Printed from https://ideas.repec.org/n/nep-rmg/2006-09-23.html
Report NEP-RMG-2006-09-23
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:
- John G. Galbraith & Serguei Zernov, 2006, "Extreme Dependence In The Nasdaq And S&P Composite Indexes," Departmental Working Papers, McGill University, Department of Economics, number 2006-14, Sep.
- Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang, 2006, "Empirical risk analysis of pension insurance: the case of Germany," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,07.
- Risager, Ole, 2005, "The Value Premium on the Danish Stock Market," Working Papers, Copenhagen Business School, Department of Economics, number 20-2005, Nov.
- Alejandro Balbás & Raquel Balbás Universidad & Silvia Mayoral, 2006, "Optimizing Measures of Risk: A Simplex-like Algorithm," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/06, Sep.
- Harju, Kari & Hussain, Mujahid, 2006, "Intraday Seasonalities and Macroeconomic News Announcements," Working Papers, Hanken School of Economics, number 512, Sep.
- Harju, Kari & Hussain, Syed Mujahid, 2006, "Intraday Linkages Across International Equity Markets," Working Papers, Hanken School of Economics, number 516, Sep.