Report NEP-RMG-2015-08-01

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:

• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15015r, Feb, revised Jun 2015, DOI: 10.3905/jod.2016.24.1.018.
• Item repec:ags:usao14:204998 is not listed on IDEAS anymore

• Javier G. Gómez-Pineda & Dominique Guillaume & Kadir Tanyeri, 2015, "Systemic Risk, Aggregate Demand, and Commodity Prices," Borradores de Economia, Banco de la Republica de Colombia, number 897, Jul, DOI: 10.32468/be.897.
• Andrei N. Soklakov, 2015, "Why Quantitative Structuring?," Papers, arXiv.org, number 1507.07219, Jul, revised Sep 2020.
• van Kooten, G Cornelis & Guo, Changhao & Sun, Baojing, 2015, "Risking-sharing Efficiency of Hedging Strategies," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205756, DOI: 10.22004/ag.econ.205756.
• Dahlgran, Roger A., 2015, "Is “Good Enough” Good Enough when Hedging Agricultural Commodities?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205090, DOI: 10.22004/ag.econ.205090.
• Hungerford, Ashley & O'Donoghue, Erik & Motamed, Mesbah, 2015, "Risk Reduction and the 2014 Farm Bill," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 204845, DOI: 10.22004/ag.econ.204845.
• Samuel Ronnqvist & Peter Sarlin, 2015, "Detect & Describe: Deep learning of bank stress in the news," Papers, arXiv.org, number 1507.07870, Jul.
• Martin, Ian, 2015, "What is the Expected Return on the Market?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10715, Jul.

Report NEP-RMG-2015-08-01

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: