Report NEP-RMG-2006-10-14

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:

• Helyette Geman & Steve Ohana, 2006. "Time Inconsistency in Managing a Commodity Portfolio: A Dynamic Risk Measure Approach," Birkbeck Working Papers in Economics and Finance 0610, Birkbeck, Department of Economics, Mathematics & Statistics.
• Robert Chirinko & Hisham Foad, 2006. "Noise vs. News in Equity Returns," CESifo Working Paper Series 1812, CESifo.
• Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "A Dynamic Factor Analysis of Business Cycle on Firm-Level Data," LEM Papers Series 2006/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• O. Aspachs & C. Goodhart & M. Segoviano & D. Tsomocos & L. Zicchino, 2006. "Searching for a Metric for Financial Stability," OFRC Working Papers Series 2006fe09, Oxford Financial Research Centre.
• Stan du Plessis, 2006. "The miracle of the Septuagint and the promise of data mining in economics," Working Papers 15/2006, Stellenbosch University, Department of Economics.