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Report NEP-RMG-2020-03-16
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:
- Jiri Panos & Petr Polak, 2019, "How to Improve the Model Selection Procedure in a Stress-testing Framework," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/9, Dec.
- Fernandez Lafuerza,Luis Gonzalo & Serven,Luis, 2019, "Swept by the Tide ? The International Comovement of Capital Flows," Policy Research Working Paper Series, The World Bank, number 8787, Mar.
- Tursoy, Turgut & Berk, Niyazi, 2020, "Stock Return and Risk Premium: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 98877, Mar.
- Lefebvre, Marianne & Midler, Estelle & Bontems, Philippe, 2020, "Adoption of environmentally-friendly agricultural practices with background risk: experimental evidence," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1079, Mar.
- Romain Gauchon & Stéphane Loisel & Jean-Louis Rullière & Julien Trufin, 2020, "Optimal prevention strategies in the classical risk model," Post-Print, HAL, number hal-02314899, Feb, DOI: 10.1016/j.insmatheco.2020.02.003.
- Michael Pinelis & David Ruppert, 2020, "Machine Learning Portfolio Allocation," Papers, arXiv.org, number 2003.00656, Mar, revised Nov 2021.
- Kristoffer Andersson & Cornelis Oosterlee, 2020, "A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options," Papers, arXiv.org, number 2003.01977, Mar, revised Sep 2020.
- Jose J. Canals-Cerda, 2020, "From Incurred Loss to Current Expected Credit Loss (CECL): A Forensic Analysis of the Allowance for Loan Losses in Unconditionally Cancelable Credit Card Portfolios," Working Papers, Federal Reserve Bank of Philadelphia, number 20-09, Mar, DOI: 10.21799/frbp.wp.2020.09.
- Ceballos, Francisco & Kramer, Berber, 2019, "From index to indemnity insurance using digital technology: Demand for picture-based crop insurance," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1890.
- Dräger, Lena & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2020, "The Long Memory of Equity Volatility and the Macroeconomy: International Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-667, Feb.
- Mendez Ramos,Fabian, 2019, "Uncertainty in Ex-Ante Poverty and Income Distribution : Insights from Output Growth and Natural Resource Country Typologies," Policy Research Working Paper Series, The World Bank, number 8841, May.