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Report NEP-RMG-2019-04-22
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:
- Rustom M. Irani & Rajkamal Iyer & Ralf R. Meisenzahl & José-Luis Peydró, 2018, "The rise of shadow banking: evidence from capital regulation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1652, Apr, revised Jul 2020.
- Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman, 2019, "Bayesian Risk Forecasting for Long Horizons," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-018/III, Feb.
- Fei Sun & Jingchao Li & Jieming Zhou, 2018, "Dynamic risk measures for fluctuations in market volatility under Bochner-Lebesgue spaces," Papers, arXiv.org, number 1806.01166, Jun, revised Jan 2026.
- Fei Sun & Yijun Hu, 2018, "Quasiconvex risk measures with markets volatility," Papers, arXiv.org, number 1806.08701, Jun, revised Jun 2019.
- Ding, Dong & Sickles, Robin C., 2018, "Capital Regulation, Efficiency, and Risk Taking: A Spatial Panel Analysis of U.S. Banks," Working Papers, Rice University, Department of Economics, number 18-004, Jul.
- Hyeongwoo Kim & Kyunghwan Ko, 2019, "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2019-03, Apr.
- Xiaochuan Deng & Fei Sun, 2019, "Regulator-based risk statistics for portfolios," Papers, arXiv.org, number 1904.08829, Apr, revised Jun 2020.
- Runjie Xu & Chuanmin Mi & Rafal Mierzwiak & Runyu Meng, 2019, "Complex Network Construction of Internet Financial risk," Papers, arXiv.org, number 1904.06640, Apr, revised Aug 2019.
- Ding, Dong & Sickles, Robin C., 2018, "Frontier Efficiency, Capital Structure, and Portfolio Risk: An Empirical Analysis of U.S. Banks," Working Papers, Rice University, Department of Economics, number 18-005, Jun.
- Betzer, André & Limbach, Peter & Rau, P. Raghavendra & Schürmann, Henrik, 2021, "Till death (or divorce) do us part: Early-life family disruption and investment behavior," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 19-01, revised 2021.
- Ge, Shan & Weisbach, Michael S., 2019, "How Financial Management Affects Institutional Investors’ Portfolio Choices: Evidence from Insurers," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-6, Mar.
- Francesca Loria & Christian Matthes & Donghai Zhang, 2019, "Assessing Macroeconomic Tail Risk," Working Paper, Federal Reserve Bank of Richmond, number 19-10, Apr.
- Croce, Mariano & Nguyen, Thien & Raymond, Steve, 2018, "Persistent Government Debt and Risk Distribution," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-02, Nov.
- Bikramjit Das & Vicky Fasen-Hartmann & Claudia Kluppelberg, 2019, "Tail probabilities of random linear functions of regularly varying random vectors," Papers, arXiv.org, number 1904.06824, Apr, revised Jun 2020.
- Gollier, Christian, 2019, "A general theory of risk apportionment," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1003, Apr.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019, "New Results for Additive and Multiplicative Risk Apportionment," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1915.
- Bekhtiar, Karim & Fessler, Pirmin & Lindner, Peter, 2019, "Risky assets in Europe and the US: risk vulnerability, risk aversion and economic environment," Working Paper Series, European Central Bank, number 2270, Apr.
- Wenyuan Wang & Zhimin Zhang, 2019, "Optimal loss-carry-forward taxation for L\'{e}vy risk processes stopped at general draw-down time," Papers, arXiv.org, number 1904.08029, Apr.
- Marco Rogna & Günter Schamel & Alex Weissensteiner, 2019, "Choosing between Hail Insurance and Anti-Hail Nets: A Simple Model and a Simulation among Apples Producers in South Tyrol," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS62, Apr.
- Morrison, William G. & Oxoby, Robert J., 2019, "Asset Integration, Risk Taking and Loss Aversion in the Laboratory," IZA Discussion Papers, IZA Network @ LISER, number 12268, Mar.
- Pierre Henry-Labordere, 2019, "From (Martingale) Schrodinger bridges to a new class of Stochastic Volatility Models," Working Papers, HAL, number hal-02090807, Apr.