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Report NEP-RMG-2016-10-09
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:
- Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2015, "The Spectral Stress VaR (SSVaR)," Post-Print, HAL, number halshs-01169537, Jun.
- Daniele Petrone & Vito Latora, 2016, "A dynamic approach merging network theory and credit risk techniques to assess systemic risk in financial networks," Papers, arXiv.org, number 1610.00795, Oct, revised Apr 2018.
- Korn, Olaf & Rieger, Marc Oliver, 2016, "Hedging with regret," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-06.
- Admati, Anat R., 2015, "The Missed Opportunity and Challenge of Capital Regulation," Research Papers, Stanford University, Graduate School of Business, number 3386, Dec.
- Ogneva, Maria & Piotroski, Joseph D. & Zakolyukina, Anastasia A., 2015, "When Is Distress Risk Priced? Evidence from Recessionary Failure Prediction," Research Papers, Stanford University, Graduate School of Business, number 3333, May.
- Dominique Guegan & Bertrand Hassani, 2015, "Risk or Regulatory Capital? Bringing distributions back in the foreground," Post-Print, HAL, number halshs-01169268, May.
- Hyejin Cho, 2015, "The Bank Capital Regulation (BCR) Model," Post-Print, HAL, number hal-01162071, Feb.
- Giovanni Marin & Marco Modica, 2016, "Mapping the exposure to natural disaster losses for Italian municipalities," SEEDS Working Papers, SEEDS, Sustainability Environmental Economics and Dynamics Studies, number 0916, Oct, revised Oct 2016.
- Juan F. Monge & Mercedes Landete & Jos'e L. Ruiz, 2016, "Sharpe portfolio using a cross-efficiency evaluation," Papers, arXiv.org, number 1610.00937, Oct, revised Oct 2016.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2016, "Reducing sequence risk using trend following investment strategies and the CAPE," Discussion Papers, Department of Economics, University of York, number 16/11, Sep.
- Junankar, Pramod N. (Raja), 2016, "On Measuring Uncertainty: Snakes and Ladders," IZA Discussion Papers, IZA Network @ LISER, number 10244, Sep.
- Berdin, Elia, 2016, "Interest rate risk, longevity risk and the solvency of life insurers," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 23/16.