Report NEP-RMG-2006-10-14This 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:
- Helyette Geman & Steve Ohana, 2006. "Time Inconsistency in Managing a Commodity Portfolio: A Dynamic Risk Measure Approach," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics 0610, Birkbeck, Department of Economics, Mathematics & Statistics.
- Robert Chirinko & Hisham Foad, 2006. "Noise vs. News in Equity Returns," CESifo Working Paper Series 1812, CESifo Group Munich.
- Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "A Dynamic Factor Analysis of Business Cycle on Firm-Level Data," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy 2006/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- O. Aspachs & C. Goodhart & M. Segoviano & D. Tsomocos & L. Zicchino, 2006. "Searching for a Metric for Financial Stability," OFRC Working Papers Series, Oxford Financial Research Centre 2006fe09, Oxford Financial Research Centre.
- Stan du Plessis, 2006. "The miracle of the Septuagint and the promise of data mining in economics," Working Papers 15/2006, Stellenbosch University, Department of Economics.