Report NEP-RMG-2003-11-16

This 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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Carnero, María Ángeles, 2003. "Detecting level shifts in the presence of conditional heteroscedasticity," DES - Working Papers. Statistics and Econometrics. WS ws036313, Universidad Carlos III de Madrid. Departamento de Estadística.
• Item repec:cla:levrem:66615600000000349 is not listed on IDEAS anymore

• Mira Antonietta & Tenconi Paolo & Bressanini Dario, 2003. "Variance reduction in MCMC," Economics and Quantitative Methods qf0310, Department of Economics, University of Insubria.
• Udo Broll & Gerhard Schweimayer & Peter Welzel, 2003. "Managing Credit Risk with Credit and Macro Derivatives," Discussion Paper Series 252, Universitaet Augsburg, Institute for Economics.
• Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2003. "Volatility-induced Growth in Financial Markets," Discussion Papers 03-40, University of Copenhagen. Department of Economics.
• Colin Mayer & Oren Sussman, 2003. "A New Test of Capital Structure," OFRC Working Papers Series 2003fe16, Oxford Financial Research Centre.
• Sohnke M. Bartram & Frank R. Fehle, 2003. "Alternative Market Structures for Derivatives," Finance 0311007, University Library of Munich, Germany, revised 12 Dec 2003.
• Fernandez, Pablo, 2003. "Equivalence of ten different methods for valuing companies by cash flow discounting," IESE Research Papers D/524, IESE Business School.
• Heather M. Anderson & Farshid Vahid, 2003. "Nonlinear Correlograms and Partial Autocorrelograms," Monash Econometrics and Business Statistics Working Papers 19/03, Monash University, Department of Econometrics and Business Statistics.
• Item repec:ufg:articl:lg_physa_203 is not listed on IDEAS anymore

• Item repec:ufg:articl:lg_physa_2003 is not listed on IDEAS anymore

• Ping Hu & Jayant Kale & Ajay Subramanian, 2003. "Compensation, Career Concerns, and Relative Risk Choices by Mutual Fund Managers: Theory and Evidence," Levine's Bibliography 666156000000000349, UCLA Department of Economics.