Printed from https://ideas.repec.org/n/nep-rmg/2004-06-27.html
Report NEP-RMG-2004-06-27
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:
- Don U.A. Galagedera & Roland Shami, 2004, "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities," Finance, University Library of Munich, Germany, number 0406011, Jun.
- Don U.A. Galagedera, 2004, "A survey on risk-return analysis," Finance, University Library of Munich, Germany, number 0406010, Jun.
- William A. Barnett & Shu Wu, 2004, "On User Costs of Risky Monetary Assets," Macroeconomics, University Library of Munich, Germany, number 0406009, Jun.
- Roland Shami & Don U.A. Galagedera, 2004, "Beta Risk and Regime Shift in Market Volatility," Finance, University Library of Munich, Germany, number 0406012, Jun.