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Report NEP-RMG-2014-01-17
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:
- Eufinger, Christian & Gill, Andrej, 2013, "Basel III and CEO compensation in banks: Pay structures as a regulatory signal," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 9, DOI: 10.2139/ssrn.2231964.
- Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013, "Risk Modelling and Management: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-22, Jun.
- Busse, Marc & Dacorogna, Michel & Kratz, Marie, 2013, "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1321, Dec.
- Kraft, Holger & Schmidt, Alexander, 2013, "Systemic risk in the financial sector: What can se learn from option markets?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 25, DOI: 10.2139/ssrn.2294349.
- Larry D. Wall, 2013, "Measuring capital adequacy supervisory stress tests in a Basel world," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-15, Dec.
- Allen, D.E. & Powell, R.J. & Singh, A.K., 2013, "A Capital Adequacy Buffer Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-32, Oct.
- Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013, "Determinants of Systemic Risk and Information Dissemination," Working Paper series, Rimini Centre for Economic Analysis, number 67_13, Dec.
- Item repec:aei:rpaper:39862 is not listed on IDEAS anymore
- Knapp, S., 2013, "An integrated risk estimation methodology: Ship specific incident type risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-11, Apr.
- Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 063, Jan.
- Vilkovz, Grigory & Xiaox, Yan, 2013, "Option-implied information and predictability of extreme returns," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 5, DOI: 10.2139/ssrn.2209654.
- David E. Allen & Michael McAleer & Marcel Scharth, 2013, "Realized volatility risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-26.
- Baojing Sun & Changhao Guo & G. Cornelis van Kooten, 2013, "Weather Derivatives and Crop Insurance in China," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2013-02, Feb.
- Sun, David & Tsai, Shih-Chuan, 2013, "Diversifying Risks in Bond Portfolios: A Cross-border Approach," MPRA Paper, University Library of Munich, Germany, number 44767, Dec, revised 09 Jan 2014.
- Adams, Zeno & Füss, Roland & Gropp, Reint E., 2013, "Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 20, DOI: 10.2139/ssrn.2267853.
- Masaaki Fujii & Akihiko Takahashi, 2014, "Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-338, Jan.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2014, "European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?," Discussion Papers, Department of Economics, University of York, number 14/02, Jan.
- Nassim Nicholas Taleb, 2014, "Four Points Beginner Risk Managers Should Learn from Jeff Holman's Mistakes in the Discussion of Antifragile," Papers, arXiv.org, number 1401.2524, Jan.
- Chang, C-L. & Allen, D.E. & McAleer, M.J., 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-03, Jan.