Printed from https://ideas.repec.org/n/nep-rmg/2006-12-04.html
Report NEP-RMG-2006-12-04
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:
- Jesus, Saurina & Gabriel, Jimenez, 2006, "Credit Cycles, Credit Risk, and Prudential Regulation," MPRA Paper, University Library of Munich, Germany, number 718, Mar.
- Antonella Campana & Paola Ferretti, 2006, "On Bounds for Concave Distortion Risk Measures for Sums of Risks," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 146, Nov.
- Item repec:pra:mprapa:759 is not listed on IDEAS anymore
- Hałaj, Grzegorz, 2006, "Contagion effect in banking system - measures based on randomised loss scenarios," MPRA Paper, University Library of Munich, Germany, number 525, Oct.
- Hałaj, Grzegorz, 2006, "Risk-based decisions on assets structure of a bank — partially observed economic conditions," MPRA Paper, University Library of Munich, Germany, number 523, Aug.
- Bond, Derek & Dyson, Kenneth, 2006, "Long memory and non-linearity in Stock Markets," MPRA Paper, University Library of Munich, Germany, number 252, Sep.
- Bohl, Martin T. & Gottschalk, Katrin & Pál, Rozália, 2006, "Institutional investors and stock market efficiency: The case of the January anomaly," MPRA Paper, University Library of Munich, Germany, number 677, Mar, revised Nov 2006.