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Report NEP-RMG-2011-10-15
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:
- Rama Cont & Romain Deguest & Xuedong He, 2011, "Loss-Based Risk Measures," Working Papers, HAL, number hal-00629929.
- Francis X. Diebold & Kamil Yılmaz, 2011, "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-031, Sep.
- Toni Gravelle & Fuchun Li, 2011, "Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach," Staff Working Papers, Bank of Canada, number 11-19, DOI: 10.34989/swp-2011-19.
- Tobias Adrian & Markus K. Brunnermeier, 2011, "CoVaR," NBER Working Papers, National Bureau of Economic Research, Inc, number 17454, Oct.
- Buncic, Daniel & Martin, Melecky, 2011, "Macroprudential stress testing of credit risk: A practical approach for policy makers," MPRA Paper, University Library of Munich, Germany, number 33927, Sep.
- Guanghui Huang & Jing Xu & Wenting Xing, 2011, "Hedging strategies with a put option and their failure rates," Papers, arXiv.org, number 1110.0159, Oct.
- van Winsen, Frankwin & Wauters, Erwin & Lauwers, Ludwig H. & de Mey, Yann & Van Passel, Steven & Vancauteren, Mark, , "Combining risk perception and risk attitude: A comprehensive individual risk behavior model," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 115749, DOI: 10.22004/ag.econ.115749.
- Søren Asmussen & Romain Biard, 2011, "Ruin probabilities for a regenerative Poisson gap generated risk process," Post-Print, HAL, number hal-00569254, DOI: 10.1007/s13385-011-0002-8.
- Meuwissen, Miranda P.M. & Van Asseldonk, Marcel A.P.M. & Pietola, Kyosti & Hardaker, J. Brian & Huirne, Ruud B.M., , "Income insurance as a risk management tool after 2013 CAP reforms?," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 114649, DOI: 10.22004/ag.econ.114649.
- Ahmad Zaini, Afzan & Adnan, Hamimah & Che Haron, Roziha, 2010, "Contractors’ Approaches to Risk Management at the Construction Phase in Malaysia," MPRA Paper, University Library of Munich, Germany, number 33883, Nov.
- Item repec:idb:brikps:42358 is not listed on IDEAS anymore
- Jason Allen & Ali Hortaçsu & Jakub Kastl, 2011, "Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada," Staff Working Papers, Bank of Canada, number 11-17, DOI: 10.34989/swp-2011-17.