Printed from https://ideas.repec.org/n/nep-rmg/2015-11-07.html
Report NEP-RMG-2015-11-07
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:
- Item repec:hal:wpaper:hal-01217928 is not listed on IDEAS anymore
- Galina Hale & John Krainer & Erin McCarthy, 2015, "Aggregation level in stress testing models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2015-14, Sep, DOI: 10.24148/wp2015-14.
- Catherine Bruneau & Alexis Flageollet & Zhun Peng, 2015, "Risk Factors, Copula Dependence and Risk Sensitivity of a Large Portfolio," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 15-03.
- Jakob Kisiala, 2015, "Conditional Value-at-Risk: Theory and Applications," Papers, arXiv.org, number 1511.00140, Oct.
- Kristopher Gerardi & Kyle F. Herkenhoff & Lee E. Ohanian & Paul S. Willen, 2015, "Can't Pay or Won't Pay? Unemployment, Negative Equity, and Strategic Default," NBER Working Papers, National Bureau of Economic Research, Inc, number 21630, Oct.
- Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015, "“Measuaring Uncertainty in the Stock Market”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201524, Nov, revised Nov 2015.
- Ankush Agarwal & Stefano de Marco & Emmanuel Gobet & Gang Liu, 2017, "Rare event simulation related to financial risks: efficient estimation and sensitivity analysis," Working Papers, HAL, number hal-01219616, Dec.
- Harri Nyrhinen, 2015, "On real growth and run-off companies in insurance ruin theory," Papers, arXiv.org, number 1511.01763, Nov.
- Maximilian Ga{ss} & Kathrin Glau & Maximilian Mair, 2015, "Magic points in finance: Empirical integration for parametric option pricing," Papers, arXiv.org, number 1511.00884, Nov, revised Nov 2016.