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Report NEP-RMG-2017-06-04
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:
- Zbigniew Kurylek, 2017, "Bail-in as an instrument protecting the banking sector from system risk vs. capital adequacy of banks in the EU," Working Papers, Institute of Economic Research, number 56/2017, May, revised May 2017.
- Guy Uziel & Ran El-Yaniv, 2017, "Growth-Optimal Portfolio Selection under CVaR Constraints," Papers, arXiv.org, number 1705.09800, May.
- Tim Leung & Brian Ward, 2017, "Dynamic Index Tracking and Risk Exposure Control Using Derivatives," Papers, arXiv.org, number 1705.10454, May.
- Wahab, Fatin Farhana & Masih, Mansur, 2017, "Discerning lead-lag between fear index and realized volatility," MPRA Paper, University Library of Munich, Germany, number 79433, May.
- Tomasz Berent & Boguslaw Blawat & Marek Dietl & Radoslaw Rejman, 2017, "Firms’ Default – from Prediction Accuracy to Informational Capacity of Predictors," Working Papers, Institute of Economic Research, number 158/2017, May, revised May 2017.
- Roberto Marfè & Julien Penasse, 2016, "The Time-Varying Risk of Macroeconomic Disasters," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 463.
- Korotaev, Andrey (Коротаев, Андрей) & Shulgin, Sergey (Шульгин, Сергей) & Zinkina, Yulia (Зинькина, Юлия), 2017, "Country Risk Analysis Based on Demographic and Socio-Economic Data
[Анализ Страновых Рисков С Использованием Демографических И Социально-Экономических Данных]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number 031715, Mar. - Wei Cui & Leo Kaas, 2017, "Default Cycles," Discussion Papers, Centre for Macroeconomics (CFM), number 1716, May.
- Shaofeng Xu, 2017, "Volatility Risk and Economic Welfare," Staff Working Papers, Bank of Canada, number 17-20, DOI: 10.34989/swp-2017-20.
- Marcin Sitek, 2017, "The Risk Involved in Implementation of Innovations in the Real Estate Market," Working Papers, Institute of Economic Research, number 159/2017, May, revised May 2017.