Printed from https://ideas.repec.org/n/nep-rmg/2014-03-15.html
Report NEP-RMG-2014-03-15
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:
- Mohamed El Hedi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2014, "World gold prices and stock returns in China: insights for hedging and diversification strategies," Working Papers, Department of Research, Ipag Business School, number 2014-110, Jan.
- Truc Le, 2014, "Intrinsic Prices Of Risk," Papers, arXiv.org, number 1403.0333, Mar, revised Aug 2014.
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers, Department of Research, Ipag Business School, number 2014-131, Jan.
- Xiao, Tim, 2014, "A Simple and Precise Method for Pricing Convertible Bond with Credit Risk," MPRA Paper, University Library of Munich, Germany, number 53982, Feb.
- Michael B. Walker, 2014, "Modelling Credit Default Swaps: Market-Standard Vs Incomplete-Market Models," Papers, arXiv.org, number 1403.2060, Mar.
- Thierry Roncalli, 2014, "Introduction to Risk Parity and Budgeting," Papers, arXiv.org, number 1403.1889, Mar.
- Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés De Souza Penaloza & Rodrigo César De Castro Mirand, 2014, "Systemic Risk Measures," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 124.
- Schwarz, Claudia, 2014, "Investor fears and risk premia for rare events," Discussion Papers, Deutsche Bundesbank, number 03/2014.
- John Cotter & Jim Hanly, 2014, "Performance of Utility Based Hedges," Working Papers, Geary Institute, University College Dublin, number 201404, Feb.
- Guizani, Brahim, 2014, "Capital Requirements, Banking Supervision and Lending Behavior: Evidence from Tunisia," MPRA Paper, University Library of Munich, Germany, number 54234, Mar.
- Item repec:rza:wpaper:423 is not listed on IDEAS anymore
- Salma Fattoum & Khaled Guesmi & Bruno-Laurent Moschetto, 2014, "The Evolution of Risk Premiums in Emerging Stock Markets: The Case of Latin America and Asia Region," Working Papers, Department of Research, Ipag Business School, number 2014-132, Jan.
- John Cotter & Niall O'Sullivan & Francesco Rossi, 2014, "The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market," Working Papers, Geary Institute, University College Dublin, number 201403, Feb.
- Misund, Bard & Mohn, Klaus, 2014, "Exploration Risk in Oil & Gas Shareholder Returns," UiS Working Papers in Economics and Finance, University of Stavanger, number 2014/4, Mar.
- Michele Fratianni & John Pattison, 2014, "Basel III, Clubs and Eurozone Asymmetries," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 94, Mar.
- Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2014, "Risk Assessment of the Brazilian FX Rate," Working Papers Series, Central Bank of Brazil, Research Department, number 344, Jan.
- David Landriault & Bin Li & Hongzhong Zhang, 2014, "On the Frequency of Drawdowns for Brownian Motion Processes," Papers, arXiv.org, number 1403.1183, Mar.