Printed from https://ideas.repec.org/n/nep-rmg/2005-08-13.html
Report NEP-RMG-2005-08-13
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:
- Pierre-Guillaume Méon & Laurent Weill, 2005, "Can mergers in Europe help banks hedge against macroeconomic risk?," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number in, Feb.
- Torsten Sløk & Mike Kennedy, 2004, "Factors Driving Risk Premia," OECD Economics Department Working Papers, OECD Publishing, number 385, Apr, DOI: 10.1787/738228687051.
- Mitchell, Janet & Devriese, Johan, 2005, "Liquidity Risk in Securities Settlement," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5123, Jul.
- Item repec:fiu:wpaper:0501 is not listed on IDEAS anymore
- Feng Dai & Hui Liu & Ying Wang, 2005, "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," Econometrics, University Library of Munich, Germany, number 0507012, Jul.
- Ali al-Nowaihi & Sanjit Dhami, 2005, "A simple derivation of Prelec’s probability weighting function," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/20, Jul.
- Susan Thorp & George Milunovich, 2005, "Asymmetric Risk and International Portfolio Choice," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 160, Jul.