Printed from https://ideas.repec.org/n/nep-rmg/2010-12-18.html
Report NEP-RMG-2010-12-18
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:
- David E. Giles, 2010, "The Extreme-Value Dependence Between the Chinese and Other International Stock Markets," Econometrics Working Papers, Department of Economics, University of Victoria, number 1003, Dec.
- Item repec:inu:caeprp:2010-004 is not listed on IDEAS anymore
- Item repec:inu:caeprp:2010-010 is not listed on IDEAS anymore
- Item repec:hal:cesptp:halshs-00544342_v1 is not listed on IDEAS anymore
- Simplice A., Asongu, 2010, "Post-crisis bank liquidity risk management disclosure," MPRA Paper, University Library of Munich, Germany, number 27266, Dec.
- Haim Shalit, 2010, "Portfolio Risk Management Using The Lorenz Curve," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1011.
- Fleten, Stein-Erik & Bråthen, Espen & Nissen-Meyer, Sigurd-Erik, 2010, "Evaluation of static hedging strategies for hydropower producers in the Nordic market," MPRA Paper, University Library of Munich, Germany, number 27133, Dec.
- Masaaki Fujii & Akihiko Takahashi, 2010, "Choice of Collateral Currency," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-239, Dec.
- Nikolaos Papanikolaou & Christian Wolff, 2010, "Leverage and risk in US commercial banking in the light of the current financial crisis," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 10-12.
- Item repec:dnb:dnbwpp:269 is not listed on IDEAS anymore
- Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010, "Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-16.
- Fry, J. M., 2010, "Gaussian and non-Gaussian models for financial bubbles via econophysics," MPRA Paper, University Library of Munich, Germany, number 27307, Dec.