Printed from https://ideas.repec.org/n/nep-rmg/2004-01-12.html
Report NEP-RMG-2004-01-12
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:
- Owen A. Lamont & Jeremy C. Stein, 2004, "Aggregate Short Interest and Market Valuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 10218, Jan.
- Henning Curti, , "Agents and Brokers as Intermediaries: Their Regulation in Germany," German Working Papers in Law and Economics, Berkeley Electronic Press, number 2003-1-1069.
- Jingzhi Huang & Liuren Wu, 2004, "Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes," Finance, University Library of Munich, Germany, number 0401002, Jan.
- William Goetzmann & Evan g. Gatev & K. Geert Rouwenhorst, 1998, "Pairs Trading: Performance of a Relative Value Arbitrage Rule," Yale School of Management Working Papers, Yale School of Management, number ysm3, Nov.
- Tsutomu Watanabe & Mitsuru Iwamura, 2003, "Price Level Dynamics in a Liquidity Trap," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 03002, Jan.
- Brian J. Henderson & Narasimhan Jegadeesh & Michael S. Weisbach, 2004, "World Markets for Raising New Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 10225, Jan.
- Hans-Bernd Schäfer, , "Efficient Third Party Liability of Auditors in Tort Law and in Contract Law," German Working Papers in Law and Economics, Berkeley Electronic Press, number 2003-1-1074.
- Liuren Wu, 2004, "Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns," Finance, University Library of Munich, Germany, number 0401001, Jan.