Printed from https://ideas.repec.org/n/nep-rmg/2004-08-31.html
Report NEP-RMG-2004-08-31
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:
- Andrew Leigh & Justin Wolfers & Eric Zitzewitz, 2003, "What Do Financial Markets Think of War in Iraq?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9587, Mar.
- Zoran Ivkovich & Clemens Sialm & Scott Weisbenner, 2004, "Portfolio Concentration and the Performance of Individual Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 10675, Aug.
- Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima, 2004, "Stochastic Volatility with Leverage: Fast Likelihood Inference," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-297, Aug.
- Alexander Ljungqvist & Matthew Richardson, 2003, "The cash flow, return and risk characteristics of private equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 9454, Jan.
- Wayne E. Ferson & Andrea Heuson & Tie Su, 2004, "Weak and Semi-Strong Form Stock Return Predictability, Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 10689, Aug.