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Dennis F.M. Bams

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Personal Details

First Name:Dennis
Middle Name:F.M.
Last Name:Bams
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RePEc Short-ID:pba780
Email:[This author has chosen not to make the email address public]
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Location: Maastricht, Netherlands
Homepage: http://www.maastrichtuniversity.nl/sbe
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Postal: Postbus 616, 6200 MD Maaastricht
Handle: RePEc:edi:femaanl (more details at EDIRC)
Location: Maastricht, Netherlands
Homepage: http://www.maastrichtuniversity.nl/SBE
Email:
Phone: +31 (0)43 38 83 830
Fax:
Postal: P.O. Box 616, 6200 MD Maastricht
Handle: RePEc:edi:meteonl (more details at EDIRC)
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  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.
    RePEc:ner:tilbur:urn:nbn:nl:ui:12-88468 is not listed on IDEAS
    RePEc:ner:tilbur:urn:nbn:nl:ui:12-85220 is not listed on IDEAS
  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.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2012-11-17 2013-12-15. Author is listed
  2. NEP-CFN: Corporate Finance (1) 2003-02-18
  3. NEP-ECM: Econometrics (2) 2003-02-26 2005-06-14. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2005-06-14
  5. NEP-FIN: Finance (3) 2003-02-18 2003-04-09 2005-06-14. Author is listed
  6. NEP-FMK: Financial Markets (3) 2003-02-18 2003-04-09 2005-06-14. Author is listed
  7. NEP-IFN: International Finance (2) 2003-02-18 2003-04-09. Author is listed
  8. NEP-RMG: Risk Management (5) 2003-02-18 2003-04-09 2005-06-14 2012-11-17 2013-12-15. Author is listed

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