VoxEU Column The appropriate use of risk models: Part II Robert Macrae Jon Danielsson 17 Jun 2011 Financial Markets International Finance
Discussion paper DP8402 Dynamic Hedging in Incomplete Markets: A Simple Solution Suleyman Basak Georgy Chabakauri 20 May 2011 Financial Economics C61 D81 G11
Discussion paper DP7436 When Everyone Runs for the Exit Lasse Heje Pedersen 23 Aug 2009 Financial Economics International Macroeconomics E2 E44 E52 G1 G11 G12 G2
Discussion paper DP6353 Sophistication in Risk Management, Bank Equity, and Stability Hans Gersbach Jan Wenzelburger 22 Jun 2007 Financial Economics D40 E44 G21
Discussion paper DP6117 Slow Moving Capital Lasse Heje Pedersen Mark Mitchell Todd Pulvino 14 Feb 2007 Financial Economics G1 G12 G14
Discussion paper DP5652 Selecting Copulas for Risk Management Kees Koedijk Marno Verbeek Erik Kole 19 Apr 2006 Financial Economics C12 C14 G11
Discussion paper DP5524 Optimal Asset Allocation and Risk Shifting in Money Management Suleyman Basak Anna Pavlova Alex Shapiro 22 Mar 2006 Financial Economics D60 D81 G11 G20
Discussion paper DP5006 Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management Suleyman Basak Anna Pavlova Alex Shapiro 23 Apr 2005 Financial Economics D60 D81 G11 G20
Discussion paper DP4886 Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies Viral Acharya Heitor Almeida Murillo Campello 23 Feb 2005 Financial Economics G31
Discussion paper DP4755 Liquidity Risk and Corporate Demand for Hedging and Insurance Jean Charles Rochet Stéphane Villeneuve 23 Nov 2004 Financial Economics
Discussion paper DP4639 Predatory Trading Markus Brunnermeier Lasse Heje Pedersen 23 Sep 2004 Financial Economics G10 G12 G23 G24