Printed from https://ideas.repec.org/n/nep-rmg/2015-08-30.html
Report NEP-RMG-2015-08-30
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:
- Woll, Oliver, 2015, "Mean-risk hedging strategies in electricity markets with limited liquidity," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 15-056.
- Item repec:hum:wpaper:sfb649dp2015-042 is not listed on IDEAS anymore
- Agarwal, Vikas & Ruenzi, Stefan & Weigert, Florian, 2015, "Tail risk in hedge funds: A unique view from portfolio holdings," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-07.
- Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2015, "Where the Risks Lie: A Survey on Systemic Risk," Working Papers, HAL, number halshs-01142014, Nov, DOI: 10.2139/ssrn.2577961.
- Brown, Jeffrey A. & McGourty, Brad & Schuermann, Til, 2015, "Model Risk and the Great Financial Crisis: The Rise of Modern Model Risk Management," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-01, Jan.
- Grover, Vaibhav, 2015, "Identifying Dependence Structure among Equities in Indian Markets using Copulas," MPRA Paper, University Library of Munich, Germany, number 66302, Aug.
- Ames, Mark & Schuermann, Til & Scott, Hal S., 2014, "Bank Capital for Operational Risk: A Tale of Fragility and Instability," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 14-02, Feb.
- Stulz, Rene M., 2014, "Governance, Risk Management, and Risk-Taking in Banks," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 14-09, Jun.
- Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-10.
- Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2015, "Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks," Discussion Papers, Deutsche Bundesbank, number 23/2015.
- Item repec:hal:wpaper:hal-01174111 is not listed on IDEAS anymore
- Jankensgård, Håkan & Alviniussen, Alf & Oxelheim, Lars, 2015, "Why FX Risk Management Is Broken – And What Boards Need to Know to Fix It," Working Paper Series, Research Institute of Industrial Economics, number 1078, Aug.
- Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015, "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-03 [rev.].
- Mila Getmansky & Peter A. Lee & Andrew W. Lo, 2015, "Hedge Funds: A Dynamic Industry In Transition," NBER Working Papers, National Bureau of Economic Research, Inc, number 21449, Aug.
- Bakke, Tor-Erik & Mahmudi, Hamed & Fernando, Chitru S. & Salas, Jesus M., 2015, "The Causal Effect of Option Pay on Corporate Risk Management," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-08, Jun.
- Zura Kakushadze, 2015, "Heterotic Risk Models," Papers, arXiv.org, number 1508.04883, Aug, revised Jan 2016.
- Céline Meslier-Crouzille & Donald P. Morgan & Katherine Samolyk & Amine Tarazi, 2015, "The Benefits of Geographic Diversification in Banking," Working Papers, HAL, number hal-01155170, May.
- K Autchariyapanitkul & S Chanaim & S Sriboonchitta & T Denoeux, 2014, "Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions," Post-Print, HAL, number hal-01127790, Sep, DOI: 10.1007/978-3-319-11191-9_24.
- Sebastien Delmotte & Alain Desroches, 2014, "L’Analyse Globale des Risques Quantitative (AGRq)
[Quantitative Global Risk Analysis (GRAq)]," Post-Print, HAL, number hal-01109059, Oct. - Guillaume Plantin, 2015, "Shadow Banking and Bank Capital Regulation," Post-Print, HAL, number hal-01168494, Jan, DOI: 10.1093/rfs/hhu055.