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Report NEP-RMG-2014-07-28
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:
- Jaap W.B. Bos & Martien Lamers & Victoria Purice, 2014, "Carrying the (Paper) Burden: A Portfolio View of Systemic Risk and Optimal Bank Size," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 14/882, May.
- Christophe Hurlin & Gregoire Iseli & Christophe Pérignon & Stanley Yeung, 2014, "The Counterparty Risk Exposure of ETF Investors," Working Papers, HAL, number halshs-01023807, Jul.
- Item repec:ipg:wpaper:2014-412 is not listed on IDEAS anymore
- Rania Hentati-KAFFEL & Jean-Luc Prigent, 2014, "Structured portfolio analysis under SharpeOmega ratio," Working Papers, Department of Research, Ipag Business School, number 2014-425, Jan.
- Ojo, Marianne, 2014, "Do competitive disadvantages really arise from „over complying“?: proposed Basel III Leverage and Supplementary Leverage Ratios re-visited," MPRA Paper, University Library of Munich, Germany, number 57466, Jul.
- Christoph Aymanns & J. Doyne Farmer, 2014, "The dynamics of the leverage cycle," Papers, arXiv.org, number 1407.5305, Jul, revised Aug 2014.
- Bell, Peter Newton, 2014, "Design of Financial Derivatives: Statistical Power does not Ensure Risk Management Power," MPRA Paper, University Library of Munich, Germany, number 57438, Jul.
- Juan Arismendi, 2014, "A Multi-Asset Option Approximation for General Stochastic Processes," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-03, Apr.
- Petros Dellaportas & Aleksandar Mijatovi'c, 2014, "Arbitrage-free prediction of the implied volatility smile," Papers, arXiv.org, number 1407.5528, Jul.
- Bertrand Candelon & Jameel Ahmed & Stefan Straetmans, 2014, "Predicting and Capitalizing on Stock Market Bears in the U.S," Working Papers, Department of Research, Ipag Business School, number 2014-409, Jan.
- Diep Duong & Norman Swanson, 2013, "Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction," Departmental Working Papers, Rutgers University, Department of Economics, number 201321, Jul.
- Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57350, Jun.