Miguel Herce

CRA International, Inc.

1201 F. St. NW

Ste. 700

Washington, DC 20004

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 23,633

SSRN RANKINGS

Top 23,633

in Total Papers Downloads

1,942

CITATIONS
Rank 36,103

SSRN RANKINGS

Top 36,103

in Total Papers Citations

5

Scholarly Papers (5)

1.

Stable Value Funds: Performance to Date

Number of pages: 51 Posted: 05 Jan 2011
David F. Babbel and Miguel Herce
University of Pennsylvania - The Wharton School - Finance and Insurance Departments and CRA International, Inc.
Downloads 987 (21,474)

Abstract:

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Stable value, defined contribution, optimal asset allocation, stochastic dominance

2.

A Closer Look at Stable Value Funds Performance

Wharton Financial Institutions Center Working Paper No. 07-21
Number of pages: 36 Posted: 14 Oct 2007
David F. Babbel and Miguel Herce
University of Pennsylvania - The Wharton School - Finance and Insurance Departments and CRA International, Inc.
Downloads 517 (51,777)
Citation 3

Abstract:

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3.

Stable Value Funds: Performance from 1973 Through 2008

Number of pages: 46 Posted: 02 Sep 2009 Last Revised: 20 Sep 2009
David F. Babbel and Miguel Herce
University of Pennsylvania - The Wharton School - Finance and Insurance Departments and CRA International, Inc.
Downloads 307 (96,039)
Citation 1

Abstract:

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Stable value, defined contribution, optimal asset allocation, stochastic

4.

Using Futures Prices to Filter Short-Term Volatility and Recover a Latent, Long-Term Price Series for Oil

MIT Center for Energy and Environmental Policy Working Paper No. 06-005
Number of pages: 29 Posted: 13 Jun 2008
John E. Parsons, Miguel Herce and Robert C. Ready
Massachusetts Institute of Technology (MIT) - Sloan School of Management, CRA International, Inc. and University of Oregon - Department of Finance
Downloads 131 (213,198)
Citation 1

Abstract:

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oil price, volatility, futures

5.

Endogenous Exchange Rate Volatility, Trading Volume and Interest Rate Differentials in a Model of Portfolio Selection

Review of International Economics
Posted: 30 Aug 1998
May Hagiwara and Miguel Herce
University of North Carolina (UNC) at Chapel Hill - Department of Economics and CRA International, Inc.

Abstract:

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