Printed from https://ideas.repec.org/n/nep-rmg/2010-05-08.html
Report NEP-RMG-2010-05-08
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:
- Durant, D. & Frey, L., 2010, "Une premi re comparaison des droits de pension des m nages fran ais et am ricains," Working papers, Banque de France, number 280.
- Luca RICCETTI, 2010, "Minimum Tracking Error Volatility," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 340, Apr.
- Claudia Miani & Stefano Siviero, 2010, "A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 758, Apr.
- Robin Greenwood & Samuel Hanson, 2010, "Characteristic Timing," NBER Working Papers, National Bureau of Economic Research, Inc, number 15948, Apr.
- Jocelyne Bion-Nadal & Magali Kervarec, 2010, "Risk measuring under model uncertainty," Papers, arXiv.org, number 1004.5524, Apr, revised Dec 2010.
- Tian Qiu & Guang Chen & Li-Xin Zhong & Xiao-Wei Lei, 2010, "Memory effect and multifractality of cross-correlations in financial markets," Papers, arXiv.org, number 1004.5547, Apr.
- Giulio Bottazzi & Federico Tamagni, 2010, "Is Bigger Always Better ? The Effect of Size on Defaults," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2010/07, May.
- Item repec:iim:iimawp:wp2009-09-02 is not listed on IDEAS anymore
- Vladimir Borgy & Julien Idier. & Le Fol, G., 2010, "Liquidity problems in the FX liquid market: Ask for the "BIL"," Working papers, Banque de France, number 279.