Printed from https://ideas.repec.org/n/nep-rmg/2011-06-11.html
Report NEP-RMG-2011-06-11
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:
- John Cotter, 2011, "Uncovering Long Memory in High Frequency UK Futures," Working Papers, Geary Institute, University College Dublin, number 200414, 05.
- Marcel Boyer & M. Martin Boyer & René Garcia, 2011, "Alleviating Coordination Problems and Regulatory Constraints through Financial Risk Management," CIRANO Working Papers, CIRANO, number 2011s-48, May.
- Deborah Gefang & Gary Koop & Simon Potter, 2011, "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Papers, University of Strathclyde Business School, Department of Economics, number 1114, Apr.
- Mathieu Bargès & Stéphane Loisel & Xavier Venel, 2011, "On finite-time ruin probabilities with reinsurance cycles influenced by large claims," Post-Print, HAL, number hal-00430178.
- Item repec:dnb:dnbwpp:292 is not listed on IDEAS anymore
- Mauro Politi & Nicolas Millot & Anirban Chakraborti, 2011, "The near-extreme density of intraday log-returns," Papers, arXiv.org, number 1106.0039, May.
- John Cotter, 2011, "Absolute Return Volatility," Working Papers, Geary Institute, University College Dublin, number 200415, 05.