Printed from https://ideas.repec.org/n/nep-rmg/2005-05-07.html
Report NEP-RMG-2005-05-07
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:
- Elisa Luciano & Elena Vigna, 2005, "A note on stochastic survival probabilities and their calibration," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 1-2005, Jan.
- Item repec:ifs:cemmap:wp09/04 is not listed on IDEAS anymore
- Sutthisit Jamdee & Cornelis A. Los, 2005, "Long Memory Options: LM Evidence and Simulations," Finance, University Library of Munich, Germany, number 0505003, May.
- Santiago Budria, 2005, "An Exploration of Asset Returns in a Production Economy with Relative Habits," Finance, University Library of Munich, Germany, number 0505004, May.
- Christos Papahristodoulou & Erik Dotzauer, 2005, "Optimal portfolios using linear programming models," Finance, University Library of Munich, Germany, number 0505006, May.
- Jean-Marc Boussard, 2005, "Price risk management instruments in agricultural and other unstable markets," Risk and Insurance, University Library of Munich, Germany, number 0505001, May.