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Report NEP-RMG-2018-08-13
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:
- Paul Embrechts & Haiyan Liu & Ruodu Wang, 2017, "Quantile-Based Risk Sharing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-54, Dec.
- Paola Pederzoli, 2018, "Crash Risk in Individual Stocks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-31, Mar, revised May 2018.
- Item repec:imf:imfwpa:18/143 is not listed on IDEAS anymore
- Pier Francesco Procacci & Tomaso Aste, 2018, "Forecasting market states," Papers, arXiv.org, number 1807.05836, Jul, revised May 2019.
- Eric Jondeau & Amir Khalilzadeh, 2018, "Measuring the Capital Shortfall of Large U.S. Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-11, Feb, revised Feb 2018.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018, "Risk Management-Driven Policy Rate Gap," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0225, Jul.
- Eric Jondeau & Jean-Guillaume Sahuc, 2018, "A General Equilibrium Appraisal of Capital Shortfall," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-12, Feb, revised Feb 2018.
- Spelta, Alessandro & Pecora, Nicolò & Flori, Andrea & Pammolli, Fabio, 2018, "Transition drivers and crisis signaling in stock markets," MPRA Paper, University Library of Munich, Germany, number 88127, Jul.
- Steven D. Baker & Burton Hollifield & Emilio Osambela, 2018, "Preventing Controversial Catastrophes," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-052, Jul, DOI: 10.17016/FEDS.2018.052.
- Marcelo Brutti Righi, 2018, "A theory for combinations of risk measures," Papers, arXiv.org, number 1807.01977, Jul, revised May 2023.
- Cecilia R. Caglio & Matt Darst & Eric Parolin, 2018, "Half-full or Half-empty? Financial Institutions, CDS Use, and Corporate Credit Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-047, Jul, DOI: 10.17016/FEDS.2018.047.
- David Aikman & Jonathan Bridges & Stephen Burgess & Richard Galletly & Iren Levina & Cian O'Neill & Alexandra Varadi, 2018, "Measuring risks to UK financial stability," Bank of England working papers, Bank of England, number 738, Jul.
- Ka C. Chan & Ruth F. G. Williams & Christopher T. Lenard & Terence M. Mills, 2018, "Cancer Risk Messages: A Light Bulb Model," Papers, arXiv.org, number 1807.03040, Jul, revised Jul 2018.
- Jérémy Pépy & Benjamin Williams, 2018, "Assessing the impact of Basel III on bank behaviour: A micro-founded approach," Working Papers, HAL, number halshs-01844661, Jul.
- Stephan Schwill, 2018, "Entropy Analysis of Financial Time Series," Papers, arXiv.org, number 1807.09423, Jul.
- Zsolt Bihary & Peter Csoka & David Zoltan Szabo, 2018, "Spectral risk measure of holding stocks in the long run," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1812, Jun.
- Zachary Feinstein, 2018, "Capital Regulation under Price Impacts and Dynamic Financial Contagion," Papers, arXiv.org, number 1807.02711, Jul, revised Aug 2019.
- Suarez, Ronny, 2018, "Return level applied to portfolio analysis," MPRA Paper, University Library of Munich, Germany, number 87747, Jul.
- Eric Benhamou & Beatrice Guez, 2018, "Incremental Sharpe and other performance ratios," Papers, arXiv.org, number 1807.09864, Jul, revised Dec 2018.
- Ines Chaieb & Vihang R. Errunza & Hugues Langlois, 2018, "Is Liquidity Risk Priced in Partially Segmented Markets?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-05, Jan, revised Jun 2018.
- Severine Arnold (-Gaille) & Anca Jijiie & Eric Jondeau & Michael Rockinger, 2017, "Periodic or Generational Actuarial Tables: Which One to Choose?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-71, Dec.
- Eric Budish, 2018, "The Economic Limits of Bitcoin and the Blockchain," NBER Working Papers, National Bureau of Economic Research, Inc, number 24717, Jun.