Report NEP-RMG-2003-01-19This 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:
- Fernadez, Pablo, 2002. "Optimal capital structure: Problems with the Harvard and Damodaran Approaches," IESE Research Papers D/454, IESE Business School.
- Hannes Leeb & Benedikt M. Pötscher, 2003. "Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results," Vienna Economics Papers 0301, University of Vienna, Department of Economics.
- George Kapetanios, 2003. "A New Nonparametric Test of Cointegration Rank," Working Papers 482, Queen Mary University of London, School of Economics and Finance.
- Daniels, H.A.M. & van Dissel, H.G., 2003. "Combining expert knowledge and databases for risk management," ERIM Report Series Research in Management ERS-2003-002-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Item repec:wpa:wuwpif:0301005 is not listed on IDEAS anymore
- Georgios Chortareas & George Kapetanios, 2003. "The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests," Working Papers 484, Queen Mary University of London, School of Economics and Finance.