Printed from https://ideas.repec.org/n/nep-rmg/2009-12-05.html
Report NEP-RMG-2009-12-05
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:
- Item repec:bcl:bclwop:cahier_etudes_35 is not listed on IDEAS anymore
- Steve Zymler & Daniel Kuhn & Berc Rustem, 2009, "Worst-Case Value-at-Risk of Non-Linear Portfolios," Working Papers, COMISEF, number 017, Aug.
- Sakaimbo, Nicholas K. & Pederson, Glenn D., 2009, "Assessing the Relationship between Probability of Default and Loss Given Default in an Agricultural Loan Portfolio," Staff Papers, University of Minnesota, Department of Applied Economics, number 55281, Nov, DOI: 10.22004/ag.econ.55281.
- Item repec:bcl:bclwop:cahier_etudes_41 is not listed on IDEAS anymore
- Torro, Hipolit, 2009, "Assessing the influence of spot price predictability on electricity futures hedging," MPRA Paper, University Library of Munich, Germany, number 18892, Mar.
- Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers, CIRANO, number 2009s-45, Nov.