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Report NEP-RMG-2005-02-27
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:
- Guillaume Plantin, , "Does Reinsurance Need Reinsurers?," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2005-E1.
- Eckhard Platen, 2004, "Capital Asset Pricing for Markets with Intensity Based Jumps," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 143, Dec.
- Guillaume Plantin & Haresh Sapra & Hyun Shin, , "Marking to Market: Panacea or Pandora’s Box ?," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2005-E4.
- Lundtofte, Frederik, 2005, "Can An ”Estimation Factor” Help Explain Cross-Sectional Returns?," Working Papers, Lund University, Department of Economics, number 2005:18, Feb.
- Morten Christensen & Eckhard Platen, 2004, "A General Benchmark Model for Stochastic Jump Sizes," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 139, Nov.
- Carl Chiarella & Xue-Zhong He & Duo Wang, 2004, "A Behavioural Asset Pricing Model with a Time-Varying Second Moment," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 141, Nov.
- Carl Chiarella & Xue-Zhong He & Duo Wang, 2004, "Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 142, Nov.
- Mende, Alexander, 2005, "09/11 on the USD/EUR Foreign Exchange Market," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-312, Feb.
- Eckhard Platen & Jason West & Wolfgang Breymann, 2004, "An Intraday Empirical Analysis of Electricity Price Behaviour," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 140, Nov.
- Jorge Selaive & Vicente Tuesta R, 2005, "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," Working Papers, Banco Central de Reserva del Perú, number 2005-002, Jan.