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Scheinkman, José Alexandre

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Author ID: scheinkman.jose-alexandre Recent zbMATH articles by "Scheinkman, José Alexandre"
Published as: Scheinkman, J. A.; Scheinkman, Jose A.; Scheinkman, José; Scheinkman, José A.; Scheinkman, José Alexandre
Documents Indexed: 48 Publications since 1975, including 5 Books

Publications by Year

Citations contained in zbMATH Open

43 Publications have been cited 929 times in 733 Documents Cited by Year
A test for independence based on the correlation dimension. Zbl 0893.62034
Brock, W. A.; Dechert, W. D.; Scheinkman, J. A.; Le Baron, B.
116
1996
On the differentiability of the value function in dynamic models of economics. Zbl 0435.90031
Benveniste, L. M.; Scheinkman, José Alexandre
101
1979
Back to the future: Generating moment implications for continuous-time Markov processes. Zbl 0834.60083
Hansen, Lars Peter; Scheinkman, José Alexandre
73
1995
Derivative asset pricing with transaction costs. Zbl 0900.90100
Bensaid, Bernard; Lesne, Jean-Philippe; Pagès, Henri; Scheinkman, José
68
1992
On optimal steady states of n-sector growth models when utility is discounted. Zbl 0341.90017
Scheinkman, José Alexandre
63
1976
Smoothness, comparative dynamics, and the turnpike property. Zbl 0381.90107
de Araujo, Aloisio Pessoa; Scheinkman, José Alexandre
56
1977
Global asymptotic stability of optimal control systems with applications to the theory of economic growth. Zbl 0348.90018
Brock, William A.; Scheinkman, José Alexandre
56
1976
Duality theory for dynamic optimization models of economics: The continuous time case. Zbl 0503.90023
Benveniste, L. M.; Scheinkman, José Alexandre
53
1982
Spectral methods for identifying scalar diffusions. Zbl 0962.62094
Hansen, Lars Peter; Scheinkman, José Alexandre; Touzi, Nizar
42
1998
Long-term risk: an operator approach. Zbl 1160.91367
Hansen, Lars Peter; Scheinkman, José A.
31
2009
Borrowing constraints and aggregate economic activity. Zbl 0576.90018
Scheinkman, José Alexandre; Weiss, Laurence
26
1986
Aggregate fluctuations from independent sectoral shocks: Self-organized criticality in a model of production and inventory dynamics. Zbl 0808.90032
Bak, Per; Chen, Kan; Scheinkman, José Alexandre; Woodford, Michael
22
1993
Stability of separable Hamiltonians and investment theory. Zbl 0408.90024
Scheinkman, José Alexandre
19
1978
Transversality conditions for some infinite horizon discrete time optimization problems. Zbl 0593.49021
Ekeland, Ivar; Scheinkman, José Alexandre
18
1986
Maximum principle and transversality condition for concave infinite horizon economic models. Zbl 0523.90036
de Araujo, Aloisio Pessoa; Scheinkman, José Alexandre
16
1983
Equilibria in systems of social interactions. Zbl 1141.91343
Horst, Ulrich; Scheinkman, José A.
14
2006
Stability of regular equilibria and the correspondence principle for symmetric variational problems. Zbl 0433.90015
Magill, Michael J. P.; Scheinkman, José Alexandre
14
1979
Heterogeneous beliefs, speculation and trading in financial markets. Zbl 1180.91138
Scheinkman, José; Xiong, Wei
13
2004
Pricing growth-rate risk. Zbl 1262.91069
Hansen, Lars Peter; Scheinkman, José A.
12
2012
Nonlinear principal components and long-run implications of multivariate diffusions. Zbl 1191.62107
Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, José
12
2009
Optimal exercise of executive stock options. Zbl 1164.62084
Rogers, L. C. G.; Scheinkman, José
11
2007
The global asymptotic stability of optimal control with applications to dynamic economic theory. Zbl 0411.49003
Brock, William A.; Scheinkman, José Alexandre
11
1977
Optimal environment management in the presence of irreversibilities. Zbl 0978.91069
Scheinkman, José A.; Zariphopoulou, Thaleia
9
2001
A simple competitive model with production and storage. Zbl 0511.90034
Scheinkman, José Alexandre; Schechtman, Jack
7
1983
On the long-run behaviour of a competitive firm. Zbl 0387.90033
Brock, W. A.; Scheinkman, José Alexandre
7
1978
Some results on global asymptotic stability of difference equations. Zbl 0308.39001
Brock, W. A.; Scheinkman, José Alexandre
7
1975
Price setting supergames with capacity constraints. Zbl 0561.90016
Brock, William A.; Scheinkman, José Alexandre
6
1985
A non-local free boundary problem arising in a theory of financial bubbles. Zbl 1353.91049
Berestycki, Henri; Monneau, Regis; Scheinkman, José A.
5
2014
Shock elasticities and impulse responses. Zbl 1307.91124
Borovička, Jaroslav; Hansen, Lars Peter; Scheinkman, José A.
5
2014
Learning-by-doing, international trade and growth: A note. Zbl 0689.90018
Boldrin, Michele; Scheinkman, José Alexandre
5
1988
Outside and inside liquidity. Zbl 1214.91126
Bolton, Patrick; Santos, Tano; Scheinkman, Jose A.
4
2011
Executive compensation and short-termist behaviour in speculative markets. Zbl 1145.91331
Bolton, Patrick; Scheinkman, José; Wei, Xiong
4
2006
Competition among exchanges. Zbl 1004.91042
Santos, Tano; Scheinkman, José A.
4
2001
Price crashes, information aggregation, and market-making. Zbl 0888.90041
Madrigal, Vicente; Scheinkman, José A.
4
1997
Optimal employment contracts with bankruptcy constraints. Zbl 0573.90007
Kahn, Charles; Scheinkman, José Alexandre
3
1985
Notes on comparative dynamics. Zbl 0499.90019
de Araujo, Aloisio Pessoa; Scheinkman, José Alexandre
3
1979
Paris-Princeton lectures on mathematical finance 2003. Zbl 1047.91002
Carmona, R. A. (ed.); Çinlar, E. (ed.); Ekeland, I. (ed.); Jouini, E. (ed.); Scheinkman, J. A. (ed.); Touzi, N. (ed.)
2
2004
A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints. Zbl 0774.90016
Conze, A.; Lasry, J.-M.; Scheinkman, José Alexandre
2
1991
Bubbles in assets with finite life. Zbl 1417.91222
Berestycki, Henri; Bruggeman, Cameron; Monneau, Regis; Scheinkman, José A.
1
2019
A limit theorem for systems of social interactions. Zbl 1195.91089
Horst, Ulrich; Scheinkman, José A.
1
2009
Paris-Princeton lectures on mathematical finance 2004. Zbl 1121.91003
Carmona, René A. (ed.); Çinlar, Erhan (ed.); Ekeland, Ivar (ed.); Jouini, Elyes (ed.); Scheinkman, José A. (ed.); Touzi, Nizar (ed.)
1
2007
Public goods and the environment. Zbl 0845.90034
Scheinkman, J. A.
1
1994
General equilibrium, growth, and trade. Essays in honor of Lionel McKenzie. Zbl 0482.00022
Green, Jerry R. (ed.); Scheinkman, José Alexandre (ed.)
1
1979
Bubbles in assets with finite life. Zbl 1417.91222
Berestycki, Henri; Bruggeman, Cameron; Monneau, Regis; Scheinkman, José A.
1
2019
A non-local free boundary problem arising in a theory of financial bubbles. Zbl 1353.91049
Berestycki, Henri; Monneau, Regis; Scheinkman, José A.
5
2014
Shock elasticities and impulse responses. Zbl 1307.91124
Borovička, Jaroslav; Hansen, Lars Peter; Scheinkman, José A.
5
2014
Pricing growth-rate risk. Zbl 1262.91069
Hansen, Lars Peter; Scheinkman, José A.
12
2012
Outside and inside liquidity. Zbl 1214.91126
Bolton, Patrick; Santos, Tano; Scheinkman, Jose A.
4
2011
Long-term risk: an operator approach. Zbl 1160.91367
Hansen, Lars Peter; Scheinkman, José A.
31
2009
Nonlinear principal components and long-run implications of multivariate diffusions. Zbl 1191.62107
Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, José
12
2009
A limit theorem for systems of social interactions. Zbl 1195.91089
Horst, Ulrich; Scheinkman, José A.
1
2009
Optimal exercise of executive stock options. Zbl 1164.62084
Rogers, L. C. G.; Scheinkman, José
11
2007
Paris-Princeton lectures on mathematical finance 2004. Zbl 1121.91003
Carmona, René A. (ed.); Çinlar, Erhan (ed.); Ekeland, Ivar (ed.); Jouini, Elyes (ed.); Scheinkman, José A. (ed.); Touzi, Nizar (ed.)
1
2007
Equilibria in systems of social interactions. Zbl 1141.91343
Horst, Ulrich; Scheinkman, José A.
14
2006
Executive compensation and short-termist behaviour in speculative markets. Zbl 1145.91331
Bolton, Patrick; Scheinkman, José; Wei, Xiong
4
2006
Heterogeneous beliefs, speculation and trading in financial markets. Zbl 1180.91138
Scheinkman, José; Xiong, Wei
13
2004
Paris-Princeton lectures on mathematical finance 2003. Zbl 1047.91002
Carmona, R. A. (ed.); Çinlar, E. (ed.); Ekeland, I. (ed.); Jouini, E. (ed.); Scheinkman, J. A. (ed.); Touzi, N. (ed.)
2
2004
Optimal environment management in the presence of irreversibilities. Zbl 0978.91069
Scheinkman, José A.; Zariphopoulou, Thaleia
9
2001
Competition among exchanges. Zbl 1004.91042
Santos, Tano; Scheinkman, José A.
4
2001
Spectral methods for identifying scalar diffusions. Zbl 0962.62094
Hansen, Lars Peter; Scheinkman, José Alexandre; Touzi, Nizar
42
1998
Price crashes, information aggregation, and market-making. Zbl 0888.90041
Madrigal, Vicente; Scheinkman, José A.
4
1997
A test for independence based on the correlation dimension. Zbl 0893.62034
Brock, W. A.; Dechert, W. D.; Scheinkman, J. A.; Le Baron, B.
116
1996
Back to the future: Generating moment implications for continuous-time Markov processes. Zbl 0834.60083
Hansen, Lars Peter; Scheinkman, José Alexandre
73
1995
Public goods and the environment. Zbl 0845.90034
Scheinkman, J. A.
1
1994
Aggregate fluctuations from independent sectoral shocks: Self-organized criticality in a model of production and inventory dynamics. Zbl 0808.90032
Bak, Per; Chen, Kan; Scheinkman, José Alexandre; Woodford, Michael
22
1993
Derivative asset pricing with transaction costs. Zbl 0900.90100
Bensaid, Bernard; Lesne, Jean-Philippe; Pagès, Henri; Scheinkman, José
68
1992
A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints. Zbl 0774.90016
Conze, A.; Lasry, J.-M.; Scheinkman, José Alexandre
2
1991
Learning-by-doing, international trade and growth: A note. Zbl 0689.90018
Boldrin, Michele; Scheinkman, José Alexandre
5
1988
Borrowing constraints and aggregate economic activity. Zbl 0576.90018
Scheinkman, José Alexandre; Weiss, Laurence
26
1986
Transversality conditions for some infinite horizon discrete time optimization problems. Zbl 0593.49021
Ekeland, Ivar; Scheinkman, José Alexandre
18
1986
Price setting supergames with capacity constraints. Zbl 0561.90016
Brock, William A.; Scheinkman, José Alexandre
6
1985
Optimal employment contracts with bankruptcy constraints. Zbl 0573.90007
Kahn, Charles; Scheinkman, José Alexandre
3
1985
Maximum principle and transversality condition for concave infinite horizon economic models. Zbl 0523.90036
de Araujo, Aloisio Pessoa; Scheinkman, José Alexandre
16
1983
A simple competitive model with production and storage. Zbl 0511.90034
Scheinkman, José Alexandre; Schechtman, Jack
7
1983
Duality theory for dynamic optimization models of economics: The continuous time case. Zbl 0503.90023
Benveniste, L. M.; Scheinkman, José Alexandre
53
1982
On the differentiability of the value function in dynamic models of economics. Zbl 0435.90031
Benveniste, L. M.; Scheinkman, José Alexandre
101
1979
Stability of regular equilibria and the correspondence principle for symmetric variational problems. Zbl 0433.90015
Magill, Michael J. P.; Scheinkman, José Alexandre
14
1979
Notes on comparative dynamics. Zbl 0499.90019
de Araujo, Aloisio Pessoa; Scheinkman, José Alexandre
3
1979
General equilibrium, growth, and trade. Essays in honor of Lionel McKenzie. Zbl 0482.00022
Green, Jerry R. (ed.); Scheinkman, José Alexandre (ed.)
1
1979
Stability of separable Hamiltonians and investment theory. Zbl 0408.90024
Scheinkman, José Alexandre
19
1978
On the long-run behaviour of a competitive firm. Zbl 0387.90033
Brock, W. A.; Scheinkman, José Alexandre
7
1978
Smoothness, comparative dynamics, and the turnpike property. Zbl 0381.90107
de Araujo, Aloisio Pessoa; Scheinkman, José Alexandre
56
1977
The global asymptotic stability of optimal control with applications to dynamic economic theory. Zbl 0411.49003
Brock, William A.; Scheinkman, José Alexandre
11
1977
On optimal steady states of n-sector growth models when utility is discounted. Zbl 0341.90017
Scheinkman, José Alexandre
63
1976
Global asymptotic stability of optimal control systems with applications to the theory of economic growth. Zbl 0348.90018
Brock, William A.; Scheinkman, José Alexandre
56
1976
Some results on global asymptotic stability of difference equations. Zbl 0308.39001
Brock, W. A.; Scheinkman, José Alexandre
7
1975
all top 5

Cited by 1,080 Authors

14 Le Van, Cuong
13 Santos, Manuel S.
13 Scheinkman, José Alexandre
9 Brock, William A.“Buz”
9 Hansen, Lars Peter
9 Nishimura, Kazuo
9 Yano, Makoto
8 Montrucchio, Luigi
6 Aseev, Sergei M.
6 Barnett, William A.
6 Gourieroux, Christian
6 Kamihigashi, Takashi
6 Mitra, Tapan
5 Gallegati, Mauro
5 Levine, David K.
5 Linetsky, Vadim
5 Savit, Robert
5 Sorger, Gerhard
5 Yu, Wanghui
4 Bai, Zhi-Dong
4 Becker, Robert A.
4 Benhabib, Jess
4 Bollerslev, Tim
4 Dana, Rose-Anne
4 Darolles, Serge
4 Delli Gatti, Domenico
4 Epstein, Larry G.
4 Feichtinger, Gustav
4 Haurie, Alain B.
4 Horst, Ulrich
4 Jouini, Elyès
4 Kristensen, Dennis
4 Mahayni, Antje
4 Matilla-García, Mariano
4 Meddahi, Nour
4 Mykland, Per Aslak
4 Saglam, Cagri
4 Sargent, Thomas John
4 Venditti, Alain
4 Zastawniak, Tomasz
3 Blot, Joël
3 Boldrin, Michele
3 Borovička, Jaroslav
3 Chen, Xinfu
3 Company, Rafael
3 Cruz Suárez, Hugo Adán
3 Diks, Cees G. C.
3 Dockner, Engelbert J.
3 Dutta, Prajit K.
3 Grüne, Lars
3 Gupta, Rangan
3 Hinich, Melvin J.
3 Hong, Yongmiao
3 Kehoe, Timothy J.
3 Kryazhimskiĭ, Arkadiĭ Viktorovich
3 Lai, Dejian
3 Lai, Xin
3 Lasry, Jean-Michel
3 Le Grand, Francois
3 Magill, Michael J. P.
3 Majumdar, Mukul K.
3 McKenzie, Lionel W.
3 Morand, Olivier F.
3 Park, Hyungbin
3 Perrakis, Stylianos
3 Pintos, José Ramón
3 Qin, Cong
3 Qin, Likuan
3 Ragot, Xavier
3 Reffett, Kevin L.
3 Rincón-Zapatero, Juan Pablo
3 Rodriguez, Alvaro
3 Rosser, John Barkley jun.
3 Roux, Alet
3 Roy, Santanu
3 Rustichini, Aldo
3 Sagara, Nobusumi
3 Semmler, Willi
3 Shell, Karl
3 Stachurski, John
3 Takahashi, Harutaka
3 Theiler, James
3 White, Halbert Lynn jun.
3 Wirl, Franz
3 Withagen, Cees A. A. M.
3 Wong, Wing-Keung
3 Xepapadeas, Anastasios
3 Zhao, Zhibiao
2 Aguilar, Mike
2 Aït-Sahalia, Yacine
2 Andersen, Torben G.
2 Araujo, Aloisio P.
2 Balcilar, Mehmet
2 Bandi, Federico M.
2 Barkhudaryan, Rafayel H.
2 Battauz, Anna
2 Bayón, Luis
2 Bekiros, Stelios D.
2 Belaire-Franch, Jorge
2 Berentsen, Geir Drage
...and 980 more Authors
all top 5

Cited in 149 Serials

99 Journal of Economic Theory
88 Journal of Economic Dynamics & Control
60 Journal of Econometrics
59 Journal of Mathematical Economics
30 Economics Letters
25 Economic Theory
19 Journal of Optimization Theory and Applications
16 International Journal of Theoretical and Applied Finance
10 Annals of Operations Research
10 European Journal of Operational Research
10 Econometric Theory
9 Physica D
9 Finance and Stochastics
8 Chaos, Solitons and Fractals
8 Quantitative Finance
7 Econometric Reviews
6 Journal of Mathematical Analysis and Applications
6 Journal of Economics
6 Applied Mathematical Finance
5 Computers & Mathematics with Applications
5 The Annals of Statistics
5 Applied Mathematics and Computation
5 The Annals of Applied Probability
5 Macroeconomic Dynamics
5 Proceedings of the Steklov Institute of Mathematics
5 Mathematics and Financial Economics
4 Journal of Time Series Analysis
4 Stochastic Processes and their Applications
4 Decisions in Economics and Finance
3 International Journal of Systems Science
3 Journal of Statistical Physics
3 Physica A
3 Applied Mathematics and Optimization
3 International Journal of Game Theory
3 Mathematics and Computers in Simulation
3 Mathematical Social Sciences
3 Mathematical and Computer Modelling
3 European Journal of Applied Mathematics
3 Communications in Statistics. Theory and Methods
3 Computational Statistics and Data Analysis
3 Computational Economics
3 Journal of Difference Equations and Applications
3 Bernoulli
3 Mathematical Finance
3 Mathematical Methods of Operations Research
3 Studies in Nonlinear Dynamics and Econometrics
3 Chaos
3 Scandinavian Actuarial Journal
3 Journal of Applied Mathematics
3 Review of Derivatives Research
2 Scandinavian Journal of Statistics
2 Automatica
2 Journal of Computational and Applied Mathematics
2 Journal of Soviet Mathematics
2 Journal of Statistical Planning and Inference
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 SIAM Journal on Control and Optimization
2 Theory and Decision
2 Zeitschrift für Nationalökonomie
2 Optimal Control Applications & Methods
2 Statistics & Probability Letters
2 Stochastic Analysis and Applications
2 Acta Applicandae Mathematicae
2 Journal of Global Optimization
2 Games and Economic Behavior
2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2 Applied Mathematics. Series B (English Edition)
2 Journal of Nonparametric Statistics
2 Journal of Inequalities and Applications
2 The Econometrics Journal
2 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
2 Journal of Applied Statistics
2 Statistical Inference for Stochastic Processes
2 Journal of Dynamical and Control Systems
2 Nonlinear Analysis. Real World Applications
2 Journal of Systems Science and Complexity
2 Asia-Pacific Financial Markets
2 Advances in Difference Equations
2 Journal of Forecasting
2 Dynamic Games and Applications
2 Annals of Finance
2 Journal of Time Series Econometrics
1 Advances in Applied Probability
1 Applicable Analysis
1 Bulletin of the Australian Mathematical Society
1 The Canadian Journal of Statistics
1 Lithuanian Mathematical Journal
1 Mathematische Semesterberichte
1 Russian Mathematical Surveys
1 Annals of the Institute of Statistical Mathematics
1 Journal of Environmental Economics and Management
1 The Journal of Mathematical Sociology
1 Kybernetika
1 Mathematics of Operations Research
1 Mathematical Programming
1 Operations Research
1 Transactions of the American Mathematical Society
1 OR Spektrum
1 Journal of Information & Optimization Sciences
1 Systems & Control Letters
...and 49 more Serials

Citations by Year