Printed from https://ideas.repec.org/n/nep-rmg/2007-03-10.html
Report NEP-RMG-2007-03-10
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:
- Vulpes, Giuseppe & Brasili, Andrea, 2006, "Banking integration and co-movements in EU banks’ fragility," MPRA Paper, University Library of Munich, Germany, number 1964, Jun.
- Item repec:hhs:bofrdp:2007_004 is not listed on IDEAS anymore
- C.J.M. Kool, 2006, "An Analysis of Financial Stability Indicators in European Banking: The Role of Common Factors," Working Papers, Utrecht School of Economics, number 06-12, Dec.
- Olmo, J., 2007, "An asset pricing model for mean-variance-downside-risk averse investors," Working Papers, Department of Economics, City St George's, University of London, number 07/01.
- Norman Swanson & Geetesh Bhardwaj, 2006, "A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects," Departmental Working Papers, Rutgers University, Department of Economics, number 200613, Sep.
- Schotman, Peter C & Lutgens, Frank, 2007, "Robust Portfolio Optimisation with Multiple Experts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6161, Mar.
- Item repec:hum:wpaper:sfb649dp2007-010 is not listed on IDEAS anymore
- Ladekarl, Jeppe & Ladekarl, Regitze & Andersen, Erik Brink & Vittas, Dimitri, 2007, "The use of derivatives to hedge embedded options : the case of pension institutions in Denmark," Policy Research Working Paper Series, The World Bank, number 4159, Mar.
- Schrimpf, Andreas & Schröder, Michael & Stehle, Richard, 2006, "Evaluating conditional asset pricing models for the German stock market," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-043.