NEP-RMG-2007-08-27

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2007-08-27

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.

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Other reports in NEP-RMG

The following items were anounced in this report:

Michalski, Grzegorz, 2006. "Risk-based cash demand in a firm," MPRA Paper 4541, University Library of Munich, Germany, revised 06 Sep 2006. [Downloadable!]
Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth, 2007. "Modeling and predicting the CBOE market volatility index," Textos para discussÃ£o 548, Department of Economics PUC-Rio (Brazil). [Downloadable!]
Stephan Schulmeister, 2007. "The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data," WIFO Working Papers 289, WIFO. [Downloadable!]
Gollier, Christian, 2007. "Assets Relative Risk for Long-term Investors," IDEI Working Papers 466, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
Niinimäki, Juha-Pekka, 2001. "Should new or rapidly growing banks have more equity?," Research Discussion Papers 16/2001, Bank of Finland. [Downloadable!]
Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO. [Downloadable!]

This page was last updated on 2009-11-29.

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.