Report NEP-RMG-2013-11-22This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013. "Financial network systemic risk contributions," CFS Working Paper Series 2013/20, Center for Financial Studies (CFS).
- 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 1311.3764, arXiv.org.
- 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 51361, University Library of Munich, Germany.
- 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 1311.4057, arXiv.org.
- Milligan, Kevin & Schirle, Tammy, 2013. "The Retirement Income System and the Risks Faced by Canadian Seniors," CLSSRN working papers clsrn_admin-2013-27, Vancouver School of Economics, 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 119, Grantham Research Institute on Climate Change and the Environment.
- Shinya Sugawara, 2013. "Firm-driven Management for Longevity Risk: Analysis of Lump-sum Forward Payments in Japanese Nursing Homes," CIRJE F-Series CIRJE-F-908, CIRJE, Faculty of Economics, University of Tokyo.
- 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 1311.4266, arXiv.org.
- 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 wpe_321, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Georgios Efthyvoulou & Liza Jabbour, 2013. "Foreign Acquisitions and Firm-Level Financial Risk," Discussion Papers 2013-08, University of Nottingham, GEP.
- 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 2013/17, Center for Financial Studies (CFS).
- Jean-Pierre Fouque & Yuri F. Saporito & Jorge P. Zubelli, 2013. "Multiscale Stochastic Volatility Model for Derivatives on Futures," Papers 1311.4249, arXiv.org.
- Samy Jazaerli & Yuri F. Saporito, 2013. "Functional Ito Calculus, Path-dependence and the Computation of Greeks," Papers 1311.3881, arXiv.org, revised Mar 2017.
- Manthos D. Delis & Yiannis Karavias, "undated". "Optimal versus realized bank credit risk and monetary policy," Discussion Papers 13/03, University of Nottingham, Granger Centre for Time Series Econometrics.