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Report NEP-RMG-2006-10-21
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:
- Aase, Knut K., 2005, "Using Option Pricing Theory to Infer About Equity Premiums," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2005/11, Nov.
- Item repec:hhs:bofrdp:2005_017 is not listed on IDEAS anymore
- Item repec:hhs:bofrdp:2006_003 is not listed on IDEAS anymore
- Chen, Jing & Chollete, Lorán, 2006, "Financial Distress and Idiosyncratic Volatility: An Empirical Investigation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/8, Aug.
- Schmitz, Philipp & Glaser, Markus & Weber, Martin, 2006, "Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 06-12, Oct.
- Chollete, Lorán & Heinen, Andreas, 2006, "Frequent Turbulence? A Dynamic Copula Approach," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/10, Oct.
- Item repec:hhs:bofrdp:2005_027 is not listed on IDEAS anymore
- Scalas, Enrico & Kim, Kyungsik, 2006, "The art of fitting financial time series with Levy stable distributions," MPRA Paper, University Library of Munich, Germany, number 336, Aug.