Report NEP-RMG-2004-07-26This 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:
- Sergey Levendorskiy & Svetlana Boyarchenko, 2004. "Practical guide to real options in discrete time," Computing in Economics and Finance 2004, Society for Computational Economics 137, Society for Computational Economics.
- Márcio Gomes Pinto Garcia & Roberto Rigobon, 2004. "A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an Application to Brazilian Data," Textos para discussão 484, Department of Economics PUC-Rio (Brazil).
- Auke Plantinga & Franks Sortino & Robert van der Meer, 2004. "The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets," Finance, EconWPA 0407016, EconWPA.
- Jianjun Miao & Neng Wang, 2004. "Investment, Hedging, and Consumption Smoothing," Finance, EconWPA 0407014, EconWPA.