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Report NEP-RMG-2010-07-10
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:
- Jakub Seidler & Petr Jakubik, 2009, "The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2009/13, Dec.
- Hui Chen, 2010, "Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 16151, Jul.
- Stein, Jerome L., 2010, "Alan Greenspan, the quants and stochastic optimal control," Economics Discussion Papers, Kiel Institute for the World Economy, number 2010-17.
- Cappa, Leonardo & Pereira, Pedro L. Valls, 2010, "Modelando a volatilidade dos retornos de Petrobrás usando dados de alta frequência," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 258, Jun.
- Shubhabrata Das & Marie Kratz, 2010, "Alarm System for Insurance Companies: A Strategy for Capital Allocation," Papers, arXiv.org, number 1006.5473, Jun.
- Item repec:mod:wcefin:10061 is not listed on IDEAS anymore
- Marie Lambert & George Hübner, 2010, "How to Construct Fundamental Risk Factors?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 10-01.
- Schuetz, Sebastian Alexander, 2010, "Structured Finance Influence on Financial Market Stability – Evaluation of Current Regulatory Developments," MPRA Paper, University Library of Munich, Germany, number 23574, Jun.
- Marie Lambert & George Hübner, 2010, "Comoment Risk and Stock Returns," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 10-02.
- Marco Bardoscia & Roberto Bellotti, 2010, "A Dynamical Model for Forecasting Operational Losses," Papers, arXiv.org, number 1007.0026, Jun, revised Feb 2012.
- Eric Tymoigne, 2010, "Detecting Ponzi Finance: An Evolutionary Approach to the Measure of Financial Fragility," Economics Working Paper Archive, Levy Economics Institute, number wp_605, Jun.