Printed from https://ideas.repec.org/n/nep-rmg/2003-11-16.html
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. 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:
- Carnero, María Ángeles & Peña, Daniel & Ruiz Ortega, Esther, 2003, "Detecting level shifts in the presence of conditional heteroscedasticity," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws036313, Nov.
- 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, Department of Economics, University of Insubria, number qf0310, Sep.
- Udo Broll & Gerhard Schweimayer & Peter Welzel, 2003, "Managing Credit Risk with Credit and Macro Derivatives," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 252, Nov.
- Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2003, "Volatility-induced Growth in Financial Markets," Discussion Papers, University of Copenhagen. Department of Economics, number 03-40, Aug.
- Colin Mayer & Oren Sussman, 2003, "A New Test of Capital Structure," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003fe16.
- Sohnke M. Bartram & Frank R. Fehle, 2003, "Alternative Market Structures for Derivatives," Finance, University Library of Munich, Germany, number 0311007, Nov, revised 12 Dec 2003.
- Fernandez, Pablo, 2003, "Equivalence of ten different methods for valuing companies by cash flow discounting," IESE Research Papers, IESE Business School, number D/524, Nov.
- Heather M. Anderson & Farshid Vahid, 2003, "Nonlinear Correlograms and Partial Autocorrelograms," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/03, Nov.
- 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, UCLA Department of Economics, number 666156000000000349, Nov.