NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Andrew Siegel

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

March 2006Testing Portfolio Efficiency with Conditioning Information
with Wayne E. Ferson: w12098
January 2005Mimicking Portfolios with Conditioning Information
with Wayne E. Ferson, Pisun (Tracy) Xu: w11020
February 2002Stochastic Discount Factor Bounds with Conditioning Information
with Wayne E. Ferson: w8789
1986Long-Term Behavior of Yield Curves
with Charles R. Nelson: w1789
March 1985Parsimoneous Modeling of Yield Curves for U.S. Treasury Bills
with Charles R. Nelson: w1594

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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