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 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 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 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 2004-04, Groupement de Recherches Economiques et Sociales.