Printed from https://ideas.repec.org/n/nep-rmg/2010-11-13.html
Report NEP-RMG-2010-11-13
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:hum:wpaper:sfb649dp2010-053 is not listed on IDEAS anymore
- Ting Wang & Virginia R. Young, 2010, "Hedging Pure Endowments with Mortality Derivatives," Papers, arXiv.org, number 1011.0248, Nov.
- Radovan Parrák & Jakub Seidler, 2010, "Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/27, Nov, revised Nov 2010.
- Lischewski, Judith & Voronkova, Svitlana, 2010, "Size, value and liquidity: Do they really matter on an emerging stock market?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-070.
- Sachs, Angelika, 2010, "Completeness, interconnectedness and distribution of interbank exposures: A parameterized analysis of the stability of financial networks," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,08.
- Iacopo Mastromatteo & Matteo Marsili & Patrick Zoi, 2010, "Financial correlations at ultra-high frequency: theoretical models and empirical estimation," Papers, arXiv.org, number 1011.1011, Nov, revised Feb 2011.
- Nektarios Aslanidis & Isabel Casas, 2010, "Modelling asset correlations during the recent FInancial crisis: A semiparametric approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-71, 10.