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Report NEP-RMG-2019-05-27
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:
- Ralf R. Meisenzahl & Rustom M. Irani & Rajkamal Iyer & José-Luis Peydró, 2019, "The Rise of Shadow Banking: Evidence from Capital Regulation," Working Papers, Barcelona School of Economics, number 1098, May.
- Karel Janda & Jakub Kourilek, 2019, "Residual Shape Risk on Natural Gas Market with Mixed Jump Diffusion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-34, May.
- Samuel Asante Gyamerah & Philip Ngare & Dennis Ikpe, 2019, "Hedging crop yields against weather uncertainties -- a weather derivative perspective," Papers, arXiv.org, number 1905.07546, May, revised Aug 2019.
- Ströbel, Johannes & Engle, Robert & Giglio, Stefano & Kelly, Bryan & Lee, Heebum, 2019, "Hedging Climate Change News," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13730, May.
- Item repec:imf:imfwpa:19/85 is not listed on IDEAS anymore
- Lambrecht, Bart & Tse, Alex, 2019, "Liquidation, bailout, and bail-in: Insolvency resolution mechanisms and bank lending," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13734, May.
- Min Shu & Wei Zhu, 2019, "Real-time Prediction of Bitcoin Bubble Crashes," Papers, arXiv.org, number 1905.09647, May, revised Jun 2019.
- Maria Teresa Medeiros Garcia & Gonçalo Liberal, 2019, "The impact of hedge fund indices on portfolio performance," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/85, May.
- Min Shu & Wei Zhu, 2019, "Detection of Chinese Stock Market Bubbles with LPPLS Confidence Indicator," Papers, arXiv.org, number 1905.09640, May, revised Jun 2019.
- Beetsma, Roel & Chen, Damiaan & van Wijnbergen, Sweder, 2019, "Unhedgeable Inflation Risk within Pension Schemes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13742, May.
- Crick, Florence & Jenkins, Katie & Surminski, Swenja, 2018, "Strengthening insurance partnerships in the face of climate change: insights from an agent-based model of flood insurance in the UK," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87669, Sep.
- Mohammed Berkhouch & Ghizlane Lakhnati & Marcelo Brutti Righi, 2019, "Spectral risk measures and uncertainty," Papers, arXiv.org, number 1905.07716, May.
- Laura Ballotta & Ernst Eberlein & Thorsten Schmidt & Raghid Zeineddine, 2019, "Variable annuities in a L\'evy-based hybrid model with surrender risk," Papers, arXiv.org, number 1905.09596, May.
- Eric Benhamou & David Saltiel & Beatrice Guez & Nicolas Paris, 2019, "Testing Sharpe ratio: luck or skill?," Papers, arXiv.org, number 1905.08042, May, revised May 2019.
- Pierre-Andre Chiappori & Bernard Salanie & Francois Salanie & Amit Gandhi, 2019, "From aggregate betting data to individual risk preferences," Post-Print, HAL, number hal-02121859, DOI: 10.3982/ECTA11165.
- Myroslav Pidkuyko & Raffaele Rossi & Klaus Reiner Schenk-Hoppé, 2019, "The Resolution of Long-Run Risk," Economics Discussion Paper Series, Economics, The University of Manchester, number 1908.
- Gil-Alana, Luis A. & Mudida, Robert & Yaya, OlaOluwa S & Osuolale, Kazeem & Ogbonna, Ephraim A, 2019, "Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach," MPRA Paper, University Library of Munich, Germany, number 93941, Mar.
- Item repec:imf:imfscr:19/120 is not listed on IDEAS anymore
- Item repec:imf:imfscr:19/121 is not listed on IDEAS anymore