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Dennis F.M. Bams

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This is information that was supplied by Dennis Bams in registering through RePEc. If you are Dennis F.M. Bams , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Dennis
Middle Name: F.M.
Last Name: Bams
Suffix:

RePEc Short-ID: pba780

Email: [This author has chosen not to make the email address public]
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Affiliation

(50%) School of Business and Economics
Maastricht University
Location: Maastricht, Netherlands
Homepage: http://www.maastrichtuniversity.nl/sbe
Email:
Phone:
Fax:
Postal: Postbus 616, 6200 MD Maaastricht
Handle: RePEc:edi:femaanl (more details at EDIRC)
(50%) Graduate School of Business and Economics (GSBE)
School of Business and Economics
Maastricht University
Location: Maastricht, Netherlands
Homepage: http://www.maastrichtuniversity.nl/SBE
Email:
Phone: +31 (0)43 38 83 830
Fax:
Postal: P.O. Box 616, 6200 MD Maastricht
Handle: RePEc:edi:meteonl (more details at EDIRC)

Works

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Working papers

  1. Bams, Dennis & Pisa, Magdalena & Wolff, Christian C, 2012. "Modeling default correlation in a US retail loan portfolio," CEPR Discussion Papers 9205, C.E.P.R. Discussion Papers.
  2. Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C, 2005. "Loss Functions in Option Valuation: A Framework for Model Selection," CEPR Discussion Papers 4960, C.E.P.R. Discussion Papers.
  3. Bams, Dennis & Walkowiak, Kim & Wolff, Christian C, 2003. "More Evidence on the Dollar Risk Premium in the Foreign Exchange Market," CEPR Discussion Papers 3726, C.E.P.R. Discussion Papers.
  4. Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C, 2002. "An Evaluation Framework for Alternative VaR Models," CEPR Discussion Papers 3403, C.E.P.R. Discussion Papers.
  5. Wielhouwer, J.L. & Bams, D., 2001. "Empirical issues in value at risk," Open Access publications from Tilburg University urn:nbn:nl:ui:12-88468, Tilburg University.
  6. Bams, Dennis & Wolff, Christian C, 2000. "Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach," CEPR Discussion Papers 2392, C.E.P.R. Discussion Papers.
  7. Bams, D. & Wielhouwer, J.L., 2000. "Empirical issues in value at risk estimation: Time varying volatility, fat tails and parameter uncertainty," Open Access publications from Tilburg University urn:nbn:nl:ui:12-85220, Tilburg University.
  8. Bams, Dennis & Schotman, Peter C, 1998. "Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models," CEPR Discussion Papers 2034, C.E.P.R. Discussion Papers.
  9. Bams, D. & Wolff, C., 1998. "Risk Premia in Term Structure of Interest Rates: A Panel Data Approach," Papers 98-50, Southern California - School of Business Administration.

Articles

  1. Dennis Bams & Thorsten Lehnert & Christian C. P. Wolff, 2009. "Loss Functions in Option Valuation: A Framework for Selection," Management Science, INFORMS, vol. 55(5), pages 853-862, May.
  2. Rogér Otten & Dennis Bams, 2007. "The Performance of Local versus Foreign Mutual Fund Managers," European Financial Management, European Financial Management Association, vol. 13(4), pages 702-720.
  3. Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P., 2005. "An evaluation framework for alternative VaR-models," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 944-958, October.
  4. Rogér Otten & Dennis Bams, 2004. "How to measure mutual fund performance: economic versus statistical relevance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 44(2), pages 203-222.
  5. Bams, Dennis & Walkowiak, Kim & Wolff, Christian C. P., 2004. "More evidence on the dollar risk premium in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 23(2), pages 271-282, March.
  6. Bams, Dennis & Wolff, Christian C. P., 2003. "Risk premia in the term structure of interest rates: a panel data approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 211-236, July.
  7. Bams, Dennis & Schotman, Peter C., 2003. "Direct estimation of the risk neutral factor dynamics of Gaussian term structure models," Journal of Econometrics, Elsevier, vol. 117(1), pages 179-206, November.
  8. Roger Otten & Dennis Bams, 2002. "European Mutual Fund Performance," European Financial Management, European Financial Management Association, vol. 8(1), pages 75-101.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2012-11-17 2013-12-15. Author is listed
  2. NEP-CFN: Corporate Finance (1) 2003-02-18
  3. NEP-ECM: Econometrics (2) 2003-02-26 2005-06-14. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2005-06-14
  5. NEP-FIN: Finance (3) 2003-02-18 2003-04-09 2005-06-14. Author is listed
  6. NEP-FMK: Financial Markets (3) 2003-02-18 2003-04-09 2005-06-14. Author is listed
  7. NEP-IFN: International Finance (2) 2003-02-18 2003-04-09. Author is listed
  8. NEP-RMG: Risk Management (5) 2003-02-18 2003-04-09 2005-06-14 2012-11-17 2013-12-15. Author is listed

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