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Report NEP-RMG-2013-02-16
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:
- Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng, 2013, "Risks of large portfolios," MPRA Paper, University Library of Munich, Germany, number 44206, Feb.
- Shen, Xuan & Hartarska, Valentina M., 2013, "Risk Management in Agricultural Banks: An Application of Endogenous Switching Model," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 143092, DOI: 10.22004/ag.econ.143092.
- Cheng-Der Fuh & Huei-Wen Teng & Ren-Her Wang, 2013, "Efficient Importance Sampling for Rare Event Simulation with Applications," Papers, arXiv.org, number 1302.0583, Feb.
- Keiler, Sebastian & Eder, Armin, 2013, "CDS spreads and systemic risk: A spatial econometric approach," Discussion Papers, Deutsche Bundesbank, number 01/2013.
- Silvia Figini & Paolo Giudici, 2013, "Measuring risk with ordinal variables," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 032, Feb.
- Mahir Binici & Bulent Koksal & Cuneyt Orman, 2013, "Stock Return Comovement and Systemic Risk in the Turkish Banking System," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1302.
- Elisa Luciano & Giovanna Nicodano, 2012, "Default risk in business groups," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 283.
- Amosson, Stephen H. & Anderson, David P. & Bevers, Stanley J. & Hogan, Robert J., Jr. & McCorkle, Dean A. & Robinson, John R.C. & Smith, Jackie & Waller, Mark L. & Welch, Mark & Williams, Emmy, , "Have Farmers and Ranchers Lost Confidence in Futures Markets?," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 142998, DOI: 10.22004/ag.econ.142998.
- Michał Brzeziński, 2013, "Relative risk aversion and power-law distribution of macroeconomic disasters," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-04.
- Silvia Figini & Paolo Giudici, 2013, "Credit risk predictions with Bayesian model averaging," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 034, Feb.
- Tran, Trang & Coble, Keith H. & Harri, Ardian & Barnett, Barry J. & Riley, John Michael, 2013, "Proposed Farm Bill Impact On The Optimal Hedge Ratios For Crops," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 143050, DOI: 10.22004/ag.econ.143050.
- Yan Dolinsky & H. Mete Soner, 2013, "Robust Hedging with Proportional Transaction Costs," Papers, arXiv.org, number 1302.0590, Feb, revised Aug 2013.