Report NEP-RMG-2009-08-02This 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.
The following items were announced in this report:
- Cyril Caillault & Dominique Guegan, 2009. "Forecasting VaR and Expected Shortfall using Dynamical Systems: A Risk Management Strategy," Post-Print halshs-00375765, HAL.
- Dominique Guegan & Bertrand Hassani, 2009. "A new algorithm for the loss distribution function with applications to Operational Risk Management," Post-Print halshs-00384398, HAL.
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009. "A Risk Management Approach for Portfolio Insurance Strategies," Post-Print halshs-00389789, HAL.
- Agoraki, Maria-Eleni & Delis, Manthos D & Pasiouras, Fotios, 2009. "Regulations, competition and bank risk-taking in transition countries," MPRA Paper 16495, University Library of Munich, Germany.
- Kateryna Shapovalova & Alexander Subbotin, 2009. "Predicting Stock Returns in a Cross-Section : Do Individual Firm chatacteristics Matter ?," Post-Print halshs-00390647, HAL.
- Dai, John & Sundaresan, Suresh, 2009. "Risk Management Framework for Hedge Funds: Role of Funding and Redemption Options on Leverage," MPRA Paper 16483, University Library of Munich, Germany.
- Pablo Antolín & Sandra Blome & David Karim & Stéphanie Payet & Gerhard Scheuenstuhl & Juan Yermo, 2009. "Investment Regulations and Defined Contribution Pensions," OECD Working Papers on Insurance and Private Pensions 37, OECD Publishing.
- E. Philip Davis, 2009. "Financial Stability in the United Kingdom: Banking on Prudence," OECD Economics Department Working Papers 717, OECD Publishing.