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Report NEP-RMG-2004-03-14
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:
- SADEFO KAMDEM Jules, 2004, "VaR and ES for linear Portfolios with mixture of elliptically distributed Risk Factors," GE, Growth, Math methods, University Library of Munich, Germany, number 0403004, Mar.
- Robert J. Shiller, 2003, "The Invention of Inflation-Indexed Bonds in Early America," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1442, Oct.
- Engström, Stefan, 2004, "Investment Strategies, Fund Performance and Portfolio Characteristics," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 554, Jan.
- Lence, Sergio H. & Hayes, Dermot J., 1994, "Empirical Minimum-Variance Hedge (The)," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11565, Feb.
- Item repec:att:belgnw:200442 is not listed on IDEAS anymore
- Thilo Pausch & Gerhard Schweimayer, 2004, "Hedging with Credit Derivatives and its Strategic Role in Banking Competition," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 260, Mar.
- Item repec:qmw:qmwecw:wp511 is not listed on IDEAS anymore
- Engström, Stefan, 2004, "Does Active Portfolio Management Create Value? An Evaluation of Fund Managers' Decisions," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 553, Jan.
- Meitz, Mika & Teräsvirta, Timo, 2004, "Evaluating models of autoregressive conditional duration," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 557, Mar, revised 13 Dec 2004.
- Asgharian, Hossein, 2004, "A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors," Working Papers, Lund University, Department of Economics, number 2004:10, Mar.
- Oliver Linton & Yoon-Jae Whang, 2004, "A Quantilogram Approach to Evaluating Directional Predictability," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1454, Mar.
- Item repec:dnb:staffs:107 is not listed on IDEAS anymore
- Darinka Dentcheva & Andrzej Ruszczynski, 2004, "Portfolio Optimization With Stochastic Dominance Constraints," Finance, University Library of Munich, Germany, number 0402016, Feb, revised 02 Mar 2006.
- Item repec:wpa:wuwpma:0312012 is not listed on IDEAS anymore
- Paolo, BATTOCCHIO & Francesco, MENONCIN & Olivier, SCAILLET, 2003, "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2003004, Feb.