NEP-RMG-2003-01-12

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Report NEP-RMG-2003-01-12

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were anounced in this report:

Long Nguyen-Thanh, 2003. "Investment Optimization under Constraints," Finance 0301005, EconWPA, revised 10 Jan 2003. [Downloadable!]
Iman van Lelyveld & Arnold Schilder, 2003. "Risk in Financial Conglomerates: Management and Supervision," Finance 0301006, EconWPA. [Downloadable!]
Verdi Rosa Monteiro & Cícero Augusto Vieira Neto & Alexandre de Salles Oliveira, 2002. "Gerenciamento do Risco de Liquidez da Clearing de Derivativos Pior Combinação de Defaults entre Membros de Compensação," Finance Lab Working Papers flwp_47, Finance Lab, Ibmec São Paulo. [Downloadable!]
Verdi Rosa & Cícero Vieira & Alexandre Oliveira, 2002. "Concentração de Posições e Risco de Crédito da Clearing de Derivativos Departamento de Administração de Risco," Finance Lab Working Papers flwp_45, Finance Lab, Ibmec São Paulo. [Downloadable!]
Hein Mannaerts & Machiel Mulder, 2003. "Emissions trading and the European electricity market: Consequences of emissions trading on prices of electricity and competitiveness of basic industries," CPB Memoranda 54, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
Benninga, Simon & Oosterhof, Casper, 2002. "Hedging with forwards and puts in complete and incomplete markets," Research Report 02E53, University of Groningen, Research Institute SOM (Systems, Organisations and Management). [Downloadable!]
Hwang. S. & Pedro L. Valls Pereira, 2003. "Small Sample Properties of GARCH Estimates and Persistence," Finance Lab Working Papers flwp_48, Finance Lab, Ibmec São Paulo. [Downloadable!]
Peter Wirtz, 1999. "Comptabilité financière et gouvernement des entreprises: le potentiel des études de cas pour la compréhension des processus," Working Papers FARGO 0991204, Université de Bourgogne - Latec/Fargo (Research center in Finance,organizational ARchitecture and GOvernance). [Downloadable!]
Verdi Rosa Monteiro & Cícero Augusto Vieira Neto & Regiane Toledo Paneczko & Alexandre de Salles Oliveira, 2002. "Limites de Preço Mínimo e Máximo para Registro de Opções Flexíveis Caps, Floors, Knock-ins, Knock-outs e Rebates," Finance Lab Working Papers flwp_46, Finance Lab, Ibmec São Paulo. [Downloadable!]
Martin D. D. Evans & Richard K. Lyons, 2003. "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers 9433, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Wayne E. Ferson, 2003. "Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance," NBER Working Papers 9441, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Reyes Maroto Illera & Francisco Pérez Bermejo & Simón Sosvilla-Rivero, . "An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience," Working Papers 2002-22, FEDEA. [Downloadable!]
Christian Julliard, 2003. "The international diversification puzzle is not worse than you think," International Finance 0301004, EconWPA. [Downloadable!]

This page was last updated on 2009-12-6.

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