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Report NEP-RMG-2014-12-13
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:
- Sauer, Johannes & Finger, Robert, 2014, "Climate Risk Management Strategies in Agriculture – The Case of Flood Risk," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 172679, DOI: 10.22004/ag.econ.172679.
- Diana Barro & Elio Canestrelli & Fabio Lanza, 2014, "Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:18.
- Wolfgang Reitgruber, 2014, "Methodological thoughts on expected loss estimates for IFRS 9 impairment: hidden reserves, cyclical loss predictions and LGD backtesting," Papers, arXiv.org, number 1411.4265, Nov, revised Aug 2015.
- Radev, Deyan, 2014, "Assessing systemic fragility: A probabilistic perspective," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 70, DOI: 10.2139/ssrn.2514279.
- Item repec:imf:imfwpa:14/169 is not listed on IDEAS anymore
- Chiara Sabelli & Michele Pioppi & Luca Sitzia & Giacomo Bormetti, 2014, "Multi-curve HJM modelling for risk management," Papers, arXiv.org, number 1411.3977, Nov, revised Oct 2015.
- Li, Xin, 2014, "Hedging Crude Oil and Corn Futures: An Application in International Trade," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170174, Jul, DOI: 10.22004/ag.econ.170174.
- Du, Xiaodong & Hennessy, David & Feng, Hongli, 2014, "Tail Dependence is to be Expected Among Crop Yields," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 174315, DOI: 10.22004/ag.econ.174315.
- Hungerford, Ashley, , "Systemic Risk in Wheat Yields," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 169376, DOI: 10.22004/ag.econ.169376.
- Ben Nasr, Adnen & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 2.
- Antoine E. Zambelli, 2014, "Incorporating Views on Market Dynamics in Options Hedging," Papers, arXiv.org, number 1411.3947, Nov, revised Oct 2015.
- Uzea, Florentina & Poon, Kenneth & Sparling, David & Weersink, Alfons, 2014, "Substitutes versus Complements among Canadian Business Risk Management Programs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 174942, DOI: 10.22004/ag.econ.174942.
- Likuan Qin & Vadim Linetsky, 2014, "Long Term Risk: A Martingale Approach," Papers, arXiv.org, number 1411.3078, Nov, revised Oct 2016.