Printed from https://ideas.repec.org/n/nep-rmg/2012-01-18.html
Report NEP-RMG-2012-01-18
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:
- Davide La Torre & Marco Maggis, 2012, "A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification," Papers, arXiv.org, number 1201.1783, Jan, revised Sep 2012.
- Marco Frittelli & Marco Maggis & Ilaria Peri, 2012, "Risk Measures on $\mathcal{P}(\mathbb{R})$ and Value At Risk with Probability/Loss function," Papers, arXiv.org, number 1201.2257, Jan, revised Sep 2012.
- Buncic, Daniel & Melecky, Martin, 2012, "Macroprudential stress testing of credit risk : a practical approach for policy makers," Policy Research Working Paper Series, The World Bank, number 5936, Jan.
- E. Bruyland & W. De Maeseneire, 2011, "The risk effects of acquiring distressed firms," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/742, Sep.
- Item repec:ner:tilbur:urn:nbn:nl:ui:12-5241367 is not listed on IDEAS anymore
- Marco Frittelli & Marco Maggis, 2012, "Complete duality for quasiconvex dynamic risk measures on modules of the $L^{p}$-type," Papers, arXiv.org, number 1201.1788, Jan, revised Sep 2012.
- Rania Hentati & Jean-Luc Prigent, 2012, "Structured portfolio analysis under SharpeOmega ratio," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00657327, Jan.
- Alvise De Col & Alessandro Gnoatto & Martino Grasselli, 2012, "Smiles all around: FX joint calibration in a multi-Heston model," Papers, arXiv.org, number 1201.1782, Jan, revised Jun 2013.
- Item repec:imf:imfwpa:11/299 is not listed on IDEAS anymore
- Paul Mizen & Serafeim Tsoukas, 2011, "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," Working Papers, Business School - Economics, University of Glasgow, number 2011_19, Aug.
- Andras Fulop & Junye Li & Jun Yu, 2012, "Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility," Working Papers, Singapore Management University, School of Economics, number 03-2012, Jan.
- Item repec:imf:imfwpa:11/292 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:11/290 is not listed on IDEAS anymore