Report NEP-RMG-2014-07-05

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:

• Shawkat Hammoudeh & Michael McAleer, 2014, "Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/17, Jun.
• Item repec:hum:wpaper:sfb649dp2014-032 is not listed on IDEAS anymore

• Hassan Omidi Firouzi & Andrew Luong, 2014, "Optimal Portfolio Problem Using Entropic Value at Risk: When the Underlying Distribution is Non-Elliptical," Papers, arXiv.org, number 1406.7040, Jun.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers, HAL, number halshs-01015390, Jun.
• Ronald Hochreiter & Christoph Waldhauser, 2014, "Active extension portfolio optimization with non-convex risk measures using metaheuristics," Papers, arXiv.org, number 1406.7723, Jun.
• Daher, Hassan & Masih, A.Mansur M. & Ibrahim, Mansor H., 2014, "Islamic Banks’ Capital Buffers: Unique Risk Exposures and the Disciplining Effects of Charter Values," MPRA Paper, University Library of Munich, Germany, number 56947, Jun.
• Maria Rocha Sousa & Jo~ao Gama & Manuel J. Silva Gonc{c}alves, 2014, "A two-stage model for dealing with temporal degradation of credit scoring," Papers, arXiv.org, number 1406.7775, Jun.
• Abdullah, Ahmad Monir & Saiti, Buerhan & Masih, Abul Mansur M., 2014, "Diversification in Crude Oil and Other Commodities: A Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 56988, Jun.
• Amélie Charles & Olivier Darné & Zakaria Moussa, 2014, "The sensitivity of Fama-French factors to economic uncertainty," Working Papers, HAL, number hal-01015702, Jun.
• Dirk Ulbricht, 2014, "John Doe's Old-Age Provision: Dollar Cost Averaging and Time Diversification," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1376.
• Item repec:dau:papers:123456789/13555 is not listed on IDEAS anymore

Report NEP-RMG-2014-07-05

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: