------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Mon Feb 1 02:00:58 CST 1999. (To retrieve abstracts without full papers, use e.g. get 9902001.abs ) get 3 2.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9902001 From: kni@thsun7.ph.bham.ac.uk Date: Wed, 3 Feb 1999 13:03:20 -0600 (CST) ( 0kb + 179kb + 87kb ) Title: Virtual Arbitrage Pricing Theory Author: Kirill Ilinski (University of Birmingham, UK) Contact: kni@th.ph.bham.ac.uk Comments: Type of Document - Postscript; prepared on UNIX Sparc TeX; to print on HP; pages: 12 Keywords: asset pricing, virtual arbitrage JEL: EWPA-references: Report-no: IPHYS-1-1999 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9902002 From: kni@thsun7.ph.bham.ac.uk Date: Wed, 3 Feb 1999 13:05:51 -0600 (CST) ( 0kb + 177kb + 66kb ) Title: How to account for virtual arbitrage in the standard derivative pricing Author: Kirill Ilinski (University of Birmingham, UK) Contact: kni@th.ph.bham.ac.uk Comments: Type of Document - Postscript; prepared on UNIX Sparc TeX; to print on HP; pages: 7 Keywords: asset pricing, virtual arbitrage JEL: EWPA-references: Report-no: IPHYS-2-1999 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9902003 From: paolop@unive.it Date: Mon, 8 Feb 1999 11:47:28 -0600 (CST) ( 0kb + 929kb ) Title: Utility based pricing of contingent claims Author: A. Gamba (Venice University) and P. Pellizzari (Venice University) Contact: angamba@unive.it Comments: Type of Document - LaTex; prepared on Mac; to print on PostScript; pages: 19; figures: included Keywords: Incomplete markets, reservation price, expected utility, optimization JEL: c61 d52 g13 EWPA-references: Report-no: 1999-1 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9902004 From: Joergen Vitting Andersen Date: Thu, 11 Feb 1999 14:10:43 +0100 (MET) ( 4460kb + 1301kb + 151kb ) Title: "Nonlinear" covariance matrix and portfolio theory for non-Gaussian multivariate distributions Authors: D. Sornette (University of California, Los Angeles) and P. Simonetti (University of Southern California) and J.V. Andersen (Nordic Institute of Theoretical Physics) Contact: sornette@cyclop.ess.ucla.edu Comments: Latex, 75 pages, 25 figures JEL: F3 Report-no: UCLA-110298 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9902005 From: bagdon@haas.berkeley.edu Date: Fri, 12 Feb 1999 13:03:29 -0600 (CST) ( 0kb + 278kb ) Title: Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms Author: Bronwyn H. Hall (Nuffield College & Oxford & University of California at Berkeley & IFS & NBER) and Jacques Mairesse (INSEE-CREST & EHESS & NBER) and Lee Branstetter (UC Davis & NBER) and Bruno Crepon (INSEE-CREST) Contact: bhhall@econ.berkeley.edu Comments: Type of Document - Acrobat .pdf; prepared on Maybe TeX; to print on HP/; pages: 49; figures: included Keywords: investment, R&D, panel data, international comparisons, cash flow, firm-level JEL: G32, O32, C33 EWPA-references: Report-no: IBER-CalBerk E98-260 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9902006 From: mili@ere.umontreal.ca ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ( 27kb ) Date: Fri, 12 Feb 1999 13:36:43 -0600 Title: New BibEc entries: Financial Economics Author: BibEc_Editor Mr. Fethy Mili (Universite de Montreal) Contact: mili@ere.umontreal.ca Phone: 514-343-6111 Address: Mr. Fethy Mili Departement des Sciences Economiques Universite de Montreal C.P. 6128, succ. Centre-ville Montreal, Canada H3C 3J7 Expires: 12/31/50 JEL: G URL: http://netec.wustl.edu/BibEc/BibEc.html EWPA-references: Keywords: Report-no: BIBECG021299 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9902007 From: espehaug@online.no ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ( 0kb ) Date: Mon, 15 Feb 1999 14:11:58 -0600 (CST) Title: Barrier Put-Call Transformations Author: Espen Gaarder Haug Tempus Financial Engineering Contact: espehaug@online.no Phone: Address: Espen Gaarder Haug Tempus Financial Engineering AS Kroerveien 1, 1430 Aas JEL: G0 URL: http://home.sol.no/~eshaug/ EWPA-references: TFE 3/97 Keywords: Options, Barrier Options, Exotic Options, Double Barrier Options Report-no: TFE3/97Transformations \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9902008 From: espehaug@online.no ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ( 0kb ) Date: Tue, 16 Feb 1999 10:19:08 -0600 (CST) Title: Closed Form Valuation of American Barrier Options Author: Espen Gaarder Haug Tempus Financial Engineering Contact: espehaug@online.no Phone: Address: Espen Gaarder Haug Tempus Financial Engineering Kroerveien 1 JEL: G URL: http://home.sol.no/~eshaug/ EWPA-references: TFE 4/98 Keywords: Options, American Barrier Options, Closed Form Solution Report-no: TFE4/98AmericanBarriers \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9902009 From: bagdon@haas.berkeley.edu Date: Thu, 18 Feb 1999 13:37:47 -0600 (CST) ( 0kb + 1337kb ) Title: Innovation and Market Value Author: Bronwyn H. Hall (Oxford University, University of California, Berkeley, NBER, and IFS) Contact: bhhall@econ.berkeley.edu Comments: Type of Document - Acrobat.pdf; pages: 35; figures: included Keywords: innovation, intangibles, R&D, patents, market value, patent citations JEL: G12, O30 EWPA-references: Report-no: IBER-CalBerk Econ E99-265 \\