Printed from https://ideas.repec.org/n/nep-rmg/2011-07-21.html
Report NEP-RMG-2011-07-21
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:
- Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez Amaral, 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers, Kyoto University, Institute of Economic Research, number 782, Jul.
- Carlos Pedro Gonc{c}alves, 2011, "Quantum Financial Economics - Risk and Returns," Papers, arXiv.org, number 1107.2562, Jul, revised Jan 2012.
- Francois-Éric Racicot & Raymond Théoret, 2011, "Risk Procyclicality and Dynamic Hedge Fund Strategies," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp062011, Jul.
- Patton, Andrew, 2011, "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8479, Jul.