Report NEP-RMG-2016-06-04

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:

• Feng, Xiaoguang & Hayes, Dermot, 2016, "Vine-Copula Based Models for Farmland Portfolio Management," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235365, DOI: 10.22004/ag.econ.235365.
• Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016, "Taming the Basel leverage cycle," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65676, Mar.
• Giandomenico, Rossano, 2014, "Finance & Stochastic," MPRA Paper, University Library of Munich, Germany, number 71627, Oct.
• Item repec:bof:bofrdp:2015_016 is not listed on IDEAS anymore

• Dominique Guegan & Bertrand K. Hassani, 2016, "Risk Measures At Risk- Are we missing the point? Discussions around sub-additivity and distortion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01318093, Apr.
• Hungerford, Ashley & Rosch, Stephanie, 2016, "The Effect of Crop Insurance Premium Subsidies on Soybean Producers' Risk Management Portfolios," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235341, DOI: 10.22004/ag.econ.235341.
• Item repec:bof:bofitp:2015_030 is not listed on IDEAS anymore

• Item repec:bof:bofrdp:2015_008 is not listed on IDEAS anymore

• Jiranyakul, Komain, 2016, "Are Thai Equity Index Returns Sensitive to Interest and Exchange Rate Risks?," MPRA Paper, University Library of Munich, Germany, number 71602, May.
• Takashi Shinzato, 2016, "Portfolio Optimization Problem with Non-identical Variances of Asset Returns using Statistical Mechanical Informatics," Papers, arXiv.org, number 1605.06843, May.
• Russell, Levi A. & Langemeier, Michael R. & Ibendahl, Gregory A. & Biermacher, Jon T., 2016, "The Ethanol Mandate and Downside Risk in Agriculture," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235789, DOI: 10.22004/ag.econ.235789.
• Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB), 2015, "Strengthening City Disaster Risk Financing in Viet Nam," ADB Reports, Asian Development Bank (ADB), number RPT157777-2, Nov.
• Michael, Bryane & Zhao, Simon, 2016, "Bubble Economics How Big a Shock to China’s Real Estate Sector Will Throw the Country into Recession, and Why Does It Matter?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 141314.
• Jose Roberto Iglesias & Vanessa Hoffmann De Quadros & Juan Carlos González Avella, 2016, "Propagation Of Systemic Risk In Interbank Networks," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 116.
• Item repec:bof:bofrdp:2016_010 is not listed on IDEAS anymore

Report NEP-RMG-2016-06-04

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: