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Working papers from 2004

No. Title and author(s)
18/2004 An automated FX trading system using adaptive reinforcement learning (pdf, 598KB)
M.A.H. Dempster and Vasco Leemans
17/2004 Designing minimum guaranteed return funds (pdf, 522KB)
M.A.H. Dempster, M. Germano, Elena A. Medova, Muriel I. Rietbergen, F. Sandrini and M. Scrowston
16/2004 Electricity generation with looped transmission networks: bidding to an ISO (pdf, 301KB)
Xinmin Hu, Daniel Ralph, Eric K. Ralph, Peter Bardsley and Michael C. Ferris)
Also available via the Social Science Research Network website
15/2004 The cost of conviction in British politics: what happens to Labour's majority if the party moves back to the left? (pdf, 188KB)
Chris Hope
14/2004 Corporate social responsibility audit: from theory to practice (pdf, 125KB)
Risako Morimoto, John Ash and Chris Hope
13/2004 Decision making analysis to assess the silent aircraft project (pdf, 319KB)
Risako Morimoto and Chris Hope
12/2004 Pricing equity default swaps using structural credit models (pdf, 155KB)
Elena A. Medova and Robert G. Smith
11/2004 Does the firm-specific asset volatility process implied by the equity market revert to a constant value? (pdf, 203KB)
Elena A. Medova and Robert G. Smith
10/2004 Volatility-induced financial growth (pdf, 508KB)
M.A.H Dempster, Igor V. Evstigneev and Klaus R. Schenk-Hoppé
09/2004 Empirical Bayes estimation with dynamic portfolio models (pdf, 645KB)
Leonard C. MacLean, Michael E. Foster and William T. Ziemba
08/2004 Building a risk measurement framework for hedge funds and funds of funds (pdf, 701KB)
T.R.J. Goodworth and C.M. Jones
07/2004 Economic capital gauged (pdf, 660KB)
Pia E.K. Berg-Yuen and Elena A. Medova
06/2004 Prospective earnings per share (pdf, 897KB)
R.G. Bates, M.A.H. Dempster, H.G. Go and Y.S. Yong
05/2004 Chance, choice and determinism in strategy (pdf, 828KB)
Mark de Rond and Raymond-Alain Thiétart
04/2004 The management of human resources in Shanghai: a case study of policy responses to employment and unemployment in the People's Republic of China (pdf, 121KB)
Grace O.M. Lee and Malcolm Warner
03/2004 Reputation resources, commitment and performance of film projects in the USA and Canada (1988-1997) (pdf, 331KB)
Allègre L. Hadida
02/2004 Changing patterns of human resource management in contemporary China: WTO accession and enterprise responses (pdf, 109KB)
Ying Zhu and Malcolm Warner
01/2004 Confessions of an IS consultant, or, The limitations of structuration theory (pdf, 278KB)
Mark Thompson

Other working papers by members of our Faculty

Published by the University of Cambridge Electricity Policy Working Group

No. Title and author(s)
66 Electricity market reform in the European Union: review of progress towards liberalisation and integration
Tooraj Jamasb and Michael Pollitt
65 Electricity generation with looped transmission networks: bidding to an ISO
Xinmin Hu, Daniel Ralph, Eric K. Ralph, Peter Bardsley and Michael C. Ferris
62 Regulation of transmission expansion in Argentina part II: developments since the Fourth Line
Stephen C. Littlechild and Carlos J. Skerk
61 Regulation of transmission expansion in Argentina part I: state ownership, reform and the Fourth Line
Stephen C. Littlechild and Carlos J. Skerk
58 Generation adequacy and investment incentives in Britain: from the Pool to NETA
Fabien Roques, David M. Newbery and William J. Nuttall
52 Electricity reform in Argentina: lessons for developing countries
Michael G. Pollitt
51 Electricity reform in Chile: lessons for developing countries
Michael G. Pollitt
50 The consequences for consumer welfare of the 2001-2003 electricity distribution price review in the Netherlands
Paul H.L. Nillesen and Michael G. Pollitt
47 Electricity sector reform in developing countries: a survey of empirical evidence on determinants and performance
Tooraj Jamasb, Raffaella Mota, David Newbery and Michael Pollitt
46 Core indicators for determinants and performance of electricity sector in developing countries
Tooraj Jamasb, David Newbery and Michael Pollitt
45 UK domestic energy contracts, the 28 day rule, and experience in Sweden
Stephen Littlechild
37 Regulated and merchant interconnectors in Australia: SNI and Murraylink revisited
Stephen Littlechild
35 Benchmarking and incentive regulation of quality of service: an application to the UK electricity distribution utilities
Dimitrios Giannakis, Tooraj Jamasb and Michael Pollitt