Report NEP-RMG-2007-09-30This 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:
- Item repec:apr:aprewp:wp2007-01 is not listed on IDEAS anymore
- Marco Realdon, 2007. "An Extended Structural Credit Risk Model (forthcoming in the Icfai Journal of Financial Risk Management; all copyrights rest with the Icfai University Press)," Discussion Papers, Department of Economics, University of York 07/26, Department of Economics, University of York.
- Rodolfo Apreda, 2007. "Factoring governance risk into investors´expected rates of return by means of a weighted average governance index," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA 356, Universidad del CEMA.
- Item repec:pra:mprapa:4988 is not listed on IDEAS anymore
- Item repec:pra:mprapa:5028 is not listed on IDEAS anymore
- Doran, James & Jiang, Danling & Peterson, David, 2007. "Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle," MPRA Paper 4995, University Library of Munich, Germany.
- John Y. Campbell, 2007. "Estimating the Equity Premium," NBER Working Papers 13423, National Bureau of Economic Research, Inc.