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Papers received as of Thu Jul  1 00:01:36 CDT 2004.
(To retrieve abstracts without full papers, use e.g.    get 0407001.abs )
 get 9404003 95011002.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-ri/0407001
From: fabiowendling@ibest.com.br
Date: Wed, 21 Jul 2004 20:23:32 -0500   ( 0kb + 182kb )

Title: STRUCTURAL MODELS IN CONSUMER CREDIT
Author: Fabio de Andrade (SERASA / EAESP-FGV) and Lyn Thomas (University
of Southhampton)
Contact: fabiowendling@ibest.com.br
Comments: Type of Document - pdf; pages: 29
Keywords: Credit risk models, consumer credit, Basel II, structural
models
JEL: C15, C51, G21, G28
EWPA-references:
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Paper: ewp-ri/0407002
From: rusz@rutcor.rutgers.edu
Date: Sat, 24 Jul 2004 14:46:43 -0500   ( 0kb + 393kb )

Title: Optimization of Risk Measures
Author: Andrzej Ruszczynski (Rutgers University) and Alexander Shapiro
(Georgia Institute of Technology)
Contact: rusz@rutcor.rutgers.edu
Comments: Type of Document - pdf; pages: 40
Keywords: risk measures, mean-risk models, duality, optimization,
dynamic programming
JEL:
EWPA-references: eprints/ri/papers/0404/0404001.abs
eprints/ri/papers/0404/0404002.abs
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