Printed from https://ideas.repec.org/n/nep-rmg/2013-08-10.html
Report NEP-RMG-2013-08-10
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:
- Item repec:dgr:eureir:1765040777 is not listed on IDEAS anymore
- Teruyoshi Kobayashi, 2013, "Network versus portfolio structure in financial systems," Papers, arXiv.org, number 1308.0773, Aug.
- Ojo, Marianne, 2013, "Leverage ratios and Basel III: proposed Basel III leverage and supplementary leverage ratios," MPRA Paper, University Library of Munich, Germany, number 48733, Jul.
- Bo Becker & Marcus Opp, 2013, "Regulatory reform and risk-taking: replacing ratings," NBER Working Papers, National Bureau of Economic Research, Inc, number 19257, Jul.
- Giorgio Stefano Bertinetti & Elisa Cavezzali & Gloria Gardenal, 2013, "The effect of the enterprise risk management implementation on the firm value of European companies," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 10, Aug.
- Zaiwen Wen & Xianhua Peng & Xin Liu & Xiaoling Sun & Xiaodi Bai, 2013, "Asset Allocation under the Basel Accord Risk Measures," Papers, arXiv.org, number 1308.1321, Aug.
- Teruyoshi Kobayashi & Kohei Hasui, 2013, "Efficient immunization strategies to prevent financial contagion," Papers, arXiv.org, number 1308.0652, Aug, revised Dec 2013.
- Dorival Le~ao & Alberto Ohashi & Vinicius Siqueira, 2013, "A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility," Papers, arXiv.org, number 1308.1704, Aug, revised Aug 2013.
- Ojo, Marianne, 2013, "The Basel capital adequacy and regulatory framework: balancing risk sensitivity, simplicity and comparability," MPRA Paper, University Library of Munich, Germany, number 48790, Aug.
- Silvia Angilella & Sebastiano Mazz`u, 2013, "The Financing of Innovative SMEs: a multicriteria credit rating model," Papers, arXiv.org, number 1308.0889, Aug, revised Jun 2014.
- Nassim N. Taleb & Constantine Sandis, 2013, "The Skin In The Game Heuristic for Protection Against Tail Events," Papers, arXiv.org, number 1308.0958, Aug, revised Jan 2014.
- Item repec:gen:geneem:13071 is not listed on IDEAS anymore
- Siddiqi, Hammad, 2013, "Analogy Making, Option Prices, and Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 48862, Jul.