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This thesis consists of three chapters. The first chapter endogenizes technological change by introducing a stylized innovation process driven by a R&D–dependent Poisson process in a Cox, Ingersoll and Ross (1985) production economy. The model reproduces s ...
In order to better identify the role of the magnetic topology on ITG and TEM instabilities, different MHD equilibria with increasing complexity are calculated using the CHEASE code [1]. We start from the geometry of the s-alpha cyclone benchmark case [2], ...
This paper studies the impact of ambiguity and ambiguity aversion on equilibrium asset prices and portfolio holdings in competitive financial markets. It argues that attitudes toward ambiguity are heterogeneous across the population, just as attitudes towa ...
We analyze theoretically and empirically the implications of information asymmetry for equilibrium asset pricing and portfolio choice. In our partially revealing dynamic rational expectations equilibrium, portfolio separation fails, and indexing is not opt ...
This paper analyzes competition between mutual funds in a multiple funds version of the model of Hugonnier and Kaniel (2010). We characterize the set of equilibria for this portfolio management game and show that there exists a unique Pareto optimal equili ...
We present an operational framework for the calibration of demand models for dynamic traffic simulations. Our focus is on disaggregate simulators that represent every traveler individually. We calibrate, at a likewise individual level, arbitrary choice dim ...
Failures of any type are common in current datacenters, partly due to the higher scales of the data stored. As data scales up, its availability becomes more complex, while different availability levels per application or per data item may be required. In t ...
The European railway sector has undergone major transformations over the past two decades. Domestic reforms have been buttressed by European directives aimed at creating a single European railway market. In this new environment roles have been significantl ...
The sensitivity of the stability of the ideal n = 1 internal kink mode to variations in the plasma profiles is analysed both analytically and numerically in rotating tokamak plasmas. These stability analyses have been carried out including the centrifugal ...
The sensitivity of the stability of the ideal n = 1 internal kink mode to variations in the plasma profiles is analysed both analytically and numerically in rotating tokamak plasmas. These stability analyses have been carried out including the centrifugal ...
