Printed from https://ideas.repec.org/n/nep-rmg/2014-07-21.html
Report NEP-RMG-2014-07-21
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:dau:papers:123456789/13633 is not listed on IDEAS anymore
- Yang, Bill Huajian, 2013, "Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests," MPRA Paper, University Library of Munich, Germany, number 57245, Aug.
- Chris Kenyon & Andrew Green, 2014, "Warehousing Credit (CVA) Risk, Capital (KVA) and Tax (TVA) Consequences," Papers, arXiv.org, number 1407.3201, Jul, revised Jan 2015.
- Ljudmila A. Bordag & Ivan P. Yamshchikov & Dmitry Zhelezov, 2014, "Portfolio optimization in the case of an asset with a given liquidation time distribution," Papers, arXiv.org, number 1407.3154, Jul.
- Ricardo Correa & Linda S. Goldberg & Tara Rice, 2014, "Liquidity Risk and U.S. Bank Lending at Home and Abroad," NBER Working Papers, National Bureau of Economic Research, Inc, number 20285, Jul.
- Yang, Bill Huajian, 2013, "Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models," MPRA Paper, University Library of Munich, Germany, number 57244, Jul.
- Óscar Arce & Sergio Mayordomo, 2014, "Short-sale constraints and financial stability: Evidence from the Spanish market," Working Papers, Banco de España, number 1410, Jun.
- Item repec:dau:papers:123456789/13624 is not listed on IDEAS anymore
- Paul Ehling & Christian Heyerdahl-Larsen, 2014, "Correlations," Working Papers, Banco de España, number 1413, Jun.
- Item repec:dau:papers:123456789/13632 is not listed on IDEAS anymore
- Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57262, Jun.