Report NEP-RMG-2003-01-12

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Long Nguyen-Thanh, 2003. "Investment Optimization under Constraints," Finance 0301005, University Library of Munich, Germany, revised 09 Mar 2003.
• Iman van Lelyveld & Arnold Schilder, 2003. "Risk in Financial Conglomerates: Management and Supervision," Finance 0301006, University Library of Munich, Germany.
• Verdi Rosa Monteiro & Cícero Augusto Vieira Neto & Alexandre de Salles Oliveira, 2002. "Gerenciamento do Risco de Liquidez da Clearing de Derivativos Pior Combinação de Defaults entre Membros de Compensação," Finance Lab Working Papers flwp_47, Finance Lab, Insper Instituto de Ensino e Pesquisa.
• Verdi Rosa & Cícero Vieira & Alexandre Oliveira, 2002. "Concentração de Posições e Risco de Crédito da Clearing de Derivativos Departamento de Administração de Risco," Finance Lab Working Papers flwp_45, Finance Lab, Insper Instituto de Ensino e Pesquisa.
• Hein Mannaerts & Machiel Mulder, 2003. "Emissions trading and the European electricity market: Consequences of emissions trading on prices of electricity and competitiveness of basic industries," CPB Memorandum 54, CPB Netherlands Bureau for Economic Policy Analysis.
• Item repec:dgr:rugsom:02e53 is not listed on IDEAS anymore

• Hwang. S. & Pedro L. Valls Pereira, 2003. "Small Sample Properties of GARCH Estimates and Persistence," Finance Lab Working Papers flwp_48, Finance Lab, Insper Instituto de Ensino e Pesquisa.
• Peter Wirtz, 1999. "Comptabilité financière et gouvernement des entreprises: le potentiel des études de cas pour la compréhension des processus," Working Papers CREGO 0991204, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Verdi Rosa Monteiro & Cícero Augusto Vieira Neto & Regiane Toledo Paneczko & Alexandre de Salles Oliveira, 2002. "Limites de Preço Mínimo e Máximo para Registro de Opções Flexíveis Caps, Floors, Knock-ins, Knock-outs e Rebates," Finance Lab Working Papers flwp_46, Finance Lab, Insper Instituto de Ensino e Pesquisa.
• Martin D. D. Evans & Richard K. Lyons, 2003. "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers 9433, National Bureau of Economic Research, Inc.
• Wayne E. Ferson, 2003. "Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance," NBER Working Papers 9441, National Bureau of Economic Research, Inc.
• Reyes Maroto Illera & Francisco Pérez Bermejo & Simón Sosvilla-Rivero, "undated". "An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience," Working Papers 2002-22, FEDEA.
• Christian Julliard, 2003. "The international diversification puzzle is not worse than you think," International Finance 0301004, University Library of Munich, Germany.