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Report NEP-RMG-2014-08-25
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:
- Dawa Sherpa, 2013, "Critical Evaluation of Basel III as Prudential Regulation and its Consequences in Developing Countries’ Credit Needs," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 253.
- Samim Ghamami & Lisa R. Goldberg, 2014, "Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-54, Jul.
- Erhan Bayraktar & Gu Wang, 2014, "Quantile Hedging in a Semi-Static Market with Model Uncertainty," Papers, arXiv.org, number 1408.4848, Aug, revised Sep 2017.
- Jean-Cyprien H'eam & Erwan Koch, 2014, "Diversification and Endogenous Financial Networks," Papers, arXiv.org, number 1408.4618, Aug, revised Feb 2015.
- Hasan, Zubair, 2014, "Risk-sharing versus risk-transfer in finance: A critique," MPRA Paper, University Library of Munich, Germany, number 58006, Aug.
- Angela Gu & Patrick Zeng, 2014, "Sector-Based Factor Models for Asset Returns," Papers, arXiv.org, number 1408.2794, Aug.
- Item repec:yun:hewpse:201401 is not listed on IDEAS anymore
- Xiaolan Zhang, 2014, "Who Bears Firm-Level Risk? Implications for Cash Flow Volatility," 2014 Meeting Papers, Society for Economic Dynamics, number 184.
- World Bank, 2013, "Weather Data Grids for Agriculture Risk Management : The Case of Honduras and Guatemala," World Bank Publications - Reports, The World Bank Group, number 16501, Jan.
- Item repec:emo:wp2003:1406 is not listed on IDEAS anymore
- Zhaogang Song & Dacheng Xiu, 2014, "A Tale of Two Option Markets: Pricing Kernels and Volatility Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-58, Jan.
- Tommaso Proietti, 2014, "Exponential Smoothing, Long Memory and Volatility Prediction," CEIS Research Paper, Tor Vergata University, CEIS, number 319, Jul, revised 30 Jul 2014.
- Tony Randle & Heinz P. Rudolph, 2014, "Pension Risk and Risk Based Supervision in Defined Contribution Pension Funds," World Bank Publications - Reports, The World Bank Group, number 17791, Mar.