Printed from https://ideas.repec.org/n/nep-rmg/2002-12-02.html
Report NEP-RMG-2002-12-02
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Sophie Manigart & Katleen Baeyens & Ilse Verschueren, 2002, "Financing and investment interdependencies in unquoted Belgian companies: the role of venture capital," Vlerick Leuven Gent Management School Working Paper Series, Vlerick Leuven Gent Management School, number 2002-16, Jun.
- Item repec:qmw:qmwecw:wp470 is not listed on IDEAS anymore
- Li Chen & H. Vincent Poor, 2002, "A General Characterization of Quadratic Term Structure Models," Finance, University Library of Munich, Germany, number 0211008, Nov.
- HENROTTE, Philippe, 2001, "Dynamic mean-variance analysis," HEC Research Papers Series, HEC Paris, number 729, Aug.
- Jan Bouckaert & Hans Degryse, 2002, "Entry and Strategic Information Display in Credit Markets," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 79, Mar.
- Onno Lint & Enrico Pennings, 2002, "The option value of developing two product standards simultaneously when the final standard is uncertain," Vlerick Leuven Gent Management School Working Paper Series, Vlerick Leuven Gent Management School, number 2002-10, Apr.
- Item repec:dgr:uvatin:20020068 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20020093 is not listed on IDEAS anymore
- HEGE, Ulrich & HAUSWALD, Robert, 2002, "Ownership and control in joint ventures: theory and evidence," HEC Research Papers Series, HEC Paris, number 750, Mar.
- Francesco MENONCIN, 2002, "How the Financial Managers’ Remuneration Can Affect the Optimal Portfolio Composition ?," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002022, Jun.
- Hubert Ooghe & Sofie Balcaen, 2002, "Are failure prediction models transferable from one country to another? An empirical study using financial statements," Vlerick Leuven Gent Management School Working Paper Series, Vlerick Leuven Gent Management School, number 2002-3, Feb.
- Udo Broll & Peter Welzel, 2002, "Risikomanagement mit Kreditoptionen," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 231, Nov.
- Francesco, MENONCIN, 2002, "Investment Strategies in Incomplete Markets : Sufficient Conditions for a Closed Form Solution," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002033, Aug.
- Item repec:dgr:uvatin:20020082 is not listed on IDEAS anymore
- HEGE, Ulrich & MELLA-BARRAL, Pierre, 2002, "Repeated dilution of diffusely held debt," HEC Research Papers Series, HEC Paris, number 751, Apr.
- Item repec:qmw:qmwecw:wp468 is not listed on IDEAS anymore
- Paolo BATTOCCHIO & Francesco MENONCIN, 2002, "Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002021, Jun.
- Jun Yu & Zhenlin Yang & Xibin Zhang, 2002, "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/02, Nov.
- Item repec:dgr:uvatin:20020083 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp474 is not listed on IDEAS anymore
- Léonce Ndikumana & James Boyce, 2002, "Africa’s Debt: Who Owes Whom?," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp48.
- FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene, 2001, "Limit order book as a market for liquidity," HEC Research Papers Series, HEC Paris, number 728, Jul.
- LOVO, Stefano & DECAMPS, Jean-Paul, 2002, "Risk aversion and herd behavior in financial markets," HEC Research Papers Series, HEC Paris, number 758, May.
- Item repec:qmw:qmwecw:wp473 is not listed on IDEAS anymore
- Onno Lint, 2002, "Retrospective insights from Real Options in R&D," Vlerick Leuven Gent Management School Working Paper Series, Vlerick Leuven Gent Management School, number 2002-12, May.
- HEGE, Ulrich & BERGEMANN, Dirk, 2002, "The value of benchmarking," HEC Research Papers Series, HEC Paris, number 752, Apr.
- Item repec:dgr:uvatin:20020070 is not listed on IDEAS anymore
- Mark VANCAUTEREN, 2002, "The Impact of Technical Barriers to Trade on Home Bias : An application to EU data," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002032, Aug.