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Report NEP-RMG-2015-04-02
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:
- Simone Varotto & Lei Zhao, 2014, "Systemic Risk and Bank Size," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-17, Dec.
- Nikola Gradojevic & Marko Caric, 2015, "Predicting Systemic Risk with Entropic Indicators," Working Paper series, Rimini Centre for Economic Analysis, number 15-14, Mar.
- Chuancun Yin & Dan Zhu, 2015, "New class of distortion risk measures and their tail asymptotics with emphasis on VaR," Papers, arXiv.org, number 1503.08586, Mar, revised Mar 2016.
- Clemente De Rosa & Elisa Luciano & Luca Regis, 2015, "Static versus dynamic longevity-risk hedging," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 403.
- Liusha Yang & Romain Couillet & Matthew R. McKay, 2015, "A Robust Statistics Approach to Minimum Variance Portfolio Optimization," Papers, arXiv.org, number 1503.08013, Mar.
- Josef Brechler & Vaclav Hausenblas & Zlatuse Komarkova & Miroslav Plasil, 2014, "Similarity and Clustering of Banks: Application to the Credit Exposures of the Czech Banking Sector," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2014/04, Dec.
- Tobias Fissler & Johanna F. Ziegel, 2015, "Higher order elicitability and Osband's principle," Papers, arXiv.org, number 1503.08123, Mar, revised Sep 2015.
- Fulghieri, Paolo & Dicks, David, 2015, "Uncertainty Aversion and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10510, Mar.
- Amir Alizadeh & Konstantina Kappou & Dimitris Tsouknidis & Ilias Visvikis, 2014, "Liquidity Risk Premia in the International Shipping Derivatives Market," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-15, Dec.
- Gietzen, Thomas, 2015, "The Exposure of Microfinance Institutions to Financial Risk," Working Papers on Finance, University of St. Gallen, School of Finance, number 1506, Mar.
- Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2015, "Modeling and forecasting crude oil price volatility: Evidence from historical and recent data," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 31.
- Monika Wieczorek-Kosmala & Joanna B?ach & Maria Gorczy?ska & Anna Do?, 2014, "Innovations in transferring insurable risk to capital markets ? Insurance-Linked Securities (ILS) application by the non-financial companies," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0201628, Jun.
- Freddy Cepeda L. & Fabio Ortega C., 2015, "A dynamic approach to intraday liquidity needs," Borradores de Economia, Banco de la Republica de Colombia, number 877, Mar, DOI: 10.32468/be.877.
- Item repec:hhs:bofrdp:2015_005 is not listed on IDEAS anymore