Report NEP-RMG-2010-12-04

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:

• Irawan Febianto, 2010. "Risk Management In Mudharabah And Musharakah Financing Of Islamic Banks," Working Papers in Business, Management and Finance 201013, Department of Management and Business, Padjadjaran University, revised Nov 2010.
• Jun Ye & Tiantian Li, 2010. "Optimal mean-variance investment strategy under value-at-risk constraints," Papers 1011.4991, arXiv.org.
• Romain Ranciere & Aaron Tornell & Athanasios Vamvakidis, 2010. "A New Index of Currency Mismatch and Systemic Risk," IMF Working Papers 10/263, International Monetary Fund.
• Giovanni Barone-Adesi, 2010. "Seven Pillars of Wisdom," Professional Reports 03_10, Rimini Centre for Economic Analysis.
• Thierry Tressel, 2010. "Financial Contagion Through Bank Deleveraging; Stylized Facts and Simulations Applied to the Financial Crisis," IMF Working Papers 10/236, International Monetary Fund.
• Juri Hinz & Alex Novikov, 2010. "On fair pricing of emission-related derivatives," Papers 1011.5792, arXiv.org.
• Chalabi, Yohan / Y. & Wuertz, Diethelm, 2010. "Weighted trimmed likelihood estimator for GARCH models," MPRA Paper 26536, University Library of Munich, Germany.