Printed from https://ideas.repec.org/n/nep-rmg/2011-07-13.html
Report NEP-RMG-2011-07-13
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:
- Jens Hilscher & Mungo Wilson, 2011, "Credit ratings and credit risk," Working Papers, Brandeis University, Department of Economics and International Business School, number 31, Jun.
- Item repec:dgr:eureri:1765023492 is not listed on IDEAS anymore
- Item repec:dgr:eureir:1765023795 is not listed on IDEAS anymore
- Dan A. Iancu & Marek Petrik & Dharmashankar Subramanian, 2011, "Tight Approximations of Dynamic Risk Measures," Papers, arXiv.org, number 1106.6102, Jun, revised Aug 2013.
- Rocco Ciciretti & Raffaele Corvino, 2011, "How homogeneous diversification in balanced investment funds affects portfolio and systemic risk," CEIS Research Paper, Tor Vergata University, CEIS, number 204, Jul, revised 04 Jul 2011.
- Josep Perell'o & Mario Guti'errez-Roig & Jaume Masoliver, 2011, "Scaling properties and universality of first-passage time probabilities in financial markets," Papers, arXiv.org, number 1107.1174, Jul, revised Sep 2011.
- Khalfaoui Rabeh, K & Boutahar Mohamed, B, 2011, "A time-scale analysis of systematic risk: wavelet-based approach," MPRA Paper, University Library of Munich, Germany, number 31938, Jun.
- Alexandre Boumezoued & Yoboua Angoua & Laurent Devineau & Jean-Philippe Boisseau, 2011, "One-year reserve risk including a tail factor: closed formula and bootstrap approaches," Working Papers, HAL, number hal-00605329, Jul.
- Athanasoglou, Panayiotis, 2011, "Bank capital and risk in the South Eastern European region," MPRA Paper, University Library of Munich, Germany, number 32002, May.