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Report NEP-RMG-2016-04-23
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:
- Hamdamov Omonulla Ne’matillaevich, 2016, "Financial Risk Management At The Enterprise: Methods And Models," Working papers, Voice of Research, number 2016-03-17, Mar.
- Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016, "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-10, Apr.
- Matteo Burzoni & Ilaria Peri & Chiara Maria Ruffo, 2016, "On the properties of the Lambda value at risk: robustness, elicitability and consistency," Papers, arXiv.org, number 1603.09491, Mar, revised Feb 2017.
- Takatoshi ITO & Satoshi KOIBUCHI & Kiyotaka SATO & Junko SHIMIZU, 2016, "Exchange Risk Management and the Choice of Invoice Currency: 2013 questionnaire survey of Japanese exporting firms (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 16035, Mar.
- Mohamed Amine Lkabous & Irmina Czarna & Jean-Franc{c}ois Renaud, 2016, "Parisian ruin for a refracted L\'evy process," Papers, arXiv.org, number 1603.09324, Mar, revised Mar 2017.
- Hallegatte,Stephane & Bangalore,Mook & Jouanjean,Marie Agnes, 2016, "Higher losses and slower development in the absence of disaster risk management investments," Policy Research Working Paper Series, The World Bank, number 7632, Apr.
- Toni Ahnert & Kartik Anand & Prasanna Gai & James Chapman, 2016, "Asset Encumbrance, Bank Funding and Financial Fragility," Staff Working Papers, Bank of Canada, number 16-16, DOI: 10.34989/swp-2017-16.
- Guo, Xu & Wong, Wing-Keung, 2016, "Multivariate Stochastic Dominance for Risk Averters and Risk Seekers," MPRA Paper, University Library of Munich, Germany, number 70637, Apr.
- Mechler,Reinhard & Mochizuki,Junko & Hochrainer-Stigler,Stefan, 2016, "Disaster risk management and fiscal policy : narratives, tools, and evidence associated with assessing fiscal risk and building resilience," Policy Research Working Paper Series, The World Bank, number 7635, Apr.
- Studener, Werner & Merriman, Niall & Karakitsos, Polychronis & Bunea, Daniela, 2016, "Profit distribution and loss coverage rules for central banks," Occasional Paper Series, European Central Bank, number 169, Apr.
- Daniel Ladley & Guanqing Liu & James Rockey, 2016, "Margin Trading: Hedonic Returns and Real Losses," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/06, Apr.
- Vorhies,Francis & Wilkinson,Emily, 2016, "Co-benefits of disaster risk management," Policy Research Working Paper Series, The World Bank, number 7633, Apr.