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Report NEP-RMG-2018-04-23
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:
- Kamil Jod'z, 2018, "Mortality in a heterogeneous population - Lee-Carter's methodology," Papers, arXiv.org, number 1803.11233, Mar.
- M. Dashti Moghaddam & Zhiyuan Liu & R. A. Serota, 2018, "Distributions of Historic Market Data -- Implied and Realized Volatility," Papers, arXiv.org, number 1804.05279, Apr.
- González-Rivera, Gloria & Ruiz Ortega, Esther & Maldonado, Javier, 2018, "Growth in Stress," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 26623, Mar.
- Christophette Blanchet-Scalliet & Diana Dorobantu & Yahia Salhi, 2019, "A Model-Point Approach to Indifference Pricing of Life Insurance Portfolios with Dependent Lives," Post-Print, HAL, number hal-01258645, DOI: 10.1007/s11009-017-9611-2.
- Takashi KANAMURA, 2018, "Diversification Effect of Commodity Futures on Financial Markets," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 18019, Mar.
- Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2018, "Indifference pricing of pure endowments via BSDEs under partial information," Papers, arXiv.org, number 1804.00223, Mar, revised Jul 2020.
- Covarrubias-Sánchez, Claudia Ivett & Téllez-León, Isela-Elizabeth & Venegas-Martínez, Francisco, 2018, "Portafolios del mercado bursátil mexicano que minimizan una medida coherente de riesgo sujeto a restricciones de rendimientos esperados y ventas en corto
[Optimal portfolios in the Mexican stock market minimizing a coherent measure of risk subject," MPRA Paper, University Library of Munich, Germany, number 85446, Mar. - Item repec:imf:imfwpa:18/74 is not listed on IDEAS anymore
- Charles W. Calomiris & Harry Mamaysky, 2018, "How News and Its Context Drive Risk and Returns Around the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 24430, Mar.
- Trust R. Mpofu & Eftychia Nikolaidou, 2018, "Determinants of Credit Risk in the Banking system in Sub-Saharan Africa," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2018-04.
- Gollier, Christian & Kimball, Miles S., 2018, "Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions"," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 884, Apr.
- Eliud Moyi & Eftychia Nikolaidou, 2018, "Credit Risk in African Microfinance Institutions: Correlates and International Comparisons," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2018-09.
- Yingli Wang & Qingpeng Zhang & Xiaoguang Yang, 2018, "Evolution of the Chinese Guarantee Network under Financial Crisis and Stimulus Program," Papers, arXiv.org, number 1804.05667, Apr, revised Jun 2020.
- Harun Tanrivermis & Yesim Aliefendioglu & Akin Ozturk & Yunus Emre Kapusuz, 2017, "Determining Risk Management Dynamics: An Analysis of Risk Perceptions of Real Estate Development Firms in Turkey," ERES, European Real Estate Society (ERES), number eres2017_390, Jul.