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Report NEP-RMG-2013-06-24
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:
- Düllmann, Klaus & Koziol, Philipp, 2013, "Evaluation of minimum capital requirements for bank loans to SMEs," Discussion Papers, Deutsche Bundesbank, number 22/2013.
- Alistair Milne, 2013, "Distance to Default and the Financial Crisis," Discussion Paper Series, Department of Economics, Loughborough University, number 2013_03, Jun, revised Jun 2013.
- Stig Helberg & Snorre Lindset, 2013, "Bank Debt Regulations Implications for Bank Capital and Bond Risk," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 14813, Jun.
- Roncalli, Thierry, 2013, "Introduction to Risk Parity and Budgeting," MPRA Paper, University Library of Munich, Germany, number 47679, Jun.
- Boucher, Stephen R. & Delpierre, Matthieu, 2013, "The Impact of Index-Based Insurance on Informal Risk-Sharing Networks," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 150440, DOI: 10.22004/ag.econ.150440.
- Chiu, Leslie J. Verteramo & Turvey, Calum G., 2013, "A Risk Rationing Model," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 150628, DOI: 10.22004/ag.econ.150628.
- Helena Jasiulewicz & Wojciech Kordecki, 2013, "Ruin probability of a discrete-time risk process with proportional reinsurance and investment for exponential and Pareto distributions," Papers, arXiv.org, number 1306.3479, Jun, revised Mar 2015.
- Dalila Cervantes-Godoy & Shingo Kimura & Jesús Antón, 2013, "Smallholder Risk Management in Developing Countries," OECD Food, Agriculture and Fisheries Papers, OECD Publishing, number 61, Jun, DOI: 10.1787/5k452k28wljl-en.
- Uzeaa, Florentina Nicoleta & Poon, Kenneth & Sparling, David & Weersink, Alfons, 2013, "Farm Support Payments and Risk Balancing: Implications for Financial Riskiness of Canadian Farms," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 150708, DOI: 10.22004/ag.econ.150708.
- Capitani, Daniel Henrique Dario & Mattos, Fabio, 2013, "Developing new futures contract versus cross-hedging: a study in the Brazilian rice market," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 149998, May, DOI: 10.22004/ag.econ.149998.
- Miguel, Victor de & Martín Utrera, Alberto & Nogales, Francisco J., 2013, "Parameter uncertainty in multiperiod portfolio optimization with transaction costs," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws132119, Jun.
- Zhang, Lisha & Moss, Charles B., 2013, "Heteroscedasticity and the Estimation of the Risk Balancing Model," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 150773, DOI: 10.22004/ag.econ.150773.
- Haas, Andreas & Hofmann, Annette, 2013, "Risiken aus Cloud-Computing-Services: Fragen des Risikomanagements und Aspekte der Versicherbarkeit," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 74-2013.
- Jean-Franc{c}ois Renaud, 2013, "On the time spent in the red by a refracted L\'evy risk process," Papers, arXiv.org, number 1306.4619, Jun.
- Trautman, Dawn E. & Jeffrey, Scott R. & Unterschultz, James R., 2013, "Farm Wealth Implications of Canadian Agricultural Business Risk Management Programs," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 149881, DOI: 10.22004/ag.econ.149881.