Stable Value Funds Performance
A recent paper published in Risks by David F. Babbel and Miguel A. Herce describes how stable value funds work and investigates their performance in US defined...
This website will offer limited functionality in this browser. We only support the recent versions of major browsers like Chrome, Firefox, Safari, and Edge.
Miguel Herce is an expert in international finance, mathematical statistics, and econometrics. Prior to joining CRA, Dr. Herce was an assistant professor in the Department of economics at the University of North Carolina, Chapel Hill, where he taught both graduate and undergraduate courses. His research interests include international finance and macroeconomics, and applied econometrics in finance. Dr. Herce has published several articles on finance and econometrics.