Report NEP-FMK-2003-01-12This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
The following items were announced in this report:
- Benninga, Simon & Oosterhof, Casper, 2002. "Hedging with forwards and puts in complete and incomplete markets," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) 02E53, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Wayne E. Ferson, 2003. "Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance," NBER Working Papers 9441, National Bureau of Economic Research, Inc.
- Li Chen & H. Vincent Poor, 2002. "Parametric Estimation of Quadratic Term Structure Models of Interest Rate," Econometrics, EconWPA 0301001, EconWPA.