Report NEP-FIN-2004-03-14

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Item repec:att:belgnw:200442 is not listed on IDEAS anymore

• Asgharian, Hossein, 2004. "A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors," Working Papers 2004:10, Lund University, Department of Economics. [Downloadable!]
• Engström, Stefan, 2004. "Investment Strategies, Fund Performance and Portfolio Characteristics," Working Paper Series in Economics and Finance 554, Stockholm School of Economics. [Downloadable!]
• Thilo Pausch & Gerhard Schweimayer, 2004. "Hedging with Credit Derivatives and its Strategic Role in Banking Competition," Discussion Paper Series 260, Universitaet Augsburg, Institute for Economics. [Downloadable!]
• Meitz, Mika & Teräsvirta, Timo, 2004. "Evaluating models of autoregressive conditional duration," Working Paper Series in Economics and Finance 557, Stockholm School of Economics, revised 13 Dec 2004. [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!]
• Oliver Linton & Yoon-Jae Whang, 2004. "A Quantilogram Approach to Evaluating Directional Predictability," Cowles Foundation Discussion Papers 1454, 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!]
• Rafael Rob, 2004. "Is Bigger Better? Investing in Reputation," Theory workshop papers 658612000000000086, UCLA Department of Economics. [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!]
• Dietmar Bauer, 2004. "Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations," Cowles Foundation Discussion Papers 1452, Cowles Foundation, Yale University. [Downloadable!]
• SADEFO KAMDEM Jules, 2004. "VaR and ES for linear Portfolios with mixture of elliptically distributed Risk Factors," GE, Growth, Math methods 0403004, EconWPA. [Downloadable!]
• Norberg, Peter, 2003. "”Life is a fake. All that is real are the stock prices” - Simulating Authenticity in Financial Markets," Working Paper Series in Business Administration 2003:15, Stockholm School of Economics, revised 02 Sep 2004. [Downloadable!]
• Arjen Siegmann, 2003. "Optimal Investment Policies for Defined Benefit Pension Funds," DNB Staff Reports (discontinued) 112, Netherlands Central Bank. [Downloadable!]
• Andrea Terzi, 2004. "Is a transactions tax an effective means to stabilize the foreign exchange market?," International Finance 0403007, EconWPA. [Downloadable!]
• 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, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

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