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Report NEP-RMG-2015-07-25
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:
- Yannick Armenti & Stephane Crepey & Samuel Drapeau & Antonis Papapantoleon, 2015, "Multivariate Shortfall Risk Allocation and Systemic Risk," Papers, arXiv.org, number 1507.05351, Jul, revised Mar 2017.
- Takashi Isogai, 2015, "An Empirical Study of the Dynamic Correlation of Japanese Stock Returns," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-7, Jul.
- Item repec:hum:wpaper:sfb649dp2015-034 is not listed on IDEAS anymore
- Christoph Aymanns & Fabio Caccioli & J. Doyne Farmer & Vincent W. C. Tan, 2015, "Taming the Basel Leverage Cycle," Papers, arXiv.org, number 1507.04136, Jul.
- Shinichiro Shirota & Yasuhiro Omori & Hedibert. F. Lopes & Haixiang Piao, 2015, "Cholesky Realized Stochastic Volatility Model," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-979, Jul.
- Perederiy, Volodymyr, 2015, "Endogenous derivation and forecast of lifetime PDs," MPRA Paper, University Library of Munich, Germany, number 65679, Jul.
- Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad & Karimli, Tural, 2015, "Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması
[Extracting risk-neutral probability distribution from Brent oil options]," MPRA Paper, University Library of Munich, Germany, number 65704, Jul. - Serdar Neslihanoglu, 2015, "Financial Stock Market Co-movement and Correlation: Evidence in the European Union (EU) Area Before and After the October 2008 Financial Crisis," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2604587, Jul.
- World Bank Group, 2015, "Strategic Framework for the Financial Management of Disaster Risk," World Bank Publications - Reports, The World Bank Group, number 21705, Jan.
- Keunock Lew & Seungryul Ma, 2015, "Evaluating Insurer's Risk embedded in the Korean Reverse Mortgage Program Using Concurrent Simulation Method," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2604041, Jul.
- World Bank Group & Global Facility for Disaster Reduction and Recovery, 2015, "Fiscal Disaster Risk Assessment Options for Consideration," World Bank Publications - Reports, The World Bank Group, number 21920, Jun.
- Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak, 2015, "Monitoring Vulnerability and Impact Diffusion in Financial Networks," Working Papers Series, Central Bank of Brazil, Research Department, number 392, Jul.
- Dahlquist, Magnus & Tédongap, Roméo & Farago, Adam, 2015, "Asymmetries and Portfolio Choice," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10706, Jul.
- Samantha Leorato & Franco Peracchi, 2015, "Shape Regressions," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1506, revised Jul 2015.