Printed from https://ideas.repec.org/n/nep-rmg/2013-06-04.html
Report NEP-RMG-2013-06-04
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:
- Terje Lensberg & Klaus Reiner Schenk-Hopp'e, 2013, "Hedging without sweat: a genetic programming approach," Papers, arXiv.org, number 1305.6762, May.
- Item repec:dgr:uvatin:2013073 is not listed on IDEAS anymore
- Serge Darolles & Christian Gouriéroux & Emmanuelle Jay, 2012, "Robust Portfolio Allocation with Systematic Risk Contribution Restrictions," Working Papers, Center for Research in Economics and Statistics, number 2012-35, Dec.
- Item repec:dnb:dnbwpp:378 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:2013070 is not listed on IDEAS anymore
- Xiao, Tim, 2013, "An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk," MPRA Paper, University Library of Munich, Germany, number 47104, May.
- Taiane S. Prass & S'ilvia R. C. Lopes, 2013, "Risk Measure Estimation On Fiegarch Processes," Papers, arXiv.org, number 1305.5238, May.
- Xiao, Tim, 2013, "The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling," MPRA Paper, University Library of Munich, Germany, number 47136, May.
- PIERRET, Diane, 2013, "The systemic risk of energy markets," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013018, May.
- David Ardia & Lennart F. Hoogerheide, 2013, "Worldwide equity Risk Prediction," Cahiers de recherche, CIRPEE, number 1312.
- Serge Darolles & Patrick Gagliardini & Christian Gouriéroux, 2012, "Survival of Hedge Funds : Frailty vs Contagion," Working Papers, Center for Research in Economics and Statistics, number 2012-36, Nov.
- Attilio Meucci & David Ardia & Simon Keel, 2013, "Fully Flexible Views in Multivariate Normal Markets," Cahiers de recherche, CIRPEE, number 1311.
- Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2013, "Pricing Default Events : Surprise, Exogeneity and Contagion," Working Papers, Center for Research in Economics and Statistics, number 2013-03, Jan.