Report NEP-RMG-2011-07-13This 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:
- Jens Hilscher & Mungo Wilson, 2011. "Credit ratings and credit risk," Working Papers 31, Brandeis University, Department of Economics and International Businesss School.
- Item repec:dgr:eureri:1765023492 is not listed on IDEAS anymore
- Item repec:dgr:eureir:1765023795 is not listed on IDEAS anymore
- Dan A. Iancu & Marek Petrik & Dharmashankar Subramanian, 2011. "Tight Approximations of Dynamic Risk Measures," Science & Finance (CFM) working paper archive 1106.6102, Science & Finance, Capital Fund Management, revised Aug 2013.
- Rocco Ciciretti & Raffaele Corvino, 2011. "How homogeneous diversification in balanced investment funds affects portfolio and systemic risk," CEIS Research Paper 204, Tor Vergata University, CEIS, revised 04 Jul 2011.
- Josep Perell\'o & Mario Guti\'errez-Roig & Jaume Masoliver, 2011. "Scaling properties and universality of first-passage time probabilities in financial markets," Science & Finance (CFM) working paper archive 1107.1174, Science & Finance, Capital Fund Management, revised Sep 2011.
- Khalfaoui Rabeh, K & Boutahar Mohamed, B, 2011. "A time-scale analysis of systematic risk: wavelet-based approach," MPRA Paper 31938, University Library of Munich, Germany.
- Alexandre Boumezoued & Yoboua Angoua & Laurent Devineau & Jean-Philippe Boisseau, 2011. "One-year reserve risk including a tail factor: closed formula and bootstrap approaches," Working Papers hal-00605329, HAL.
- Athanasoglou, Panayiotis, 2011. "Bank capital and risk in the South Eastern European region," MPRA Paper 32002, University Library of Munich, Germany.