Report NEP-RMG-2007-08-08

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Other reports in NEP-RMG

The following items were anounced in this report:

• Klimczak, Karol Marek, 2007. "Risk Management Theory: A comprehensive empirical assessment," MPRA Paper 4241, University Library of Munich, Germany. [Downloadable!]
• Item repec:hal:papers:hal-00165641_v1 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 Revision, 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. [Downloadable!]
• Kulp-Tåg, Sofie, 2007. "An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions," Working Papers 526, Hanken School of Economics. [Downloadable!]
• Item repec:hal:papers:hal-00165654_v1 is not listed on IDEAS anymore

• Item repec:hal:papers:halshs-00162440_v1 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. [Downloadable!]
• 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. [Downloadable!]
• Sheng Li & Oliver Linton, 2007. "Evaluating hedge fund performance: a stochastic dominance approach," FMG Discussion Papers dp591, Financial Markets Group. [Downloadable!] (restricted)
• Item repec:hal:papers:hal-00157739_v2 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. [Downloadable!]

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