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Report NEP-RMG-2007-05-12
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:
- Kim, Joocheol & Lee, Duyeol, 2007, "Simulation based approach for measuring concentration risk," MPRA Paper, University Library of Munich, Germany, number 2968, Feb, revised 19 Apr 2007.
- John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira, 2007, "Global Currency Hedging," NBER Working Papers, National Bureau of Economic Research, Inc, number 13088, May.
- Daniel Kohler, 2007, "Carry Trades: Betting Against Safe Haven," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-12, Apr.
- Chernov, Mikhail & Broadie, Mark & Johannes, Michael, 2007, "Understanding Index Option Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6239, May.
- Fortin, Ines & Fuss, Sabine & Hlouskova, Jaroslava & Khabarov, Nikolay & Obersteiner, Michael & Szolgayova, Jana, 2007, "An Integrated CVaR and Real Options Approach to Investments in the Energy Sector," Economics Series, Institute for Advanced Studies, number 209, May.
- Foresti, Pasquale, 2006, "Testing for Granger causality between stock prices and economic growth," MPRA Paper, University Library of Munich, Germany, number 2962, revised 2007.
- Fonseca, Nelson & Bressan, Aureliano & Iquiapaza, Robert & Guerra, João, 2007, "Análise do Desempenho Recente de Fundos de Investimento no Brasil
[Recent Performance Analysis of Mutual Funds in Brazil]," MPRA Paper, University Library of Munich, Germany, number 2994, Apr. - Drew Creal & Ying Gu & Eric Zivot, 2006, "Evaluating Structural Models for the U.S. Short Rate Using EMM and Particle Filters," Working Papers, University of Washington, Department of Economics, number UWEC-2006-18, Aug.