Printed from https://ideas.repec.org/n/nep-rmg/2004-12-12.html
Report NEP-RMG-2004-12-12
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:
- Nicole Branger & Christian Schlag, 2004, "Is Jump Risk Priced? - What We Can (and Cannot) Learn From Option Hedging Errors," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 140, Oct.
- Item repec:wpa:wuwpfi:0411044 is not listed on IDEAS anymore
- Cornelis A. Los, 2004, "Why VAR Fails: Long Memory and Extreme Events in Financial Markets," Finance, University Library of Munich, Germany, number 0412014, Dec.
- Mikhail Anufriev & Giulio Bottazzi & Francesca Pancotto, 2004, "Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2004/23, Dec.
- Nicole Branger & Angelika Esser & Christian Schlag, 2004, "When Are Static Superhedging Strategies Optimal?," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 138, Oct.
- Item repec:wpa:wuwpfi:0411043 is not listed on IDEAS anymore
- Riccardo Cesari & Fabio Panetta, 1998, "Style, Fees and Performance of Italian Equity Funds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 325, Jan.
- Junko Shimizu & Eiji Ogawa, 2004, "Risk Properties of AMU denominated Asian Bonds," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d04-45, Nov.
- Davies, G.B. & Satchell, S.E., 2004, "Continuous Cumulative Prospect Theory and Individual Asset Allocation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0467, Nov.
- Ronald Goettler & Phillip Leslie, 2003, "Cofinancing to Manage Risk in the Motion Picture Industry," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2003-E34, Oct.
- Item repec:dnb:dnbwpp:009 is not listed on IDEAS anymore
- Item repec:fmg:fmgdps:dp524 is not listed on IDEAS anymore
- Nilsson, Birger & Hansson, Björn, 2004, "A Two-State Capital Asset Pricing Model with Unobservable States," Working Papers, Lund University, Department of Economics, number 2004:28, Dec.
- Marta_Cardin & Paola_Ferretti, 2004, "Some theory of bivariate risk attitude," Game Theory and Information, University Library of Munich, Germany, number 0411009, Nov.
- Guerdjikova, Ani, 2004, "Asset Prices in an Overlapping Generations Model with Case-Based Decision Makers with Short Memory," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 04-44, Nov.
- Guerdjikova, Ani, 2004, "Evolution of Wealth and Asset Prices in Markets with Case-Based Investors," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 04-49, Nov.
- Chiona Balfoussia & Michael Wickens & Michael R. Wickens, 2004, "Macroeconomic Sources of Risk in the Term Structure," CESifo Working Paper Series, CESifo, number 1329.
- Fernando A. Broner & R. Gaston Gelos & Carmen Reinhart, 2004, "When in Peril, Retrench: Testing the Portfolio Channel of Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 10941, Dec.
- Nabyl Belgrade & Eric Benhamou & Etienne Koehler, 2004, "A market model for inflation," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04050, Jan.
- Michael Gallmeyer & Burton Hollifield & Duane Seppi, , "Liquidity Discovery and Asset Pricing," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2004-10.