Printed from https://ideas.repec.org/n/nep-rmg/2014-04-29.html
Report NEP-RMG-2014-04-29
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:
- Item repec:dnb:dnbwpp:419 is not listed on IDEAS anymore
- Jorge A. Cruz Lopez & Jeffrey H. Harris & Christophe Hurlin & Christophe Pérignon, 2015, "CoMargin," Working Papers, HAL, number halshs-00979440, Dec, DOI: 10.2139/ssrn.1943562.
- Ramon Alemany & Catalina Bolance & Montserrat Guillen, 2014, "Accounting for severity of risk when pricing insurance products," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2014-05, Apr.
- Amélie Charles & Etienne Redor, 2014, "Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?," Post-Print, HAL, number hal-00977037, Mar.
- Huu Thai Nguyen & Serguei Pergamenchtchikov, 2014, "Approximate hedging with proportional transaction costs in stochastic volatility models with jumps," Working Papers, HAL, number hal-00979199, Apr.
- Olivier Bruno & André Cartapanis & Eric Nasica, 2014, "Bank Leverage, Financial Fragility and Prudential Regulation," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2014-12, Apr.
- Ryan O. Murphy & Robert H.W. ten Brincke, , "Hierarchical maximum likelihood parameter estimation for cumulative prospect theory: Improving the reliability of individual risk parameter estimates," Working Papers, ETH Zurich, Chair of Systems Design, number ETH-RC-14-005.
- Michal Skorepa & Jakub Seidler, 2014, "Capital Buffers Based on Banks' Domestic Systemic Importance: Selected Issues," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2014/01, Mar.