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Report NEP-RMG-2013-12-06
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:
- Marc Busse & Michel Dacorogna & Marie Kratz, 2013, "The impact of systemic risk on the diversification benefits of a risk portfolio," Papers, arXiv.org, number 1312.0506, Dec.
- Ainura Tursunalieva & Param Silvapulle, 2013, "Non-parametric Estimation of Operational Risk and Expected Shortfall," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/13.
- Mikio Ishiwatari, 2013, "Disaster Risk Management at the National Level," ADBI Working Papers, Asian Development Bank Institute, number 448, Nov.
- Zuhair Bahraou & Catalina Bolancé & Ana M. Pérez-Marín, 2013, "Testing extreme value copulas to estimate the quantile," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2013-09, Nov, revised Nov 2013.
- Syed Adeel Hussain, 2013, "Differentiation of Market Risk Characteristics among Sharia Compliant and Conventional Equities listed on the Pakistani Capital Market - KSE 100 Index over a selective time period," 2013 Papers, Job Market Papers, number phu395, Dec.
- Mathias Lé, 2013, "Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage," PSE Working Papers, HAL, number halshs-00911415, Nov.
- Yury Dranev & Sofya Fomkina, 2013, "An asymmetric approach to the cost of equity estimation: empirical evidence from Russia," HSE Working papers, National Research University Higher School of Economics, number WP BRP 12/FE/2013.
- Maria Rocha Sousa & João Gama & Elísio Brandão, 2013, "Introducing time-changing economics into credit scoring," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 513, Nov.
- Majewski, A. A. & Bormetti, G. & Corsi, F., 2013, "Smile from the Past: A general option pricing framework with multiple volatility and leverage components," Working Papers, Department of Economics, City St George's, University of London, number 13/11.
- Deborah Kay Elms, 2013, "The Trans-Pacific Partnership Agreement: Looking Ahead to the Next Steps," ADBI Working Papers, Asian Development Bank Institute, number 447, Dec.
- Kok, Christoffer & Schepens, Glenn, 2013, "Bank reactions after capital shortfalls," Working Paper Series, European Central Bank, number 1611, Nov.
- Thorsten Drautzburg, 2013, "Entrepreneurial tail risk: implications for employment dynamics," Working Papers, Federal Reserve Bank of Philadelphia, number 13-45.
- Evangelos C. Charalambakis, 2013, "On the prediction of corporate financial distress in the light of the financial crisis: empirical evidence from Greek listed firms," Working Papers, Bank of Greece, number 164, Oct.
- Sigrid Kallblad, 2013, "Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals," Papers, arXiv.org, number 1311.7419, Nov.
- Rodrigo S. Targino & Gareth W. Peters & Georgy Sofronov & Pavel V. Shevchenko, 2013, "Optimal insurance purchase strategies via optimal multiple stopping times," Papers, arXiv.org, number 1312.0424, Dec.