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Report NEP-RMG-2018-10-22
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:
- Dingshi Tian & Zongwu Cai & Ying Fang, 2018, "Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201807, Oct, revised Oct 2018.
- Emilian Belev & Richard Gold, 2018, "Replicating Expected Commercial Real Estate (CRE) Risk and Returns Using Liquid Market Instruments and CRE Market-Related Investment Risk," ERES, European Real Estate Society (ERES), number eres2018_13, Jan.
- Giuseppe Attanasi & Laura Concina & Caroline Kamate & Valentina Rotondi, 2018, "Firm's Protection against Disasters: Are Investment and Insurance Substitutes or Complements?," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2018-24, Oct, revised Dec 2018.
- Lang, Jan Hannes & Peltonen, Tuomas A. & Sarlin, Peter, 2018, "A framework for early-warning modeling with an application to banks," Working Paper Series, European Central Bank, number 2182, Oct.
- Yusuke Uchiyama & Takanori Kadoya & Kei Nakagawa, 2018, "Complex Valued Risk Diversification," Papers, arXiv.org, number 1810.04370, Oct.
- Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela, 2018, "Challenges in approximating the Black and Scholes call formula with hyperbolic tangents," Papers, arXiv.org, number 1810.04623, Sep.
- Michael T. Kiley, 2018, "Unemployment Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-067, Sep, DOI: 10.17016/FEDS.2018.067.
- Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2018, "Trending Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201809, Sep, revised Sep 2018.
- Lok Man Michel Tong & Gianluca Marcato, 2018, "Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance," ERES, European Real Estate Society (ERES), number eres2018_300, Jan.
- Amy Lorenc & Jeffery Y. Zhang, 2018, "The Differential Impact of Bank Size on Systemic Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-066, Sep, DOI: 10.17016/FEDS.2018.066.
- Zabolotnyy, Serihiy & Wasilewski, Mirosław, 2018, "Operating and financial leverage as risk measures in agricultural companies," Problems of Agricultural Economics / Zagadnienia Ekonomiki Rolnej, Institute of Agricultural and Food Economics - National Research Institute (IAFE-NRI), number 276377, DOI: 10.22004/ag.econ.276377.
- Jean-Christophe Delfim & Martin Hoesli, 2018, "Real Estate Risk Factors and Portfolio Allocation," ERES, European Real Estate Society (ERES), number eres2018_124, Jan.
- Kettlewell, Nathan, 2018, "Risk preference dynamics around life events," Working Papers, University of Sydney, School of Economics, number 2018-07, Jul.