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 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 0301001, EconWPA.