Report NEP-RMG-2005-05-07

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:

• Elisa Luciano & Elena Vigna, 2005. "A note on stochastic survival probabilities and their calibration," ICER Working Papers - Applied Mathematics Series 1-2005, ICER - International Centre for Economic Research.
• Item repec:ifs:cemmap:wp09/04 is not listed on IDEAS anymore

• Sutthisit Jamdee & Cornelis A. Los, 2005. "Long Memory Options: LM Evidence and Simulations," Finance 0505003, University Library of Munich, Germany.
• Santiago Budria, 2005. "An Exploration of Asset Returns in a Production Economy with Relative Habits," Finance 0505004, University Library of Munich, Germany.
• Christos Papahristodoulou & Erik Dotzauer, 2005. "Optimal portfolios using linear programming models," Finance 0505006, University Library of Munich, Germany.
• Jean-Marc Boussard, 2005. "Price risk management instruments in agricultural and other unstable markets," Risk and Insurance 0505001, University Library of Munich, Germany.