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Report NEP-RMG-2020-05-25
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:
- Lubberink, Martien, 2020, "Max Headroom: Discretionary Capital Buffers and Bank Risk," MPRA Paper, University Library of Munich, Germany, number 100445, May.
- Mateusz Buczyński & Marcin Chlebus, 2020, "Size does matter. A study on the required window size for optimal quality market risk models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-09.
- Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Soto, Paul, 2020, "Stressed Banks? Evidence from the Largest-Ever Supervisory Review," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 217048.
- Mario Cerrato & Paolo Coccorese & Xuan Zhang, 2020, "The Informational Content of Default Risk in UK Insurance Firms," Working Papers, Business School - Economics, University of Glasgow, number 2020_06, Feb.
- Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2020, "The Variance Risk Premium in Equilibrium Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 27108, May.
- Item repec:hal:pseptp:halshs-02516413 is not listed on IDEAS anymore
- Yuval Heller & Amnon Schreiber, 2020, "Short-Term Investments and Indices of Risk," Papers, arXiv.org, number 2005.06576, May.
- Thomas Url & Serguei Kaniovski, 2020, "The Potential Capital Requirement for a Minimum Prices Insurance Scheme for Wheat, Maize, and Rape Seed," WIFO Working Papers, WIFO, number 601, May.
- Monica Billio & Michele Costola & Loriana Pelizzon & Max Riedel, 2020, "Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:06.
- Daron Acemoglu & Victor Chernozhukov & Iván Werning & Michael D. Whinston, 2020, "Optimal Targeted Lockdowns in a Multi-Group SIR Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 27102, May.
- Lux, Thomas, 2020, "Can heterogeneous agent models explain the alleged mispricing of the S&P 500?," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2020-03.
- Ben-Zhang Yang & Xin-Jiang He & Song-Ping Zhu, 2020, "Continuous time mean-variance-utility portfolio problem and its equilibrium strategy," Papers, arXiv.org, number 2005.06782, May, revised Nov 2020.