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Report NEP-RMG-2008-08-06
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:
Stéphane Loisel & Christian Mazza & Didier Rullière, 2008.
"Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin Post-Print
hal-00168714_v1, HAL.
[Downloadable!] Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007.
"Practical Volatility Modeling for Financial Market Risk Management MPRA Paper
9790, University Library of Munich, Germany, revised 15 May 2008.
[Downloadable!] F. Lisi & Edoardo Otranto, 2008.
"Clustering Mutual Funds by Return and Risk Levels Working Paper CRENoS
200813, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
[Downloadable!] Wayne Fisher & Stéphane Loisel & Shaun Wang, 2008.
"On some key research issues in Enterprise Risk Management related to economic capital and diversification effect at group level Post-Print
hal-00268841_v1, HAL.
[Downloadable!] Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura, 2008.
"Spurious Regressions in Technical Trading: Momentum or Contrarian? IMES Discussion Paper Series
08-E-9, Institute for Monetary and Economic Studies, Bank of Japan.
[Downloadable!] This page was last updated on 2009-11-29.
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