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Report NEP-RMG-2014-08-09
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:
- Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2014, "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2014/13, Jul.
- Csóka, Péter & Pintér, Miklós, 2014, "On the impossibility of fair risk allocation," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2014/12, Jul.
- Carlos Guiné, 2014, "Global Systemically Important Insurers," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 2, Jun.
- el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014, "Leverage, return, volatility and contagion: Evidence from the portfolio framework," MPRA Paper, University Library of Munich, Germany, number 57726, Jul.
- Benjamin H Cohen & Michela Scatigna, 2014, "Banks and capital requirements: channels of adjustment," BIS Working Papers, Bank for International Settlements, number 443, Mar.
- Sarmiento, Miguel & Galán, Jorge E., 2014, "Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws142013, Jul.
- Krzysztof Urbanowicz & Peter Richmond & Janusz A. Ho{l}yst, 2014, "A simple model of local prices and associated risk evaluation," Papers, arXiv.org, number 1408.1352, Aug.
- Rodrigo M. Zeidan, 2014, "Derivatives and Non-Financial Companies: Lessons from the Financial Crisis," a/ Working Papers Series, Italian Association for the Study of Economic Asymmetries, Rome (Italy), number 1404, Jul.
- Yuhong Xu, 2014, "Robust valuation and risk measurement under model uncertainty," Papers, arXiv.org, number 1407.8024, Jul.
- Climent-Hernández, José Antonio & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco, 2014, "Portafolio óptimo y productos estructurados en mercados alpha-estables: un enfoque de minimización de riesgo
[Optimal Portfolio and Structured Notes in alpha-stable Markets: a Risk Minimization Approach]," MPRA Paper, University Library of Munich, Germany, number 57740, Aug. - Cristina Arellano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov, 2014, "Envelope Condition Method with an Application to Default Risk Models," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2014-04, Jul.