Printed from https://ideas.repec.org/n/nep-rmg/2012-10-27.html
Report NEP-RMG-2012-10-27
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:
- Brice Hakwa & Manfred Jager-Ambro.zewicz & Barbara Rudiger, 2012, "Measuring and Analysing Marginal Systemic Risk Contribution using CoVaR: A Copula Approach," Papers, arXiv.org, number 1210.4713, Oct, revised Nov 2012.
- Ramon Alemany & Catalina Bolancé & Montserrat Guillén, 2012, "Nonparametric estimation of Value-at-Risk," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2012-19, Oct, revised Oct 2012.
- Radim Gottwald, 2012, "Value at Risk Model Used to Stock Prices Prediction," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2012-30, Oct.
- Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012, "Credit Risk Contagion and the Global Financial Crisis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-15, Oct.
- Item repec:dgr:kubcen:2012080 is not listed on IDEAS anymore
- Marek Petrik & Dharmashankar Subramanian, 2012, "An Approximate Solution Method for Large Risk-Averse Markov Decision Processes," Papers, arXiv.org, number 1210.4901, Oct.
- Bielecki, T.R. & Cousin, A. & Crépey, S. & Herbertsson, Alexander, 2012, "A Markov Copula Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries," Working Papers in Economics, University of Gothenburg, Department of Economics, number 545, Oct.
- Namho Kang & Peter Kondor & Ronnie Sadka, 2012, "Do Hedge Funds Reduce Idiosyncratic Risk?," CEU Working Papers, Department of Economics, Central European University, number 2012_15, Oct, revised 04 Oct 2012.
- Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012, "A Framework for Extracting the Probability of Default from Stock Option Prices," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-14, Oct.
- Xuqing Huang & Irena Vodenska & Shlomo Havlin & H. Eugene Stanley, 2012, "Cascading Failures in Bi-partite Graphs: Model for Systemic Risk Propagation," Papers, arXiv.org, number 1210.4973, Oct, revised Jan 2013.
- Victor Aguirregabiria & Robert Clark & Hui Wang, 2012, "Diversification of Geographic Risk in Retail Bank Networks: Evidence from Bank Expansion after the Riegle-Neal Act," Working Papers, University of Toronto, Department of Economics, number tecipa-465, Oct.
- André van Stel & Andrew Burke & José Maria Millán & Concepcion Roman, 2013, "Start-Up Size Strategy and Risk Management: Impact on New Venture Performance," Scales Research Reports, EIM Business and Policy Research, number H201207, Jun.
- Gareth W. Peters & Alice X. D. Dong & Robert Kohn, 2012, "A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving," Papers, arXiv.org, number 1210.3849, Oct, revised Dec 2012.
- P. Del Moral & G. W. Peters & Ch. Verg'e, 2012, "An introduction to particle integration methods: with applications to risk and insurance," Papers, arXiv.org, number 1210.3851, Oct, revised Oct 2012.
- Mohamed Belhaj & Nataliya Klimenko, 2012, "Optimal Preventive Bank Supervision Combining Random Audits and Continuous Intervention," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1201, Jan.
- Joseph Y. Halpern & Samantha Leung, 2012, "Weighted Sets of Probabilities and MinimaxWeighted Expected Regret: New Approaches for Representing Uncertainty and Making Decisions," Papers, arXiv.org, number 1210.4853, Oct.
- Item repec:dnb:dnbwpp:352 is not listed on IDEAS anymore