Report NEP-RMG-2014-01-24This 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:
- Steven Kou & Xianhua Peng, 2014. "On the Measurement of Economic Tail Risk," Papers 1401.4787, arXiv.org, revised Aug 2015.
- Pablo Koch-Medina & Cosimo Munari, 2014. "Law-invariant risk measures: extension properties and qualitative robustness," Papers 1401.3121, arXiv.org.
- Bisht, Poonam, 2013. "Basel Norms and Analysis of Banking Risks; Performance and Future Prospects," MPRA Paper 52967, University Library of Munich, Germany.
- Lukas Scheffknecht, 2013. "Contextualizing Systemic Risk," ROME Working Papers 201317, ROME Network.
- Urbina, Jilber & Guillén, Montserrat, 2013. "An application of capital allocation principles to operational risk," Working Papers 2072/222201, Universitat Rovira i Virgili, Department of Economics.
- Alexeev, Vitali & Tapon, Francis, 2013. "Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets," Working Papers 2013-16, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2013.
- Pablo Koch-Medina & Santiago Moreno-Bromberg & Cosimo Munari, 2014. "Capital adequacy tests and limited liability of financial institutions," Papers 1401.3133, arXiv.org, revised Feb 2014.
- Item repec:aei:rpaper:39937 is not listed on IDEAS anymore
- Boualem Djehiche & Bj\"orn L\"ofdahl, 2014. "Risk aggregation and stochastic claims reserving in disability insurance," Papers 1401.3589, arXiv.org, revised Aug 2014.
- Masaaki Fujii & Akihiko Takahashi, 2014. "Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows," CIRJE F-Series CIRJE-F-914, CIRJE, Faculty of Economics, University of Tokyo.
- Alexeev, Vitali & Dungey, Mardi, 2013. "Equity portfolio diversification with high frequency data," Working Papers 2013-18, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Nov 2013.
- Volker Kr\"atschmer & Alexander Schied & Henryk Z\"ahle, 2014. "Quasi-Hadamard differentiability of general risk functionals and its application," Papers 1401.3167, arXiv.org, revised Feb 2015.
- Hasan, Zubair, 2014. "Basel Accords and Islamic finance with special reference to Malaysia," MPRA Paper 52941, University Library of Munich, Germany.
- Alexeev, Vitali & Tapon, Francis, 2013. "What Australian investors need to know to diversity their portfolios," Working Papers 2013-17, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2013.