Report NEP-RMG-2005-08-13

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:

• Pierre-Guillaume Méon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," DULBEA Working Papers in, ULB -- Universite Libre de Bruxelles.
• Torsten Sløk & Mike Kennedy, 2004. "Factors Driving Risk Premia," OECD Economics Department Working Papers 385, OECD Publishing.
• Mitchell, Janet & Devriese, Johan, 2005. "Liquidity Risk in Securities Settlement," CEPR Discussion Papers 5123, C.E.P.R. Discussion Papers.
• Item repec:fiu:wpaper:0501 is not listed on IDEAS anymore

• Feng Dai & Hui Liu & Ying Wang, 2005. "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," Econometrics 0507012, University Library of Munich, Germany.
• Ali al-Nowaihi & Sanjit Dhami, 2005. "A simple derivation of Prelec’s probability weighting function," Discussion Papers in Economics 05/20, Division of Economics, School of Business, University of Leicester.
• Susan Thorp & George Milunovich, 2005. "Asymmetric Risk and International Portfolio Choice," Research Paper Series 160, Quantitative Finance Research Centre, University of Technology, Sydney.