Report NEP-RMG-2013-11-22This 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:
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013. "Financial network systemic risk contributions," CFS Working Paper Series, Center for Financial Studies (CFS) 2013/20, Center for Financial Studies (CFS).
- Silva Buston, C.F., 2013. "Essays on risk management and systematic risk," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-5928388, Tilburg University.
- Abhijnan Rej, 2013. "Modeling systemic risks in financial markets," Papers, arXiv.org 1311.3764, arXiv.org.
- Pinelis, Iosif, 2013. "An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality," MPRA Paper 51361, University Library of Munich, Germany.
- Item repec:ner:leuven:urn:hdl:123456789/394969 is not listed on IDEAS anymore
- Th\'eophile Griveau-Billion & Jean-Charles Richard & Thierry Roncalli, 2013. "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios," Papers, arXiv.org 1311.4057, arXiv.org.
- Milligan, Kevin & Schirle, Tammy, 2013. "The Retirement Income System and the Risks Faced by Canadian Seniors," CLSSRN working papers, Vancouver School of Economics clsrn_admin-2013-27, Vancouver School of Economics, revised 29 Apr 2013.
- Swenja Surminski & Delioma Oramas-Dorta, 2013. "Do flood insurance schemes in developing countries provide incentives to reduce physical risks?," Grantham Research Institute on Climate Change and the Environment Working Papers, Grantham Research Institute on Climate Change and the Environment 119, Grantham Research Institute on Climate Change and the Environment.
- Shinya Sugawara, 2013. "Firm-driven Management for Longevity Risk: Analysis of Lump-sum Forward Payments in Japanese Nursing Homes," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-908, CIRJE, Faculty of Economics, University of Tokyo.
- Younes Boujelb\`ene & Sihem Khemakhem, 2013. "Pr\'evision du risque de cr\'edit : Une \'etude comparative entre l'Analyse Discriminante et l'Approche Neuronale," Papers, arXiv.org 1311.4266, arXiv.org.
- Item repec:ner:leuven:urn:hdl:123456789/387170 is not listed on IDEAS anymore
- Item repec:ner:leuven:urn:hdl:123456789/394339 is not listed on IDEAS anymore
- Fernandes, Guilherme Barreto & Artes , Rinaldo, 2013. "Spatial correlation in credit risk and its improvement in credit scoring," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa wpe_321, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Georgios Efthyvoulou & Liza Jabbour, 2013. "Foreign Acquisitions and Firm-Level Financial Risk," Discussion Papers 2013-08, University of Nottingham, GEP.
- Félix, Luiz & Kräussl, Roman & Stork, Philip, 2013. "The 2011 European short sale ban on financial stocks: A cure or a curse?," CFS Working Paper Series, Center for Financial Studies (CFS) 2013/17, Center for Financial Studies (CFS).
- Jean-Pierre Fouque & Yuri F. Saporito & Jorge P. Zubelli, 2013. "Multiscale Stochastic Volatility Model for Derivatives on Futures," Papers, arXiv.org 1311.4249, arXiv.org.
- Samy Jazaerli & Yuri F. Saporito, 2013. "Functional It\^o Calculus, Path-dependence and the Computation of Greeks," Papers, arXiv.org 1311.3881, arXiv.org.
- Manthos D. Delis & Yiannis Karavias, . "Optimal versus realized bank credit risk and monetary policy," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics 13/03, University of Nottingham, Granger Centre for Time Series Econometrics.