Report NEP-RMG-2007-09-24This 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:
- Ellouz, Siwar & Bellalah, Mondher, 2007. "Asset pricing and predictability of stock returns in the french market," MPRA Paper 4961, University Library of Munich, Germany, revised 24 Sep 2007.
- Georges Dionne & Hela Dahen, 2007. "What about Underevaluating Operational Value at Risk in the Banking Sector?," Cahiers de recherche, CIRPEE 0723, CIRPEE.
- Jan Wenzelburger & Hans Gersbach, 2007. "Sophistication in Risk Management, Bank Equity, and Stability," Keele Economics Research Papers, Centre for Economic Research, Keele University KERP 2007/08, Centre for Economic Research, Keele University.
- Aurea Grane & Helena Veiga, 2007. "The effect of realised volatility on stock returns risk estimates," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa ws076316, Universidad Carlos III, Departamento de Estadística y Econometría.