Printed from https://ideas.repec.org/n/nep-rmg/2013-11-02.html
Report NEP-RMG-2013-11-02
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:
- Mohamed Mnasri & Georges Dionne & Jean-Pierre Gueyie, 2013, "The Maturity Structure of Corporate Hedging: the Case of the U.S. Oil and Gas Industry," Cahiers de recherche, CIRPEE, number 1337.
- Massimiliano AMARANTE, 2013, "A Representation of Risk Measures," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 11-2013.
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2013, "On the strategic value of risk management," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 797, Sep.
- Lorenzo Giada & Claudio Nordio, 2013, "Restructuring the "one-way CSA" counterparty risk in a CDO," Papers, arXiv.org, number 1310.7128, Oct.
- Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013, "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper, University Library of Munich, Germany, number 50940, Oct, revised 23 Oct 2013.
- Clarke, Daniel J. & Hill, Ruth Vargas, 2013, "Cost-benefit analysis of the african risk capacity facility:," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1292.
- Antoaneta Sergueiva, 2013, "Systemic Risk Identification, Modelling, Analysis, and Monitoring: An Integrated Approach," Papers, arXiv.org, number 1310.6486, Oct.
- Monica Billio & Gregory Jannin & Bertrand Maillet & Loriana Pelizzon, 2013, "Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:22.
- Di Bu & Yin Liao, 2013, "Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach," NCER Working Paper Series, National Centre for Econometric Research, number 98, Oct.
- Riadh Aloui & Mohamed Safouane Ben Aissa & Duc Khuong Nguyen, 2013, "A wavelet-based copula approach for modeling market risk in agricultural commodity markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 154.
- Item repec:hal:wpaper:hal-00870492 is not listed on IDEAS anymore