Report NEP-RMG-2006-12-22This 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:
- Alejandro Balbas & Pedro Jimenez-Guerra, 2006. "Generalized Vector Risk Functions," Business Economics Working Papers wb066721, Universidad Carlos III, Departamento de Economía de la Empresa.
- Hanno Lustig & Stijn Van Nieuwerburgh, 2006. "Can Housing Collateral Explain Long-Run Swings in Asset Returns?," NBER Working Papers 12766, National Bureau of Economic Research, Inc.