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Report NEP-RMG-2018-05-07
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:
- Hassen Raîs, 2016, "Idiosyncratic Risk and the Cross-Section of European Insurance Equity Returns," Post-Print, HAL, number hal-01764088, Dec, DOI: 10.18178/ijtef.2016.7.6.528.
- Gollier, Christian & Kimball, Miles S., 2018, "Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions"," TSE Working Papers, Toulouse School of Economics (TSE), number 18-909, Apr.
- Dinc, Yusuf, 2017, "Comparative empirical analysis on the effect of mortgage loan on capital adequacy ratio," MPRA Paper, University Library of Munich, Germany, number 86451, May, revised 25 May 2017.
- Colliard, Jean-Edouard, 2017, "Strategic Selection of Risk Models and Bank Capital Regulation," HEC Research Papers Series, HEC Paris, number 1229, Sep, revised 29 Nov 2017.
- David Hartman & Jaroslav Hlinka, 2018, "Nonlinearity in stock networks," Papers, arXiv.org, number 1804.10264, Apr, revised Jun 2018.
- Allen, Franklin & Gu, Xian, 2018, "The Interplay between Regulations and Financial Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12862, Apr.
- Heij, C. & Knapp, S., 2018, "Predictive power of inspection outcomes for future shipping accidents," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-09, Feb.
- Zbigniew Michna, 2018, "Ruin probabilities for two collaborating insurance companies," Papers, arXiv.org, number 1804.06598, Apr, revised Dec 2018.
- Matthew A. Masten & Alexandre Poirier, 2018, "Interpreting Quantile Independence," Papers, arXiv.org, number 1804.10957, Apr.
- Nesrine Mechri & Salah Ben Hamad & Christian De Peretti, 2019, "The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic," Working Papers, HAL, number hal-01766742, Feb.
- Yifeng Guo & Xingyu Fu & Yuyan Shi & Mingwen Liu, 2018, "Robust Log-Optimal Strategy with Reinforcement Learning," Papers, arXiv.org, number 1805.00205, May.
- Hong Wang & Catherine S. Forbes & Jean-Pierre Fenech & John Vaz, 2018, "The determinants of bank loan recovery rates in good times and bad - new evidence," Papers, arXiv.org, number 1804.07022, Apr.
- Alexander N. Bogin & Jessica Shui, 2018, "Appraisal Accuracy, Automated Valuation Models, And Credit Modeling in Rural Areas," FHFA Staff Working Papers, Federal Housing Finance Agency, number 18-03, Apr, DOI: 10.1007/s11146-019-09712-0.
- Rampini, Adriano A. & Viswanathan, S., 2018, "Financing Insurance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12855, Apr.