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Report NEP-RMG-2013-03-02
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:
- Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2013, "“Beyond Value-at-Risk: GlueVaR Distortion Risk Measures”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201302, Feb, revised Feb 2013.
- Item repec:imf:imfscr:13/10 is not listed on IDEAS anymore
- Item repec:imf:imfscr:11/334 is not listed on IDEAS anymore
- Chris Kenyon & Andrew Green, 2013, "Collateral-Enhanced Default Risk," Papers, arXiv.org, number 1302.4595, Feb.
- Speranza, Mauro & Garcia Fronti, Javier I., 2013, "Nota introductoria al cálculo del capital económico a riesgo en organizaciones con dos unidades de negocio
[Introductory note to the calculation of economic capital at risk in organizations with tw," MPRA Paper, University Library of Munich, Germany, number 44318, Jan. - Haas, Armin & Onischka, Mathias & Fucik, Markus, 2013, "Black swans, dragon kings, and Bayesian risk management," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2013-11.
- Julia Kraus & Philippe Bertrand & Rudi Zagst, 2013, "Theory of Performance Participation Strategies," Papers, arXiv.org, number 1302.5339, Feb.