Printed from https://ideas.repec.org/n/nep-rmg/2014-09-29.html
Report NEP-RMG-2014-09-29
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:
- Toshinao Yoshiba, 2013, "Risk Aggregation by a Copula with a Stressed Condition," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-12, Sep.
- Vander Hoorn, S. & Knapp, S., 2014, "A multi-layered risk exposure assessment approach for the shipping industry," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-14, Aug.
- Bertrand Hassani & Alexis Renaudin, 2013, "The Cascade Bayesian Approach for a controlled integration of internal data, external data and scenarios," Post-Print, HAL, number halshs-00795046, Feb.
- Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2014, "Chasing volatility - A persistent multiplicative error model with jumps," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-29, Aug.
- Minamihashi, Naoaki & Wakamori, Naoki, 2014, "How Would Hedge Fund Regulation Affect Investor Behavior? Implications for Systemic Risk," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 473, Sep.
- Zura Kakushadze & Jim Kyung-Soo Liew, 2014, "Custom v. Standardized Risk Models," Papers, arXiv.org, number 1409.2575, Sep, revised May 2015.
- Takashi Isogai, 2014, "Benchmarking of Unconditional VaR and ES Calculation Methods: A Comparative Simulation Analysis with Truncated Stable Distribution," Bank of Japan Working Paper Series, Bank of Japan, number 14-E-1, Jan.
- Ergys Islamaj & Maziar Kazemi, 2014, "Returns to Active Management: The Case of Hedge Funds," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1112, Aug.
- Maiya Anokhina & Henry Penikas & Victor Petrov, 2014, "Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 085, Sep.
- Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H., 2014, "Bayesian Assessment of Dynamic Quantile Forecasts," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2014-04, Sep.
- Thomas Brand & Fabien Tripier, 2014, "Risk shocks and divergence between the Euro area and the US," Working Papers, CEPII research center, number 2014-11, Jul.
- Rohini Grover & Ajay Shah, 2014, "The imprecision of volatility indexes," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2014-031, Aug.