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Report NEP-RMG-2018-12-10
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:
- Matthew Norton & Valentyn Khokhlov & Stan Uryasev, 2018, "Calculating CVaR and bPOE for Common Probability Distributions With Application to Portfolio Optimization and Density Estimation," Papers, arXiv.org, number 1811.11301, Nov, revised Feb 2019.
- Ophélie Couperier & Jérémy Leymarie, 2020, "Backtesting Expected Shortfall via Multi-Quantile Regression," Working Papers, HAL, number halshs-01909375, Oct.
- Xing, Victor, 2018, "Active Asset Managers Face Asymmetric Risks from Paradigm Shift," MPRA Paper, University Library of Munich, Germany, number 89855, Nov.
- Gete, Pedro, 2018, "Lending standards and macroeconomic dynamics," Working Paper Series, European Central Bank, number 2207, Nov.
- Dan Constantinescu, 2018, "New Challenges of Globalization in Pension Systems," Working papers, Ecological University of Bucharest, Department of Economics, number 01, Apr.
- Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018, "Hedging Labor Income Risk over the Life-Cycle," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 058, Dec.
- Giulia De Masi & Giorgio Ricchiuti, 2018, "EU FDI Network and Systemic Risks," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2018_27.rdf.
- Kubitza, Christian & Pelizzon, Loriana & Getmansky, Mila, 2018, "The pitfalls of central clearing in the presence of systematic risk," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 31/18.
- Nektarios Aslanidis & Aurelio F. Bariviera & Oscar Martinez-Iba~nez, 2018, "An analysis of cryptocurrencies conditional cross correlations," Papers, arXiv.org, number 1811.08365, Nov, revised Feb 2019.
- Rodolfo E. Manuelli & Juan M. Sanchez, 2018, "Endogenous Debt Maturity: Liquidity Risk vs. Default Risk," Working Papers, Federal Reserve Bank of St. Louis, number 2018-34, Oct, DOI: 10.20955/wp.2018.034.
- Gulesci, Selim & Battaglia, Marianna & Madestam, Andreas, 2018, "Repayment Flexibility and Risk Taking: Experimental Evidence from Credit Contracts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13329, Nov.
- Abdullah, Azrul & Ku Ismail, Ku Nor Izah, 2017, "Companies’ Characteristics and the Choice of Hedge Accounting for Derivatives Reporting: Evidence from Malaysian Listed Companies," MPRA Paper, University Library of Munich, Germany, number 90213, Jun.
- Degryse, Hans & Karapetyan, Artashes & ,, 2018, "To Ask or Not To Ask? Bank Capital Requirements and Loan Collateralization," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13331, Nov.
- Alexis Louaas & Pierre Picard, 2018, "Optimal insurance coverage of low probability-high severity risks," Working Papers, HAL, number hal-01924408, Nov.
- O'Brien, Martin & Wosser, Michael, 2018, "An Early Warning System for Systemic Banking Crises: A Robust Model Specification," Research Technical Papers, Central Bank of Ireland, number 9/RT/18, Sep.
- Ulrik W. Nash, 2018, "Fair Odds for Noisy Probabilities," Papers, arXiv.org, number 1811.12516, Nov.
- Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 90110, Sep, revised 16 Nov 2018.