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Report NEP-RMG-2004-10-18
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 & Elizabeth A. Maharaj, 2004, "Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data," Finance, University Library of Munich, Germany, number 0409056, Sep.
- Marcello SPANO', 2003, "Productivity shocks and hedging: theory and evidence," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2003-26, Jan.
- Marina Resta, 2004, "Multifractal analysis of Power Markets. Some empirical evidence," Econometrics, University Library of Munich, Germany, number 0410002, Oct.
- David S. Bieri & Ludwig B. Chincarini, 2004, "Riding the Yield Curve: Diversification of Strategies," Finance, University Library of Munich, Germany, number 0410002, Oct.
- Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2004, "Cross-Border Diversification in Bank Asset Portfolios," Working Paper, Norges Bank, number 2004/11, Sep.
- Kyri Kyriacou & Jacob Madsen & Bryan Mase, 2004, "The Equity Premium," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-10, Sep.