Report NEP-RMG-2009-06-10This 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:
- Javier Mencía, 2009. "Assessing the risk-return trade-off in loans portfolios," Working Papers 0911, Banco de España;Working Papers Homepage.
- Raymond BRUMMELHUIS & Jules Sadefo-Kamdem, 2009. "Var For Quadratic Portfolio'S With Generalized Laplace Distributed Returns," Working Papers 09-06, LAMETA, Universtiy of Montpellier, revised Jun 2009.
- Giulio Bottazzi & Marco Grazzi & Angelo Secchi & Federico Tamagni, 2009. "Financial and economic determinants of firm default," LEM Papers Series 2009/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- StÃ©phane Couture & Arnaud Reynaud, 2009. "Forest Management Under Fire Risk When Forest Carbon Sequestration Has Value," LERNA Working Papers 09.09.285, LERNA, University of Toulouse.
- Seo, John & Mahul, Olivier, 2009. "The impact of climate change on catastrophe risk models : implications for catastrophe risk markets in developing countries," Policy Research Working Paper Series 4959, The World Bank.
- Dixon, Bruce L. & Ahrendsen, Bruce L. & Foianini, Monica & Hamm, Sandra J. & Danforth, Diana M., 2008. "Competing Risk Proportional Hazard Models of Farm Service Agency Direct Operating Loans," 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48140, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
- Kesternich, Iris & Schnitzer, Monika, 2009. "Who is afraid of political risk? Multinational firms and their choice of capital structure," Discussion Paper Series 1: Economic Studies 2009,02, Deutsche Bundesbank.
- Hui Chen & Jianjun Miao & Neng Wang, 2009. "Entrepreneurial Finance and Non-diversifiable Risk," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-180, Boston University - Department of Economics.
- Anna Christina D'Addio & José Seisdedos & Edward Whitehouse, 2009. "Investment Risk and Pensions: Measuring Uncertainty in Returns," OECD Social, Employment and Migration Working Papers 70, OECD Publishing.