Report NEP-RMG-2003-01-19This 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.
The following items were announced in this report:
- Fernadez, Pablo, 2002. "Optimal capital structure: Problems with the Harvard and Damodaran Approaches," IESE Research Papers D/454, IESE Business School.
- Hannes Leeb & Benedikt M. Pötscher, 2003. "Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results," Vienna Economics Papers 0301, University of Vienna, Department of Economics.
- George Kapetanios, 2003. "A New Nonparametric Test of Cointegration Rank," Working Papers 482, Queen Mary, University of London, School of Economics and Finance.
- Daniels, H.A.M. & Dissel, H.G. van, 2003. "Combining expert knowledge and databases for risk management," Research Paper ERS-2003-002-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- Item repec:wpa:wuwpif:0301005 is not listed on IDEAS anymore
- Georgios Chortareas & George Kapetanios, 2003. "The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests," Working Papers 484, Queen Mary, University of London, School of Economics and Finance.