Report NEP-CFN-2004-03-14This is the archive for NEP-CFN, a report on new working papers in the area of Corporate Finance. Zelia Serrasqueiro issued this report. It is usually issued weekly.
The following items were announced in this report:
- John Geanakoplos & Felix Kubler, 2003. "Dollar Denominated Debt and Optimal Security Design," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1449, Cowles Foundation for Research in Economics, Yale University.
- Allard Bruinshoofd, 2003. "Corporate Investment and Financing Constraints: Connections with Cash management," DNB Staff Reports (discontinued), Netherlands Central Bank 110, Netherlands Central Bank.
- EngstrÃ¶m, 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.
- Darinka Dentcheva & Andrzej Ruszczynski, 2004. "Portfolio Optimization With Stochastic Dominance Constraints," Finance, EconWPA 0402016, EconWPA, revised 02 Mar 2006.
- EngstrÃ¶m, Stefan, 2004. "Investment Strategies, Fund Performance and Portfolio Characteristics," Working Paper Series in Economics and Finance 554, Stockholm School of Economics.
- Laura Serlenga & Yongcheol Shin & Andy Snell, 2004. "A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models," ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh 88, Edinburgh School of Economics, University of Edinburgh.
- Arjen Siegmann, 2003. "Optimal Investment Policies for Defined Benefit Pension Funds," DNB Staff Reports (discontinued), Netherlands Central Bank 112, Netherlands Central Bank.
- Randi Naes & Johannes A. Skjeltorp, 2003. "Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets," Working Paper, Norges Bank 2003/9, Norges Bank.
- Bernd Hayo & Ali Kutan, 2004. "The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets," Finance, EconWPA 0403002, EconWPA.
- Matias Braun & Borja Larrain, 2004. "Finance and the Business Cycle: International, Inter-industry Evidence," Finance, EconWPA 0403001, EconWPA.
- Paolo, BATTOCCHIO & Francesco, MENONCIN & Olivier, SCAILLET, 2003. "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2003004, UniversitÃ© catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).