Printed from https://ideas.repec.org/n/nep-rmg/2013-08-16.html
Report NEP-RMG-2013-08-16
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:
- Lamont K. Black & Ricardo Correa & Xin Huang & Hao Zhou, 2013, "The systemic risk of European banks during the financial and sovereign debt crises," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1083.
- Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Penaloza & Rodrigo César de Castro Miranda, 2013, "Systemic Risk Measures," Working Papers Series, Central Bank of Brazil, Research Department, number 321, Aug.
- Rodrigo César de Castro Miranda & Benjamin Miranda Tabak, 2013, "Contagion Risk within Firm-Bank Bivariate Networks," Working Papers Series, Central Bank of Brazil, Research Department, number 322, Aug.
- Jing Li & Mingxin Xu, 2013, "Optimal Dynamic Portfolio with Mean-CVaR Criterion," Papers, arXiv.org, number 1308.2324, Aug.
- Patricio Valenzuela, 2013, "Rollover risk and corporate bond spreads," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 300.
- Item repec:dgr:eureri:1765040785 is not listed on IDEAS anymore