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Report NEP-RMG-2010-11-06
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:
- Georg Mainik & Ludger Ruschendorf, 2010, "Ordering of multivariate probability distributions with respect to extreme portfolio losses," Papers, arXiv.org, number 1010.5171, Oct.
- Balakrishna, B S, 2010, "Levy Subordinator Model: A Two Parameter Model of Default Dependency," MPRA Paper, University Library of Munich, Germany, number 26274, Oct.
- Artmann, Sabine & Finter, Philipp & Kempf, Alexander, 2010, "Determinants of expected stock returns: Large sample evidence from the German market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-01.
- Rui Castro & Gian Luca Clementi & Yoonsoo Lee, 2010, "Cross–Sectoral Variation in Firm–Level Idiosyncratic Risk," Working Paper series, Rimini Centre for Economic Analysis, number 28_10, Jan.
- Delphine Lautier & Franck Raynaud, 2010, "Statistical properties of derivatives: a journey in term structures," Papers, arXiv.org, number 1010.6026, Oct.
- Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2010, "Stochastic optimal hedge ratio: Theory and evidence," MPRA Paper, University Library of Munich, Germany, number 26153.