Printed from https://ideas.repec.org/n/nep-rmg/2018-09-17.html
Report NEP-RMG-2018-09-17
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:
- Doms, Juliane & Gerstmann, Henning & Möller, Markus, , "Modeling Of Dynamic Weather Indexes By Coupling Spatial Phenological And Precipitation Data - A Practical Application In The Context Of Weather Index-based Insurances," 2017 International Congress, August 28-September 1, 2017, Parma, Italy, European Association of Agricultural Economists, number 260821, DOI: 10.22004/ag.econ.260821.
- Matteo Iacoviello, 2018, "Measuring Geopolitical Risk," 2018 Meeting Papers, Society for Economic Dynamics, number 79.
- Cay Oertel & Sven Bienert, 2018, "Quantitative Risk Management in Real Estate – Previous developments, comparative comparision of practices and derivation of an evoluation matrix "," ERES, European Real Estate Society (ERES), number eres2018_197, Jan.
- Charles W. Calomiris & Sophia Chen, 2018, "The Spread of Deposit Insurance and the Global Rise in Bank Asset Risk since the 1970s," NBER Working Papers, National Bureau of Economic Research, Inc, number 24936, Aug.
- HAFNER Christian, & HERWARTZ Helmut, & MAXAND Simone,, 2018, "Identification of structural multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018020, Jul.
- Mark Paddrik & Peyton Young, 2018, "How Safe are Central Counterparties in Derivatives Markets?," 2018 Meeting Papers, Society for Economic Dynamics, number 934.
- Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2018, "A Residual Bootstrap for Conditional Value-at-Risk," Papers, arXiv.org, number 1808.09125, Aug, revised Aug 2023.
- Faia, Ester & Ottaviano, Gianmarco & Laffitte, Sébastien, 2018, "Foreign Expansion, Competition and Bank Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13150, Sep.
- Takatoshi ITO & Satoshi KOIBUCHI & Kiyotaka SATO & Junko SHIMIZU, 2018, "Choice of Invoice Currency and Exchange Rate Risk Management: 2017 Questionnaire Survey with Japanese headquarters (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 18025, Sep.
- Item repec:imf:imfwpa:18/180 is not listed on IDEAS anymore
- Huyên Pham & Xiaoli Wei & Chao Zhou, 2021, "Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach," Working Papers, HAL, number hal-01867133, Dec, DOI: 10.1111/mafi.12320.
- LILI DING & Zhao Xin, 2018, "How to manage risk for the online one-way trading problems?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7708663, Jul.
- Roussy, Caroline & Rider, Aude & Chaib, Karim & Boyet, Marie, , "Marketing Contracts and Risk Management for Cereal Producers," 2017 International Congress, August 28-September 1, 2017, Parma, Italy, European Association of Agricultural Economists, number 261106, DOI: 10.22004/ag.econ.261106.
- Deufel, Joe, , "Assessing and Addressing Portfolio Risk," Agricultural Outlook Forum 2017, United States Department of Agriculture, Agricultural Outlook Forum, number 260526, DOI: 10.22004/ag.econ.260526.
- Chatzopoulos, T. & Perez Dominguez, I. & Zampieri, M. & Toreti, A., 2018, "Agricultural commodity market responses to extreme agroclimatic events," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists, number 276039, Jul, DOI: 10.22004/ag.econ.276039.
- Olkhov, Victor, 2018, "Economic Transactions Govern Business Cycles," MPRA Paper, University Library of Munich, Germany, number 88531, Jun, revised 19 Aug 2018.