Report NEP-RMG-2012-04-10This 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:
- Suleyman Basak & Georgy Chabakauri, 2011. "Dynamic Hedging in Incomplete Markets: A Simple Solution," FMG Discussion Papers, Financial Markets Group dp680, Financial Markets Group.
- Sara Cecchetti & Antonio Di Cesare, 2012. "The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds," Papers, arXiv.org 1203.6723, arXiv.org.
- Item repec:idb:brikps:65038 is not listed on IDEAS anymore
- Maik Dierkes & Carsten Erner & Thomas Langer & Lars Norden, 2012. "Business credit information sharing and default risk of private firms," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences 64, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Gropp, R. & Grundl, C. & Guttler, A., 2012. "Does Discretion in Lending Increase Bank Risk? Borrower Self-Selection and Loan Officer Capture Effects," Discussion Paper, Tilburg University, Center for Economic Research 2012-030, Tilburg University, Center for Economic Research.
- Li, Jia, 2012. "On the Empirics of China's Inter-regional Risk Sharing," MPRA Paper 37805, University Library of Munich, Germany.
- Amnon Schreiber, 2012. "An Economic Index of Relative Riskiness," Discussion Paper Series, The Center for the Study of Rationality, Hebrew University, Jerusalem dp597, The Center for the Study of Rationality, Hebrew University, Jerusalem.