NEP-RMG-2005-12-01

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2005-12-01

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:

Alexis Bonnet & Isabelle Nagot, 2005. "Methodology of measuring performance in alternative investment," Cahiers de la Maison des Sciences Economiques b05078, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
Morten Christensen & Eckhard Platen, 2005. "Sharpe Ratio Maximization and Expected Utility when Asset Prices have Jumps," Research Paper Series 170, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
Byström, Hans, 2005. "Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures," Working Papers 2005:44, Lund University, Department of Economics.
Victoria Geyfman, 2005. "Risk-adjusted performance measures at bank holding companies with section 20 subsidiaries," Working Papers 05-26, Federal Reserve Bank of Philadelphia. [Downloadable!]
Leena Mörttinen & Paolo Poloni & Patrick Sandars & Jukka Vesala, 2005. "Analysing banking sector conditions - how to use macro-prudential indicators," Occasional Paper Series 26, European Central Bank. [Downloadable!]
Luis Berggrun, 2005. "Currency Hedging for a Dutch Investor: The Case of Pension Funds and Insurers," DNB Working Papers 054, Netherlands Central Bank, Research Department. [Downloadable!]
David K. Musto & Nicholas Souleles, 2005. "A portfolio view of consumer credit," Working Papers 05-25, Federal Reserve Bank of Philadelphia. [Downloadable!]
Wolfgang Härdle & Rouslan A. Moro & Dorothea Schäfer, 2005. "Predicting Bankruptcy with Support Vector Machines," SFB 649 Discussion Papers SFB649DP2005-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Tomas Garbaravicius & Frank Dierick, 2005. "Hedge funds and their implications for financial stability," Occasional Paper Series 34, European Central Bank. [Downloadable!]
H. Ooghe & C. Spaenjers & P. Vandermoere, 2005. "Business failure prediction: simple-intuitive models versus statistical models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/338, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
Lieven Baele & Koen Inghelbrecht, 2005. "Structural versus Temporary Drivers of Country and Industry Risk," International Finance 0511005, EconWPA. [Downloadable!]

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

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