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Report NEP-RMG-2004-12-20
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.
Other reports in NEP-RMG
The following items were announced in this report:
- Fernandez, Pablo, 2004. "Market risk premium: Required, historical and expected," IESE Research Papers D/574, IESE Business School.
- Feng Dai & Feng Han, 2004. "Optimal Choice Models for Executing Time to American Options," Finance 0412016, University Library of Munich, Germany.
- Madnick, Stuart & Wang, Richard & Chettayar, Krishna & Dravis, Frank & Funk, James & Katz-Haas, Raïssa & Lee, Cindy & Lee, Yang & Xian, Xiang & Bhansali, Sumit, 2004. "Exemplifying Business Opportunities for Improving Data Quality From Corporate Household Research," Working papers 4481-04, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Anthony W. Lynch & Sinan Tan, 2004. "Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs," NBER Working Papers 10994, National Bureau of Economic Research, Inc.
- Nikesh Agarwal & Vikash Madhogaria & Supreena Narayanan, 2004. "Simulated Trading-An Analysis of Pairs Trading," Finance 0412018, University Library of Munich, Germany.