Printed from https://ideas.repec.org/n/nep-rmg/2005-12-01.html
Report NEP-RMG-2005-12-01
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:
- Alexis Bonnet & Isabelle Nagot, 2005, "Methodology of measuring performance in alternative investment," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05078, Oct.
- Morten Christensen & Eckhard Platen, 2005, "Sharpe Ratio Maximization and Expected Utility when Asset Prices have Jumps," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 170, Nov.
- Byström, Hans, 2005, "Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures," Working Papers, Lund University, Department of Economics, number 2005:44, Oct.
- Victoria Geyfman, 2005, "Risk-adjusted performance measures at bank holding companies with section 20 subsidiaries," Working Papers, Federal Reserve Bank of Philadelphia, number 05-26.
- Item repec:ecb:ecbops:20050026 is not listed on IDEAS anymore
- Item repec:dnb:dnbwpp:054 is not listed on IDEAS anymore
- David K. Musto & Nicholas S. Souleles, 2005, "A portfolio view of consumer credit," Working Papers, Federal Reserve Bank of Philadelphia, number 05-25.
- Item repec:hum:wpaper:sfb649dp2005-009 is not listed on IDEAS anymore
- Item repec:ecb:ecbops:20050034 is not listed on IDEAS anymore
- H. Ooghe & C. Spaenjers & P. Vandermoere, 2005, "Business failure prediction: simple-intuitive models versus statistical models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 05/338, Oct.
- Lieven Baele & Koen Inghelbrecht, 2005, "Structural versus Temporary Drivers of Country and Industry Risk," International Finance, University Library of Munich, Germany, number 0511005, Nov.