Report NEP-RMG-2007-10-27This 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:
- Michael S. Gibson, 2007. "Credit derivatives and risk management," Finance and Economics Discussion Series 2007-47, Board of Governors of the Federal Reserve System (U.S.).
- Michele Bonollo & Davide Morandi & Chiara Pederzoli & Costanza Torricelli, 2007. "Model risk and techniques for controlling market parameters. The experience in Banco Popolare," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 07102, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
- Kovačić, Zlatko, 2007. "Forecasting volatility: Evidence from the Macedonian stock exchange," MPRA Paper 5319, University Library of Munich, Germany.
- Dorn, Daniel & Huberman, Gur, 2007. "Preferred Risk Habitat of Individual Investors," CEPR Discussion Papers 6532, C.E.P.R. Discussion Papers.