Printed from https://ideas.repec.org/n/nep-rmg/2013-09-13.html
Report NEP-RMG-2013-09-13
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:
- Yang-Ho Park, 2013, "Volatility of volatility and tail risk premiums," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-54.
- Philipp König & Kartik Anand & Frank Heinemann, 2013, "The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk," Staff Working Papers, Bank of Canada, number 13-31, DOI: 10.34989/swp-2013-31.
- Charles Baubion, 2013, "OECD Risk Management: Strategic Crisis Management," OECD Working Papers on Public Governance, OECD Publishing, number 23, Aug, DOI: 10.1787/5k41rbd1lzr7-en.
- Yukihiro Tsuzuki, 2013, "Pricing Bounds on Barrier Options (forthcoming in "Journal of Futures Markets")," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-325, Aug.
- Luigi Guiso & Paola Sapienza & Luigi Zingales, 2013, "Time Varying Risk Aversion," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1322, revised Sep 2013.
- Item repec:hal:wpaper:hal-00853680 is not listed on IDEAS anymore
- Dirk Ulbricht, 2013, "Stock Investments for Old-Age: Less Return, More Risk, and Unexpected Timing," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1324.