Report NEP-RMG-2004-03-22

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report:

• Massimo Massa & William Goetzmann & K. Rouwenhorst, 2000, "Behavioral Factors in Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm8, Mar, revised 01 Jan 2001.
• William N. Goetzmann & Alok Kumar, 2004, "Equity Portfolio Diversification," Yale School of Management Working Papers, Yale School of Management, number ysm17, Mar.
• Stephen J. Brown & William N. Goetzmann & Mark Grinblatt, 2004, "Positive Portfolio Factors," Yale School of Management Working Papers, Yale School of Management, number ysm27, Mar.
• William N. Goetzmann & Massimo Massa, 2003, "Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias," Yale School of Management Working Papers, Yale School of Management, number ysm14, Jan.
• Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe, 2002, "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm24, Sep.
• William N. Goetzmann & Matthew I. Spiegel & Andrey Ukhov, 2004, "Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version)," Yale School of Management Working Papers, Yale School of Management, number ysm25, Mar.
• Engsted, Tom & Tanggaard, Carsten, 2004, "Speculative bubbles in stock prices? Tests based on the price-dividend ratio," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number 04-1, Mar.
• Vitor Gaspar & Gabriel Pérez Quir? & Hugo Rodr?uez Mendiz?al, 2004, "Interest Rate Determination in the Interbank Market," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 603.04, Feb.
• J.Ramon Martinez-Resano, 2004, "Central bank Financial Independence," Macroeconomics, University Library of Munich, Germany, number 0403011, Mar.
• William N. Goetzmann & Stephen J. Brown & James M. Park, 2004, "Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs," Yale School of Management Working Papers, Yale School of Management, number ysm10, Feb.
• Stephen J. Brown & William N. Goetzmann & Alok Kumar, 2004, "The Dow Theory: William Peter Hamilton's Track Record Re-considered," Yale School of Management Working Papers, Yale School of Management, number ysm30, Mar.
• William N. Goetzmann & Massimo Massa, 1999, "Daily Momentum And Contrarian Behavior Of Index Fund Investors," Yale School of Management Working Papers, Yale School of Management, number ysm13, Dec.
• Item repec:rpi:rpiwpe:0404 is not listed on IDEAS anymore

• Stephen Brown & William Goetzmann, 2001, "Hedge Funds With Style," Yale School of Management Working Papers, Yale School of Management, number ysm21, Feb, revised 01 Apr 2008.
• Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 1998, "Pairs Trading: Performance of a Relative Value Arbitrage Rule," Yale School of Management Working Papers, Yale School of Management, number ysm26, Nov.
• Bradford Case & William Goetzmann & K. Rouwenhorst, 1999, "Global Real Estate Markets: Cycles And Fundamentals," Yale School of Management Working Papers, Yale School of Management, number ysm20, Apr, revised 01 Jan 2001.
• Stephen J. Brown & William N. Goetzmann & Bing Liang, 2004, "Fees on Fees in Funds of Funds," Yale School of Management Working Papers, Yale School of Management, number ysm18, Mar.
• Massimo Massa & William N. Goetzmann, 1999, "Index Funds and Stock Market Growth," Yale School of Management Working Papers, Yale School of Management, number ysm23, Apr.
• William N. Goetzmann & Philippe Jorion, 2004, "A Century of Global Stock Markets," Yale School of Management Working Papers, Yale School of Management, number ysm16, Mar.
• Belke, Ansgar H. & Setzer, Ralph, 2004, "Exchange Rate Volatility and Employment Growth: Empirical Evidence from the CEE Economies," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1038, Mar.
• William N. Goetzmann & Jonathan E. Ingersoll, Jr. & Stephen A. Ross, 2004, "High Water Marks," Yale School of Management Working Papers, Yale School of Management, number ysm22, Mar.
• William N. Goetzmann & Jonathan E. Ingersoll, Jr. & Matthew I. Spiegel & Ivo Welch, 2002, "Sharpening Sharpe Ratios," Yale School of Management Working Papers, Yale School of Management, number ysm29, Feb.
• Arias, Guillaume & Erlandsson, Ulf, 2004, "Regime switching as an alternative early warning system of currency crises - an application to South-East Asia," Working Papers, Lund University, Department of Economics, number 2004:11, Mar.
• William N. Goetzmann & Ning Zhu, 2004, "Rain or Shine: Where is the Weather Effect?," Yale School of Management Working Papers, Yale School of Management, number ysm28, Mar.

Report NEP-RMG-2004-03-22

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report: