Printed from https://ideas.repec.org/n/nep-rmg/2005-02-01.html
Report NEP-RMG-2005-02-01
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:
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Practical Volatility and Correlation Modeling for Financial Market Risk Management," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-007, Jan.
- Davies, G.B., 2005, "Rethinking Risk: Aspiration as Pure Risk," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0507, Jan.
- Peter Woehrmann & Willi Semmler & Martin Lettau, , "Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 225.
- Peter Woehrmann, , "A dynamic model of the financial�real interaction as a model selection criterion for nonparametric stock market prediction," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 226.
- Tower, Edward & Zheng, Wei, 2004, "Fidelity versus Vanguard: Comparing the Performance of the Two Largest Mutual Fund Families," Working Papers, Duke University, Department of Economics, number 04-08.
- Tower, Edward & Reinker, Kenneth S., 2004, "Index Fundamentalism Revisited," Working Papers, Duke University, Department of Economics, number 04-07.
- Martin Feldstein, 2005, "Reducing the Risk of Investment-Based Social Security Reform," NBER Working Papers, National Bureau of Economic Research, Inc, number 11084, Jan.