Report NEP-RMG-2002-12-02

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, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report:

• Sophie Manigart & Katleen Baeyens & Ilse Verschueren, 2002. "Financing and investment interdependencies in unquoted Belgian companies: the role of venture capital," Vlerick Leuven Gent Management School Working Paper Series 2002-16, Vlerick Leuven Gent Management School.
• George Kapetanios, 2002. "Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations," Working Papers 470, Queen Mary University of London, School of Economics and Finance.
• Li Chen & H. Vincent Poor, 2002. "A General Characterization of Quadratic Term Structure Models," Finance 0211008, University Library of Munich, Germany.
• HENROTTE, Philippe, 2001. "Dynamic mean-variance analysis," HEC Research Papers Series 729, HEC Paris.
• Jan Bouckaert & Hans Degryse, 2002. "Entry and Strategic Information Display in Credit Markets," CSEF Working Papers 79, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Onno Lint & Enrico Pennings, 2002. "The option value of developing two product standards simultaneously when the final standard is uncertain," Vlerick Leuven Gent Management School Working Paper Series 2002-10, Vlerick Leuven Gent Management School.
• Eugenie Hol & Siem Jan Koopman, 2002. "Stock Index Volatility Forecasting with High Frequency Data," Tinbergen Institute Discussion Papers 02-068/4, Tinbergen Institute.
• Item repec:dgr:uvatin:20020093 is not listed on IDEAS anymore

• HEGE, Ulrich & HAUSWALD, Robert, 2002. "Ownership and control in joint ventures: theory and evidence," HEC Research Papers Series 750, HEC Paris.
• Francesco MENONCIN, 2002. "How the Financial Managers’ Remuneration Can Affect the Optimal Portfolio Composition ?," LIDAM Discussion Papers IRES 2002022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Hubert Ooghe & Sofie Balcaen, 2002. "Are failure prediction models transferable from one country to another? An empirical study using financial statements," Vlerick Leuven Gent Management School Working Paper Series 2002-3, Vlerick Leuven Gent Management School.
• Udo Broll & Peter Welzel, 2002. "Risikomanagement mit Kreditoptionen," Discussion Paper Series 231, Universitaet Augsburg, Institute for Economics.
• Francesco, MENONCIN, 2002. "Investment Strategies in Incomplete Markets : Sufficient Conditions for a Closed Form Solution," LIDAM Discussion Papers IRES 2002033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Mehari Mekonnen Akalu, 2002. "Evaluating the Capacity of Standard Investment Appraisal Methods," Tinbergen Institute Discussion Papers 02-082/1, Tinbergen Institute.
• HEGE, Ulrich & MELLA-BARRAL, Pierre, 2002. "Repeated dilution of diffusely held debt," HEC Research Papers Series 751, HEC Paris.
• Gonzalo Camba-Mendez & George Kapetanios, 2002. "Bootstrap Statistical Tests of Rank Determination for System Identification," Working Papers 468, Queen Mary University of London, School of Economics and Finance.
• Paolo BATTOCCHIO & Francesco MENONCIN, 2002. "Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation," LIDAM Discussion Papers IRES 2002021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Jun Yu & Zhenlin Yang & Xibin Zhang, 2002. "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers 17/02, Monash University, Department of Econometrics and Business Statistics.
• Item repec:dgr:uvatin:20020083 is not listed on IDEAS anymore

• George Kapetanios, 2002. "Measuring Conditional Persistence in Time Series," Working Papers 474, Queen Mary University of London, School of Economics and Finance.
• Léonce Ndikumana & James Boyce, 2002. "Africa’s Debt: Who Owes Whom?," Working Papers wp48, Political Economy Research Institute, University of Massachusetts at Amherst.
• FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene, 2001. "Limit order book as a market for liquidity," HEC Research Papers Series 728, HEC Paris.
• LOVO, Stefano & DECAMPS, Jean-Paul, 2002. "Risk aversion and herd behavior in financial markets," HEC Research Papers Series 758, HEC Paris.
• George Kapetanios, 2002. "Testing for Neglected Nonlinearity in Long Memory Models," Working Papers 473, Queen Mary University of London, School of Economics and Finance.
• Onno Lint, 2002. "Retrospective insights from Real Options in R&D," Vlerick Leuven Gent Management School Working Paper Series 2002-12, Vlerick Leuven Gent Management School.
• HEGE, Ulrich & BERGEMANN, Dirk, 2002. "The value of benchmarking," HEC Research Papers Series 752, HEC Paris.
• Thierry Post & Haim Levy, 2002. "Does Risk Seeking drive Asset Prices?," Tinbergen Institute Discussion Papers 02-070/2, Tinbergen Institute.
• Mark VANCAUTEREN, 2002. "The Impact of Technical Barriers to Trade on Home Bias : An application to EU data," LIDAM Discussion Papers IRES 2002032, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).