Printed from https://ideas.repec.org/n/nep-rmg/2013-09-24.html
Report NEP-RMG-2013-09-24
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:
- Griveau-Billion, Théophile & Richard, Jean-Charles & Roncalli, Thierry, 2013, "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios," MPRA Paper, University Library of Munich, Germany, number 49822, Sep.
- Roncalli, Thierry, 2013, "Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Tactical and Strategic Asset Allocation," MPRA Paper, University Library of Munich, Germany, number 49821, Jul.
- Item repec:imf:imfwpa:13/88 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2013-042 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:13/68 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:13/75 is not listed on IDEAS anymore
- Item repec:imf:imfsdn:13/4 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:13/126 is not listed on IDEAS anymore
- Item repec:imf:imfscr:13/52 is not listed on IDEAS anymore
- Item repec:imf:imfscr:13/186 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:13/142 is not listed on IDEAS anymore
- Bulow, Jeremy & Klemperer, Paul, 2013, "Market-Based Bank Capital Regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9618, Aug.
- Hau, Harald & Efing, Matthias, 2013, "Structured Debt Ratings: Evidence on Conflicts of Interest," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9465, May.
- Item repec:dnb:dnbwpp:393 is not listed on IDEAS anymore