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Report NEP-RMG-2006-08-12
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:
- Thomas Flavin & Ekaterini Panopoulou, 2006, "International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp167, Aug.
- In Choi & Timothy K. Chue, 2006, "Subsampling-Based Tests of Stock-Return Predictability," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-178, Jul.