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Report NEP-RMG-2008-02-16
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:
- Boudt, Kris & Peterson, Brian & Carl, Peter, 2008, "Hedge fund portfolio selection with modified expected shortfall," MPRA Paper, University Library of Munich, Germany, number 7126, Feb.
- Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008, "Measuring downside risk-realised semivariance," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W02, 01.
- Evan Gatev & Philip Strahan, 2008, "Liquidity Risk and Syndicate Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 13802, Feb.
- Massimo Guidolin & Stuart Hyde, 2008, "Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK," Working Papers, Federal Reserve Bank of St. Louis, number 2008-005, DOI: 10.20955/wp.2008.005.
- Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007, "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche, CIRPEE, number 0749.
- Geoffroy Enjolras & Robert Kast, 2008, "Using participating and financial contracts to insure catastrophe risk: Implications for crop risk management," Working Papers, LAMETA, Universtiy of Montpellier, number 08-01, Jan, revised Jan 2008.
- Mathieu Gatumel & Dominique Guegan, 2008, "Towards an understanding approach of the insurance linked securities market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08006, Jan.
- Monika Piazzesi & Martin Schneider, 2008, "Bond positions, expectations, and the yield curve," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-02.
- Item repec:mod:wcefin:08014 is not listed on IDEAS anymore
- Emmanuel Farhi & Xavier Gabaix, 2008, "Rare Disasters and Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 13805, Feb.
- Otto Winkels & Dirk Schoenmaker & Sander Osterloo, 2007, "The Emergence of Cross-Border Insurance Groups within Europe with Centralised Risk Management," FMG Special Papers, Financial Markets Group, number sp176, Dec.
- Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008, "Can Exchange Rates Forecast Commodity Prices?," Working Papers, Duke University, Department of Economics, number 08-03.