Printed from https://ideas.repec.org/n/nep-rmg/2015-06-27.html
Report NEP-RMG-2015-06-27
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:
- Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2015, "The Spectral Stress VaR (SSVaR)," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15052, Jun.
- Yang, Bill Huajian & Du, Zunwei, 2015, "Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation," MPRA Paper, University Library of Munich, Germany, number 65168, Jun.
- Li, Hong, 2015, "Managing longevity risk," Other publications TiSEM, Tilburg University, School of Economics and Management, number 86ec7489-f6d2-4637-96cb-d.
- Item repec:hal:cesptp:halshs-01163837 is not listed on IDEAS anymore
- Woohwan Kim & Young Min Kim & Tae-Hwan Kim & Seungbeom Bang, 2015, "Multi-dimensional Risk and its Diversification," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-81, Jun.
- Rebekka Burkholz & Matt V. Leduc & Antonios Garas & Frank Schweitzer, 2015, "Systemic risk in multiplex networks with asymmetric coupling and threshold feedback," Papers, arXiv.org, number 1506.06664, Jun.
- Rahim, Yasmin Abd & Masih, Mansur, 2015, "Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis," MPRA Paper, University Library of Munich, Germany, number 65259, Jun.
- Barunik, Jozef & Barunikova, Michaela, 2015, "Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 43.
- Lorenz Schneider & Bertrand Tavin, 2015, "Seasonal Stochastic Volatility and Correlation together with the Samuelson Effect in Commodity Futures Markets," Papers, arXiv.org, number 1506.05911, Jun.
- Stefan Rass, 2015, "On Game-Theoretic Risk Management (Part One) -- Towards a Theory of Games with Payoffs that are Probability-Distributions," Papers, arXiv.org, number 1506.07368, Jun, revised Apr 2020.