Printed from https://ideas.repec.org/n/nep-rmg/2011-03-12.html
Report NEP-RMG-2011-03-12
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:
- Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-02.
- Thomas Conlon & John Cotter, 2011, "An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition," Working Papers, Geary Institute, University College Dublin, number 201104, Mar.
- William T. Shaw, 2011, "Risk, VaR, CVaR and their associated Portfolio Optimizations when Asset Returns have a Multivariate Student T Distribution," Papers, arXiv.org, number 1102.5665, Feb.
- Éric Tymoigne, 2011, "Measuring Macroprudential Risk: Financial Fragility Indexes," Economics Working Paper Archive, Levy Economics Institute, number wp_654, Mar.
- Jo~ao P. da Cruz & Pedro G. Lind, 2011, "The dynamics of financial stability in complex networks," Papers, arXiv.org, number 1103.0717, Mar, revised Jan 2013.
- Pflüger, Michael P. & Russek, Stephan, 2011, "Business Conditions and Default Risks across Countries," IZA Discussion Papers, IZA Network @ LISER, number 5541, Feb.
- John Cotter & Jim Hanly, 2011, "A Utility Based Approach to Energy Hedging," Working Papers, Geary Institute, University College Dublin, number 201106, Mar.
- Item repec:qut:auncer:2011_1 is not listed on IDEAS anymore
- Xiaolin Luo & Pavel V. Shevchenko, 2011, "Bayesian Model Choice of Grouped t-copula," Papers, arXiv.org, number 1103.0606, Mar.
- Gregor Wergen & Miro Bogner & Joachim Krug, 2011, "Record statistics for biased random walks, with an application to financial data," Papers, arXiv.org, number 1103.0893, Mar.
- Paolo Angelini & Laurent Clerc & Vasco Cúrdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlcek, 2011, "BASEL III: Long-term impact on economic performance and fluctuations," BIS Working Papers, Bank for International Settlements, number 338, Feb.
- Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2011, "Good deals in markets with frictions," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb110302, Feb.
- Item repec:iwh:dispap:5-11 is not listed on IDEAS anymore