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Report NEP-RMG-2017-04-23
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:
- Rosnan Chotard & Michel Dacorogna & Marie Kratz, 2016, "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," Working Papers, HAL, number hal-01424285, Nov.
- Item repec:hal:wpaper:hal-01424279 is not listed on IDEAS anymore
- Item repec:dnb:dnbwpp:553 is not listed on IDEAS anymore
- Erizal, Nurulhidayu, 2017, "Relationship Between Level of Firm Performances and Risk in Food and Beverages Industry: Empirical Analysis on Khee San Berhad," MPRA Paper, University Library of Munich, Germany, number 78521, Apr.
- Schuermann, Til, 2016, "Stress Testing in Wartime and in Peacetime," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 17-01, Mar.
- Mamatzakis, Emmanuel & Zhang, Xiaoxiang & Wang, Chaoke, 2017, "How the corporate governance mechanisms affect bank risk taking," MPRA Paper, University Library of Munich, Germany, number 78137, Apr.
- Scheicher, Martin & Peltonen, Tuomas A. & D'Errico, Marco & Battiston, Stefano, 2017, "How does risk flow in the credit default swap market?," Working Paper Series, European Central Bank, number 2041, Mar.
- Nehla Debbabi & Marie Kratz & Mamadou Mboup, 2016, "A self-calibrating method for heavy tailed data modeling : Application in neuroscience and finance," Working Papers, HAL, number hal-01424298, Dec.
- Michele Bonollo & Luca Di Persio & Luca Mammi & Immacolata Oliva, 2017, "Estimating the Counterparty Risk Exposure by using the Brownian Motion Local Time," Papers, arXiv.org, number 1704.03244, Apr.
- Laura Cristina Lanzarini & Augusto Villa Monte & Aurelio F. Bariviera & Patricia Jimbo Santana, 2017, "Simplifying credit scoring rules using LVQ+PSO," Papers, arXiv.org, number 1704.04450, Apr.
- Timo Dimitriadis & Sebastian Bayer, 2017, "A Joint Quantile and Expected Shortfall Regression Framework," Papers, arXiv.org, number 1704.02213, Apr, revised Aug 2017.
- Dirk Becherer & Klebert Kentia, 2017, "Good Deal Hedging and Valuation under Combined Uncertainty about Drift and Volatility," Papers, arXiv.org, number 1704.02505, Apr.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2017, "On the properties of non-monetary measures for risks," Working Papers, HAL, number halshs-01471888.
- Herring, Richard J., 2016, "Less Really Can Be More: Why Simplicity and Comparability Should be Regulatory Objectives," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 16-08, Apr.
- Sabrina Mulinacci, 2017, "A systemic shock model for too big to fail financial institutions," Papers, arXiv.org, number 1704.02160, Apr, revised Apr 2017.