------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Sun Feb 1 00:01:05 CST 2004. (To retrieve abstracts without full papers, use e.g. get 0402001.abs ) get 9404003 95011002.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402001 From: ferncapital@yahoo.com Date: Sun, 1 Feb 2004 18:08:53 -0600 ( 0kb + 70kb ) Date (revised): Mon, 2 Feb 2004 08:25:08 -0600 Title: SIMPLE TRADING RULES: TRADING ON IBEX AT MEFF Author: Fernando Rubio (FERNCAPITAL S.A.) Contact: ferncapital@yahoo.com Comments: Type of Document - pdf; prepared on WinXP; pages: 17 Keywords: Spain, Ibex, futures, trading, MEFF, strategies JEL: G10, G14, G15 EWPA-references:ewp-fin/0402001 Report-no: yeyita071 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402002 From: ferncapital@yahoo.com Date: Mon, 2 Feb 2004 11:56:26 -0600 ( 0kb + 145kb ) Title: CORTE TRANSVERSAL DE LOS RETORNOS ESPERADOS EN EL MERCADO ACCIONARIO CHILENO Author: Fernando Rubio (FERNCAPITAL S.A.) Contact: ferncapital@yahoo.com Comments: Type of Document - pdf; prepared on WinXP; pages: 39 Keywords: Chile, bolsa, acciones, corte transversal, retorno, riesgo JEL: G10, G14, G15 EWPA-references: Report-no: yeyita072 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402003 From: ferncapital@yahoo.com Date: Mon, 2 Feb 2004 13:41:04 -0600 ( 0kb + 236kb ) Title: LA ESTRATEGIA DEL BANCO BILBAO VIZCAYA FRENTE AL BANCO SANTANDER Author: Fernando Rubio (FERNCAPITAL S.A.) Contact: ferncapital@yahoo.com Comments: Type of Document - pdf; prepared on WinXP; pages: 62 Keywords: España, estrategia, BBVA, BSCH, análisis estratégico, banca JEL: G20, G21, G34 EWPA-references: Report-no: yeyita073 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402004 From: ferncapital@yahoo.com Date: Mon, 2 Feb 2004 15:43:59 -0600 ( 0kb + 97kb ) Title: DURACION EFECTIVA DE BONOS PREPAGABLES. Una nota técnica Author: Fernando Rubio (FERNCAPITAL S.A.) Contact: ferncapital@yahoo.com Comments: Type of Document - pdf; prepared on WinXP; pages: 25 Keywords: España, duración, bonos, prepago, opciones, Salomon Brothers JEL: G10, G12 EWPA-references: Report-no: yeyita076 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402005 From: ferncapital@yahoo.com Date: Tue, 3 Feb 2004 07:12:35 -0600 ( 0kb + 355kb ) Title: LA ESTRATEGIA DE CITICORP EN CHILE. Capitulo 3. EL MERCADO FINANCIERO CHILENO Author: Fernando Rubio (FERNCAPITAL S.A.) Contact: ferncapital@yahoo.com Comments: Type of Document - pdf; prepared on WinXP; pages: 131 Keywords: Chile, estrategia, Citicorp, Citibank, Citigroup, análisis estratégico, banca JEL: G20, G21, G22, G23, G24 EWPA-references: Report-no: yeyita077 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402006 From: ferncapital@yahoo.com Date: Tue, 3 Feb 2004 14:47:20 -0600 ( 0kb + 295kb ) Title: LA ESTRATEGIA DE CITICORP EN CHILE. Capítulos 4 a 7 Author: Fernando Rubio (FERNCAPITAL S.A.) Contact: ferncapital@yahoo.com Comments: Type of Document - pdf; prepared on WinXP; pages: 107 Keywords: Chile, estrategia, Citicorp, Citibank, Citigroup, análisis estratégico, banca JEL: G20, G21, G22, G23, G24 EWPA-references: Report-no: yeyita078 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402007 From: ferncapital@yahoo.com Date: Wed, 4 Feb 2004 08:51:49 -0600 ( 0kb + 78kb ) Title: CAPITAL ASSET PRICING MODEL (CAPM) Y ARBITRAGE PRICING THEORY (APT): UNA NOTA TÉCNICA Author: Fernando Rubio (FERNCAPITAL S.A.) Contact: ferncapital@yahoo.com Comments: Type of Document - pdf; prepared on WinXP; pages: 26 Keywords: CAPM, APT, modelos, valuación, activos, capital JEL: G10, G12 EWPA-references: Report-no: yeyita079 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402008 From: marc.henrard@bis.org Date: Mon, 9 Feb 2004 14:59:32 -0600 ( 0kb + 257kb ) Title: Overnight Indexed Swaps and Floored Compounded Instrument in HJM One-Factor Model Author: Marc Henrard (Bank for International Settlements) Contact: marc.henrard@bis.org Comments: Type of Document - LaTeX; prepared on Linux; to print on ??; pages: 16; figures: none. Comments, suggestions are welcome! Keywords: Overnight indexed swaps, option on OIS, Asian option, compounded average, explicit formula, HJM model, one factor model, hedging JEL: G13, E43 EWPA-references: ewp-fin/0310009 Report-no: HEN.WP.2 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402009 From: bp@bparanque.com Date: Tue, 10 Feb 2004 05:22:42 -0600 ( 0kb + 116kb ) Date (revised): Thu, 26 Feb 2004 08:49:04 -0600 Date (revised): Fri, 27 Feb 2004 01:44:05 -0600 Date (revised): Fri, 27 Feb 2004 01:56:56 -0600 Date (revised): Mon, 22 Mar 2004 13:04:22 -0600 Title: SECTEURS DE FINANCEMENT ET GESTION DE LA RENTABILITE Flexibilité financière et performances - Sectors of financing and profitability Author: Paranque Bernard (Euromed Marseille Ecole de Management) Contact: bp@bparanque.com Comments: Type of Document - pdf; prepared on win98; to print on A4; pages: 21; figures: 4. Paper in french Keywords: finance JEL: D2 G3 EWPA-references: ewp-fin Report-no: 2004-01 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402010 From: ferncapital@yahoo.com Date: Tue, 10 Feb 2004 17:09:31 -0600 ( 0kb + 204kb ) Title: FACTORES DE RIESGO NO SISTEMATICO EN LA EXPLICACION DE LOS RETORNOS DE LAS ACCIONES EN EL MERCADO BURSATIL CHILENO Author: Fernando Rubio (FERNCAPITAL S.A.) Contact: ferncapital@yahoo.com Comments: Type of Document - pdf; prepared on WinXP; pages: 21 Keywords: Chile, estrategias, inversión, valuación, activos, retorno, riesgo JEL: G10, G12, G14 EWPA-references: Report-no: yeyita080 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402011 From: christen@levy.org Date: Tue, 10 Feb 2004 11:49:14 -0600 ( 0kb + 228kb ) Title: Borrowing Alone The Theory and Policy Implications of the Commodification of Finance Author: Greg Hannsgen (Levy Economics Institute) Contact: hannsgen@levy.org Comments: Type of Document - pdf; to print on 23 Keywords: trust, securitization, banks, social economics, discrimination, social networks JEL: : B590, G180, G280, G300 EWPA-references: Report-no: wp401.pdf \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402012 From: ferncapital@yahoo.com Date: Thu, 12 Feb 2004 07:48:30 -0600 ( 0kb + 134kb ) Title: LA INFORMACION CONTABLE Y LA VALUACION DE ACTIVOS DE CAPITAL EN EL SECTOR DE INVERSIONES CHILENO Author: Fernando Rubio (FERNCAPITAL S.A.) Contact: ferncapital@yahoo.com Comments: Type of Document - pdf; prepared on WinXP; pages: 12 Keywords: Chile, costo, capital, valuación, activos, retorno, riesgo JEL: G10, G12, G14, G32 EWPA-references: Report-no: yeyita081 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402013 From: uli.spreitzer@genion.de Date: Thu, 12 Feb 2004 14:10:28 -0600 ( 0kb + 173kb ) Title: An investigation of a portfolio-loss under the CAPM Author: V. Reznik and U. Spreitzer Contact: uli.spreitzer@genion.de Comments: Type of Document - pdf; prepared on win98; pages: 8; Keywords: portfolio CAPM loss JEL: EWPA-references: Report-no: ulilucia2001 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402014 From: konrad.suter@converium.com Date: Tue, 17 Feb 2004 06:59:42 -0600 ( 0kb + 783kb ) Title: Using the Scaling Analysis to Characterize Financial Markets Author: T. Di Matteo (Universita degli Studi di Salerno) and T. Aste (Australian National University) and Michel M. Dacorogna (Converium) Contact: michel.dacorogna@converium.com Comments: Type of Document - pdf; prepared on WinNT; to print on HP A4; pages: 49; figures: included Keywords: scaling exponents, time series analysis, multi-fractals, financial market JEL: G1 EWPA-references: Report-no: MD200402 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402015 From: ferncapital@yahoo.com Date: Thu, 19 Feb 2004 13:29:26 -0600 ( 0kb + 315kb ) Title: ADMINISTRACIÓN DE LA CONTABILIDAD DE COSTOS. APUNTES DE CLASES Y EJERCICIOS (CASOS). BORRADOR. Author: Fernando Rubio (FERNCAPITAL S.A.) Contact: ferncapital@yahoo.com Comments: Type of Document - pdf; prepared on WinXP Keywords: Administración, contabilidad, costos JEL: G10, G20, G30 EWPA-references: Report-no: yeyita082 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402016 From: ddentche@stevens.edu Date: Thu, 19 Feb 2004 21:08:54 -0600 ( 0kb + 227kb ) Title: Portfolio Optimization With Stochastic Dominance Constraints Author: Darinka Dentcheva (Stevens Institute of Technology) and Andrzej Ruszczynski (Rutgers University) Contact: ddentche@stevens.edu Comments: Type of Document - pdf; prepared on WinXP; to print on any; pages: 26; figures: 1 Keywords: portfolio optimization, stochastic dominance, risk, utility functions, duality JEL: EWPA-references: Report-no: ardd-05-2003 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402017 From: ferncapital@yahoo.com Date: Mon, 23 Feb 2004 07:24:35 -0600 ( 0kb + 111kb ) Title: SOME TECHNICAL ANALYSIS ON THE STOCK MARKET: SPAIN AND USA Author: Fernando Rubio (FERNCAPITAL S.A.) Contact: ferncapital@yahoo.com Comments: Type of Document - pdf; prepared on WinXP; pages: 15 Keywords: Technical Analysis, investment strategies, Spain, USA, stocks JEL: G10, G14, G15 EWPA-references: Report-no: yeyita084 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402018 From: daniel.capocci@kbl-bank.com Date: Thu, 26 Feb 2004 02:15:58 -0600 ( 0kb + 461kb ) Title: Hedge Fund Performance and Persistence in Bull and Bear Markets Author: Capocci Daniel (University of Liège) and Corhay Albert (University of Liege) and Hübner Georges (University of Liege) Contact: daniel.capocci@student.ulg.ac.be Comments: Type of Document - pdf; prepared on win98; to print on /; pages: 40; figures: Yes Keywords: Hedge fund, hedge funds, carhart, capocci, hubner, performance, persistence, decile analysis JEL: G2 G11 G15 EWPA-references: / Report-no: DCDC \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402019 From: paranque@bparanque.com Date: Fri, 27 Feb 2004 01:39:18 -0600 ( 0kb + 51kb ) Date (revised): Mon, 22 Mar 2004 13:29:37 -0600 Title: Des conventions aux performances : pour un outil d’élaboration d’un accord - Toward an agreement Author: Paranque Bernard (Euromed Marseille Ecole de Management) Contact: paranque@bparanque.com Comments: Type of Document - pdf; pages: 8 . paper in french, ref 2004- 02 Keywords: agreement, shareholder, stakholder, convention JEL: D2 G3 EWPA-references: ewp-fin Report-no: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0402020 From: iulian_s_alb@yahoo.com Date: Fri, 27 Feb 2004 07:11:06 -0600 ( 0kb + 163kb ) Title: Would the CAPM Hold in a Risk-Indifferent World? Author: Silviu Iulian Alb Contact: iulian_s_alb@yahoo.com Comments: Type of Document - Word97 document; prepared on Windows98; pages: 21; figures: None Keywords: Relative Value Theory, CAPM, RVT, Asset Valuation, Market Equilibrium, Beta, Rationality JEL: EWPA-references: ewp-fin/0106003, ewp-fin/0311005 Report-no: rvt3alb2004 \\