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Report NEP-ORE-2013-09-24
This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ORE
The following items were announced in this report:
- Kollmann, Robert, 2013, "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9469, May.
- Ulrich Hounyo & Sílvia Goncalves & Nour Meddahi, 2013, "Bootstrapping pre-averaged realized volatility under market microstructure noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-28, 08.
- Kilian, Lutz & Baumeister, Christiane, 2013, "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9569, Jul.
- Griveau-Billion, Théophile & Richard, Jean-Charles & Roncalli, Thierry, 2013, "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios," MPRA Paper, University Library of Munich, Germany, number 49822, Sep.
- Patrick Hummel & Richard Holden, 2013, "Optimal Primaries," NBER Working Papers, National Bureau of Economic Research, Inc, number 19340, Aug.
- Daniel Paravisini & Antoinette Schoar, 2013, "The Incentive Effect of Scores: Randomized Evidence from Credit Committees," NBER Working Papers, National Bureau of Economic Research, Inc, number 19303, Aug.