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Dennis F.M. Bams

This is information that was supplied by Dennis Bams in registering through RePEc. If you are Dennis F.M. Bams, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Dennis
Middle Name:F.M.
Last Name:Bams
Suffix:
RePEc Short-ID:pba780
[This author has chosen not to make the email address public]

Works

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Working Papers

  1. Bams, Dennis & Pisa, Magdalena & Wolff, Christian C, 2012. "Modeling default correlation in a US retail loan portfolio," CEPR Discussion Papers 9205, C.E.P.R. Discussion Papers.
  2. Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C, 2005. "Loss Functions in Option Valuation: A Framework for Model Selection," CEPR Discussion Papers 4960, C.E.P.R. Discussion Papers.
  3. Bams, Dennis & Walkowiak, Kim & Wolff, Christian C, 2003. "More Evidence on the Dollar Risk Premium in the Foreign Exchange Market," CEPR Discussion Papers 3726, C.E.P.R. Discussion Papers.
  4. Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C, 2002. "An Evaluation Framework for Alternative VaR Models," CEPR Discussion Papers 3403, C.E.P.R. Discussion Papers.
  5. Bams, Dennis & Wolff, Christian C, 2000. "Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach," CEPR Discussion Papers 2392, C.E.P.R. Discussion Papers.
  6. Bams, D. & Wolff, C., 1998. "Risk Premia in Term Structure of Interest Rates: A Panel Data Approach," Papers 98-50, Southern California - School of Business Administration.
  7. Bams, Dennis & Schotman, Peter C, 1998. "Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models," CEPR Discussion Papers 2034, C.E.P.R. Discussion Papers.

Articles

  1. Dennis Bams & Thorsten Lehnert & Christian C. P. Wolff, 2009. "Loss Functions in Option Valuation: A Framework for Selection," Management Science, INFORMS, vol. 55(5), pages 853-862, May.
  2. Rogér Otten & Dennis Bams, 2007. "The Performance of Local versus Foreign Mutual Fund Managers," European Financial Management, European Financial Management Association, vol. 13(4), pages 702-720.
  3. Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P., 2005. "An evaluation framework for alternative VaR-models," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 944-958, October.
  4. Rogér Otten & Dennis Bams, 2004. "How to measure mutual fund performance: economic versus statistical relevance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 44(2), pages 203-222.
  5. Bams, Dennis & Walkowiak, Kim & Wolff, Christian C. P., 2004. "More evidence on the dollar risk premium in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 23(2), pages 271-282, March.
  6. Bams, Dennis & Schotman, Peter C., 2003. "Direct estimation of the risk neutral factor dynamics of Gaussian term structure models," Journal of Econometrics, Elsevier, vol. 117(1), pages 179-206, November.
  7. Bams, Dennis & Wolff, Christian C. P., 2003. "Risk premia in the term structure of interest rates: a panel data approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 211-236, July.
  8. Roger Otten & Dennis Bams, 2002. "European Mutual Fund Performance," European Financial Management, European Financial Management Association, vol. 8(1), pages 75-101.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (5) 2003-02-18 2003-04-09 2005-06-14 2012-11-17 2013-12-15. Author is listed
  2. NEP-FIN: Finance (3) 2003-02-18 2003-04-09 2005-06-14. Author is listed
  3. NEP-FMK: Financial Markets (3) 2003-02-18 2003-04-09 2005-06-14. Author is listed
  4. NEP-BAN: Banking (2) 2012-11-17 2013-12-15. Author is listed
  5. NEP-ECM: Econometrics (2) 2003-02-26 2005-06-14. Author is listed
  6. NEP-IFN: International Finance (2) 2003-02-18 2003-04-09. Author is listed
  7. NEP-CFN: Corporate Finance (1) 2003-02-18
  8. NEP-ETS: Econometric Time Series (1) 2005-06-14

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