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Report NEP-RMG-2018-08-27
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:
- Georges Dionne & Mohamed Mnasri, 2018, "Real implications of corporate risk management: Evidence from U.S. oil producers," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 18-5, Jun.
- Müller, Carola, 2018, "Basel III capital requirements and heterogeneous banks," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 14/2018, revised 2018.
- Enrico Ferri, 2018, "Infinite dimensional portfolio representation as applied to model points selection in life insurance," Papers, arXiv.org, number 1808.00866, Aug, revised Mar 2020.
- Manfred Gilli & Enrico Schumann, 2017, "Risk-Reward Ratio Optimisation (Revisited)," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-55, May.
- Ettore Panetti & Luca G. Deidda, 2017, "Banks’ Liquidity Management and Systemic Risk," Working Papers, Banco de Portugal, Economics and Research Department, number w201713.
- Fuad Aleskerov & Natalia Meshcheryakova & Alisa Nikitina & Sergey Shvydun, 2018, "Key Borrowers Detection by Long-Range Interactions," Papers, arXiv.org, number 1807.10115, Jun.
- Satyajit Chatterjee & Dean Corbae & Jose-Victor Rios-Rull & Kyle Dempsey, 2018, "A Theory of Credit Scoring and the Competitive Pricing of Default Risk," 2018 Meeting Papers, Society for Economic Dynamics, number 550.
- Dohmen, Thomas & Quercia, Simone & Willrodt, Jana, 2018, "Willingness to Take Risk: The Role of Risk Conception and Optimism," IZA Discussion Papers, IZA Network @ LISER, number 11642, Jun.
- Martynova, Natalya & Perotti, Enrico C., 2018, "Convertible bonds and bank risk-taking," Discussion Papers, Deutsche Bundesbank, number 24/2018.
- Didier Sornette & Peter Cauwels & Georgi Smilyanov, 2017, "Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-27, Apr.
- Fabio Panetta & Alberto Franco Pozzolo, 2018, "Why do banks securitise their assets? Bank-level evidence from over one hundred countries in the pre-crisis period," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1183, Jul.
- Neeltje Van Horen & Antonis Kotidis, 2018, "Repo market functioning: the role of capital regulation," Bank of England working papers, Bank of England, number 746, Aug.
- Hugonnier, J.; & Pelgrin, F.; & St-Amour, P.;, 2018, "Valuing Life as an Asset, as a Statistic and at Gunpoint," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 18/20, Aug.
- Fabio Bellini & Pablo Koch-Medina & Cosimo Munari & Gregor Svindland, 2018, "Law-invariant functionals on general spaces of random variables," Papers, arXiv.org, number 1808.00821, Aug, revised Jan 2021.
- Emiliano Delfau, 2018, "Risk Framework Analysis in the Management of Sovereign Debt: The Argentine case," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 634, Jul.