Printed from https://ideas.repec.org/n/nep-rmg/2004-12-20.html
Report NEP-RMG-2004-12-20
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:
- Fernandez, Pablo, 2004, "Market risk premium: Required, historical and expected," IESE Research Papers, IESE Business School, number D/574, Oct.
- Feng Dai & Feng Han, 2004, "Optimal Choice Models for Executing Time to American Options," Finance, University Library of Munich, Germany, number 0412016, Dec.
- Madnick, Stuart & Wang, Richard & Chettayar, Krishna & Dravis, Frank & Funk, James & Katz-Haas, Raïssa & Lee, Cindy & Lee, Yang & Xian, Xiang & Bhansali, Sumit, 2004, "Exemplifying Business Opportunities for Improving Data Quality From Corporate Household Research," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4481-04, Dec.
- Anthony W. Lynch & Sinan Tan, 2004, "Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 10994, Dec.
- Nikesh Agarwal & Vikash Madhogaria & Supreena Narayanan, 2004, "Simulated Trading-An Analysis of Pairs Trading," Finance, University Library of Munich, Germany, number 0412018, Dec.