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Miguel Herce

CRA International, Inc.

1201 F. St. NW

Ste. 700

Washington, DC 20004

United States

  • CRA International, Inc.

SCHOLARLY PAPERS

6

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Top 49,032

in Total Papers Downloads

2,537

TOTAL CITATIONS

6

Scholarly Papers (6)

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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 1,153 (46,299)

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 648 (101,268)
Citation 4

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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 390 (188,537)
Citation 1

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Stable value, defined contribution, optimal asset allocation, stochastic

4.

A Cohort Analysis of the Investment Performance of TIAA Traditional Annuities During Working Life

TIAA Institute Research Paper Series No. 2022-02
Number of pages: 63 Posted: 18 Oct 2022 Last Revised: 02 Nov 2022
David F. Babbel, Conrad S. Ciccotello, Miguel Herce and Mark F. Meyer
University of Pennsylvania - The Wharton School - Finance and Insurance Departments, Daniels College of Business, University of Denver, CRA International, Inc. and Princeton Economics Group, Inc.
Downloads 175 (433,279)

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retirement plan design, annuities, asset allocation, portfolio choice, TIAA Traditional, retirement plans

5.

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 171 (440,151)
Citation 1

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oil price, volatility, futures

6.

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

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

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