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Report NEP-RMG-2013-01-26
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:
- Afrasiab Mirza, 2012, "Dynamic Prudential Regulation," Discussion Papers, Department of Economics, University of Birmingham, number 12-13, Dec.
- Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2012, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-26, revised Oct 2012.
- Riedel, Frank & Hellmann, Tobias, 2014, "The Foster-Hart measure of riskiness for general gambles," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 474, Apr.
- Thomas Breuer & Imre Csiszar, 2013, "Measuring Model Risk," Papers, arXiv.org, number 1301.4832, Jan.
- Audrone Virbickaite & M. Concepci'on Aus'in & Pedro Galeano, 2013, "A Bayesian Non-Parametric Approach to Asymmetric Dynamic Conditional Correlation Model With Application to Portfolio Selection," Papers, arXiv.org, number 1301.5129, Jan, revised Jan 2014.
- Item repec:dgr:uvatin:20130021 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20130020 is not listed on IDEAS anymore
- René Garcia & Daniel Mantilla-Garcia & Lionel Martellini, 2013, "A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns," CIRANO Working Papers, CIRANO, number 2013s-01, Jan.
- Item repec:dgr:uvatin:20130022 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20130013 is not listed on IDEAS anymore
- Fulbert, Tchana Tchana & Georges, Tsafack, 2013, "The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance," MPRA Paper, University Library of Munich, Germany, number 43797, May.
- Bai, Zhidong & Li, Hua & Wong, Wing-Keung, 2013, "The best estimation for high-dimensional Markowitz mean-variance optimization," MPRA Paper, University Library of Munich, Germany, number 43862, Jan.