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Report NEP-RMG-2016-09-18
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:
- FARAYIBI, Adesoji, 2016, "Stress Testing in the Nigerian Banking Sector," MPRA Paper, University Library of Munich, Germany, number 73615, Sep.
- Benjamin L. Collier & Andrew F. Haughwout & Howard C. Kunreuther & Erwann O. Michel-Kerjan & Michael A. Stewart, 2016, "Firms’ Management of Infrequent Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 22612, Sep.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2016, "Risk Management and the Money Multiplier," CEMAP Working Papers, Durham University Business School, number 2016_03, Jun.
- Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016, "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Post-Print, HAL, number halshs-01339826, Sep.
- Jonathan Yu-Meng Li, 2016, "Closed-form solutions for worst-case law invariant risk measures with application to robust portfolio optimization," Papers, arXiv.org, number 1609.04065, Sep.
- Lauren Stagnol, 2016, "The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-27.
- Oepping, Hardy, 2016, "Bayesian Process Networks: An approach to systemic process risk analysis by mapping process models onto Bayesian networks," MPRA Paper, University Library of Munich, Germany, number 73611, Sep.
- Arturo Erdely, 2016, "Value at risk and the diversification dogma," Papers, arXiv.org, number 1609.02774, Sep.
- Manabu Asai & Chia-Lin Chang & Michael McAleer, 2016, "Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-076/III, Sep.
- Arpad Abraham & Eva Carceles-Poveda & Yan Liu & Ramon Marimon, 2016, "On the optimal design of a Financial Stability Fund," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 16-05.
- Pingjin Deng, 2016, "The joint distributions of running maximum of a Slepian processes," Papers, arXiv.org, number 1609.04529, Sep.