Report NEP-RMG-2010-11-13This 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:
- Wei Xu & Ostap Okhrin & Martin Odening & Ji Cao, 2010. "Systemic Weather Risk and Crop Insurance: The Case of China," SFB 649 Discussion Papers, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany SFB649DP2010-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Ting Wang & Virginia R. Young, 2010. "Hedging Pure Endowments with Mortality Derivatives," Papers, arXiv.org 1011.0248, arXiv.org.
- Radovan Parrák & Jakub Seidler, 2010. "Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies 2010/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2010.
- Lischewski, Judith & Voronkova, Svitlana, 2010. "Size, value and liquidity: Do they really matter on an emerging stock market?," ZEW Discussion Papers, ZEW - Zentrum fÃ¼r EuropÃ¤ische Wirtschaftsforschung / Center for European Economic Research 10-070, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Sachs, Angelika, 2010. "Completeness, interconnectedness and distribution of interbank exposures: A parameterized analysis of the stability of financial networks," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre 2010,08, Deutsche Bundesbank, Research Centre.
- Iacopo Mastromatteo & Matteo Marsili & Patrick Zoi, 2010. "Financial correlations at ultra-high frequency: theoretical models and empirical estimation," Papers, arXiv.org 1011.1011, arXiv.org, revised Feb 2011.
- Nektarios Aslanidis & Isabel Casas, 2010. "Modelling asset correlations during the recent FInancial crisis: A semiparametric approach," CREATES Research Papers, School of Economics and Management, University of Aarhus 2010-71, School of Economics and Management, University of Aarhus.