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Report NEP-RMG-2012-03-08
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:
- Item repec:imf:imfwpa:12/3 is not listed on IDEAS anymore
- Jaume Belles-Sampera & José M. Merigó & Montserrat Guillén & Miguel Santolino, 2012, "The connection between distortion risk measures and ordered weighted averaging operators," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201201, Jan, revised Jan 2012.
- Andreas H. Hamel & Birgit Rudloff & Mihaela Yankova, 2012, "Set-valued average value at risk and its computation," Papers, arXiv.org, number 1202.5702, Feb, revised Jan 2013.
- Item repec:hum:wpaper:sfb649dp2012-008 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2012-006 is not listed on IDEAS anymore
- Elena-Ivona Dumitrescu & Christophe Hurlin & Vinson Pham, 2012, "Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests," Working Papers, HAL, number halshs-00671658, Feb.
- Chollete, Loran, 2011, "A Model of Endogenous Extreme Events," UiS Working Papers in Economics and Finance, University of Stavanger, number 2012/2, Dec.
- Item repec:imf:imfwpa:12/29 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:12/25 is not listed on IDEAS anymore
- Guanghui Huang & Weiqing Gu & Wenting Xing & Hongyu Li, 2012, "Active margin system for margin loans using cash and stock as collateral and its application in Chinese market," Papers, arXiv.org, number 1202.5180, Feb.
- Roy Zilberman, 2012, "Supply Shocks and the Cyclical Behaviour of Bank Lending Rates under the Basel Accords," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 161.