Report NEP-RMG-2005-09-29This 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:
- Basak, Suleyman & Shapiro, Alex & TeplÃ¡, Lucie, 2005. "Risk Management with Benchmarking," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5187, C.E.P.R. Discussion Papers.
- Sean D. Campbell & Francis X. Diebold, 2005. "Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence," PIER Working Paper Archive 05-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 16 Sep 2005.
- Item repec:dgr:eureri:30002051 is not listed on IDEAS anymore
- Item repec:dgr:eureri:30002053 is not listed on IDEAS anymore
- Melenberg, B. & Polbennikov, S.Y., 2005. "Testing for Mean-Coherent Regular Risk Spanning," Discussion Paper, Tilburg University, Center for Economic Research 2005-99, Tilburg University, Center for Economic Research.
- Polbennikov, S.Y. & Melenberg, B., 2005. "Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection: An Empirical Comparison," Discussion Paper, Tilburg University, Center for Economic Research 2005-100, Tilburg University, Center for Economic Research.
- Massimo Guidolin & Sadayuki Ono, 2005. "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Working Papers, Federal Reserve Bank of St. Louis 2005-056, Federal Reserve Bank of St. Louis.
- James O'Brien & Jeremy Berkowitz, 2005. "Estimating Bank Trading Risk: A Factor Model Approach," NBER Working Papers 11608, National Bureau of Economic Research, Inc.