Printed from https://ideas.repec.org/n/nep-rmg/2015-06-13.html
Report NEP-RMG-2015-06-13
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:
- Delis, Manthos & Hasan, Iftekhar & Tsionas, Efthymios, 2015, "Banks’ Risk Endogenous to Strategic Management Choices," MPRA Paper, University Library of Munich, Germany, number 64907, Jun.
- Federico Nucera & Bernd Schwaab & Siem Jan Koopman & André Lucas, 2015, "The Information in Systemic Risk Rankings," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-070/III/DSF94, Jun.
- He, Zhiguo & Krishnamurthy, Arvind, 2015, "A Macroeconomic Framework for Quantifying Systemic Risk," Research Papers, Stanford University, Graduate School of Business, number 3277, Mar.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01159741, Jun.
- Brown, Martin & Guin, Benjamin, 2015, "The Exposure of Mortgage Borrowers to Interest Rate Risk, Income Risk and House Price Risk – Evidence from Swiss Loan Application Data," Working Papers on Finance, University of St. Gallen, School of Finance, number 1509, Jan.
- Colliard , Jean-Edouard & Perignon , Christophe, 2015, "Where the Risks Lie: A Survey on Systemic Risk," HEC Research Papers Series, HEC Paris, number 1088, Apr.
- Gambetta Podesta, Renzo, 2015, "Microfinanzas en el Perú: Solvencia y Rentabilidad en las Cajas Municipales de Ahorro y Crédito
[Microfinances in Peru: Solvency and Profitability in Municipal Savings and Loans Banks]," MPRA Paper, University Library of Munich, Germany, number 64741, Mar. - esposito, francesco paolo & cummins, mark, 2015, "Multiple hypothesis testing of market risk forecasting models," MPRA Paper, University Library of Munich, Germany, number 64986, Mar.
- Bayai, Mohsen & Erdogdu, Murat A. & Montanari, Andrea, 2015, "Estimating LASSO Risk and Noise Level," Research Papers, Stanford University, Graduate School of Business, number 3284.
- Takuji Arai, 2015, "Local risk-minimization for Barndorff-Nielsen and Shephard models with volatility risk premium," Papers, arXiv.org, number 1506.01477, Jun.
- Bai, Jennie & Krishnamurthy, Arvind & Weymuller, Charles-Henri, 2015, "Mesuring Liquidity Mismatch in the Banking Sector," Research Papers, Stanford University, Graduate School of Business, number 3278, Mar.
- Item repec:dau:papers:123456789/15196 is not listed on IDEAS anymore
- Tim Leung & Matthew Lorig, 2015, "Optimal Static Quadratic Hedging," Papers, arXiv.org, number 1506.02074, Jun, revised Nov 2015.
- Fabio Derendinger, 2015, "Copula based hierarchical risk aggregation - Tree dependent sampling and the space of mild tree dependence," Papers, arXiv.org, number 1506.03564, Jun, revised Jun 2015.
- Item repec:dnb:dnbwpp:476 is not listed on IDEAS anymore
- Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2014, "Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 502, DOI: 10.4419/86788576.
- Shotts, Kenneth W., 2015, "Political Risk as a Hold-Up Problem: Implications for Integrated Strategy," Research Papers, Stanford University, Graduate School of Business, number 3254, Apr.
- Daniel Felix Ahelegbey, 2015, "The Econometrics of Networks: A Review," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:13.
- Matteo Chinazzi & Stefano Pegoraro & Giorgio Fagiolo, 2015, "Defuse the Bomb: Rewiring Interbank Networks," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/16, Mar.
- Geetesh Bhardwaj & Gary Gorton & Geert Rouwenhorst, 2015, "Facts and Fantasies about Commodity Futures Ten Years Later," NBER Working Papers, National Bureau of Economic Research, Inc, number 21243, Jun.
- Ehrmann, Michael & Ziegelmeyer, Michael, 2014, "Household Risk Management and Actual Mortgage Choice in the Euro Area," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201406, Apr.