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Report NEP-CFN-2004-07-26
This is the archive for NEP-CFN, a report on new working papers in the area of Corporate Finance. Zelia Serrasqueiro issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-CFN
The following items were announced in this report:
- Marc Henrard, 2004, "Swaptions: 1 price, 10 deltas, and ... 6 1/2 gammas," Finance, University Library of Munich, Germany, number 0407018, Jul, revised 27 Sep 2005.
- Hendri Adriaens & Bas Donkers, 2004, "Extending the CAPM model," Computing in Economics and Finance 2004, Society for Computational Economics, number 204, Aug.
- David Goldbaum, 2004, "On the Possibility of Informationally Efficient Markets," Computing in Economics and Finance 2004, Society for Computational Economics, number 139, Aug.
- Silviu Iulian Alb, 2004, "Explaining the Beta, Size and Value Effects Under the Relative Value Theory," Finance, University Library of Munich, Germany, number 0407013, Jul, revised 22 Jul 2004.
- Gianfranco E. Atzeni & C. Piga, 2003, "Credit Rationing in High-Tech firms and sample selection," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200304.
- Auke Plantinga & Franks Sortino & Robert van der Meer, 2004, "The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets," Finance, University Library of Munich, Germany, number 0407016, Jul.
- Syed A. Basher & Perry Sadorsky, 2004, "Day-of-the-week effects in emerging stock markets," Finance, University Library of Munich, Germany, number 0407017, Jul.