Printed from https://ideas.repec.org/n/nep-rmg/2016-01-18.html
Report NEP-RMG-2016-01-18
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:
- Karlis, Alexandros & Galanis, Giorgos & Terovitis, Spyridon & Turner, Matthew, 2015, "Hedging against Risk in a Heterogeneous Leveraged Market," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1084.
- Item repec:bri:accfin:15/2 is not listed on IDEAS anymore
- Matt V. Leduc & Sebastian Poledna & Stefan Thurner, 2016, "Systemic Risk Management in Financial Networks with Credit Default Swaps," Papers, arXiv.org, number 1601.02156, Jan, revised Oct 2017.
- Item repec:qmw:qmwecw:wp780 is not listed on IDEAS anymore
- Ilya Khankov & Henry Penikas, 2015, "Modelling Probability of Default of Russian Banks and Companies Using Copula Models," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 113, Dec.
- Item repec:hum:wpaper:sfb649dp2016-001 is not listed on IDEAS anymore
- Isabel Argimón & Ángel Estrada & Michel Dietsch, 2015, "Prudential filters, portfolio composition and capital ratios in european banks," Working Papers, Banco de España, number 1538, Dec.
- Lev B Klebanov, 2015, "No Stable Distributions in Finance, please!," Papers, arXiv.org, number 1601.00566, Dec, revised Jan 2016.
- Marcin Chlebus, 2016, "One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-01.