Discussion paper DP2166 Performance and Characteristics of Swedish Mutual Funds 1993-97 Paul Söderlind Magnus Dahlquist Stefan Engström 28 Jun 1999 Financial Economics G11 G12 G23
Discussion paper DP2066 Risk Taking and Optimal Contracts for Money Managers Frédéric Palomino Andrea Prat 28 Feb 1999 Financial Economics D82 G11 G24
Discussion paper DP2088 Least Squares Predictions and Mean-Variance Analysis Enrique Sentana 28 Feb 1999 Financial Economics G11
Discussion paper DP1885 Performance Measures for Dynamic Portfolio Management Lars Tyge Nielsen Maria Vassalou 31 May 1998 Financial Economics G11 G23
Discussion paper DP1795 Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Martin Lettau 31 Jan 1998 Financial Economics International Macroeconomics E44 G11 G12
Discussion paper DP1663 Evaluating Portfolio Performance with Stochastic Discount Factors Paul Söderlind Magnus Dahlquist 27 Jun 1997 Financial Economics G11 G12 G23
Discussion paper DP1652 Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments Lars Tyge Nielsen Maria Vassalou 30 May 1997 Financial Economics G11 G12
Discussion paper DP1601 Enterprises in Transition: Macroeconomic Influences on Enterprise Decision-making and Performance Willem Buiter Ricardo Lago Hélène Rey 30 Apr 1997 Transition Economics D23 E22 E63 G11 G20 O11 O12 O57 P52
Discussion paper DP1548 A Portfolio Approach to a Cross-sectoral and Cross-National Investment Strategy in Transition Economies Willem Buiter Ricardo Lago Hélène Rey 31 Jan 1997 Transition Economics D20 E44 F21 F41 G11 G24 G32 P27
Discussion paper DP888 Income Risk, Borrowing Constraints and Portfolio Choice Luigi Guiso Tullio Jappelli Daniele Terlizzese 31 Jan 1994 International Macroeconomics D81 G11