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Report NEP-RMG-2013-11-22
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:
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013, "Financial network systemic risk contributions," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/20.
- Item repec:ner:tilbur:urn:nbn:nl:ui:12-5928388 is not listed on IDEAS anymore
- Abhijnan Rej, 2013, "Modeling systemic risks in financial markets," Papers, arXiv.org, number 1311.3764, Nov.
- Pinelis, Iosif, 2013, "An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality," MPRA Paper, University Library of Munich, Germany, number 51361, Oct.
- Item repec:ner:leuven:urn:hdl:123456789/394969 is not listed on IDEAS anymore
- Th'eophile Griveau-Billion & Jean-Charles Richard & Thierry Roncalli, 2013, "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios," Papers, arXiv.org, number 1311.4057, Nov.
- Milligan, Kevin & Schirle, Tammy, 2013, "The Retirement Income System and the Risks Faced by Canadian Seniors," CLSSRN working papers, Vancouver School of Economics, number clsrn_admin-2013-27, Apr, revised 29 Apr 2013.
- Swenja Surminski & Delioma Oramas-Dorta, 2013, "Do flood insurance schemes in developing countries provide incentives to reduce physical risks?," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 119, Jul.
- Shinya Sugawara, 2013, "Firm-driven Management for Longevity Risk: Analysis of Lump-sum Forward Payments in Japanese Nursing Homes," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-908, Nov.
- Younes Boujelb`ene & Sihem Khemakhem, 2013, "Pr\'evision du risque de cr\'edit : Une \'etude comparative entre l'Analyse Discriminante et l'Approche Neuronale," Papers, arXiv.org, number 1311.4266, Nov.
- Item repec:ner:leuven:urn:hdl:123456789/387170 is not listed on IDEAS anymore
- Item repec:ner:leuven:urn:hdl:123456789/394339 is not listed on IDEAS anymore
- Fernandes, Guilherme Barreto & Artes , Rinaldo, 2013, "Spatial correlation in credit risk and its improvement in credit scoring," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_321, Oct.
- Georgios Efthyvoulou & Liza Jabbour, 2013, "Foreign Acquisitions and Firm-Level Financial Risk," Discussion Papers, University of Nottingham, GEP, number 2013-08.
- Félix, Luiz & Kräussl, Roman & Stork, Philip, 2013, "The 2011 European short sale ban on financial stocks: A cure or a curse?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/17.
- Jean-Pierre Fouque & Yuri F. Saporito & Jorge P. Zubelli, 2013, "Multiscale Stochastic Volatility Model for Derivatives on Futures," Papers, arXiv.org, number 1311.4249, Nov.
- Samy Jazaerli & Yuri F. Saporito, 2013, "Functional Ito Calculus, Path-dependence and the Computation of Greeks," Papers, arXiv.org, number 1311.3881, Nov, revised Jun 2018.
- Manthos D. Delis & Yiannis Karavias, 2013, "Optimal versus realized bank credit risk and monetary policy," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 13/03, Mar.