Report NEP-RMG-2006-03-05

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:

• Francesco Menoncin, "undated". "Risk management for an internationally diversified portfolio," Working Papers ubs0404, University of Brescia, Department of Economics.
• Francesco Menoncin, "undated". "Risk management for pension funds," Working Papers ubs0403, University of Brescia, Department of Economics.
• Radu Tunaru & Ephraim Clark, 2005. "The Evolution of International Political Risk 1956-2001," Money Macro and Finance (MMF) Research Group Conference 2005 37, Money Macro and Finance Research Group.
• Ronald Ripple & Imad Moosa, 2005. "Futures Maturity and Hedging Effectiveness - The Case of Oil Futures," Research Papers 0513, Macquarie University, Department of Economics.
• Renzo G Avesani, 2005. "FIRST; A Market-Based Approach to Evaluate Financial System Risk and Stability," IMF Working Papers 05/232, International Monetary Fund.
• Stéphane Mussard & Virginie Terraza, 2006. "The Shapley decomposition for portfolio risk," Cahiers de recherche 06-09, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
• Thomas Nitschka, 2005. "The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability," Money Macro and Finance (MMF) Research Group Conference 2005 22, Money Macro and Finance Research Group.