Report NEP-RMG-2013-01-19

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Item repec:dgr:uvatin:20130010 is not listed on IDEAS anymore

• Ignacio Cascos & Ilya Molchanov, 2013, "Multivariate risk measures: a constructive approach based on selections," Papers, arXiv.org, number 1301.1496, Jan, revised Jul 2016.
• Dominique Guegan & Bertrand Hassani, 2013, "Using a time series approach to correct serial correlation in operational risk capital calculation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00771387, Jul.
• Frank Riedel & Tobias Hellmann, 2013, "The Foster-Hart Measure of Riskiness for General Gambles," Papers, arXiv.org, number 1301.1471, Jan.
• Cihak, Martin & Demirguc-Kunt, Asli & Johnston, R. Barry, 2013, "Incentive audits : a new approach to financial regulation," Policy Research Working Paper Series, The World Bank, number 6308, Jan.
• Frédéric Abergel, 2013, "Comparing quadratic and non-quadratic local risk minimization for the hedging of contingent claims," Working Papers, HAL, number hal-00771528, Jan.
• Phillip Monin, 2013, "On a dynamic adaptation of the Distribution Builder approach to investment decisions," Papers, arXiv.org, number 1301.0907, Jan.
• Elisa Luciano & Luca Regis & Elena Vigna, 2012, "Natural delta gamma hedging of longevity and interest rate risk," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 21-2011, Jan.
• Item repec:cgr:cgsser:03-14 is not listed on IDEAS anymore

• Item repec:hal:wpaper:hal-00768526 is not listed on IDEAS anymore

• Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin, 2012, "Extreme Financial Cycles," Working Papers, HAL, number halshs-00769817.
• Cho, In Soo, 2013, "Are Risk Attitudes Fixed Factors or Fleeting Feelings?," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 35751, Jan.
• Item repec:hum:wpaper:sfb649dp2013-003 is not listed on IDEAS anymore

Report NEP-RMG-2013-01-19

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: