Report NEP-CMP-2004-02-23This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Felix Kubler & Karl Schmedders, 2003. "Approximate Versus Exact Equilibria," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 1382, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- T. Di Matteo & T. Aste & Michel M. Dacorogna, 2004. "Using the Scaling Analysis to Characterize Financial Markets," Finance, EconWPA 0402014, EconWPA.
- Matthias Messner & Nicola Pavoni, 2004. "On the Recursive Saddle Point Method," Levine's Bibliography 122247000000000050, UCLA Department of Economics.
- Darinka Dentcheva & Andrzej Ruszczynski, 2004. "Portfolio Optimization With Stochastic Dominance Constraints," Finance, EconWPA 0402016, EconWPA, revised 02 Mar 2006.
- Stéphanie LAVIGNE (ESC Toulouse and GRES-LEREPS), 2004. "Modelling an artificial stock market: When cognitive institutions influence market dynamics," Cahiers du GRES, Groupement de Recherches Economiques et Sociales 2004-04, Groupement de Recherches Economiques et Sociales.