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