Printed from https://ideas.repec.org/n/nep-rmg/2014-08-16.html
Report NEP-RMG-2014-08-16
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:
- Petar Jevtic' & Luca Regis, 2014, "Assessing the solvency of insurance portfolios via a continuous time cohort model," Working Papers, IMT School for Advanced Studies Lucca, number 7/2014, Jul, revised Jul 2014.
- David E. Allen & Michael McAleer & Marcel Scharth, 2014, "Asymmetric Realized Volatility Risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-16, Jun.
- Luca Spadafora & Marco Dubrovich & Marcello Terraneo, 2014, "Value-at-Risk time scaling for long-term risk estimation," Papers, arXiv.org, number 1408.2462, Aug.
- Sergio Lagoa & Emanuel Leao & Ricardo Barradas, 2014, "Risk management, the subprime crisis and financialisation: the role of risk management in the generation and transmission of the subprime crisis," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper37, May.
- Leonidas Sandoval Junior, 2014, "Dynamics in two networks based on stocks of the US stock market," Papers, arXiv.org, number 1408.1728, Aug, revised Aug 2014.
- Item repec:imf:imfwpa:14/120 is not listed on IDEAS anymore
- Abdullah, Ahmad Monir & Saiti, Buerhan & Masih, Abul Mansur M., 2014, "The Impact of Crude Oil Price on Islamic Stock Indices of South East Asian (SEA) Countries: A Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 56957, Jun.
- Maxim Popov & Reinhard Madlener, 2014, "Backtesting and Evaluation of Different Trading Schemes for the Portfolio Management of Natural Gas," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 5/2014, May.
- Ronald W.Anderson & Karin Jõeveer, 2014, "The Economics of Collateral," FMG Discussion Papers, Financial Markets Group, number dp732.
- Karolin Kirschenmann & Tuomas Malinen & Henri Nyberg, 2014, "The risk of financial crises: Is it in real or financial factors?," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 336, Jun.