An Analytic Approach for Stochastic Differential Utility for Endowment and Production EconomiesYu ChenThomas CosimanoAlex HimonasPeter KellyComputational Economics442014
On Formulating and Solving Portfolio Decision and Asset Pricing ProblemsYu ChenThomas CosimanoAlex HimonasHandbook of Computational Economics 32014
Monetary Policy with a Touch of BaselRalph ChamiThomas CosimanoJournal of Economics and Business622010
Continuous time one-dimensional asset pricing models with analytic price-dividend functionsYu ChenThomas CosimanoAlex HimonasEconomic Theory4232010
Analytic Solving of Asset Pricing Models: The by Force of Habit CaseYu ChenThomas CosimanoAlex HimonasJournal of Economic Dynamics and Control322008
Solving an Asset Pricing Model with Hybrid Internal and External Habits, and Autocorrelated Gaussian ShocksYu ChenThomas CosimanoAlex HimonasAnnals of Finance42008
Optimal Experimentation and the Perturbation Method in the Neighborhood of the Augmented Linear Regulator Problem.Thomas CosimanoJournal of Economic Dynamics and Control322008
Macroeconomic Consequences of RemittancesRalph ChamiAdolfo BarajasThomas CosimanoConnel FullenkampMichael GapenPeter MontielInternational Monetary Fund Occasional Paper2592008