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Report NEP-RMG-2012-05-29
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:
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2012, "Financial Risk Measurement for Financial Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 18084, May.
- Brahim Brahimi, 2012, "Involving copula functions in Conditional Tail Expectation," Papers, arXiv.org, number 1205.4345, May, revised Apr 2014.
- Zvezdov, Ivelin, 2012, "Insurance portfolio risk aggregation and solvency capital computation with mathematical copula techniques," MPRA Paper, University Library of Munich, Germany, number 38953, Feb.
- Gabrielle Demange, 2016, "Contagion in financial networks: a threat index," Working Papers, HAL, number halshs-00662513, Jul.
- Rania Hentati & Jean-Luc Prigent, 2012, "Structured portfolio analysis under SharpeOmega ratio," Working Papers, HAL, number hal-00657327, Jan.
- Zvezdov, Ivelin, 2012, "Rational and mechanics of a peak risk variance swap for a property insurance portfolio," MPRA Paper, University Library of Munich, Germany, number 38954, Apr.
- Raffaella Calabrese & Francesco Porro, 2012, "Single-name concentration risk in credit portfolios: a comparison of concentration indices," Working Papers, Geary Institute, University College Dublin, number 201214, May.
- Item repec:hum:wpaper:sfb649dp2012-034 is not listed on IDEAS anymore
- Govori, Arbiana, 2012, "Measuring and managing the impact of risk on organizations: The Case of Kosovo," MPRA Paper, University Library of Munich, Germany, number 38975, May, revised 22 May 2012.
- Riccardo De Bonis & Matteo Piazza & Roberto Tedeschi, 2012, "The perverse effect of government credit subsidies on banking risk," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 68, May.
- Mohamed Azzim Gulamhussen & Carlos Pinheiro & Alberto Franco Pozzolo, 2012, "Were multinational banks taking excessive risks before the recent financial crisis?," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 69, May.
- Item repec:hhs:bofrdp:2012_015 is not listed on IDEAS anymore
- Michele Leonardo Bianchi & Agostino Chiabrera, 2012, "Italian real estate investment funds: market structure and risk measurement," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 120, Apr.
- Viscusi, Kip W. & Zeckhauser, Richard Jay, 2011, "Addressing Catastrophic Risks: Disparate Anatomies Require Tailored Therapies," Scholarly Articles, Harvard Kennedy School of Government, number 5688700.