of Informational Constraints -- Environmental Policy in a Dynamic Model with Heterogeneous Agents and Voting -- Optimal Environmental Policy in the Presence of Multiple Equilibria and Reversible Hysteresis -- Modeling the Dynamics of the Transition to a Green Economy -- One-Parameter GHG Emission Policy With R&D-Based Growth -- Pollution, Public Health Care, and Life Expectancy when Inequality Matters -- Uncertain Climate Policy and the Green Paradox -- Uniqueness Versus Indeterminacy in the Tragedy of the Commons - A "Geometric" Approach -- Optimal Extraction of Resources: Dynamic Behavior of Oil Importers and Exporters Under Uncertainty -- Robust Control of a Spatially Distributed Commercial Fishery -- On the Effect of Resource Exploitation on Growth: Domestic Innovation vs. Technological Diffusion Through Trade -- Forest Management and Biodiversity in Size-Structured Forests Under Climate Change -- Carbon Taxes and Comparison of Trading Regimes in Fossil Fuels -- Landowning, Status and Population Growth -- Optimal Harvesting of Size-Structured Biological Populations En línea: http://dx.doi.org/10.1007/978-3-642-54086-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=36194 Dynamic Optimization in Environmental Economics [documento electrónico] / SpringerLink (Online service) ; Moser, Elke ; Semmler, Willi ; Tragler, Gernot ; Veliov, Vladimir M . - Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014 . - XI, 355 p. 67 illus : online resource. - (Dynamic Modeling and Econometrics in Economics and Finance, ISSN 1566-0419; 15) .
ISBN : 978-3-642-54086-8
Idioma : Inglés (eng)
Palabras clave: Energy policy and state Operations research Decision making Calculus of variations Environmental sciences Economic theory economics Economics Variations Optimal Control; Optimization Math. Appl. in Science Policy, Management Operation Research/Decision Theory Theory/Quantitative Economics/Mathematical Methods Clasificación: 658 Empresas. Organización de empresas Resumen: The book presents new developments in the dynamic modeling and optimization methods in environmental economics and provides a huge range of applications dealing with the economics of natural resources, the impacts of climate change and of environmental pollution, and respective policy measures. The interrelationship between economic activities and environmental quality, the development of cleaner technologies, the switch from fossil to renewable resources and the proper use of policy instruments play an important role along the path towards a sustainable future. Biological, physical and economic processes are naturally involved in the subject, and postulate the main modelling, simulation and decision-making tools: the methods of dynamic optimization and dynamic games Nota de contenido: Interactions between Economy and Climate: Climate Change and Technical Progress: Impact of Informational Constraints -- Environmental Policy in a Dynamic Model with Heterogeneous Agents and Voting -- Optimal Environmental Policy in the Presence of Multiple Equilibria and Reversible Hysteresis -- Modeling the Dynamics of the Transition to a Green Economy -- One-Parameter GHG Emission Policy With R&D-Based Growth -- Pollution, Public Health Care, and Life Expectancy when Inequality Matters -- Uncertain Climate Policy and the Green Paradox -- Uniqueness Versus Indeterminacy in the Tragedy of the Commons - A "Geometric" Approach -- Optimal Extraction of Resources: Dynamic Behavior of Oil Importers and Exporters Under Uncertainty -- Robust Control of a Spatially Distributed Commercial Fishery -- On the Effect of Resource Exploitation on Growth: Domestic Innovation vs. Technological Diffusion Through Trade -- Forest Management and Biodiversity in Size-Structured Forests Under Climate Change -- Carbon Taxes and Comparison of Trading Regimes in Fossil Fuels -- Landowning, Status and Population Growth -- Optimal Harvesting of Size-Structured Biological Populations En línea: http://dx.doi.org/10.1007/978-3-642-54086-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=36194 Ejemplares
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Título : Sustainable Asset Accumulation and Dynamic Portfolio Decisions Tipo de documento: documento electrónico Autores: Carl Chiarella ; Semmler, Willi ; SpringerLink (Online service) ; Chih-Ying Hsiao ; Mateane, Lebogang Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2016 Otro editor: Imprint: Springer Colección: Dynamic Modeling and Econometrics in Economics and Finance, ISSN 1566-0419 num. 18 Número de páginas: XVIII, 189 p. 67 illus., 22 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-662-49229-1 Idioma : Inglés (eng) Palabras clave: Operations research Decision making Economics, Mathematical Economic theory Macroeconomics Economics Macroeconomics/Monetary Economics//Financial Personal Finance/Wealth Management/Pension Planning Quantitative Finance Theory/Quantitative Economics/Mathematical Methods Operation Research/Decision Theory Clasificación: 330 Economía en general Resumen: This book examines sustainable wealth formation and dynamic decision-making. The global economy experienced a veritable meltdown of asset markets in the years 2007-9, where many funds were overexposed to risky returns and suffered considerable losses. On the other hand, the long-term upswing in the stock market since 2010 has led to asset price booms and some new, but also uneven, wealth formation. In this book a broader set of constraints and guidelines for asset management and wealth accumulation is developed. The authors investigate how wealth formation and the proper management of financial funds can help to adequately buffer income risk and obtain sufficient risk-free income at a later stage of life, while also being socially and environmentally sustainable. The book explores behavioral and institutional rules for decision-making that reflect such constraints and guidelines, without necessarily being optimal in the narrow sense. The authors explain the need for such a dynamic decision-making and dynamic re-balancing of portfolios, by putting forward dynamic programming as an approach to dynamic decision-making that can allow sustainable wealth accumulation and dynamic asset allocation to be successfully integrated. This book provides a clear and comprehensive treatment of asset accumulation and dynamic portfolio models with an emphasis on long term and sustainable wealth formation. An important concern in public debate is the sustainability of our economy and this book employs cutting edge quantitative techniques and models to highlight important facts that cannot be disputed under any reasonable assumptions. It has the potential to become a standard reference for both academic researchers and quantitatively trained practitioners. Eckhard Platen, Professor of Quantitative Finance, University of Technology Sydney, Australia This book should be read by both academics and practitioners alike. The former will find intellectually rigorous discussions and innovative solutions. The latter may find a few of the concepts a bit challenging. Yet, theory and technology are there to help simplify the work of those who worry about what time it is rather than how to make a watch--- but they do need a watch. Jean Brunel, Founder of Brunel Associates and Editor of The Journal of Wealth Management Nota de contenido: Introduction -- Forecasting and Low Frequency Movements of Asset Returns -- Portfolio Modeling with Sustainability Constraints -- Dynamic Saving and Portfolio Decisions-Theory -- Asset Accumulation with Estimated Low Frequency Movements Asset Returns -- Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income -- Continuous and Discrete Time Modeling -- Asset Accumulation and Portfolio Decisions under Inflation Risk -- Concluding Remarks En línea: http://dx.doi.org/10.1007/978-3-662-49229-1 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41791 Sustainable Asset Accumulation and Dynamic Portfolio Decisions [documento electrónico] / Carl Chiarella ; Semmler, Willi ; SpringerLink (Online service) ; Chih-Ying Hsiao ; Mateane, Lebogang . - Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2016 . - XVIII, 189 p. 67 illus., 22 illus. in color : online resource. - (Dynamic Modeling and Econometrics in Economics and Finance, ISSN 1566-0419; 18) .
ISBN : 978-3-662-49229-1
Idioma : Inglés (eng)
Palabras clave: Operations research Decision making Economics, Mathematical Economic theory Macroeconomics Economics Macroeconomics/Monetary Economics//Financial Personal Finance/Wealth Management/Pension Planning Quantitative Finance Theory/Quantitative Economics/Mathematical Methods Operation Research/Decision Theory Clasificación: 330 Economía en general Resumen: This book examines sustainable wealth formation and dynamic decision-making. The global economy experienced a veritable meltdown of asset markets in the years 2007-9, where many funds were overexposed to risky returns and suffered considerable losses. On the other hand, the long-term upswing in the stock market since 2010 has led to asset price booms and some new, but also uneven, wealth formation. In this book a broader set of constraints and guidelines for asset management and wealth accumulation is developed. The authors investigate how wealth formation and the proper management of financial funds can help to adequately buffer income risk and obtain sufficient risk-free income at a later stage of life, while also being socially and environmentally sustainable. The book explores behavioral and institutional rules for decision-making that reflect such constraints and guidelines, without necessarily being optimal in the narrow sense. The authors explain the need for such a dynamic decision-making and dynamic re-balancing of portfolios, by putting forward dynamic programming as an approach to dynamic decision-making that can allow sustainable wealth accumulation and dynamic asset allocation to be successfully integrated. This book provides a clear and comprehensive treatment of asset accumulation and dynamic portfolio models with an emphasis on long term and sustainable wealth formation. An important concern in public debate is the sustainability of our economy and this book employs cutting edge quantitative techniques and models to highlight important facts that cannot be disputed under any reasonable assumptions. It has the potential to become a standard reference for both academic researchers and quantitatively trained practitioners. Eckhard Platen, Professor of Quantitative Finance, University of Technology Sydney, Australia This book should be read by both academics and practitioners alike. The former will find intellectually rigorous discussions and innovative solutions. The latter may find a few of the concepts a bit challenging. Yet, theory and technology are there to help simplify the work of those who worry about what time it is rather than how to make a watch--- but they do need a watch. Jean Brunel, Founder of Brunel Associates and Editor of The Journal of Wealth Management Nota de contenido: Introduction -- Forecasting and Low Frequency Movements of Asset Returns -- Portfolio Modeling with Sustainability Constraints -- Dynamic Saving and Portfolio Decisions-Theory -- Asset Accumulation with Estimated Low Frequency Movements Asset Returns -- Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income -- Continuous and Discrete Time Modeling -- Asset Accumulation and Portfolio Decisions under Inflation Risk -- Concluding Remarks En línea: http://dx.doi.org/10.1007/978-3-662-49229-1 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41791 Ejemplares
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Título : Wavelet Applications in Economics and Finance Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Marco Gallegati ; Semmler, Willi Editorial: Cham : Springer International Publishing Fecha de publicación: 2014 Otro editor: Imprint: Springer Colección: Dynamic Modeling and Econometrics in Economics and Finance, ISSN 1566-0419 num. 20 Número de páginas: XVI, 261 p. 61 illus., 31 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-319-07061-2 Idioma : Inglés (eng) Palabras clave: Finance Statistical physics Sociophysics Econophysics Statistics Economic theory Econometrics Economics Theory/Quantitative Economics/Mathematical Methods for Business/Economics/Mathematical Finance/Insurance Socio- and Econophysics, Population Evolutionary Models Finance, general Nonlinear Dynamics Clasificación: 658 Empresas. Organización de empresas Resumen: This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field Nota de contenido: Macroeconomics -- Volatility and Asset Prices -- Forecasting and Spectral Analysis En línea: http://dx.doi.org/10.1007/978-3-319-07061-2 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=36083 Wavelet Applications in Economics and Finance [documento electrónico] / SpringerLink (Online service) ; Marco Gallegati ; Semmler, Willi . - Cham : Springer International Publishing : Imprint: Springer, 2014 . - XVI, 261 p. 61 illus., 31 illus. in color : online resource. - (Dynamic Modeling and Econometrics in Economics and Finance, ISSN 1566-0419; 20) .
ISBN : 978-3-319-07061-2
Idioma : Inglés (eng)
Palabras clave: Finance Statistical physics Sociophysics Econophysics Statistics Economic theory Econometrics Economics Theory/Quantitative Economics/Mathematical Methods for Business/Economics/Mathematical Finance/Insurance Socio- and Econophysics, Population Evolutionary Models Finance, general Nonlinear Dynamics Clasificación: 658 Empresas. Organización de empresas Resumen: This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field Nota de contenido: Macroeconomics -- Volatility and Asset Prices -- Forecasting and Spectral Analysis En línea: http://dx.doi.org/10.1007/978-3-319-07061-2 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=36083 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
