This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-RMG-2008-05-05
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.Subscribe to this report: email or RSS Other reports in NEP-RMG
The following items were anounced in this report:
Antonella Basso & Riccardo Gusso, 2008.
"A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio Working Papers
162, Department of Applied Mathematics, University of Venice.
[Downloadable!] Gianni Amisano & Roberto Savona, 2008.
"Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk Working Paper Series
881, European Central Bank.
[Downloadable!] Michael Mah-Hui Lim, 2008.
"Old Wine in a New Bottle: Subprime Mortgage Crisis—Causes and Consequences Economics Working Paper Archive
wp_532, Levy Economics Institute, The.
[Downloadable!] Riccardo Gusso & Uwe Schmock, 2008.
"Urn-based models for dependent credit risks and their calibration through EM algorithm Working Papers
163, Department of Applied Mathematics, University of Venice.
[Downloadable!] This page was last updated on 2009-12-6.
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 .