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Report NEP-RMG-2016-03-29
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:
- Feng-Hui Yu & Wai-Ki Ching & Jia-Wen Gu & Tak-Kuen Siu, 2016, "Interacting Default Intensity with Hidden Markov Process," Papers, arXiv.org, number 1603.02902, Mar.
- Item repec:bof:bofrdp:urn:nbn:fi:bof-201508211363 is not listed on IDEAS anymore
- Berdin, Elia & Sottocornola, Matteo, 2015, "Insurance activities and systemic risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 121, DOI: 10.2139/ssrn.2701821.
- Marcin Pitera & Thorsten Schmidt, 2016, "Unbiased estimation of risk," Papers, arXiv.org, number 1603.02615, Mar, revised Aug 2017.
- Beatriz Martínez, Beatriz Martínez & Hipòlit Torró, Hipòlit Torró, , "Anatomy of Risk Premium in UK Natural Gas Futures," ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM), number 232212, DOI: 10.22004/ag.econ.232212.
- Hannah Cheng & Juan Zhan & William Rea & Alethea Rea, 2016, "Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX," Papers, arXiv.org, number 1603.02354, Mar.
- Wagner, Wolf & Gong, Di, 2016, "Systemic risk-taking at banks: Evidence from the pricing of syndicated loans," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11150, Mar.
- Byström, Hans, 2016, "Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling," Working Papers, Lund University, Department of Economics, number 2016:4, Mar.
- Bienz, Carsten & Thorburn, Karin & Walz, Uwe, 2019, "Ownership, Wealth, and Risk Taking: Evidence on Private Equity Fund Managers," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 126, revised 2019, DOI: 10.2139/ssrn.3428969.
- Beck, Thorsten & Carletti, Elena & Goldstein, Itay, 2016, "Financial Regulation in Europe: Foundations and Challenges," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11147, Mar.
- Giulio Bottazzi & Alessandro De Sanctis & Fabio Vanni, 2016, "Non-performing loans, systemic risk and resilience in financial networks," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2016/08, Jan.
- Eric Helland & Anupam B. Jena & Dan P. Ly & Seth A. Seabury, 2016, "Self-insuring against Liability Risk: Evidence from Physician Home Values in States with Unlimited Homestead Exemptions," NBER Working Papers, National Bureau of Economic Research, Inc, number 22031, Feb.
- Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB), 2015, "Facilitating Foreign Exchange Risk Management for Bond Investments in ASEAN+3," ADB Reports, Asian Development Bank (ADB), number RPT157560-2, Aug.
- Gareth W. Peters & Wilson Y. Chen & Richard H. Gerlach, 2016, "Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-moments," Papers, arXiv.org, number 1603.01041, Mar.