Report NEP-RMG-2014-10-22

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• O. de Bandt & N. Dumontaux & V. Martin & D. Médée, 2013, "Stress-testing banks’ corporate credit portfolio," Débats Economiques et financiers, Banque de France, number 1.
• Riadh Aloui & Mohamed Safouane Ben Aïssa & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management," Working Papers, Department of Research, Ipag Business School, number 2014-590, Jan.
• Fabio Filipozzi & Kersti Harkmann, 2014, "Currency hedge – walking on the edge?," Bank of Estonia Working Papers, Bank of Estonia, number wp2014-5, Oct, revised 10 Oct 2014.
• Raphael Hauser & Sergey Shahverdyan & Paul Embrechts, 2014, "A General Duality Relation with Applications in Quantitative Risk Management," Papers, arXiv.org, number 1410.0852, Oct.
• Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014, "Forward looking banking stress in EMU countries," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 14-10, Oct.
• M. Brun & H. Fraisse & D. Thesmar, 2013, "The Real Effects of Bank Capital Requirements," Débats Economiques et financiers, Banque de France, number 8.
• Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic, 2014, "Evaluating the performance of VaR models in energy markets," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/12, Oct.
• Andries, Alin Marius & Brown, Martin, 2014, "Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Managment," Working Papers on Finance, University of St. Gallen, School of Finance, number 1414, Sep.
• Selman Erol & Rakesh Vohra, 2014, "Network Formation and Systemic Risk," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-029, Aug.
• Matteo Formenti, 2014, "Mean of Ratios or Ratio of Means: statistical uncertainty applied to estimate Multiperiod Probability of Defaul," Papers, arXiv.org, number 1409.4896, Sep.
• Magali Pedro Costa & Cesaltina Maria Pacheco Pires, 2014, "Capital Structure, Product Market Competition and Default Risk," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_14.
• Lena Kitzing & Christoph Weber, , "Support mechanisms for renewables: How risk exposure influences investment incentives," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 1403, revised Aug 2014.
• Item repec:ipg:wpaper:2014-586 is not listed on IDEAS anymore

• Dumitru-Catalin BURSUC & Cristian TEODORESCU, 2013, "Considerations Regarding The Processual Approach To Risk In The Military Organization," Proceedings of the 8-th International Conference on Knowledge Management: Projects, Systems and Technologies, Bucharest, November 7-8, 2013., Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies from Bucharest and "Carol I-st" National Defence University, Department for Management of the Defence Resources and Education, number 5, Nov.
• Vanessa Hoffmann de Quadros & Juan Carlos Gonz'alez-Avella & Jos'e Roberto Iglesias, 2014, "Propagation of Systemic Risk in Interbank Networks," Papers, arXiv.org, number 1410.2549, Oct.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-26.
• Jose Apesteguia & Miguel A. Ballester, 2014, "Discrete choice estimation of risk aversion," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1443, Sep.
• Andries M. & Cassin G. & Bahhaouy A. & Philippe F. & Foratier Y. & Lopez Vernaza A. & Rigodanzo F., 2013, "The risks associated with cloud computing," Analyse et synthèse, Banque de France, number 16.
• Krzysztof Urbanowicz, 2014, "Entropy and Optimization of Portfolios," Papers, arXiv.org, number 1409.7002, Aug.

Report NEP-RMG-2014-10-22

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: