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Report NEP-RMG-2005-02-01
This is the archive for NEP-RMG , a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-RMG
The following items were anounced in this report:
Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005.
"Practical Volatility and Correlation Modeling for Financial Market Risk Management PIER Working Paper Archive
05-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!] Davies, G.B., 2005.
"Rethinking Risk: Aspiration as Pure Risk Cambridge Working Papers in Economics
0507, Faculty of Economics, University of Cambridge.
[Downloadable!] Peter Woehrmann & Willi Semmler & Martin Lettau, .
"Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models IEW - Working Papers
iewwp225, Institute for Empirical Research in Economics - IEW.
[Downloadable!] Peter Woehrmann, .
"A dynamic model of the financial–real interaction as a model selection criterion for nonparametric stock market prediction IEW - Working Papers
iewwp226, Institute for Empirical Research in Economics - IEW.
[Downloadable!] Tower, Edward & Zheng, Wei, 2004.
"Fidelity versus Vanguard: Comparing the Performance of the Two Largest Mutual Fund Families Working Papers
04-08, Duke University, Department of Economics.
[Downloadable!] Tower, Edward & Reinker, Kenneth S., 2004.
"Index Fundamentalism Revisited Working Papers
04-07, Duke University, Department of Economics.
[Downloadable!] Martin Feldstein, 2005.
"Reducing the Risk of Investment-Based Social Security Reform NBER Working Papers
11084, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) This page was last updated on 2009-11-8.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .