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Report NEP-RMG-2006-04-22
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 anounced in this report:
Robert Engle & Robert Ferstenberg, 2006.
"Execution Risk ,"
NBER Working Papers
12165, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Andre Monteiro & Georgi V. Smirnov & Andre Lucas, 2006.
"Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk ,"
Tinbergen Institute Discussion Papers
06-024/2, Tinbergen Institute, revised 27 Mar 2006.
[Downloadable!] Item repec:col:001043:002453 is not listed on IDEAS anymore
Alessandro Bucciol & Raffaele Miniaci, 2006.
"Optimal Asset Allocation Based on Utility Maximization in the Presence of Market Frictions ,"
Working Papers
ubs0605, University of Brescia, Department of Economics.
[Downloadable!] Roberto Casarin & Carmine Trecroci, 2006.
"Business Cycle and Stock Market Volatility: A Particle Filter Approach ,"
Working Papers
ubs0603, University of Brescia, Department of Economics.
[Downloadable!] Michael Bleaney & R. Todd Smith, .
"Closed-End Fund Betas ,"
Discussion Papers
06/04, University of Nottingham, School of Economics.
[Downloadable!] This page was last updated on 2008-9-7.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .