Report NEP-RMG-2006-03-07
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.Subscribe to this report: email or RSS
Other reports in NEP-RMG
The following items were announced in this report:
- Francesco Menoncin, . "Risk management for pension funds," Working Papers ubs0403, University of Brescia, Department of Economics.
- Peter M Robinson, 2005. "Modelling Memory of Economic and Financial Time Series," STICERD - Econometrics Paper Series /2005/487, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Stéphane Mussard & Virginie Terraza, 2006. "The Shapley decomposition for portfolio risk," Cahiers de recherche 06-09, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
- Ronald Ripple & Imad Moosa, 2005. "Futures Maturity and Hedging Effectiveness - The Case of Oil Futures," Research Papers 0513, Macquarie University, Department of Economics.
- Thomas Nitschka, 2005. "The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability," Money Macro and Finance (MMF) Research Group Conference 2005 22, Money Macro and Finance Research Group.
- Renzo G. Avesani, 2005. "First," IMF Working Papers 05/232, International Monetary Fund.
- Francesco Menoncin, . "Risk management for an internationally diversified portfolio," Working Papers ubs0404, University of Brescia, Department of Economics.
- Justin Wolfers & Eric Zitzewitz, 2006. "Five Open Questions About Prediction Markets," NBER Working Papers 12060, National Bureau of Economic Research, Inc.
- Stefan Reimann, 2006. "An Elementary Model of Price Dynamics in a Financial Market Distribution, Multiscaling & Entropy," IEW - Working Papers 271, Institute for Empirical Research in Economics - University of Zurich.
- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006. "On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty," Boston College Working Papers in Economics 638, Boston College Department of Economics, revised 26 Apr 2008.
- John H. Cochrane, 2006. "The Dog That Did Not Bark: A Defense of Return Predictability," NBER Working Papers 12026, National Bureau of Economic Research, Inc.
- Radu Tunaru & Ephraim Clark, 2005. "The Evolution of International Political Risk 1956-2001," Money Macro and Finance (MMF) Research Group Conference 2005 37, Money Macro and Finance Research Group.
- Pedro N. Rodríguez, & Simón Sosvilla-Rivero, 2006. "Understanding and Forecasting Stock Price Changes," Working Papers 2006-03, FEDEA.