This zip archive contains Mathematica and Matlab programs for the computation of all numerical results reported in the paper 'Bond Ladders and Optimal Portfolios' by Kenneth L. Judd, Felix Kubler and Karl Schmedders,
Review of Financial Studies 2011.

These two zip archives contain Mathematica files as well as C++ scripts for computing the numerical results reported in Sections 8 and 9 of the paper ‘Finding All Pure-Strategy Equilibria in Games with Continuous Strategies’ by Kenneth L. Judd, Philipp Renner, and Karl Schmedders.