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Report NEP-FIN-2001-10-09
This is the archive for NEP-FIN, a report on new working papers in the area of Finance. issued this report. It is usually issued weekly.This report is closed
Other reports in NEP-FIN
The following items were anounced in this report:
- Item repec:wop:cirano:2001s51 is not listed on IDEAS anymore
- M. Fengler & H. Herwartz, .
"Multivariate Volatility Models,"
Sonderforschungsbereich 373
2001-74, Humboldt Universitaet Berlin.
- Marcello Spanò, .
"Neutral and Non Neutral Shock Effects on Hedging, Investment and Debt,"
Discussion Papers
01/08, Department of Economics, University of York.
[Downloadable!]
- L. Ingber, .
"Statistical mechanics of portfolios of options,"
Lester Ingber Papers
02po, Lester Ingber.
[Downloadable!]
- M. Fengler & W. Härdle & P. Schmidt, .
"The Analysis of Implied Volatilities,"
Sonderforschungsbereich 373
2001-73, Humboldt Universitaet Berlin.
- Marcello Spanò, .
"Investment, Debt and Risk Management in a Context of Uncertain Returns to Investment,"
Discussion Papers
01/07, Department of Economics, University of York.
[Downloadable!]
- H. Föllmer & A. Schied, .
"Convex measures of risk and trading constraints,"
Sonderforschungsbereich 373
2001-71, Humboldt Universitaet Berlin.
- Alexius, Annika, 2000.
"UIP for Short Investments in Long-Term Bonds,"
Working Paper Series
115, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
This page was last updated on 2009-12-6.
This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.