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Report NEP-RMG-2016-12-11
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:
- Margherita Giuzio & Sandra Paterlini, 2016, "Undiversifying during Crises: Is It a Good Idea?," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1628, Dec.
- Item repec:hal:wpaper:hal-01398910 is not listed on IDEAS anymore
- Koetter, Michael & Noth, Felix & Rehbein, Oliver, 2019, "Borrowers under water! Rare disasters, regional banks, and recovery lending," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 31/2016, revised 2019.
- McCann, Fergal & Ryan, Ellen, 2016, "Originating Loan to Value ratios and the resilience of mortgage portfolios," Economic Letters, Central Bank of Ireland, number 10/EL/16, Nov.
- Nurmet, Maire, , "Agricultural insurance in Estonia: a tool for production risk management?," 156th Seminar, October 4, 2016, Wageningen, The Netherlands, European Association of Agricultural Economists, number 249989, DOI: 10.22004/ag.econ.249989.
- Dietz, Simon & Walker, Oliver, 2017, "Ambiguity and insurance: capital requirements andpremiums," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68469, Mar.
- Jun Maeda & Saul D. Jacka, 2016, "A Market Driver Volatility Model via Policy Improvement Algorithm," Papers, arXiv.org, number 1612.00780, Dec.
- Byrne, Joseph & Fu, Rong, 2016, "Stock Return Prediction with Fully Flexible Models and Coefficients," MPRA Paper, University Library of Munich, Germany, number 75366, Nov.
- Hanene Ben Salah & Ali Gannoun & Mathieu Ribatet, 2016, "Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization," Working Papers, HAL, number hal-01404752, Nov.
- Pierre-Richard Agénor & L. Pereira da Silva, 2016, "Capital Requirements, Risk Taking and Welfare in a Growing Economy," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 226.
- Nikolaos Mitianoudis & Theologos Dergiades, 2016, "Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain," Discussion Paper Series, Department of Economics, University of Macedonia, number 2016_04, Dec, revised Dec 2016.
- Ghassan, Hassan B. & Taher, Farid B., 2015, "Financial Stability of Islamic and Conventional Banks in Saudi Arabia: Evidence using Pooled and Panel Models," MPRA Paper, University Library of Munich, Germany, number 75460, Jan, revised Jan 2015.
- Zvezdov, Ivelin, 2016, "Towards socially responsible (re)insurance underwriting practices: readily available ‘big data’ contributions to optimize catastrophe risk management," MPRA Paper, University Library of Munich, Germany, number 75312, Sep, revised 04 Nov 2016.