Report NEP-RMG-2007-08-08This 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:
- Klimczak, Karol Marek, 2007. "Risk Management Theory: A comprehensive empirical assessment," MPRA Paper 4241, University Library of Munich, Germany.
- Item repec:hal:papers:hal-00165641 is not listed on IDEAS anymore
- Kaynar, B. & Birbil, S.I. & Frenk, J.B.G., 2007. "Application of a General Risk Management Model to Portfolio Optimization Problems with Elliptical Distributed Returns for Risk Neutral and Risk Averse Decision Makers," Research Paper ERS-2007-032-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- Kulp-Tåg, Sofie, 2007. "An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions," Working Papers 526, Hanken School of Economics.
- Item repec:hal:papers:hal-00165654 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00162440 is not listed on IDEAS anymore
- Beverly Hirtle, 2007. "Public disclosure, risk, and performance at bank holding companies," Staff Reports 293, Federal Reserve Bank of New York.
- George Bulkley & Richard Holt, 2007. "Forecasting Cross-Section Stock Returns using The Present Value Model," ESE Discussion Papers 163, Edinburgh School of Economics, University of Edinburgh.
- Sheng Li & Oliver Linton, 2007. "Evaluating hedge fund performance: a stochastic dominance approach," FMG Discussion Papers dp591, Financial Markets Group.
- Item repec:hal:papers:hal-00157739 is not listed on IDEAS anymore
- John Kambhu & Til Schuermann & Kevin J. Stiroh, 2007. "Hedge funds, financial intermediation, and systemic risk," Staff Reports 291, Federal Reserve Bank of New York.