Report NEP-FIN-1999-12-01This is the archive for NEP-FIN, a report on new working papers in the area of Finance. issued this report. It is usually issued weekly.
This report is closed
Other reports in NEP-FIN
The following items were announced in this report:
- Jaap Geluk & Liang Peng & Casper G. de Vries, 1999. "Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series," Tinbergen Institute Discussion Papers 99-088/2, Tinbergen Institute.
- Item repec:wop:calsdi:9920 is not listed on IDEAS anymore
- Item repec:dgr:rugsom:99b31 is not listed on IDEAS anymore
- J. Doyne Farmer, 1999. "Physicists Attempt to Scale the Ivory Towers of Finance," Working Papers 99-10-073, Santa Fe Institute.
- Item repec:dgr:rugsom:99e40 is not listed on IDEAS anymore
- Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999. "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Tinbergen Institute Discussion Papers 99-082/4, Tinbergen Institute.