Printed from https://ideas.repec.org/n/nep-rmg/2006-05-20.html
Report NEP-RMG-2006-05-20
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:
- Viviana Fernandez, 2006, "The International CAPM and a Wavelet-Based Decomposition of Value at Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 12233, May.
- Francis A. Longstaff & Arvind Rajan, 2006, "An Empirical Analysis of the Pricing of Collateralized Debt Obligations," NBER Working Papers, National Bureau of Economic Research, Inc, number 12210, May.
- Evan Gatev & Til Schuermann & Philip E. Strahan, 2006, "Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12234, May.
- Item repec:hal:papers:halshs-00068384_v1 is not listed on IDEAS anymore
- Item repec:ver:wpaper:24 is not listed on IDEAS anymore
- Fernandes, José L. B. & Hasman, Augusto & Peña, Juan Ignacio, 2006, "Risk premium: insights over the threshold," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb062808, May.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2006, "A multi-factor model for the valuation and risk managment of demand deposits," Working Paper Research, National Bank of Belgium, number 83, May.
- J. David Cummins & Georges Dionne & Robert Gagné & Abdelhakim Nouira, 2006, "Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities," Cahiers de recherche, CIRPEE, number 0616.
- Menkhoff, Lukas & Schmeling, Maik, 2006, "A Prospect-Theoretical Interpretation of Momentum Returns," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-335, May.
- Schmeling, Maik, 2006, "Institutional and Individual Sentiment: Smart Money and Noise Trader Risk," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-337, May.
- D. Johannes Juttner & Wayne Leung, 2004, "Currency hedging of global portfolios - a closer examination of some of the ingredients," Research Papers, Macquarie University, Department of Economics, number 0411, Oct.