Report NEP-RMG-2019-12-16

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:

• Phoon, Chin Pei, 2019, "An Overview Of Corporate Governance With Risk Management Insight Of Mcdonald," MPRA Paper, University Library of Munich, Germany, number 97197, Oct, revised 18 Nov 2019.
• Convertino, Matteo & Annis, Antonio & Nardi, Fernando, 2019, "Information-theoretic Portfolio Decision Model for Optimal Flood Management," Earth Arxiv, Center for Open Science, number k5aut, Jun, DOI: 10.31219/osf.io/k5aut.
• Xiao, Tim, 2019, "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," SocArXiv, Center for Open Science, number 84xjn, Nov, DOI: 10.31219/osf.io/84xjn.
• Junjie Hu & Wolfgang Karl Hardle & Weiyu Kuo, 2019, "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," Papers, arXiv.org, number 1912.05228, Dec, revised Dec 2021.
• Kathrin Glau & Ricardo Pachon & Christian Potz, 2019, "Speed-up credit exposure calculations for pricing and risk management," Papers, arXiv.org, number 1912.01280, Dec.
• Jaehyun Kim & Hyungbin Park & Jonghwa Park, 2019, "Pricing and hedging short-maturity Asian options in local volatility models," Papers, arXiv.org, number 1911.12944, Nov, revised Apr 2024.
• Kogler, Michael, 2019, "Profit Taxation and Bank Risk Taking," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1918, Dec.
• Eric Benhamou & Beatrice Guez & Nicolas Paris1, 2019, "Omega and Sharpe ratio," Papers, arXiv.org, number 1911.10254, Oct.
• Sascha Tobias Wengerek & Benjamin Hippert & André Uhde, 2019, "Risk allocation through securitization - Evidence from non-performing loans," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 58, Sep.
• Waweru, Caroline & Nyikal, Rose & Busienei, John, 2019, "An assessment of factors determining choice of risk management strategies among smallholder dairy farmers in Murang’a county, Kenya," 2019 Sixth International Conference, September 23-26, 2019, Abuja, Nigeria, African Association of Agricultural Economists (AAAE), number 295925, Sep, DOI: 10.22004/ag.econ.295925.
• Ryuichiro Izumi, 2019, "Opacity: Insurance and Fragility," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2019-005, Dec.
• Kam Yan Hui, Jane Sarah, 2019, "Market Risk and Operational Risk Towards Company’s Profitability," MPRA Paper, University Library of Munich, Germany, number 97270, Nov, revised 26 Nov 2019.
• Item repec:spo:wpmain:info:hdl:2441/ps168627s85g86i5u1aj5akpm is not listed on IDEAS anymore

• Koichi Miyamoto & Kenji Shiohara, 2019, "Reduction of Qubits in Quantum Algorithm for Monte Carlo Simulation by Pseudo-random Number Generator," Papers, arXiv.org, number 1911.12469, Nov, revised Aug 2020.
• Elsner, James B. & Schroder, Zoe, 2019, "Tornado damage ratings estimated with cumulative logistic regression," Earth Arxiv, Center for Open Science, number k9wv6, Jul, DOI: 10.31219/osf.io/k9wv6.
• Alicia H. Munnell & Gal Wettstein & Wenliang Hou, 2019, "How Best to Annuitize Defined Contribution Assets?," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2019-13, Oct.
• Jaehyuk Choi & Lixin Wu, 2019, "The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model," Papers, arXiv.org, number 1911.13123, Nov, revised Jun 2021.
• Pierre Durand, 2019, "Determinants of banks' profitability: Do Basel III liquidity and capital ratios matter?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-24.
• Marcin Dec, 2019, "From point through density valuation to individual risk assessment in the discounted cash flows method," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 35.
• Ahmed, Osama & Sallan, Walid, 2019, "Proceedings: 3rd International Conference on Food and Agricultural Economics: EXPLORING THE DYNAMIC CORRELATION BETWEEN THE FUTURE WHEAT MARKETS AND EGYPTIAN SPOT PRICES," 3rd International Conference on Food and Agricultural Economics, April 25-26, 2019, Alanya, Turkey, International Conference on Food and Agricultural Economics, number 296768, Apr, DOI: 10.22004/ag.econ.296768.
• Tembei, Mbah Leslie & Molua, Ernest L. & Akamin, Ajapnwa, 2019, "Production risk and risk preference among small-scale pig enterprises in Southwestern Cameroon," 2019 Sixth International Conference, September 23-26, 2019, Abuja, Nigeria, African Association of Agricultural Economists (AAAE), number 295810, Sep, DOI: 10.22004/ag.econ.295810.
• Kaufmane, Dace & Eglite, Aija, 2019, "Proceedings: 3rd International Conference on Food and Agricultural Economics: RISK MANAGEMENT PROBLEMS AND SOLUTIONS IN RURAL TOURISM IN LATVIA," 3rd International Conference on Food and Agricultural Economics, April 25-26, 2019, Alanya, Turkey, International Conference on Food and Agricultural Economics, number 296784, Apr, DOI: 10.22004/ag.econ.296784.

Report NEP-RMG-2019-12-16

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: