Report NEP-RMG-2007-08-27This 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:
- Michalski, Grzegorz, 2006. "Risk-based cash demand in a firm," MPRA Paper 4541, University Library of Munich, Germany, revised 06 Sep 2006.
- Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth, 2007. "Modeling and predicting the CBOE market volatility index," Textos para discussão 548, Department of Economics PUC-Rio (Brazil).
- Stephan Schulmeister, 2007. "The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data," WIFO Working Papers 289, WIFO.
- Gollier, Christian, 2007. "Assets Relative Risk for Long-term Investors," IDEI Working Papers 466, Institut d'Économie Industrielle (IDEI), Toulouse.
- Item repec:hhs:bofrdp:2001_016 is not listed on IDEAS anymore
- Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO.