Report NEP-RMG-2013-07-05This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Pierre Nyquist, 2013. "Moderate deviations for importance sampling estimators of risk measures," Papers 1306.6588, arXiv.org.
- Brecht, Henrike & Deichmann, Uwe & Wang, Hyoung Gun, 2013. "A global urban risk index," Policy Research Working Paper Series 6506, The World Bank.
- Lisa R. Goldberg & Ola Mahmoud, 2013. "Risk Without Return," Papers 1307.0114, arXiv.org, revised Sep 2013.
- M. Andrecut, 2013. "Portfolio Optimization in R," Papers 1307.0450, arXiv.org, revised Nov 2013.
- Ozaki, Vitor Augusto & Adami, Andreia Cristina de Oliveira, 2013. "Managing the Agricultural Revenue Risk in Brazil: Implications for Developing a Crop Insurance Program," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151289, Agricultural and Applied Economics Association.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- David Chisholm & Graham Andersen, 2013. "The Meaning of Probability of Default for Asset-backed Loans," Papers 1306.6715, arXiv.org.
- Chen, Xuan & Goodwin, Barry K., 2013. "Spatio-Temporal Modeling of Lightning Fires on Forestland: A Compensation Scheme," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151285, Agricultural and Applied Economics Association.