Printed from https://ideas.repec.org/n/nep-rmg/2005-05-14.html
Report NEP-RMG-2005-05-14
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:
- Cédric Perret-Gentil & Maria-Pia Victoria-Feser, 2005, "Robust Mean-Variance Portfolio Selection," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp140, Apr.
- Fabien Couderc, 2005, "Understanding Default Risk Through Nonparametric Intensity Estimation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp141, Mar.
- Fabien Couderc & Olivier Renault, 2005, "Times-To-Default:Life Cycle, Global and Industry Cycle Impact," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp142, Mar.
- Simon Grant & John Quiggin, 2004, "Increasing Uncertainty: A Definition," Risk & Uncertainty Working Papers, Risk and Sustainable Management Group, University of Queensland, number WPR04_4, May.
- Item repec:col:000146:000764 is not listed on IDEAS anymore
- Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005, "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance, University Library of Munich, Germany, number 0505009, May, revised 17 Jan 2006.
- Robert G. Chambers & John Quiggin, , "Narrowing the No-Arbitrage Bounds," Risk & Uncertainty Working Papers, Risk and Sustainable Management Group, University of Queensland, number WPR03_3.
- Item repec:wvu:wpaper:05-06 is not listed on IDEAS anymore
- Alain Chateauneuf & Ghizlane Lakhnati, 2005, "Increases in risk and demand for risky asset," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05033, Apr, DOI: 10.1016/j.mathsocsi.2015.02.005.
- Edward Schlee & Christian Gollier, , "Information and the Equity Premium," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University, number 2133505.