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Report NEP-RMG-2005-06-05
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:
- Carolyn Currie, 2005, "A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 141, May.
- Alexandros Benos & George Papanastasopoulos, 2005, "Extending the Merton Model: A Hybrid Approach to Assessing Credit Quality," Finance, University Library of Munich, Germany, number 0505020, May, revised 18 Nov 2005.
- John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005, "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 11389, Jun.
- Robert J. Barro, 2005, "Rare Events and the Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 11310, May.
- Elisa Luciano, 2005, "Calibrating risk-neutral default correlation," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 12-2005, May.
- Pesaran, M.H. & Schuermann, T. & Treutler, B-J., 2005, "The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0529, May.
- Alejandro Corvalán, 2005, "Mixed Tactical Asset Allocation," Working Papers Central Bank of Chile, Central Bank of Chile, number 323, May.
- Diego Comin & Thomas Philippon, 2005, "The Rise in Firm-Level Volatility: Causes and Consequences," NBER Working Papers, National Bureau of Economic Research, Inc, number 11388, May.
- Ari A. Perdana, 2005, "Risk management for the poor and vulnerable," CSIS Economics Working Paper Series, Centre for Strategic and International Studies, Jakarta, Indonesia, number WPE093, May.
- Yusuke Osaki, 2005, "Dependent Background Risks and Asset Prices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 05-13, May.