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Ulf Erik Holmberg

This is information that was supplied by Ulf Holmberg in registering through RePEc. If you are Ulf Erik Holmberg , 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:Ulf
Middle Name:Erik
Last Name:Holmberg
Suffix:
RePEc Short-ID:pho334
http://www.econ.umu.se/%7Eulf.holmberg/
Umeå, Sweden
http://www.econ.umu.se/

: 090 - 786 61 42
090 - 77 23 02
901 87 Umeå
RePEc:edi:inumuse (more details at EDIRC)
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  1. Holmberg, Ulf, 2012. "Error Corrected Disequilibrium," Umeå Economic Studies 837, Umeå University, Department of Economics.
  2. Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian, 2012. "Assessing the profitability of intraday opening range breakout strategies," Umeå Economic Studies 845, Umeå University, Department of Economics.
  3. Holmberg, Ulf, 2012. "Essays on Credit Markets and Banking," Umeå Economic Studies 840, Umeå University, Department of Economics.
  4. Holmberg, Ulf, 2012. "The Credit Market and the Determinants of Credit Crunches: An Agent Based Modeling Approach," Umeå Economic Studies 836, Umeå University, Department of Economics.
  5. Holmberg, Ulf & Sjögren, Tomas & Hellström, Jörgen, 2012. "Comparing Centralized and Decentralized Banking: A Study of the Risk-Return Profiles of Banks," Umeå Economic Studies 838, Umeå University, Department of Economics.
  6. Holmberg, Ulf, 2011. "Banking and the Determinants of Credit Crunches," Umeå Economic Studies 822, Umeå University, Department of Economics.
  7. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009. "Value at Risk for Large Portfolios," Umeå Economic Studies 769, Umeå University, Department of Economics.
  1. Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian, 2013. "Assessing the profitability of intraday opening range breakout strategies," Finance Research Letters, Elsevier, vol. 10(1), pages 27-33.
  2. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2011. "Value at Risk and Expected Shortfall for large portfolios," Finance Research Letters, Elsevier, vol. 8(2), pages 59-68, June.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 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-BAN: Banking (4) 2011-04-23 2012-02-27 2012-02-27 2012-04-03. Author is listed
  2. NEP-CTA: Contract Theory & Applications (2) 2011-04-23 2012-02-27. Author is listed
  3. NEP-ENE: Energy Economics (1) 2012-09-03
  4. NEP-MST: Market Microstructure (1) 2012-09-03
  5. NEP-RMG: Risk Management (1) 2009-04-05

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