Printed from https://ideas.repec.org/n/nep-rmg/2010-09-03.html
Report NEP-RMG-2010-09-03
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:dgr:eureir:1765020166 is not listed on IDEAS anymore
- Javed Iqbal & Sara Azher & Ayesha Ijaz, 2010, "Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_18, Aug.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 717, Aug.
- Martin Hellwig, 2010, "Capital Regulation after the Crisis: Business as Usual?," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2010_31, Aug.
- Item repec:dgr:eureir:1765020160 is not listed on IDEAS anymore
- William T. Shaw, 2010, "Monte Carlo Portfolio Optimization for General Investor Risk-Return Objectives and Arbitrary Return Distributions: a Solution for Long-only Portfolios," Papers, arXiv.org, number 1008.3718, Aug.
- Mara Faccio & Maria-Teresa Marchica & Roberto Mura, 2010, "Large Shareholder Diversification And Corporate Risk- Taking," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1241, Jul.