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Report NEP-RMG-2017-10-15
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:
- Item repec:rza:wpaper:709 is not listed on IDEAS anymore
- Philipp J. Kremer & Sangkyun Lee & Malgorzata Bogdan & Sandra Paterlini, 2017, "Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm," Papers, arXiv.org, number 1710.02435, Oct.
- Michael Weber & Christian Dorion & Alexandre Jeanneret & Harjoat Bhamra, 2017, "Deflation, Sticky Leverage and Asset Prices," 2017 Meeting Papers, Society for Economic Dynamics, number 796.
- Iachan, Felipe Saraiva, 2017, "Capital budgeting and risk taking under credit constraints," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 786, Oct.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201770, Oct.
- Ulf Lewrick & Jochen Schanz, 2017, "Liquidity risk in markets with trading frictions: What can swing pricing achieve?," BIS Working Papers, Bank for International Settlements, number 663, Oct.
- Kaposty, Florian & Pfingsten, Andreas & Domikowsky, Christian, 2017, "Market Discipline, Deposit Insurance, and Competitive Advantages: Evidence from the Financial Crisis," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168146.
- Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2017, "A Justification of Conditional Confidence Intervals," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 023, Oct, DOI: 10.26481/umagsb.2017023.
- Jarko Fidrmuc & Ronja Lind, 2017, "Macroeconomic Impact of Basel III: Evidence from a Meta-Analysis," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2017, Sep.