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Report NEP-RMG-2019-04-15
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:
- Valeria Bignozzi & Matteo Burzoni & Cosimo Munari, 2018, "Risk Measures Based on Benchmark Loss Distributions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-48, Jan, revised Nov 2018.
- Florent Gallien & Serge Kassibrakis & Semyon Malamud, 2018, "Hedge or Rebalance: Optimal Risk Management with Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-60, Aug.
- Abdelbary, Amr, 2019, "Changing The Game; New Framework Of Capital Adequacy Ratio," MPRA Paper, University Library of Munich, Germany, number 93072, Mar.
- Yoshiharu Sato, 2019, "Model-Free Reinforcement Learning for Financial Portfolios: A Brief Survey," Papers, arXiv.org, number 1904.04973, Apr, revised May 2019.
- Moradia, Abha & Mehta, Ashish C., 2018, "Analyzing gold returns: Indian perspective," MPRA Paper, University Library of Munich, Germany, number 92989, Aug.
- Nataliya Gerasimova & Eric Jondeau, 2018, "Strategic Interaction between Hedge Funds and Prime Brokers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-54, Aug.
- Matteo Brachetta & Claudia Ceci, 2019, "Optimal excess-of-loss reinsurance for stochastic factor risk models," Papers, arXiv.org, number 1904.05422, Apr.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2019, "Absolute Momentum, Sustainable Withdrawal Rates and Glidepath Investing in US Retirement Portfolios from 1925," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-31, Apr.
- Kris Boudt & Dries Cornilly & Tim Verdonck, 2019, "Nearest Comoment Estimation With Unobserved Factors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/970, Apr.
- Julian Holzermann, 2019, "Term Structure Modeling under Volatility Uncertainty," Papers, arXiv.org, number 1904.02930, Apr, revised Sep 2021.
- Pierre Henry-Labordere, 2019, "From (Martingale) Schrodinger bridges to a new class of Stochastic Volatility Models," Papers, arXiv.org, number 1904.04554, Apr.
- Marc Lassagne & Laurent Dehouck, 2018, "Risks and strategic opportunities of a new technology cluster: Distributed digital ledgers
[Risques et opportunités stratégiques d'une nouvelle grappe technologique : Les registres distribués numér," Post-Print, HAL, number hal-02074330, Oct. - Item repec:pra:mprapa:92856 is not listed on IDEAS anymore
- Minhaj Mahmud & Yasuyuki Sawada & Eiji Yamada, 2019, "Willingness to Pay for Mortality Risk Reduction from Air Quality Improvement: Evidence from Urban Bangladesh," Working Papers, JICA Research Institute, number 190, Mar, DOI: 10.18884/00000977.
- Maggiori, Matteo & Ströbel, Johannes & Giglio, Stefano & Utkus, Stephen P., 2019, "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13657, Apr.
- Virginie Borsa, 2018, "Risk Management For Connect Project (Factory Of The Future)
[La Maitrise Des Risques Dans Le Projet Connect (Usine Du Futur)]," Post-Print, HAL, number hal-02072700, Oct. - Eric Rosengren, 2019, "Risk management in monetary policymaking: remarks to the National Association of Corporate Directors, New England Chapter, Boston, Massachusetts, March 5, 2019," Speech, Federal Reserve Bank of Boston, number 141, Mar.
- Hasan Fallahgoul & Loriano Mancini & Stoyan V. Stoyanov, 2018, "Model Risk and Disappointment Aversion," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-65, Jul.
- James Andreoni & Amalia Di Girolamo & John A. List & Claire Mackevicius & Anya Samek, 2019, "Risk Preferences of Children and Adolescents in Relation to Gender, Cognitive Skills, Soft Skills, and Executive Functions," NBER Working Papers, National Bureau of Economic Research, Inc, number 25723, Apr.
- Dimitrios Bakas & Athanasios Triantafyllou, 2018, "The Impact of Uncertainty Shocks on the Volatility of Commodity Prices," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2018/02, Jan.
- James B. Bullard, 2018, "Exchange Rate Volatility and Cryptocurrencies: a panel discussion at the 2018 BOJ-IMES Conference, Central Banking in a Changing World, Tokyo, Japan," Speech, Federal Reserve Bank of St. Louis, number 311, May.