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Report NEP-RMG-2018-02-05
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:
- Bloznelis, Daumantas, 2017, "Hedging under square loss," MPRA Paper, University Library of Munich, Germany, number 83442, Dec.
- Christos Ellinas & Neil Allan & Caroline Coombe, 2018, "Evaluating the role of risk networks on risk identification, classification and emergence," Papers, arXiv.org, number 1801.05759, Jan.
- Koijen, Ralph & Yogo, Motohiro, 2018, "The Fragility of Market Risk Insurance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12560, Jan.
- Tetsuya Takaishi, 2018, "Large-Scale Simulation of Multi-Asset Ising Financial Markets," Papers, arXiv.org, number 1801.05947, Jan.
- Degl’Innocenti, M & Fiordelisi, F & Girardone, C & Radić, N, 2018, "Competition and Risk-Taking in Investment banking," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 21268, Jan.
- Takuji Arai & Yuto Imai & Ryo Nakashima, 2018, "Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models," Papers, arXiv.org, number 1801.05597, Jan.
- Kyungkeun Kim & Dongwon Lee, 2017, "Equity Market Globalization and Portfolio Rebalancing," Working Papers, Economic Research Institute, Bank of Korea, number 2017-17, Jun.
- DiGabriele, Jim & Ojo, Marianne, 2017, "The Efficiency Wage Hypothesis and monetary policy channels of transmission: developments and progress of Basel III leverage ratios," MPRA Paper, University Library of Munich, Germany, number 82824, Nov.
- Jiaqi Chen & Michael Tindall, 2016, "Dynamic Methods for Analyzing Hedge-Fund Performance: A Note Using Texas Energy-Related Funds," Occasional Papers, Federal Reserve Bank of Dallas, number 16-2, Jul.
- Item repec:iee:wpaper:wp111 is not listed on IDEAS anymore
- David Abell & Paul S. Calem & Julapa Jagtiani & Ramain Quinn Maingi, 2018, "Redefault Risk in the Aftermath of the Mortgage Crisis: Why Did Modifications Improve More Than Self-Cures?," Working Papers, Federal Reserve Bank of Philadelphia, number 18-2, Jan, DOI: https://www.philadelphiafed.org/-/m.