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Report NEP-RMG-2017-05-28
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:
- Samuel N. Cohen, 2017, "Data and uncertainty in extreme risks - a nonlinear expectations approach," Papers, arXiv.org, number 1705.08301, May, revised Feb 2018.
- Peter Mitic, 2017, "Conduct Risk - distribution models with very thin Tails," Papers, arXiv.org, number 1705.06868, May.
- Item repec:imf:imfwpa:17/68 is not listed on IDEAS anymore
- Shan Lu & Jichang Zhao & Huiwen Wang & Ruoen Ren, 2017, "Herding boosts too-connected-to-fail risk in stock market of China," Papers, arXiv.org, number 1705.08240, May, revised Apr 2018.
- Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2018, "Asymptotic Multivariate Expectiles," Working Papers, HAL, number hal-01509963, Jan.
- Deli, Yota & Hasan, Iftekhar, 2017, "Real effects of bank capital regulations: Global evidence," MPRA Paper, University Library of Munich, Germany, number 79065.
- Chen Lin & Thomas Schmid & Michael S. Weisbach, 2017, "Price Risk, Production Flexibility, and Liquidity Management: Evidence from Electricity Generating Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 23434, May.
- Korishchenko, Konstantin (Корищенко, Константин) & Morozov, Stepan (Морозов, Степан), 2017, "Formation of a System of Prudential Supervision for Professional Participants of the Securities Market
[Формирование Системы Пруденциального Надзора За Профессиональными Участниками Рынка Ценных Бумаг]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number 051710, May. - Zailei Cheng, 2017, "Optimal Dividends in the Dual Risk Model under a Stochastic Interest Rate," Papers, arXiv.org, number 1705.08411, May.
- Michael Hasler & Roberto Marfè, 2016, "Disaster recovery and the term structure of dividend strips?," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 458.
- Brummelhuis, Raymond & Luo, Zhongmin, 2017, "CDS Rate Construction Methods by Machine Learning Techniques," MPRA Paper, University Library of Munich, Germany, number 79194, May.