Printed from https://ideas.repec.org/n/nep-rmg/2014-07-13.html
Report NEP-RMG-2014-07-13
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:imf:imfscr:14/29 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20140065 is not listed on IDEAS anymore
- Bertrand K Hassani, 2014, "Risk Appetite in Practice: Vulgaris Mathematica," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14037, Apr.
- Alessandro Ramponi, 2014, "On a Transform Method for the Efficient Computation of Conditional VaR (and VaR) with Application to Loss Models with Jumps and Stochastic Volatility," Papers, arXiv.org, number 1407.1072, Jul.
- Item repec:dgr:uvatin:20140054 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20140075 is not listed on IDEAS anymore
- Item repec:imf:imfscr:14/95 is not listed on IDEAS anymore
- Alejandro Ferrer Pérez & José Casals Carro & Sonia Sotoca López, 2014, "A new approach to the unconditional measurement of default risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-11, Jun.
- Item repec:imf:imfscr:14/16 is not listed on IDEAS anymore
- Adlane HAFFAR & Lubica HIKKEROVA, 2014, "Gestion et titrisation des risques de catastrophe naturelle par les options," Working Papers, Department of Research, Ipag Business School, number 2014-384, Jan.
- Item repec:imf:imfwpa:14/14 is not listed on IDEAS anymore
- René M. Stulz, 2014, "Governance, Risk Management, and Risk-Taking in Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 20274, Jul.
- Item repec:imf:imfsdn:14/4 is not listed on IDEAS anymore
- Item repec:imf:imfscr:14/77 is not listed on IDEAS anymore
- Item repec:imf:imfscr:14/130 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:14/106 is not listed on IDEAS anymore
- Item repec:imf:imfsdn:14/1 is not listed on IDEAS anymore
- Item repec:imf:imfscr:14/143 is not listed on IDEAS anymore
- Item repec:imf:imfscr:14/53 is not listed on IDEAS anymore
- Alejandro Ferrer Pérez & José Casals Carro & Sonia Sotoca López, 2014, "Conditional coverage and its role in determining and assessing long-term capital requirements," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-12, Jun.
- Shawkat Hammoudeh & Michael McAleer, 2014, "Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-17, Jun.
- Item repec:imf:imfwpa:14/46 is not listed on IDEAS anymore
- Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Working Papers, Department of Research, Ipag Business School, number 2014-389, Jan.
- Item repec:imf:imfwpa:14/76 is not listed on IDEAS anymore
- Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-18.
- Item repec:imf:imfscr:14/161 is not listed on IDEAS anymore
- Langenmayr, Dominika & Lester, Rebecca, 2014, "Taxation and Corporate Risk-Taking," Discussion Papers in Economics, University of Munich, Department of Economics, number 20977, Jun.
- Item repec:imf:imfscr:14/46 is not listed on IDEAS anymore