Printed from https://ideas.repec.org/n/nep-rmg/2015-01-14.html
Report NEP-RMG-2015-01-14
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:
- Erindi Allaj, 2014, "Risk measuring under liquidity risk," Papers, arXiv.org, number 1412.6745, Dec.
- Chaudhary, Dinesh, 2014, "Sensitivity analysis of scenario models for operational risk Advanced Measurement Approach," MPRA Paper, University Library of Munich, Germany, number 60996, Dec.
- Item repec:imf:imfscr:14/336 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:14/235 is not listed on IDEAS anymore
- John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta, 2014, "Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes," Working Papers, University of Pretoria, Department of Economics, number 201480, Dec.
- Item repec:imf:imfscr:14/351 is not listed on IDEAS anymore
- Voloshyn, Ihor & Lubich, Oleksandr, 2014, "Методологічні Проблеми Фінансового Управління В Банківському Секторі України: Уроки Кризи
[Methodological problems of financial management in Ukraine's banking sector: lessons of the crisis]," MPRA Paper, University Library of Munich, Germany, number 60982, Dec. - Donald Geman & H'elyette Geman & Nassim Nicholas Taleb, 2014, "Tail Risk Constraints and Maximum Entropy," Papers, arXiv.org, number 1412.7647, Dec.
- Ola Mahmoud, 2015, "The Temporal Dimension of Risk," Papers, arXiv.org, number 1501.01573, Jan, revised Jun 2016.
- Chia-Lin Chang & Michael McAleer, 2014, "Econometric Analysis of Financial Derivatives: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-31.
- Sergio R. Stancato de Souza, 2014, "Capital Requirements, Liquidity and Financial Stability: the case of Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 375, Dec.
- António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal, 2014, "Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-25, Dec.
- Laurent Clerc & A. Derviz & C. Mendicino & S. Moyen & K. Nikolov & L. Stracca & J. Suarez & A. P. Vardoulakis, 2014, "Capital Regulation in a Macroeconomic Model with Three Layers of Default," Working papers, Banque de France, number 533.
- Mihaly Ormos & David Zibriczky, 2015, "Entropy-Based Financial Asset Pricing," Papers, arXiv.org, number 1501.01155, Jan.
- Item repec:imf:imfwpa:14/208 is not listed on IDEAS anymore
- Matti Keloharju & Juhani T. Linnainmaa & Peter Nyberg, 2014, "Common Factors in Return Seasonalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 20815, Dec.
- Anton Korinek & Damiano Sandri, 2014, "Capital Controls or Macroprudential Regulation?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20805, Dec.
- Item repec:imf:imfwpa:14/220 is not listed on IDEAS anymore