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Report NEP-RMG-2015-01-31
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:
- Paul H. Kupiec, 2015, "Testing for systemic risk using stock returns," AEI Economics Working Papers, American Enterprise Institute, number 828488, Jan.
- Samim Ghamami & Bo Zhang, 2014, "Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-114, Dec.
- Haim Shalit, 2014, "Measuring Risk In Israeli Mutual Funds: Conditional Value-At-Risk Vs. Aumann-Serrano Riskiness Index," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1409.
- Marcelo Brutti Righi & Paulo Sergio Ceretta, 2015, "Shortfall Deviation Risk: An alternative to risk measurement," Papers, arXiv.org, number 1501.02007, Jan, revised May 2016.
- Rohini Kumar, 2015, "Effect of Volatility Clustering on Indifference Pricing of Options by Convex Risk Measures," Papers, arXiv.org, number 1501.04548, Jan.
- Item repec:imf:imfscr:15/7 is not listed on IDEAS anymore
- Zhou, Richard, 2015, "Modeling Path Dependent Counterparty Credit Risk," MPRA Paper, University Library of Munich, Germany, number 61354, Jan.
- Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski, 2014, "Generalized Momentum Asset Allocation Model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-30.
- Ojo, Marianne, 2015, "The unintended consequences and challenges of the Basel III Leverage Ratio: supplementary leverage ratios," MPRA Paper, University Library of Munich, Germany, number 61330, Jan.
- Item repec:kie:kieliw:1980 is not listed on IDEAS anymore
- Item repec:imf:imfscr:15/10 is not listed on IDEAS anymore
- Richard Simper & Maximilian J.B. Hall & Wenbin B. Liu & Valentin Zelenyuk & Zhongbao Zhou, 2014, "How Relevant is the Choice of Risk Management Control Variable to Non-parametric Bank Profit Efficiency Analysis?," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP122014, Dec.
- Arata, Linda & Donati, Michele & Sckokai, Paolo & Arfini, Filippo, 2014, "Incorporating risk in a positive mathematical programming framework: a new methodological approach," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia, European Association of Agricultural Economists, number 182659, Aug, DOI: 10.22004/ag.econ.182659.
- Item repec:imf:imfscr:15/5 is not listed on IDEAS anymore
- Zgajnar, Jaka, 2014, "Simulation model for income risk analyses at the sector level, case of Slovenia," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia, European Association of Agricultural Economists, number 186381, Sep, DOI: 10.22004/ag.econ.186381.
- Mark, Tyler B. & Burdine, Kenneth, 2015, "Will the New Dairy Margin Protection Program Reduce Risk for Dairies?," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association, number 196878, DOI: 10.22004/ag.econ.196878.
- Kelly, Robert & O'Malley, Terry & O'Toole, Conor, 2014, "Do first time buyers default less? Implications for macro-prudential policy," Economic Letters, Central Bank of Ireland, number 14/EL/14, Dec.
- Item repec:imf:imfwpa:14/239 is not listed on IDEAS anymore
- Yener Altunbas & Alper Kara & Aydin Ozkan, 2014, "Securitisation and banking risk: What do we know so far?," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 14006, Oct.
- P Simmons (York) & N Tantisantiwong (Southampton), 2014, "Default and Risk Premia in Microfinance Group Lending," Discussion Papers, Department of Economics, University of York, number 14/28, Dec.
- Oliver Levine & Brent Glover, 2014, "Idiosyncratic Risk and the Manager," 2014 Meeting Papers, Society for Economic Dynamics, number 736.