Report NEP-RMG-2007-08-08This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Klimczak, Karol Marek, 2007. "Risk Management Theory: A comprehensive empirical assessment," MPRA Paper 4241, University Library of Munich, Germany.
- Item repec:hal:papers:hal-00165641_v1 is not listed on IDEAS anymore
- Item repec:dgr:eureri:300011262 is not listed on IDEAS anymore
- Kulp-Tåg, Sofie, 2007. "An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions," Working Papers 526, Hanken School of Economics.
- Item repec:hal:papers:hal-00165654_v1 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00162440_v1 is not listed on IDEAS anymore
- Beverly Hirtle, 2007. "Public disclosure, risk, and performance at bank holding companies," Staff Reports 293, Federal Reserve Bank of New York.
- George Bulkley & Richard W P Holt, 2007. "Forecasting Cross-Section Stock Returns using The Present Value Model," ESE Discussion Papers 163, Edinburgh School of Economics, University of Edinburgh.
- Sheng Li & Oliver Linton, 2007. "Evaluating hedge fund performance: a stochastic dominance approach," FMG Discussion Papers dp591, Financial Markets Group.
- Item repec:hal:papers:hal-00157739_v2 is not listed on IDEAS anymore
- John Kambhu & Til Schuermann & Kevin J. Stiroh, 2007. "Hedge funds, financial intermediation, and systemic risk," Staff Reports 291, Federal Reserve Bank of New York.