Printed from https://ideas.repec.org/n/nep-rmg/2015-09-05.html
Report NEP-RMG-2015-09-05
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:
- Domenico Di Gangi & Fabrizio Lillo & Davide Pirino, 2015, "Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction," Papers, arXiv.org, number 1509.00607, Sep, revised Jul 2018.
- Item repec:imf:imfscr:15/214 is not listed on IDEAS anymore
- Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015, "Asset Allocation Strategies Based On Penalized Quantile Regression," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0199, Jul.
- Consiglio, Andrea & Zenios, Stavros A., 2014, "Risk Management Optimization for Sovereign Debt Restructuring," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 14-10, Aug.
- Item repec:hhs:bofrdp:2015_008 is not listed on IDEAS anymore
- Zhi-Qiang Jiang & Askery A. Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou, 2015, "Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets," Papers, arXiv.org, number 1508.07505, Aug.
- Gallardo, German Gutierrez & Schuermann, Til & Duane, Michael, 2015, "Stress Testing Convergence," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-11, Jul.
- Nguyen, Thien Tung, 2014, "Bank Capital Requirements: A Quantitative Analysis," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-14, Jan.
- Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "The Pricing of Short-Term market Risk: Evidence from Weekly Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 21491, Aug.
- Jackowicz, Krzysztof & Kowalewski, Oskar & Kozlowski, Lukasz, 2015, "Depositor Discipline During Good and Bad Times: The Role of the Guarantor of Last Resort," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-04, Feb.
- Admati, Anat R., 2015, "Rethinking Financial Regulation: How Confusions Have Prevented Progress," Research Papers, Stanford University, Graduate School of Business, number 3291, Jun.