Printed from https://ideas.repec.org/n/nep-rmg/2010-10-30.html
Report NEP-RMG-2010-10-30
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:
- Rafael Repullo & Jesús Saurina & Carlos Trucharte, 2010, "Mitigating the pro-cyclicality of Basel II," Working Papers, Banco de España, number 1028, Sep.
- Stefan Hlawatsch & Peter Reichling, 2010, "Portfolio Management under Asymmetric Dependence and Distribution," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100017, Jul.
- Item repec:dgr:uvatin:20100104 is not listed on IDEAS anymore
- Garita, Gus, 2010, "An Inquiry into Banking Portfolios and Financial Stability Surrounding "The Great Recession"," MPRA Paper, University Library of Munich, Germany, number 25996, Oct.
- Gareth W. Peters & Aaron D. Byrnes & Pavel V. Shevchenko, 2010, "Impact of Insurance for Operational Risk: Is it worthwhile to insure or be insured for severe losses?," Papers, arXiv.org, number 1010.4406, Oct, revised Nov 2010.
- Harry Zheng, 2010, "A la Carte of Correlation Models: Which One to Choose?," Papers, arXiv.org, number 1010.4053, Oct.
- Dobrislav Dobrev & Pawel J. Szerszen, 2010, "The information content of high-frequency data for estimating equity return models and forecasting risk," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1005.
- Bada, Oualid & Kneip, Alois, 2010, "Panel Data Models with Unobserved Multiple Time- Varying Effects to Estimate Risk Premium of Corporate Bonds," MPRA Paper, University Library of Munich, Germany, number 26006, Oct.
- Tomasz R. Bielecki & Igor Cialenco & Zhao Zhang, 2010, "Dynamic Coherent Acceptability Indices and their Applications to Finance," Papers, arXiv.org, number 1010.4339, Oct, revised May 2011.
- Item repec:bon:bonedp:bgse19_2010 is not listed on IDEAS anymore
- Monica Billio & Ludovic Calès & Dominique Guegan, 2010, "A Cross-Sectional Performance Measure for Portfolio Management," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10070, Aug.
- Item repec:dgr:eureri:1765021037 is not listed on IDEAS anymore
- Nellie Zhang & Tom Hossfeld, 2010, "Losses from Simulated Defaults in Canada's Large Value Transfer System," Discussion Papers, Bank of Canada, number 10-14, DOI: 10.34989/sdp-2010-14.