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Report NEP-RMG-2015-05-02
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:
- Item repec:dau:papers:123456789/14974 is not listed on IDEAS anymore
- Bertrand K Hassani, 2015, "Model Risk - From Epistemology to Management. Ipse se nihil scire id unum sciat. (Socrates' Plato)," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15026, Mar.
- Vivien Brunel, 2015, "Operational risk modeled analytically II: the consequences of classification invariance," Papers, arXiv.org, number 1504.07805, Apr, revised May 2015.
- Didenko, Alexander & Dubovikov, Michael & Poutko, Boris, 2015, "Forecasting Coherent Volatility Breakouts," MPRA Paper, University Library of Munich, Germany, number 63708, Mar.
- Kevin Moran & Benoît Carmichael & Gilles Boevi Koumou, 2015, "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," CIRANO Working Papers, CIRANO, number 2015s-16, Apr.
- Alexander von Felbert, 2015, "Network Structure and Counterparty Credit Risk," Papers, arXiv.org, number 1504.06789, Apr, revised Jul 2015.
- Niedrig, Tobias & Gründl, Helmut, 2015, "The effects of contingent convertible (CoCo) bonds on insurers' capital requirements under Solvency II," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 18/14.
- Cerqueti, Roy & Lupi, Claudio, 2015, "Consistent Risk Acceptance Criteria through Networks," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp15076, Apr.
- Alessandra Carleo & Mariafortuna Pietroluongo, 2014, "On matrix-exponential distributions in risk theory," Discussion Papers, CRISEI, University of Naples "Parthenope", Italy, number 2_2014, Jun.
- Xiaodong Du & David A. Hennessy & Hongli Feng, 2015, "Land Resilience and Tail Dependence among Crop Yield Distributions," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 15-wp556, Apr.
- Rodrigo Barbone Gonzalez & Joaquim Lima & Leonardo Marinho, 2015, "Countercyclical Capital Buffers: bayesian estimates and alternatives focusing on credit growth," Working Papers Series, Central Bank of Brazil, Research Department, number 384, Apr.
- Rahim, Yasmin & Masih, Mansur, 2015, "Is gold good for hedging? lessons from the Malaysian sectoral stock indices," MPRA Paper, University Library of Munich, Germany, number 63928, Jan.
- Park, Kwang Suk & Masih, Mansur, 2015, "Does the shariah index move together with the conventional equity indexes?," MPRA Paper, University Library of Munich, Germany, number 63925, Jan.