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Report NEP-RMG-2012-02-20
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:
- Cayton, Peter Julian A. & Mapa, Dennis S., 2012, "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper, University Library of Munich, Germany, number 36206, Jan.
- Baranovski, Alexander L., 2012, "Calibration of factor models with equity data: parade of correlations," MPRA Paper, University Library of Munich, Germany, number 36300, Jan.
- Marco Bardoscia & Roberto Bellotti, 2012, "A Dynamical Approach to Operational Risk Measurement," Papers, arXiv.org, number 1202.2532, Feb.
- Gabrielle Demange, 2016, "Contagion in financial networks: a threat index," PSE Working Papers, HAL, number halshs-00662513, Jul.
- Ojo, Marianne, 2012, "Harmonising Basel III and the Dodd Frank Act through greater collaboration between standard setters and national supervisors," MPRA Paper, University Library of Munich, Germany, number 36164, Jan.
- Hibbeln, Martin & Gürtler, Marc, 2011, "Pitfalls in modeling loss given default of bank loans," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF35V1, DOI: 10.2139/ssrn.1757714.
- Adam E Clements & Annastiina Silvennoinen, 2011, "Volatility timing and portfolio selection: How best to forecast volatility," NCER Working Paper Series, National Centre for Econometric Research, number 76, Oct.
- Fäßler, Robert & Kraus, Christina & Weiler, Sebastian M. & Abukadyrova, Kamila, 2011, "Portfolio-Management für Privatanleger auf Basis des State Preference Ansatzes," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers), University of Bayreuth, Chair of Finance and Banking, number 2011-03.
- Ojo, Marianne, 2012, "Harmonising Basel III and the Dodd Frank Act through international accounting standards: reasons why international accounting standards should serve as “thermostats”," MPRA Paper, University Library of Munich, Germany, number 36149, Jan.
- Fulvio Baldovin & Francesco Camana & Massimiliano Caporin & Michele Caraglio & Attilio L. Stella, 2012, "Ensemble properties of high frequency data and intraday trading rules," Papers, arXiv.org, number 1202.2447, Feb, revised Jul 2013.
- Item repec:ner:carlos:info:hdl:10016/13079 is not listed on IDEAS anymore
- Joanna Gray, 2011, "What is Systemic Risk and what can be done about it? A Legal Perspective," EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS), number 55, Oct.