Printed from https://ideas.repec.org/n/nep-rmg/2004-08-16.html
Report NEP-RMG-2004-08-16
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:
- Item repec:dnb:wormem:757 is not listed on IDEAS anymore
- Alex Shapiro & Suleyman Basak & Anna Pavlova, 2004, "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 583, Aug.
- Georges Dionne & Thouraya Triki, 2004, "On Risk Management Determinants: What Really Matters?," Cahiers de recherche, CIRPEE, number 0417.
- Eckhard Platen, 2004, "Diversified Portfolios with Jumps in a Benchmark Framework," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 129, Jun.
- Dietmar Leisen, 2004, "Mixed Lognormal Distributions for Derivatives Pricing and Risk-Management," Computing in Economics and Finance 2004, Society for Computational Economics, number 48, Aug.
- Thierry Chauveau & Hayette Gatfaoui, 2004, "Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 122, Apr.
- Antje Mahayni & Erik Schlögl, 2003, "The Risk Management of Minimum Return Guarantees," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 102, Jun.