Report NEP-RMG-2003-10-12

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:

• Stephen Morris & Hyun Song Shin, 2003, "Liquidity Black Holes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1434, Sep.
• MEDDAHI, Nour, 2002, "ARMA Representation of Integrated and Realized Variances," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-20.
• Item repec:dnb:staffs:98 is not listed on IDEAS anymore

• Miguel Lebre de Freitas, 2003, "Revisiting Dollarisation Hysteresis: Evidence from Bolivia, Turkey and Indonesia," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2003.
• Henrard Marc, 2003, "Parameter risk in the Black and Scholes model," Risk and Insurance, University Library of Munich, Germany, number 0310002, Oct.
• Glaser, Markus & Weber, Martin, 2003, "September 11 and Stock Return Expectations of Individual Investors," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 03-17, Sep.
• Item repec:dnb:staffs:93 is not listed on IDEAS anymore

• Item repec:dnb:staffs:78 is not listed on IDEAS anymore

• ANDERSEN, Torben G. & BOLLERSLEV, Tim & MEDDAHI, Nour, 2002, "Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-21.
• Item repec:dnb:staffs:77 is not listed on IDEAS anymore

• Dmitry Yakovlev & Dmitry Zhabin, 2003, "About discrete hedging and option pricing," Finance, University Library of Munich, Germany, number 0310005, Oct.
• Glaser, Markus & Nöth, Markus & Weber, Martin, 2003, "Behavioral Finance," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 03-14, Sep.
• Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN, 2003, "Does anonymity matter in electronic limit order markets ?," HEC Research Papers Series, HEC Paris, number 784, Jul.
• Bernardo Guimaraes & Stephen Morris, 2003, "Risk and Wealth in a Model of Self-fulfilling Currency Crises," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1433, Sep.
• Vladislav Kargin, 2003, "Portfolio Management for a Random Field of Bond Returns," Finance, University Library of Munich, Germany, number 0310007, Oct.
• Item repec:dnb:staffs:88 is not listed on IDEAS anymore

• Item repec:dnb:wormem:739 is not listed on IDEAS anymore

• Henrard Marc, 2003, "Comparisons of cashflow maps for value-at-risk," Risk and Insurance, University Library of Munich, Germany, number 0310001, Oct.
• Leo Krippner, 2003, "Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation," Working Papers in Economics, University of Waikato, number 03/01, Sep.
• Item repec:dnb:staffs:76 is not listed on IDEAS anymore

Report NEP-RMG-2003-10-12

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: