NEP-RMG-2004-03-22

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2004-03-22

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were anounced in this report:

William N. Goetzmann & Massimo Massa & K. Geert Rouwenhorst, 2004. "Behavioral Factors in Mutual Fund Flows," Yale School of Management Working Papers ysm8, Yale School of Management. [Downloadable!]
William N. Goetzmann & Alok Kumar, 2004. "Equity Portfolio Diversification," Yale School of Management Working Papers ysm17, Yale School of Management. [Downloadable!]
Stephen J. Brown & William N. Goetzmann & Mark Grinblatt, 2004. "Positive Portfolio Factors," Yale School of Management Working Papers ysm27, Yale School of Management. [Downloadable!]
William N. Goetzmann & Massimo Massa, 2003. "Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias," Yale School of Management Working Papers ysm14, Yale School of Management. [Downloadable!]
Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm24, Yale School of Management. [Downloadable!]
William N. Goetzmann & Matthew I. Spiegel & Andrey Ukhov, 2004. "Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version)," Yale School of Management Working Papers ysm25, Yale School of Management. [Downloadable!]
Engsted, Tom & Tanggaard, Carsten, 2004. "Speculative bubbles in stock prices? Tests based on the price-dividend ratio," Finance Working Papers 04-1, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
Vitor Gaspar & Gabriel Pérez Quir? & Hugo Rodr?uez Mendiz?al, 2004. "Interest Rate Determination in the Interbank Market," UFAE and IAE Working Papers 603.04, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
J.Ramon Martinez-Resano, 2004. "Central bank Financial Independence," Macroeconomics 0403011, EconWPA. [Downloadable!]
William N. Goetzmann & Stephen J. Brown & James M. Park, 2004. "Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs," Yale School of Management Working Papers ysm10, Yale School of Management. [Downloadable!]
Stephen J. Brown & William N. Goetzmann & Alok Kumar, 2004. "The Dow Theory: William Peter Hamilton's Track Record Re-considered," Yale School of Management Working Papers ysm30, Yale School of Management. [Downloadable!]
William N. Goetzmann & Massimo Massa, 1999. "Daily Momentum And Contrarian Behavior Of Index Fund Investors," Yale School of Management Working Papers ysm13, Yale School of Management. [Downloadable!]
Richard B. Howarth, 2004. "Against High Interest Rates," Rensselaer Working Papers in Economics 0404, Rensselaer Polytechnic Institute, Department of Economics. [Downloadable!]
Stephen J. Brown & William N. Goetzmann, 2004. "Hedge Funds With Style," Yale School of Management Working Papers ysm21, Yale School of Management. [Downloadable!]
Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 1998. "Pairs Trading: Performance of a Relative Value Arbitrage Rule," Yale School of Management Working Papers ysm26, Yale School of Management. [Downloadable!]
Bradford Case & William N. Goetzmann & K. Geert Rouwenhorst, 2004. "Global Real Estate Markets: Cycles And Fundamentals," Yale School of Management Working Papers ysm20, Yale School of Management. [Downloadable!]
Stephen J. Brown & William N. Goetzmann & Bing Liang, 2004. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm18, Yale School of Management. [Downloadable!]
Massimo Massa & William N. Goetzmann, 1999. "Index Funds and Stock Market Growth," Yale School of Management Working Papers ysm23, Yale School of Management. [Downloadable!]
William N. Goetzmann & Philippe Jorion, 2004. "A Century of Global Stock Markets," Yale School of Management Working Papers ysm16, Yale School of Management. [Downloadable!]
Belke, Ansgar & Setzer, Ralph, 2004. "Exchange Rate Volatility and Employment Growth: Empirical Evidence from the CEE Economies," IZA Discussion Papers 1038, Institute for the Study of Labor (IZA). [Downloadable!]
William N. Goetzmann & Jonathan E. Ingersoll, Jr. & Stephen A. Ross, 2004. "High Water Marks," Yale School of Management Working Papers ysm22, Yale School of Management. [Downloadable!]
William N. Goetzmann & Jonathan E. Ingersoll, Jr. & Matthew I. Spiegel & Ivo Welch, 2002. "Sharpening Sharpe Ratios," Yale School of Management Working Papers ysm29, Yale School of Management. [Downloadable!]
Arias, Guillaume & Erlandsson, Ulf, 2004. "Regime switching as an alternative early warning system of currency crises - an application to South-East Asia," Working Papers 2004:11, Lund University, Department of Economics. [Downloadable!]
William N. Goetzmann & Ning Zhu, 2004. "Rain or Shine: Where is the Weather Effect?," Yale School of Management Working Papers ysm28, Yale School of Management. [Downloadable!]

This page was last updated on 2010-2-7.

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