Printed from https://ideas.repec.org/n/nep-rmg/2016-02-04.html
Report NEP-RMG-2016-02-04
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:
- Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J., 2015, "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-38, Dec.
- Bachmair,Fritz Florian, 2016, "Contingent liabilities risk management : a credit risk analysis framework for sovereign guarantees and on-lending?country experiences from Colombia, Indonesia, Sweden, and Turkey," Policy Research Working Paper Series, The World Bank, number 7538, Jan.
- Monica Billio & Lorenzo Frattarolo & Loriana Pelizzon, 2016, "Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:01.
- Item repec:tac:wpaper:2015-2016_6 is not listed on IDEAS anymore
- Item repec:mod:wcefin:15112 is not listed on IDEAS anymore
- Micha{l} Barski, 2016, "Quantile hedging on markets with proportional transaction costs," Papers, arXiv.org, number 1601.03380, Jan.
- Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016, "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers, Brandeis University, Department of Economics and International Business School, number 99, Jan.
- Item repec:rza:wpaper:569 is not listed on IDEAS anymore
- Item repec:spo:wpmain:info:hdl:2441/5bnglqth5987gaq6dhju3psjn3 is not listed on IDEAS anymore
- Item repec:spo:wpmain:info:hdl:2441/4901esivjh9o4b9spo98etscoh is not listed on IDEAS anymore
- Yumiharu Nakano, 2016, "On a law of large numbers for insurance risks," Papers, arXiv.org, number 1601.03171, Jan.
- Thilo A. Schmitt & Rudi Schafer & Thomas Guhr, 2016, "Credit risk: Taking fluctuating asset correlations into account," Papers, arXiv.org, number 1601.03015, Jan.
- Alberto BURCHI & Francesca PIERRI, 2015, "Survival Models for Credit Risk Estimation in the context of SME," Working papers of the Department of Economics - University of Perugia (IT), Università di Perugia, Dipartimento Economia, number 18/2015, Dec.
- Dömötör, Barbara & Váradi, Kata, 2016, "Stress events in the Hungarian stock market," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/03, Jan.
- Bent Jesper Christensen & Rasmus T. Varneskov, 2016, "Dynamic Global Currency Hedging," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-03, Jan.
- Christian Castro & Ángel Estrada & Jorge Martínez, 2016, "The countercyclical capital buffer in spain: an analysis of key guiding indicators," Working Papers, Banco de España, number 1601, Jan.
- Imke Redeker & Ralf Wunderlich, 2016, "Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading," Papers, arXiv.org, number 1602.00570, Feb, revised Aug 2017.
- Emmanouil Platanakis & Charles Sutcliffe, 2015, "Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-05, Apr.