.
Stein, Jerome L.'s
Scholarly Papers
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Aggregate Statistics
Total 5,274
Total Citations 183
1.
Stein, Jerome L. Brown University - Division of Applied Mathematics
Paladino, Giovanna IntesaSanpaolo
561(22,116)
5
Default Risk, Foreign Debt, Stochastic Optimal Control, Debt Rescheduling, Uncertainty
2.
A Tale of Two Debt Crises: A Stochastic Optimal Control Analysis
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Stein, Jerome L. Brown University - Division of Applied Mathematics
Posted:
12 Feb 08
Last Revised:
09 May 13
486(26,756)
8
Stein, Jerome L. Brown University - Division of Applied Mathematics
26
8
Optimization, banking, stochastic optimal control, agriculture debt crisis, subprime mortgage crisis
Stein, Jerome L. Brown University - Division of Applied Mathematics
19
8
Optimization, banking, stochastic optimal control, agriculture debt crisis, subprime mortgage crisis
Stein, Jerome L. Brown University - Division of Applied Mathematics
441
8
optimization, banking, stochastic optimal control, agriculture debt crisis, subprime mortgage crisis
3.
Fleming, Wendell H. Brown University - Division of Applied Mathematics
Stein, Jerome L. Brown University - Division of Applied Mathematics
481(27,139)
35
Stochastic optimal control, foreign debt, international finance, current account, vulnerability to external shocks
4.
A Critique of the Literature on the US Financial Debt Crisis
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Stein, Jerome L. Brown University - Division of Applied Mathematics
Posted:
16 Jan 10
Last Revised:
06 Feb 10
472(27,766)
1
Stein, Jerome L. Brown University - Division of Applied Mathematics
298
1
stochastic optimal control, mortgage and financial crises, Ito equation, optimal dynamic risk management, warning signals of crisis, optimal leverage and debt ratios, Congressional Oversight Panel, Case-Shiller index
Stein, Jerome L. Brown University - Division of Applied Mathematics
174
1
Stochastic optimal control, Mortgage and Financial Crises, Ito equation, Optimal Dynamic Risk management, Warning Signals of crisis, Optimal Leverage and Debt ratios, Congressional Oversight Panel, Case-Shiller index
5.
Stein, Jerome L. Brown University - Division of Applied Mathematics
433(31,112)
13
Euro, NATREX, BEER, Equilibrium Exchange Rates, International Capital Flows, Misalignment
6.
Stein, Jerome L. Brown University - Division of Applied Mathematics
373(37,558)
10
stochastic optimal control, debt, international finance, US agricultural crisis, Mean-Variance analysis, Hamilton-Jacobi-Bellaman equation
7.
Stein, Jerome L. Brown University - Division of Applied Mathematics
343(41,585)
27
8.
Fleming, Wendell H. Brown University - Division of Applied Mathematics
Stein, Jerome L. Brown University - Division of Applied Mathematics
303(48,144)
56
Stochastic Optimal Control, Foreign Debt, International Finance, Vulnerability to External Shocks, Sustainable Current Account Deficits
9.
The Diversity of Debt Crises in Europe
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Stein, Jerome L. Brown University - Division of Applied Mathematics
Posted:
20 Feb 11
Last Revised:
17 Apr 13
293(50,091)
Stein, Jerome L. Brown University - Division of Applied Mathematics
9
European economic crisis, financial crisis, Euro instability, government policy, Spain financial crisis, Ireland financial crisis, Portugal bailout, Greece bailout
Stein, Jerome L. Brown University - Division of Applied Mathematics
284
European debt crisis, excess debt, early warning signals, domestic housing sector, government deficit debt
10.
Stein, Jerome L. Brown University - Division of Applied Mathematics
Lim, G. C. Melbourne Institute of Applied Economic and Social Research
255(58,602)
2
asian crises, optimal debt, equilibrium exchange rates, NATREX, stochastic optimal control, warning signals of crises, exchange rate misalignment
11.
Fleming, Wendell H. Brown University - Division of Applied Mathematics
Stein, Jerome L. Brown University - Division of Applied Mathematics
202(74,836)
4
12.
Stein, Jerome L. Brown University - Division of Applied Mathematics
Paladino, Giovanna IntesaSanpaolo
195(77,472)
4
13.
Alan Greenspan, the Quants and Stochastic Optimal Control
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Stein, Jerome L. Brown University - Division of Applied Mathematics
Posted:
21 May 10
Last Revised:
19 Jan 11
156(95,569)
Stein, Jerome L. Brown University - Division of Applied Mathematics
85
Stochastic optimal control, warning signals of crisis, optimal leverage and debt ratios
Stein, Jerome L. Brown University - Division of Applied Mathematics
71
Greenspan, Quants, Stochastic Optimal Control, Warning Signals of crisis, Optimal Leverage, Debt ratios
14.
Stein, Jerome L. Brown University - Division of Applied Mathematics
152(97,827)
transition economies, NATREX model, equilibrium real exchange rates, current account deficits, euro area
15.
Stein, Jerome L. Brown University - Division of Applied Mathematics
143(103,122)
stochastic optimal control, dynamic optimization, mortgage crisis, Ito equation, risk aversion, debt management, warning signals
16.
Stein, Jerome L. Brown University - Division of Applied Mathematics
140(105,017)
1
stochastic optimal control, foreign debt, NATREX, vulnerability to external shocks, sustainable current account, warning signals of debt crisis, exchange rate misalignments
17.
Stein, Jerome L. Brown University - Division of Applied Mathematics
Posted:
28 Jan 09
Last Revised:
29 Jan 09
103(133,786)
Stochastic optimal control, Dynamic Optimization, Ito equation, Risk aversion, Debt Management, Mortgage Crisis, Warning signals
18.
Stein, Jerome L. Brown University - Division of Applied Mathematics
87(149,943)
4
U.S. current account deficits, external debt, stochastic optimal control, dynamic
19.
Stein, Jerome L. Brown University - Division of Applied Mathematics
54(195,574)
AIG, Insurance, Stochastic Optimal Control, Optimal Capital Requirements, Risk, Financial Crises
20.
Stein, Jerome L. Brown University - Division of Applied Mathematics
14(299,378)
1
21.
Stein, Jerome L. Brown University - Division of Applied Mathematics
Lim, G. C. Melbourne Institute of Applied Economic and Social Research
14(299,378)
5
22.
Stein, Jerome L. Brown University - Division of Applied Mathematics
13(302,944)
6
23.
Stein, Jerome L. Brown University - Division of Applied Mathematics
1(346,769)
1
24.
Stein, Jerome L. Brown University - Division of Applied Mathematics
Greenspan, Capital Requirements, Stochastic Optimal Control, Warning Signals of Crisis, Optimal Leverage and Debt Ratios, Bubbles
25.
Stein, Jerome L. Brown University - Division of Applied Mathematics
Fleming, Wendell H. Brown University - Division of Applied Mathematics
Stochastic inter-temporal optimization, international debt, uncertainty, risk
26.
Stein, Jerome L. Brown University - Division of Applied Mathematics
Fleming, Wendell H. Brown University - Division of Applied Mathematics
27.
Fleming, Wendell H. Brown University - Division of Applied Mathematics
Stein, Jerome L. Brown University - Division of Applied Mathematics
28.
Stein, Jerome L. Brown University - Division of Applied Mathematics
Sauernheimer, Karlhans University of Mainz - Department of Economic Theory
