Report NEP-CMP-2012-02-27This 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:
- Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Dupuy, Etienne, 2012. "Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios," ESSEC Working Papers WP1115, ESSEC Research Center, ESSEC Business School.
- Qin Bao & Ling Tang & Zhongxiang Zhang & Han Qiao & Shouyang Wang, 2012. "Impacts of Border Carbon Adjustments on China's Sectoral Emissions: Simulations with a Dynamic Computable General Equilibrium Model," CCEP Working Papers 1202, Centre for Climate Economics & Policy, Crawford School of Public Policy, The Australian National University.
- Shirai, Daichi & Takeda, Shiro & Ochiai, Katsuaki, 2011.
[A Regional CGE Analysis of Greenhouse Gas Emissions Regulations]," MPRA Paper 35273, University Library of Munich, Germany.
- Akihiko Takahashi & Kohta Takehara & Masashi Toda, 2012. "A General Computation Scheme for a High-Order Asymptotic Expansion Method," CARF F-Series CARF-F-272, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Marco Raberto & Andrea Teglio & Silvano Cincotti, 2012. "Macroprudential policies in an agent-based artificial economy," Working Papers 2012/05, Economics Department, Universitat Jaume I, Castellón (Spain).
- Scholz, Peter & Walther, Ursula, 2011. "The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant," CPQF Working Paper Series 29, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Albert, Jose Ramon & Ng, Thiam Hee, 2012. "Assessing the Resilience of ASEAN Banking Systems: The Case of the Philippines," Working Papers on Regional Economic Integration 93, Asian Development Bank.
- Guanghui Huang & Wenting Xin & Weiqing Gu, 2012. "Active margin system for margin loans and its application in Chinese market: using cash and randomly selected stock as collateral," Papers 1202.4913, arXiv.org, revised Feb 2012.