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Report NEP-RMG-2013-10-02
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:
- De Luca, Giovanni & Zuccolotto, Paola, 2013, "A Conditional Value-at-Risk Based Portfolio Selection With Dynamic Tail Dependence Clustering," MPRA Paper, University Library of Munich, Germany, number 50129, Aug.
- Alfred Wong & Tom Fong, 2013, "Gauging the Safehavenness of Currencies," Working Papers, Hong Kong Institute for Monetary Research, number 132013, Sep.
- Item repec:imf:imfscr:13/135 is not listed on IDEAS anymore
- Dimitrios P. Louzis & Angelos T. Vouldis, 2013, "A financial systemic stress index for Greece," Working Papers, Bank of Greece, number 155, Mar.
- Sessi Tokpavi, 2013, "Testing for the Systemically Important Financial Institutions: a Conditional Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-27.
- Brian Lucey & Britta Berghöfer, 2013, "Fuel Hedging, Operational Hedging and Risk Exposure– Evidence from the Global Airline Industry," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp433, Aug.
- Hans Follmer & Alexander Schied, 2013, "Probabilistic aspects of finance," Papers, arXiv.org, number 1309.7759, Sep.
- Bertrand Maillet & Sessi Tokpavi & Benoit Vaucher, 2013, "Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-28.
- Kerry W. Fendick, 2013, "Pricing and Hedging Derivative Securities with Unknown Local Volatilities," Papers, arXiv.org, number 1309.6164, Sep, revised Oct 2013.