Report NEP-FIN-2001-08-15This 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:
- Herakles Polemarchakis, 2001. "The taxation of trades in assests," Working Papers 2001-21, Brown University, Department of Economics.
- Herakles Polemarchakis, 2001. "Debt, liquidity and dynamics," Working Papers 2001-22, Brown University, Department of Economics.
- Sohnke M. Bartram, 2001. "Corporate Risk Management as a Lever for Shareholder Value Creation," Finance 0108002, EconWPA, revised 10 Aug 2001.
- Asger Lunde & Peter Reinhard Hansen, 2001. "A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?," Working Papers 2001-04, Brown University, Department of Economics.
- Peter Christoffersen & Kris Jacobs, 2001. "The Importance of the Loss Function in Option Pricing," CIRANO Working Papers 2001s-45, CIRANO.
- P.J.J. Herings & Herakles Polemarchakis, 2001. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Working Papers 2001-28, Brown University, Department of Economics.
- Rose, Caspar, 2001. "Corporate Financial Performance and the Use of Takeover Defenses," Working Papers 2001-4, Copenhagen Business School, Department of Finance.