NEP-RMG-2005-05-29

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Report NEP-RMG-2005-05-29

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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The following items were anounced in this report:

Alvaro Cartea, 2005. "Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process," Birkbeck Working Papers in Economics and Finance 0508, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
Don U.A. Galagedera & Robert D. Brooks, 2005. "Is systematic downside beta risk really priced? Evidence in emerging market data," Monash Econometrics and Business Statistics Working Papers 11/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Juri Marcucci & Mario Quagliariello, . "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers 05/09, Department of Economics, University of York. [Downloadable!]
Michael Kaestner, 2005. "Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?," Finance 0505018, EconWPA, revised 03 Oct 2005. [Downloadable!]
Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN, 2004. "Illusionary Finance and Trading Behavior," UniversitÃ© catholique de Louvain, DÃ©partement des Sciences Economiques Working Paper 2005012, Université catholique de Louvain, Département des Sciences Economiques, revised 15 Jan 2005. [Downloadable!]

This page was last updated on 2008-7-20.

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