Report NEP-RMG-2010-01-30

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:

• Darrell Duffie & Ada Li & Theo Lubke, 2010, "Policy perspectives on OTC derivatives market infrastructure," Staff Reports, Federal Reserve Bank of New York, number 424.
• Item repec:imf:imfwpa:10/10 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:10/2 is not listed on IDEAS anymore

• Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009, "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094625, May.
• Gonzalo, Jesús & Olmo, José, 2009, "Downside Risk Efficiency Under Market Distress," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094423, Jun.
• Balbás, Alejandro & Balbás, Beatriz & Heras, Antonio, 2010, "Stability of the optimal reinsurance with respect to the risk measure," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb100201, Jan.
• Item repec:imf:imfwpa:10/4 is not listed on IDEAS anymore

• Fabrizio Patriarca & Francesco Vona, 2009, "Structural Change and the Income Distribution: a Post-Keynesian disequilibrium model," Working Papers - Dipartimento di Economia, Dipartimento di Economia, Sapienza University of Rome, number 5, revised 2009.
• Claudiu Tiberiu Albulescu, 2009, "Forecasting Romanian Financial System Stability using a Stochastic Simulation Model," Working Papers, International Network for Economic Research - INFER, number 2009.4.
• Jean-Philippe Chancelier & J'er^ome Lelong & Bernard Lapeyre, 2010, "Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture," Papers, arXiv.org, number 1001.3213, Jan, revised May 2012.
• Estrada, Fernando, 2010, "Información y persuasión en los mercados financieros
  [Information and persuasion in financial markets]," MPRA Paper, University Library of Munich, Germany, number 20158, Jan.

Report NEP-RMG-2010-01-30

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: