Printed from https://ideas.repec.org/n/nep-rmg/2018-04-30.html
Report NEP-RMG-2018-04-30
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:
- Yannick Armenti & Stéphane Crépey & Samuel Drapeau & Antonis Papapantoleon, 2018, "Multivariate Shortfall Risk Allocation and Systemic Risk," Working Papers, HAL, number hal-01764398, Apr.
- CLERE, Roland & MARANDE, Stephane, 2018, "Default risk and equity value: forgotten factor or cultural revolution?," MPRA Paper, University Library of Munich, Germany, number 85659, Feb.
- Li, Longqing, 2017, "A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk," MPRA Paper, University Library of Munich, Germany, number 85645, Feb.
- Rihab Khemiri & Khaoula Elbedoui-Maktouf & Bernard Grabot & Belhassen Zouari, 2017, "A fuzzy multi-criteria decision making approach for managing performance and risk in integrated procurement-production planning," Post-Print, HAL, number hal-01758604, Apr, DOI: 10.1080/00207543.2017.1308575.
- Item repec:hal:wpaper:hal-01761234 is not listed on IDEAS anymore
- Brinkhoff, Jeroen & Langfield, Sam & Weeken, Olaf, 2018, "From the horse’s mouth: surveying responses to stress by banks and insurers," ESRB Occasional Paper Series, European Systemic Risk Board, number 15, Apr.
- Wagner, Wolf & Kartasheva, Anastasia & Chotibhak, Jotikasthira & Ellul, Andrew & Lundblad, Christian, 2018, "Insurers as Asset Managers and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12849, Apr.
- Grasso, Adriana & Natoli, Filippo, 2018, "Consumption volatility risk and the inversion of the yield curve," Working Paper Series, European Central Bank, number 2141, Apr.
- Julien Bengui & Toan Phan, 2018, "Asset Pledgeability and Endogenously Leveraged Bubbles," Working Paper, Federal Reserve Bank of Richmond, number 18-11, Apr.
- Stéphane Crépey & Shiqi Song, 2018, "Counterparty risk and funding: immersion and beyond," Working Papers, HAL, number hal-01764403, Apr.
- Souza, Thiago de Oliveira, 2018, "Size-related premiums," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2018, Apr.
- Jan-Christian Gerlach & Guilherme Demos & Didier Sornette, 2018, "Dissection of Bitcoin's Multiscale Bubble History from January 2012 to February 2018," Papers, arXiv.org, number 1804.06261, Apr, revised May 2019.
- Ono, Arito & Suzuki, Katsushi & Uesugi, Iichiro, 2018, "When Japanese Banks Become Pure Creditors: The effects of declining shareholding by banks on bank lending and firms’risk-taking," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 76, Mar.
- van Wijnbergen, Sweder & Spreij, Peter & Derksen, Mike, 2018, "Accounting Noise and the Pricing of Cocos," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12869, Apr.
- Yannick Armenti & Stéphane Crépey & Chao Zhou, 2018, "The Sustainable Black-Scholes Equations," Working Papers, HAL, number hal-01764397, Apr.
- Ya-Chun Gao & Huai-Lin Tang & Shi-Min Cai & Jing-Jing Gao & H. Eugene Stanley, 2018, "The impact of margin trading on share price evolution: A cascading failure model investigation," Papers, arXiv.org, number 1804.07352, Apr.
- Akin Ozturk & Harun Tanrivermis & Yunus Emre Kapusuz, 2017, "The Framework of Risk Management in A Real Estate Development Project With A Focus on Macroeconomics Aspects: A Case of Mixed-Use Real Estate Project in Ankara Province," ERES, European Real Estate Society (ERES), number eres2017_391, Jul.