Report NEP-RMG-2009-02-14

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:

• Lillie Lam & Laurence Fung & Ip-wing Yu, 2009. "Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes," Working Papers 0901, Hong Kong Monetary Authority.
• Henry Dannenberg, 2009. "Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung: Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ans," IWH Discussion Papers 3, Halle Institute for Economic Research.
• Paulson, Nicholas D. & Babcock, Bruce A. & Hart, Chad E. & Hayes, Dermot J., 2008. "An Insurance Approach to Risk Management in the Ethanol Industry," Staff General Research Papers Archive 12938, Iowa State University, Department of Economics.
• Item repec:hhs:bofrdp:2009_003 is not listed on IDEAS anymore

• Reinhart, Carmen, 2008. "The first global financial crisis of the 21st century: Introduction," MPRA Paper 13288, University Library of Munich, Germany.
• Item repec:hhs:bofrdp:2009_006 is not listed on IDEAS anymore

• Satyajit Chatterjee & Burcu Eyigungor, 2009. "Maturity, Indebtedness, and Default Risk," Koç University-TUSIAD Economic Research Forum Working Papers 0901, Koc University-TUSIAD Economic Research Forum.