Printed from https://ideas.repec.org/n/nep-rmg/2017-02-19.html
Report NEP-RMG-2017-02-19
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:
- Takaaki Koike & Mihoko Minami, 2017, "Estimation of Risk Contributions with MCMC," Papers, arXiv.org, number 1702.03098, Feb, revised Jan 2019.
- M. Assadsolimani & D. Chetalova, 2017, "Estimating VaR in credit risk: Aggregate vs single loss distribution," Papers, arXiv.org, number 1702.04388, Feb.
- Lorenzo Ricci, 2017, "Essays on tail risk in macroeconomics and finance: measurement and forecasting," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/242122, Feb.
- St'ephane Cr'epey & Shiqi Song, 2017, "Invariance properties in the dynamic gaussian copula model ," Papers, arXiv.org, number 1702.03232, Feb.
- Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017, "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 166, DOI: 10.2139/ssrn.2914218.
- MacLean, Leonard C. & Zhao, Yonggan & Ziemba, William T., 2016, "Optimal capital growth with convex shortfall penalties," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65486, Jan.
- Ceballos, Francisco, 2016, "Estimating spatial basis risk in rainfall index insurance: Methodology and application to excess rainfall insurance in Uruguay," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1595.
- Pejman Abedifar & Paolo Giudici & Shatha Hashem, 2017, "Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 134, Feb.
- Berndt, Antje & Hollifield, Burton & Sandås, Patrik, 2017, "What Broker Charges Reveal about Mortgage Credit Risk," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 336, Feb.
- Cynthia Van Hulle & Hans Degryse & Kristien Smedts, 2017, "Risk-sharing benefits and the capital structure of insurance companies," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 571404.
- Schwerhoff, Gregor & Kalkuhl, Matthias & Waha, Katharina, 2016, "Agricultural Risk Management and Land Tenure," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145792.
- Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017, "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201707, Feb.