Report NEP-RMG-2007-01-13

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:

• Sydney Ludvigson & Serena Ng, 2006, "The Empirical Risk-Return Relation: a factor analysis approach," 2006 Meeting Papers, Society for Economic Dynamics, number 236.
• Marcel Scharth & Marcelo Cunha Medeiros, 2006, "Asymmetric effects and long memory in the volatility of Dow Jones stocks," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 532, Nov.
• Martin Lettau & Stijn Van Nieuwerburgh, 2006, "Reconciling the Return Predictability Evidence," 2006 Meeting Papers, Society for Economic Dynamics, number 29.
• Item repec:cdl:bphupl:1018 is not listed on IDEAS anymore

• Jeremy Berkowitz & Peter Christoffersen & Denis Pelletier, 2005, "Evaluating Value-at-Risk models with desk-level data," Working Paper Series, North Carolina State University, Department of Economics, number 010, Oct, revised Dec 2006.
• Item repec:cfs:cfswop:wp2000625 is not listed on IDEAS anymore

• Item repec:cdl:ucsdec:2006-03 is not listed on IDEAS anymore

• Gouta Akiyama & Naoto Kunitomo, 2005, ""On Risk Management Methods of Equity-Linked Insurance and Practical Problems"(in Japanese)," CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-J-141, Sep.
• Item repec:cfs:cfswop:wp2000633 is not listed on IDEAS anymore

• Item repec:lmu:muenec:1356 is not listed on IDEAS anymore

Report NEP-RMG-2007-01-13

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: