Report NEP-RMG-2011-07-13

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:

• Jens Hilscher & Mungo Wilson, 2011. "Credit ratings and credit risk," Working Papers 31, Brandeis University, Department of Economics and International Business School.
• Liu, L. & Daniels, H.A.M., 2011. "Towards a Value-based Method for Risk Assessment in Supply Chain Operations," ERIM Report Series Research in Management ERS-2011-014-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Item repec:dgr:eureir:1765023795 is not listed on IDEAS anymore

• Dan A. Iancu & Marek Petrik & Dharmashankar Subramanian, 2011. "Tight Approximations of Dynamic Risk Measures," Papers 1106.6102, arXiv.org, revised Aug 2013.
• Rocco Ciciretti & Raffaele Corvino, 2011. "How homogeneous diversification in balanced investment funds affects portfolio and systemic risk," CEIS Research Paper 204, Tor Vergata University, CEIS, revised 04 Jul 2011.
• Josep Perell'o & Mario Guti'errez-Roig & Jaume Masoliver, 2011. "Scaling properties and universality of first-passage time probabilities in financial markets," Papers 1107.1174, arXiv.org, revised Sep 2011.
• Khalfaoui Rabeh, K & Boutahar Mohamed, B, 2011. "A time-scale analysis of systematic risk: wavelet-based approach," MPRA Paper 31938, University Library of Munich, Germany.
• Alexandre Boumezoued & Yoboua Angoua & Laurent Devineau & Jean-Philippe Boisseau, 2011. "One-year reserve risk including a tail factor: closed formula and bootstrap approaches," Working Papers hal-00605329, HAL.
• Athanasoglou, Panayiotis, 2011. "Bank capital and risk in the South Eastern European region," MPRA Paper 32002, University Library of Munich, Germany.