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Report NEP-RMG-2014-06-28
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:
- Naceur Naguez & Jean-Luc Prigent, 2014, "Dynamic Portfolio Insurance Strategies: Risk Management under Johnson Distributions," Working Papers, Department of Research, Ipag Business School, number 2014-329, Jan.
- Noack, Tim & Cremers, Heinz & Mala, Julia, 2014, "Neue regulatorische Konzepte der Bankenaufsicht und ihre Auswirkungen auf die Gesamtbanksteuerung," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 212.
- Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2014, "Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization," Papers, arXiv.org, number 1406.6902, Jun.
- Zied Ben-Salah & H'el`ene Gu'erin & Manuel Morales & Hassan Omidi Firouzi, 2014, "On the Depletion Problem for an Insurance Risk Process: New Non-ruin Quantities in Collective Risk Theory," Papers, arXiv.org, number 1406.6952, Jun.
- Simone Farinelli & Hideyuki Takada, 2014, "Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk," Papers, arXiv.org, number 1406.6805, Jun, revised Jul 2021.
- Jakv{s}a Cvitani'c & Dylan Possamai & Nizar Touzi, 2014, "Moral Hazard in Dynamic Risk Management," Papers, arXiv.org, number 1406.5852, Jun, revised Mar 2015.
- Oliver Kley & Claudia Kluppelberg & Lukas Reichel, 2014, "Systemic risk through contagion in a core-periphery structured banking network," Papers, arXiv.org, number 1406.6575, Jun.
- Vinko Zlati'c & Giampaolo Gabbi & Hrvoje Abraham, 2014, "Reduction of systemic risk by means of Pigouvian taxation," Papers, arXiv.org, number 1406.5817, Jun.
- Dirk Tasche, 2014, "Exact fit of simple finite mixture models," Papers, arXiv.org, number 1406.6038, Jun, revised Jul 2014.
- Loughrey, J. & Thorne, F. & Kinsella, A. & Hennessy, T. & McDonnell, J. & O’Donoghue, C. & Vollenweider, X., 2014, "The Market Risk Perceptions And Management Of Irish Dairy Farmers," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France, Agricultural Economics Society, number 169760, Apr, DOI: 10.22004/ag.econ.169760.
- Feng, Siyi & Patton, Myles & Binfield, Julian C.R. & Davis, John, 2014, "Assessing the costs of risk management tools: A crop insurance scenario based on a stochastic partial equilibrium model approach," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France, Agricultural Economics Society, number 170538, Apr, DOI: 10.22004/ag.econ.170538.
- Esben Hedegaard & Robert J. Hodrick, 2014, "Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances," NBER Working Papers, National Bureau of Economic Research, Inc, number 20245, Jun.
- Avino, Davide & Cotter, John, 2013, "Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?," MPRA Paper, University Library of Munich, Germany, number 56782, Jun.
- Marielle Brunette & Philippe Delacote & Serge Garcia & Jean-Marc Rousselle, 2014, "Commons as a risk-management tool: theoretical predictions and an experimental test," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2014-06, Apr, revised Apr 2014.
- Marielle Brunette & Stéphane Couture, 2014, "Risk management activities of a non-industrial private forest owner with a bivariate utility function," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2014-01, Jan, revised Jan 2014.
- Julien Chevallier & Benoit Sevi, 2014, "A fear index to predict oil futures returns," Working Papers, Department of Research, Ipag Business School, number 2014-333, Jan.
- Andreas Lager{aa}s, 2014, "How to hedge extrapolated yield curves," Papers, arXiv.org, number 1406.6142, Jun.