Report NEP-CFN-2004-03-14

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Other reports in NEP-CFN

The following items were anounced in this report:

• John Geanakoplos & Felix Kubler, 2003. "Dollar Denominated Debt and Optimal Security Design," Cowles Foundation Discussion Papers 1449, Cowles Foundation, Yale University. [Downloadable!]
• Allard Bruinshoofd, 2003. "Corporate Investment and Financing Constraints: Connections with Cash management," DNB Staff Reports (discontinued) 110, Netherlands Central Bank. [Downloadable!]
• Engström, Stefan, 2004. "Does Active Portfolio Management Create Value? An Evaluation of Fund Managers' Decisions," Working Paper Series in Economics and Finance 553, Stockholm School of Economics. [Downloadable!]
• Darinka Dentcheva & Andrzej Ruszczynski, 2004. "Portfolio Optimization With Stochastic Dominance Constraints," Finance 0402016, EconWPA, revised 02 Mar 2006. [Downloadable!]
• Engström, Stefan, 2004. "Investment Strategies, Fund Performance and Portfolio Characteristics," Working Paper Series in Economics and Finance 554, Stockholm School of Economics. [Downloadable!]
• Laura Serlenga & Yongcheol Shin & Andy Snell, 2004. "A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models," ESE Discussion Papers 88, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
• Arjen Siegmann, 2003. "Optimal Investment Policies for Defined Benefit Pension Funds," DNB Staff Reports (discontinued) 112, Netherlands Central Bank. [Downloadable!]
• Randi Naes & Johannes A. Skjeltorp, 2003. "Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets," Working Paper 2003/9, Norges Bank. [Downloadable!]
• Bernd Hayo & Ali Kutan, 2004. "The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets," Finance 0403002, EconWPA. [Downloadable!]
• Matias Braun & Borja Larrain, 2004. "Finance and the Business Cycle: International, Inter-industry Evidence," Finance 0403001, EconWPA. [Downloadable!]
• Paolo, BATTOCCHIO & Francesco, MENONCIN & Olivier, SCAILLET, 2003. "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2003004, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

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