Printed from https://ideas.repec.org/n/nep-rmg/2003-01-12.html
Report NEP-RMG-2003-01-12
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:
- Long Nguyen-Thanh, 2003, "Investment Optimization under Constraints," Finance, University Library of Munich, Germany, number 0301005, Jan, revised 09 Mar 2003.
- Iman van Lelyveld & Arnold Schilder, 2003, "Risk in Financial Conglomerates: Management and Supervision," Finance, University Library of Munich, Germany, number 0301006, Jan.
- Verdi Rosa Monteiro & Cícero Augusto Vieira Neto & Alexandre de Salles Oliveira, 2002, "Gerenciamento do Risco de Liquidez da Clearing de Derivativos Pior Combinação de Defaults entre Membros de Compensação," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_47, Oct.
- Verdi Rosa & Cícero Vieira & Alexandre Oliveira, 2002, "Concentração de Posições e Risco de Crédito da Clearing de Derivativos Departamento de Administração de Risco," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_45, Oct.
- Hein Mannaerts & Machiel Mulder, 2003, "Emissions trading and the European electricity market: Consequences of emissions trading on prices of electricity and competitiveness of basic industries," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 54, Jan.
- Item repec:dgr:rugsom:02e53 is not listed on IDEAS anymore
- Hwang. S. & Pedro L. Valls Pereira, 2003, "Small Sample Properties of GARCH Estimates and Persistence," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_48, Oct.
- Peter Wirtz, 1999, "Comptabilité financière et gouvernement des entreprises: le potentiel des études de cas pour la compréhension des processus," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 0991204, Dec.
- Verdi Rosa Monteiro & Cícero Augusto Vieira Neto & Regiane Toledo Paneczko & Alexandre de Salles Oliveira, 2002, "Limites de Preço Mínimo e Máximo para Registro de Opções Flexíveis Caps, Floors, Knock-ins, Knock-outs e Rebates," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_46, Oct.
- Martin D. D. Evans & Richard K. Lyons, 2003, "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9433, Jan.
- Wayne E. Ferson, 2003, "Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 9441, Jan.
- Reyes Maroto Illera & Francisco Pérez Bermejo & Simón Sosvilla-Rivero, , "An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience," Working Papers, FEDEA, number 2002-22.
- Christian Julliard, 2003, "The international diversification puzzle is not worse than you think," International Finance, University Library of Munich, Germany, number 0301004, Jan.