Printed from https://ideas.repec.org/n/nep-rmg/2016-03-10.html
Report NEP-RMG-2016-03-10
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:
- Justine Pedrono, 2016, "Currency Diversification of Banks: A Spontaneous Buffer Against Financial Losses," Working Papers, HAL, number halshs-01275862, Jan.
- Chia-Chien Chang & Yung -Jen Chung, 2016, "Can Basel Iii Liquidity Risk Measures Explain Taiwan Bank Failures," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 3205450, Mar.
- Item repec:imf:imfsdn:31/05 is not listed on IDEAS anymore
- Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip, 2016, "Characteristics-based Portfolio Choice with Leverage Constraints," Working Papers on Finance, University of St. Gallen, School of Finance, number 1607, Feb.
- BOUSALAM, Issam & HAMZAOUI, Moustapha & ZOUHAYR, Otman, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," MPRA Paper, University Library of Munich, Germany, number 69636, Jan.
- Cédric Join & Michel Fliess & Cyril Voyant & Frédéric Chaxel, 2016, "Solar energy production: Short-term forecasting and risk management," Post-Print, HAL, number hal-01272152, Jun, DOI: 10.1016/j.ifacol.2016.07.790.
- Justine Pedrono & Aurélien Violon, 2016, "Banks' Capital Structure and US dollar Diversification of Assets: Does Reduction in Systemic Risk Offset Agency Costs?," Working Papers, HAL, number halshs-01275858, Jan.
- O. Emre Ergungor, 2016, "Where the Wild Things Are: Measuring Systemic Risk through Investor Sentiment," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1608, Feb.
- G'abor Papp & Fabio Caccioli & Imre Kondor, 2016, "Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization," Papers, arXiv.org, number 1602.08297, Feb, revised Jul 2018.
- Francesca Biagini & Yinglin Zhang, 2016, "Polynomial Diffusion Models for Life Insurance Liabilities," Papers, arXiv.org, number 1602.07910, Feb, revised Sep 2016.