Printed from https://ideas.repec.org/n/nep-rmg/2007-07-13.html
Report NEP-RMG-2007-07-13
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:
- Ghorbel, Ahmed & Trabelsi, Abdelwahed, 2007, "Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation," MPRA Paper, University Library of Munich, Germany, number 3963, Mar.
- Schmidt, Rafael & Schmieder, Christian, 2007, "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,07.
- Lanne, Markku & Luoto, Jani, 2007, "Robustness of the Risk-Return Relationship in the U.S. Stock Market," MPRA Paper, University Library of Munich, Germany, number 3879.
- Item repec:sca:scaewp:0710 is not listed on IDEAS anymore
- Nataliya Fedorenko & Dorothea Schäfer & Oleksandr Talavera, 2007, "The Effects of the Bank-Internal Ratings on the Loan Maturity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 704.
- Joshua Rauh, 2007, "Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 13240, Jul.
- Prat, Andrea & Dasgupta, Amil & Verardo, Michela, 2007, "Institutional Trade Persistence and Long-Term Equity Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6374, Jul.
- Item repec:hal:papers:halshs-00159846_v1 is not listed on IDEAS anymore