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Report NEP-RMG-2020-01-06
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:
- Arthur Charpentier & Emmanuel Flachaire, 2019, "Pareto models for risk management," Papers, arXiv.org, number 1912.11736, Dec.
- Mohamed Arbi Madani & Zied Ftiti, 2019, "The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold," Papers, arXiv.org, number 1912.12590, Dec.
- Item repec:dnb:dnbwpp:661 is not listed on IDEAS anymore
- Xiao, Tim, 2019, "The Valuation of Credit Default Swap with Counterparty Risk and Collateralization," SocArXiv, Center for Open Science, number 3pzyv, May, DOI: 10.31219/osf.io/3pzyv.
- Item repec:imf:imfscr:19/359 is not listed on IDEAS anymore
- Putra, Yanda Eka & Susanto, Romi, 2019, "Analisa Penerapan Manajemen Risiko Bagian Kredit Pada Pt. Bank Perkreditan Rakyat (Bpr) Lengayang Cabang Surantih," OSF Preprints, Center for Open Science, number kdf7j, May, DOI: 10.31219/osf.io/kdf7j.
- Gilad Sorek & T. Randolph Beard, 2019, "Background Risk and Insurance Take-up under Limited Liability," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2019-05, Dec.
- Mogens Fosgerau & Dennis Kristensen, 2019, "Identification of a class of index models: A topological approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP52/19, Oct.
- José P. Dapena & Juan A. Serur & Julián R. Siri, 2019, "Risk on-Risk off: A regime switching model for active portfolio management," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 706, Dec.
- Zachary Feinstein & Andreas Sojmark, 2019, "A Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field," Papers, arXiv.org, number 1912.08695, Dec.
- Damian Jelito & Marcin Pitera & {L}ukasz Stettner, 2019, "Long-run risk sensitive impulse control," Papers, arXiv.org, number 1912.02488, Dec, revised Apr 2020.
- Torsvik, Gaute & Raaum, Oddbjørn & Løyland, Knut & Øvrum, Arnstein, 2019, "Compliance effects of risk-based tax audits," OSF Preprints, Center for Open Science, number 6u3ns, Apr, DOI: 10.31219/osf.io/6u3ns.
- Syed Abul, Basher, 2019, "Oil and other energy commodities," MPRA Paper, University Library of Munich, Germany, number 97318, Dec.
- Kevin Kuo, 2019, "Generative Synthesis of Insurance Datasets," Papers, arXiv.org, number 1912.02423, Dec, revised Aug 2020.
- Item repec:imf:imfscr:19/360 is not listed on IDEAS anymore
- Alessandro Doldi & Marco Frittelli, 2019, "Multivariate Systemic Optimal Risk Transfer Equilibrium," Papers, arXiv.org, number 1912.12226, Dec, revised Oct 2021.
- Clancy, Daragh & Dunne, Peter G. & Filiani, Pasquale, 2019, "Liquidity and tail-risk interdependencies in the euro area sovereign bond market," Research Technical Papers, Central Bank of Ireland, number 11/RT/19, Oct.