Printed from https://ideas.repec.org/n/nep-rmg/2011-09-22.html
Report NEP-RMG-2011-09-22
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:imf:imfwpa:11/188 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:11/201 is not listed on IDEAS anymore
- Raffaella Calabrese & Silvia Angela Osmetti, 2011, "Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults," Working Papers, Geary Institute, University College Dublin, number 201120, Sep.
- Jakub W. Jurek & Erik Stafford, 2011, "The Cost of Capital for Alternative Investments," Harvard Business School Working Papers, Harvard Business School, number 12-013, Aug.
- Frédéric Abergel & Nicolas Millot, 2011, "Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets," Post-Print, HAL, number hal-00620843, May, DOI: 10.1137/100803079.
- Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2011, "Firm default and aggregate fluctuations," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1029.
- Jo~ao P. da Cruz & Pedro G. Lind, 2011, "The bounds of heavy-tailed return distributions in evolving complex networks," Papers, arXiv.org, number 1109.2803, Sep, revised Jan 2013.