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Report NEP-RMG-2009-05-16
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Joao A. Bastos, 2009, "Forecasting bank loans loss-given-default," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0901, May.
- Yan, Yan & Barry, Peter J. & Paulson, Nicholas D. & Schnitkey, Gary D., 2009, "Measurement of Farm Credit Risk: SUR Model and Simulation Approach," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49222, DOI: 10.22004/ag.econ.49222.
- Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009, "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper, University Library of Munich, Germany, number 15143.
- John Galbraith & Dongming Zhu, 2009, "Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution," Departmental Working Papers, McGill University, Department of Economics, number 2009-01, Jan.
- Ramirez, Octavio A. & Carpio, Carlos E. & Rejesus, Roderick M., , "Can Crop Insurance Premiums be Reliably Estimated?," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49465, DOI: 10.22004/ag.econ.49465.
- Lin, Shanshan & Mullen, Jeffrey D. & Hoogenboom, Gerrit, 2009, "Spatial and Temporal On-Farm Risk Management - Crop Production Scheduling and Index Insurance Strategies," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49350, DOI: 10.22004/ag.econ.49350.
- Zhu, Ying & Ghosh, Sujit K. & Goodwin, Barry K., 2009, "Directional Spatial Dependence and Its Implications for Modeling Systemic Yield Risk," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49455, DOI: 10.22004/ag.econ.49455.
- Stefan Hlawatsch & Sebastian Ostrowski, 2009, "Economic Loan Loss Provision and Expected Loss," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 09013, Apr.
- Item repec:pra:mprapa:15206 is not listed on IDEAS anymore
- Wu, Feng & Guan, Zhengfei, 2009, "The Volatility Spillover Effects and Optimal Hedging Strategy in the Corn Market," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49453, Apr, DOI: 10.22004/ag.econ.49453.
- Roland Kirstein, 2009, "Risk-Neutral Monopolists are Variance-Averse," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 09012, Apr.
- Niemi, Jarkko K. & Lyytikainen, Tapani & Sahlstrom, Leena & Virtanen, Terhi & Lehtonen, Heikki, , "Risk Classification in Animal Disease Prevention: Who Benefits from Differentiated Policy?," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49307, DOI: 10.22004/ag.econ.49307.