NEP-RMG-2005-08-13

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Report NEP-RMG-2005-08-13

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:

Pierre-Guillaume Méon & Laurent Weill, 2005. "Can Mergers in Europe Help Banks Hedge Against Macroeconomic Risk?," Working Papers DULBEA 05-08.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
Torsten Sløk & Mike Kennedy, 2004. "Factors Driving Risk Premia," OECD Economics Department Working Papers 385, OECD, Economics Department. [Downloadable!]
Devriese, Johan & Mitchell, Janet, 2005. "Liquidity Risk in Securities Settlement," CEPR Discussion Papers 5123, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Prasad V. Bidarkota, 2005. "Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods," Working Papers 0501, Florida International University, Department of Economics. [Downloadable!]
Feng Dai & Hui Liu & Ying Wang, 2005. "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," Econometrics 0507012, EconWPA. [Downloadable!]
Ali al-Nowaihi & Sanjit Dhami, 2005. "A simple derivation of Prelec’s probability weighting function," Discussion Papers in Economics 05/20, Department of Economics, University of Leicester. [Downloadable!]
Susan Thorp & George Milunovich, 2005. "Asymmetric Risk and International Portfolio Choice," Research Paper Series 160, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

This page was last updated on 2009-11-29.

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