Printed from https://ideas.repec.org/n/nep-rmg/2005-04-03.html
Report NEP-RMG-2005-04-03
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:
- Item repec:ifs:ifsewp:wp09/04 is not listed on IDEAS anymore
- Morten Nalholm & Rolf Poulsen, 2005, "Static Replication and Model Risk: Razor's Edge or Trader's Hedge?," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/02, Mar.
- Nicholas Chan & Mila Getmansky & Shane M. Haas & Andrew W. Lo, 2005, "Systemic Risk and Hedge Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 11200, Mar.
- Claude B. Erb & Campbell R. Harvey, 2005, "The Tactical and Strategic Value of Commodity Futures," NBER Working Papers, National Bureau of Economic Research, Inc, number 11222, Mar.
- Item repec:cnb:rpnrpn:2/2004 is not listed on IDEAS anymore
- Item repec:cnb:wpaper:1/2004 is not listed on IDEAS anymore
- Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert, 2005, "The weekend trading profitability: evidence from international mutual funds," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-10, Jan.
- Nam, Jouahn & Wang, Jun & Zhang, Ge, 2004, "Strategic trading against retail investors with disposition effects," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-11.
- M. Hashem Pesaran & Paolo Zaffaroni, 2004, "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 04.3, Oct.