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Report NEP-RMG-2007-09-09
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:
- André de Palma & Nathalie Picard & Laetitia Andrieu, 2007, "Risk in Transport investments," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2007-22.
- Andrea Gheno & Carlo Domenico Mottura, 2007, "IAS 39 Hedge Accounting e Interest Rate Risk Management," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0079, Jul.
- J. Annaert & S. Van Osselaer & B. Verstraete, 2007, "Performance evaluation of portfolio insurance strategies using stochastic dominance criteria," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/473, Jun.
- Patrick Leoni, 2007, "Monte-Carlo Estimations of the Downside Risk of Derivative Portfolios," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1760607.
- Jim Wong & Ka-fai Choi & Tom Fong, 2006, "A Framework for Stress Testing Bank's Credit Risk," Working Papers, Hong Kong Monetary Authority, number 0615, Oct.
- Ip-wing Yu & Chi-sang Tam, 2007, "Measuring Market Sentiment in Hong Kong's Stock Market," Working Papers, Hong Kong Monetary Authority, number 0705, Apr.
- Item repec:pra:mprapa:2663 is not listed on IDEAS anymore
- Dötz, Niko, 2007, "Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,08.