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Report NEP-RMG-2015-10-04
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:
- Ahmad khateeb, 2015, "Risk management in light of corporate Governance," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 3004243, Oct.
- Hautsch, Nikolaus & Herrera, Rodrigo, 2015, "Multivariate dynamic intensity peaks-over-threshold models," CFS Working Paper Series, Center for Financial Studies (CFS), number 516.
- Item repec:hhs:bofrdp:2015_016 is not listed on IDEAS anymore
- Grundke, Peter & Pliszka, Kamil, 2015, "A macroeconomic reverse stress test," Discussion Papers, Deutsche Bundesbank, number 30/2015.
- Nicole El Karoui & Monique Jeanblanc & Ying Jiao, 2015, "Dynamics of multivariate default system in random environment," Papers, arXiv.org, number 1509.09133, Sep, revised Nov 2016.
- Kim Ristolainen, 2015, "The relationship between distance-to-default and CDS spreads as measures of default risk for European banks," Discussion Papers, Aboa Centre for Economics, number 102, Sep.
- Giovanni W. Puopolo, 2015, "Portfolio Selection with Transaction Costs and Default Risk," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 414, Sep.