Report NEP-RMG-2007-10-27

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:

• Michael S. Gibson, 2007. "Credit derivatives and risk management," Finance and Economics Discussion Series 2007-47, Board of Governors of the Federal Reserve System (U.S.).
• Michele Bonollo & Davide Morandi & Chiara Pederzoli & Costanza Torricelli, 2007. "Model risk and techniques for controlling market parameters. The experience in Banco Popolare," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 07102, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Kovačić, Zlatko, 2007. "Forecasting volatility: Evidence from the Macedonian stock exchange," MPRA Paper 5319, University Library of Munich, Germany.
• Huberman, Gur & Dorn, Daniel, 2007. "Preferred Risk Habitat of Individual Investors," CEPR Discussion Papers 6532, C.E.P.R. Discussion Papers.