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Working papers from 2003

No. Title and author(s)
15/2003 Adaptive systems for foreign exchange trading (pdf, 399KB)
M.P. Austin, R.G. Bates, M.A.H. Dempster and S.N. Williams
14/2003 Hedging European and barrier options using stochastic optimization (pdf, 382KB)
Michael Villaverde
13/2003 Econometric modelling for global asset liability management (pdf, 2MB)
Santiago Arbeleche and M.A.H. Dempster
12/2003 Global fund management using stochastic optimization (pdf, 398KB)
Michael Villaverde
11/2003 Review: structuration theory and information systems research (pdf, 297KB)
Matthew Jones and Helena Karsten
10/2003 The marginal impacts of CO2, CH4 and SF6 emissions (pdf, 114KB)
Chris Hope
09/2003 A framework to measure integrated risk (pdf, 502KB)
Elena A. Medova and R.G. Smith
08/2003 Is the long wave getting shorter? (pdf, 480KB)
Bartholomew Dowling
07/2003 Structured products for pension funds (pdf, 778KB)
M.A.H. Dempster, M. Germano, Elena A. Medova and M. Villaverde
06/2003 Evolutionary reinforcement learning in FX order book and order flow analysis (pdf, 416KB)
R.G. Bates, M.A.H. Dempster and Y.S. Romahi
05/2003 Portfolio management for pension funds (pdf, 344KB)
S. Arbeleche, M.A.H. Dempster, Elena A. Medova, G.W.P. Thomson and M. Villaverde
04/2003 Nature, nurture and economic growth (pdf, 484KB)
Bartholomew Dowling
03/2003 Culture and management in China (pdf, 125KB)
John Child and Malcolm Warner
02/2003 Global strategic alliance membership: market versus institutional criteria (pdf, 120KB)
Malcolm Warner, Eden Yin and Chong Ju Choi
01/2003 Applying a CBA model to the Three Gorges Project in China (pdf, 482KB)
Risako Morimoto and Chris Hope