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Report NEP-RMG-2019-01-28
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:
- Jan Dhaene & Roger J. A. Laeven & Yiying Zhang, 2019, "Systemic Risk: Conditional Distortion Risk Measures," Papers, arXiv.org, number 1901.04689, Jan, revised Jan 2019.
- Sanjiv R. Das & Kris James Mitchener & Angela Vossmeyer, 2018, "Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression," CESifo Working Paper Series, CESifo, number 7425.
- M’hamed Gaîgi & Stéphane Goutte & Idris Kharroubi & Thomas Lim, 2019, "Optimal risk management problem of natural resources: Application to oil drilling," Working Papers, HAL, number halshs-01968000, Jan.
- Heller, Yuval & Peleg Lazar, Sharon & Raviv, Alon, 2019, "Banks Risk Taking and Creditors Bargaining Power," MPRA Paper, University Library of Munich, Germany, number 91381, Jan.
- Halkos, George & Tsirivis, Apostolos, 2019, "Using Value-at-Risk for effective energy portfolio risk management," MPRA Paper, University Library of Munich, Germany, number 91674, Jan.
- Sandhya Devi, 2019, "Financial Portfolios based on Tsallis Relative Entropy as the Risk Measure," Papers, arXiv.org, number 1901.04945, Jan, revised Mar 2019.
- Döttling, Robin, 2019, "Bank Capital Regulation in a Zero Interest Environment," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 191028.
- Xie, Zhuang, 2018, "Research Of Operatinoal Risk Management And Its Determinants: An Analysis Of Hua Xia Bank In China," MPRA Paper, University Library of Munich, Germany, number 90568, Dec.
- Mahmoud Fatouh & Ayowande McMunn, 2019, "Shareholder risk-taking incentives in the presence of contingent capital," Bank of England working papers, Bank of England, number 775, Jan.
- Manuel Ammann & Sebastian Fischer & Florian Weigert, 2018, "Risk Factor Exposure Variation and Mutual Fund Performance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1817, Aug, revised Nov 2018.
- Junbeom Lee & Stephan Sturm & Chao Zhou, 2019, "A Risk-Sharing Framework of Bilateral Contracts," Papers, arXiv.org, number 1901.03874, Jan, revised Dec 2019.
- Mark Schneider, 2018, "Modeling Interactions between Risk, Time, and Social Preferences," Working Papers, Chapman University, Economic Science Institute, number 18-19.
- Martin Tegn'er & Stephen Roberts, 2019, "A Probabilistic Approach to Nonparametric Local Volatility," Papers, arXiv.org, number 1901.06021, Jan, revised Jan 2019.
- Mankart, Jochen & Michaelides, Alexander & Pagratis, Spyros, 2018, "Bank capital buffers in a dynamic model," Discussion Papers, Deutsche Bundesbank, number 51/2018.
- Turan G. Bali & Florian Weigert, 2018, "Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1827, Dec.
- Uri Carl & Anthony M. Diercks, 2019, "A Simple Macro-Finance Measure of Risk Premia in Fed Funds Futures," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2019-01-08, Jan, DOI: 10.17016/2380-7172.2305.