Report NEP-RMG-2003-07-04This 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:
- Item repec:cwl:cwldpp:1316rr is not listed on IDEAS anymore
- Item repec:wop:wobaie:3081 is not listed on IDEAS anymore
- Lars Tyge Nielsen, 2003. "Monotone Risk Aversion," Discussion Papers 03-10, University of Copenhagen. Department of Economics.
- Robert M. Anderson & Roberto C. Raimondo, 2003. "Market Clearing and Derivative Pricing," Discussion Papers 03-17, University of Copenhagen. Department of Economics.
- Antoni Bosch-Domènech & Joaquim Silvestre, 2003. "Do the Wealthy Risk More Money? An Experimental Comparison," Discussion Papers 03-15, University of Copenhagen. Department of Economics.
- Michael W. Brandt & Francis X. Diebold & April, . "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," Center for Financial Institutions Working Papers 03-15, Wharton School Center for Financial Institutions, University of Pennsylvania.