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Report NEP-RMG-2017-01-01
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:
- Richard Gerlach & Chao Wang, 2016, "Bayesian Semi-parametric Realized-CARE Models for Tail Risk Forecasting Incorporating Realized Measures," Papers, arXiv.org, number 1612.08488, Dec.
- Richard Harris & Evarist Stoja & Linh Nguyen, 2016, "Systematic tail risk," Bank of England working papers, Bank of England, number 637, Dec.
- Bonga-Bonga, Lumengo & Nleya, Lebogang, 2016, "Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models," MPRA Paper, University Library of Munich, Germany, number 75809, Dec.
- Sriya Anbil & Alessio Saretto & Heather Tookes, 2016, "Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-100, Jul, DOI: 10.17016/FEDS.2016.100.
- Paul Borochin & Jie Yang, 2016, "Options, Equity Risks, and the Value of Capital Structure Adjustments," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-097, Oct, DOI: 10.17016/FEDS.2016.097.
- Carlos Madeira, 2016, "Measuring the Covariance Risk of Consumer Debt Portfolios," Working Papers Central Bank of Chile, Central Bank of Chile, number 793, Nov.
- Ádám Banai & Gyöngyi Körmendi & Péter Lang & Nikolett Vágó, 2016, "Modelling The Credit Risk Of The Hungarian Sme Sector," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2016/123.
- Preis, Tobias & Bardoscia, Marco & Caccioli, Fabio & Perotti, Juan Ignacio & Vivaldo, Gianna & Caldarelli, Guido, 2016, "Distress propagation in complex networks: the case of non-linear DebtRank," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68598, Oct.
- Sarah Brown & Dan Gray & Mark N. Harris & Christopher Spencer, 2016, "Portfolio Allocation, Income Uncertainty and Households' Flight from Risk," Working Papers, The University of Sheffield, Department of Economics, number 2016012, Dec.
- Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi, 2016, "Generalized Exponential Moving Average (EMA) Model with Particle Filtering and Anomaly Detection (Forthcoming in "Expert Systems With Applications")," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-403, Dec.
- Louis R. Eeckhoudt & Roger J. A. Laeven, 2016, "Dual Moments and Risk Attitudes," Papers, arXiv.org, number 1612.03347, Dec, revised Mar 2018.
- Item repec:igi:igierp:592 is not listed on IDEAS anymore
- Misund, Bard, 2016, "Common and Fundamental Risk Factors in Shareholder Returns of Norwegian Salmon Producing Companies," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/17, Dec.
- Ben Ammar, Semir & Braun, Alexander & Eling, Martin, 2016, "Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns," Working Papers on Finance, University of St. Gallen, School of Finance, number 1621, Dec.
- Cambrea, Domenico Rocco & Colonnello, Stefano & Curatola, Giuliano & Fantini, Giulia, 2019, "CEO investment of deferred compensation plans and firm performance," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 160, revised 2019, DOI: 10.2139/ssrn.2884600.
- Cecilia R. Caglio & Matt Darst & Eric Parolin, 2016, "A Look Under the Hood How Banks Use Credit Default Swaps," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2016-12-22-1, Dec, DOI: 10.17016/2380-7172.1865.