Printed from https://ideas.repec.org/n/nep-rmg/2018-05-21.html
Report NEP-RMG-2018-05-21
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:
- Charles Ostroumoff, 2017, "Property Portfolio Management - Monitoring, Managing and Mitigating Property Market Risk," ERES, European Real Estate Society (ERES), number eres2017_348, Jul.
- Shige Peng & Shuzhen Yang & Jianfeng Yao, 2018, "Improving Value-at-Risk prediction under model uncertainty," Papers, arXiv.org, number 1805.03890, May, revised Jun 2020.
- Abbassi, Puriya & Schmidt, Michael, 2018, "A comprehensive view on risk reporting: Evidence from supervisory data," Discussion Papers, Deutsche Bundesbank, number 08/2018.
- Volker Meyer & Reimund Schwarze, 2018, "The economics and management of flood risk in Germany," Discussion Paper Series RECAP15, RECAP15, European University Viadrina, Frankfurt (Oder), number 30, May.
- Mariano Zeron Medina Laris & Ignacio Ruiz, 2018, "Chebyshev Methods for Ultra-efficient Risk Calculations," Papers, arXiv.org, number 1805.00898, May.
- Cassandre Anténor-Habazac & Georges Dionne & Sahar Guesmi, 2018, "Cyclical variations in liquidity risk of corporate bonds," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 18-3, May.
- Piero Mazzarisi & Fabrizio Lillo & Stefano Marmi, 2018, "When panic makes you blind: a chaotic route to systemic risk," Papers, arXiv.org, number 1805.00785, May.
- Bernd Kolkmann & Ingrid Janssen, 2017, "Unprofitable tenants: the usual suspects? A case study of modelling tenant profitability," ERES, European Real Estate Society (ERES), number eres2017_49, Jul.
- Gal Wettstein, 2018, "Could “Tontines” Expand the Market for Longevity Insurance?," Issues in Brief, Center for Retirement Research, number ib2018-7, Apr.
- Bryan Kelly & Seth Pruitt & Yinan Su, 2018, "Characteristics Are Covariances: A Unified Model of Risk and Return," NBER Working Papers, National Bureau of Economic Research, Inc, number 24540, Apr.
- Jeffrey S. Racine & Qi Li & Li Zheng, 2018, "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Department of Economics Working Papers, McMaster University, number 2018-10, May.
- Suen, Richard M. H., 2018, "Standard Risk Aversion and Efficient Risk Sharing," MPRA Paper, University Library of Munich, Germany, number 86499, Mar.
- Tobias Berg & Valentin Burg & Ana Gombović & Manju Puri, 2018, "On the Rise of FinTechs – Credit Scoring using Digital Footprints," NBER Working Papers, National Bureau of Economic Research, Inc, number 24551, Apr.
- Kazeem Isah & Ibrahim D. Raheem, 2018, "The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 056, May.
- Demary, Markus & Voigtländer, Michael, 2018, "Safe asset shortage by regulation," IW-Kurzberichte, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 24/2018.
- Thomas Walther & Tony Klein & Hien Pham Thu, 2018, "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1812, Mar.
- Vitaly Orlov, 2018, "Solvency Risk Premia and the Carry Trades," Working Papers on Finance, University of St. Gallen, School of Finance, number 1802, Feb.
- Frank Graef & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2018, "Cash Holdings and the Performance of European Mutual Funds," Working Papers on Finance, University of St. Gallen, School of Finance, number 1807, Feb.