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Report NEP-RMG-2015-11-01
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:
- Michele Bonollo & Irene Crimaldi & Andrea Flori & Laura Gianfagna & Fabio Pammolli, 2015, "Assessing financial distress dependencies in OTC markets: a new approach by Trade Repositories data," Working Papers, IMT School for Advanced Studies Lucca, number 10/2015, Oct, revised Oct 2015.
- Daniel Lacker, 2015, "Law invariant risk measures and information divergences," Papers, arXiv.org, number 1510.07030, Oct, revised Jun 2016.
- Jochen L. Leidner, 2015, "Computer-Suported Risk Identification for the Holistic Management of Risks," Papers, arXiv.org, number 1510.08285, Oct.
- Item repec:gnv:wpaper:unige:76321 is not listed on IDEAS anymore
- Anne Haubo Dyhrberg, 2015, "Bitcoin, Gold and the Dollar – a GARCH Volatility Analysis," Working Papers, School of Economics, University College Dublin, number 201520, Sep.
- Anne Haubo Dyhrberg, 2015, "Hedging Capabilities of Bitcoin. Is it the virtual gold?," Working Papers, School of Economics, University College Dublin, number 201521, Oct.
- Ekaterini Panopoulou & Theologos Pantelidis & Spyridon Vrontos, 2015, "Hedge fund predictability and optimal asset allocation," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3105383, Nov.
- Li Lin & Didier Sornette, 2015, ""Speculative Influence Network" during financial bubbles: application to Chinese Stock Markets," Papers, arXiv.org, number 1510.08162, Oct.
- Neuhäusler , Peter & Schubert, Torben & Frietsch , Rainer & Blind , Knut, 2015, "Managing Portfolio Risk in Strategic Technology Management: Evidence from a Panel Data Set of the World’s Largest R&D Performers," Papers in Innovation Studies, Lund University, CIRCLE - Centre for Innovation Research, number 2015/41, Oct.
- Düll, Robert & König, Felix & Ohls, Jana, 2015, "On the exposure of insurance companies to sovereign risk: Portfolio investments and market forces," Discussion Papers, Deutsche Bundesbank, number 34/2015.