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Report NEP-RMG-2005-02-13
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:
- Jean-Philippe Bouchaud & Giulia Iori & Didier Sornette, 1995, "Real-world options: smile and residual risk," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500039, Sep.
- Jean-Philippe Bouchaud & Marc Potters, 1998, "Back to basics: historical option pricing revisited," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500036, Aug.
- Jean-Philippe Bouchaud, 1998, "Elements for a theory of financial risks," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500042, Jun.
- Item repec:wvu:wpaper:04-11 is not listed on IDEAS anymore
- Jean-Philippe Bouchaud & Didier Sornette & Christian Walter & Jean-Pierre Aguilar, 1998, "Taming large events: portfolio selection for strongly fluctuating assets," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500044, Jan.
- Jean-Philippe Bouchaud & Marc Potters & Jean-Pierre Aguilar, 1997, "Missing information and asset allocation," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500045, Jul.
- Item repec:wvu:wpaper:04-12 is not listed on IDEAS anymore
- Timmermann, Allan & Guidolin, Massimo, 2004, "Term Structure of Risk Under Alternative Econometric Specifications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4645, Sep.
- Weber, Martin & Norden, Lars, 2004, "The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4674, Oct.
- Acharya, Viral & Pedersen, Lasse Heje, 2004, "Asset Pricing with Liquidity Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4718, Oct.
- Patrick de Fontnouvelle & John Jordan & Eric Rosengren, 2005, "Implications of Alternative Operational Risk Modeling Techniques," NBER Working Papers, National Bureau of Economic Research, Inc, number 11103, Feb.
- Benoit Pochard & Jean-Philippe Bouchaud, 2003, "Option pricing and hedging with minimum expected shortfall," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500029, Aug.
- Lorenzo Cornalba & Jean-Philippe Bouchaud & Marc Potters, 2000, "Option pricing and hedging with temporal correlations," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500030, Nov.
- Marc Potters & Jean-Philippe Bouchaud & Dragan Sestovic, 2000, "Hedged Monte-Carlo: low variance derivative pricing with objective probabilities," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500031, Aug.
- Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1998, "Noise dressing of financial correlation matrices," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500051, Oct.
- Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1999, "Random matrix theory and financial correlations," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500053, Jan.