Report NEP-RMG-2007-05-12

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:

• Kim, Joocheol & Lee, Duyeol, 2007. "Simulation based approach for measuring concentration risk," MPRA Paper 2968, University Library of Munich, Germany, revised 19 Apr 2007.
• John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira, 2007. "Global Currency Hedging," NBER Working Papers 13088, National Bureau of Economic Research, Inc.
• Daniel Kohler, 2007. "Carry Trades: Betting Against Safe Haven," University of St. Gallen Department of Economics working paper series 2007 2007-12, Department of Economics, University of St. Gallen.
• Chernov, Mikhail & Broadie, Mark & Johannes, Michael, 2007. "Understanding Index Option Returns," CEPR Discussion Papers 6239, C.E.P.R. Discussion Papers.
• Fortin, Ines & Fuss, Sabine & Hlouskova, Jaroslava & Khabarov, Nikolay & Obersteiner, Michael & Szolgayova, Jana, 2007. "An Integrated CVaR and Real Options Approach to Investments in the Energy Sector," Economics Series 209, Institute for Advanced Studies.
• Foresti, Pasquale, 2006. "Testing for Granger causality between stock prices and economic growth," MPRA Paper 2962, University Library of Munich, Germany, revised 2007.
• Fonseca, Nelson & Bressan, Aureliano & Iquiapaza, Robert & Guerra, João, 2007. "Análise do Desempenho Recente de Fundos de Investimento no Brasil [Recent Performance Analysis of Mutual Funds in Brazil]," MPRA Paper 2994, University Library of Munich, Germany.
• Drew Creal & Ying Gu & Eric Zivot, 2006. "Evaluating Structural Models for the U.S. Short Rate Using EMM and Particle Filters," Working Papers UWEC-2006-18, University of Washington, Department of Economics.