Report NEP-RMG-2020-07-13

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:

• Tim Schmitz & Ingo Hoffmann, 2020, "Re-evaluating cryptocurrencies' contribution to portfolio diversification -- A portfolio analysis with special focus on German investors," Papers, arXiv.org, number 2006.06237, Jun, revised Aug 2020.
• Harrison Hong & Neng Wang & Jinqiang Yang, 2020, "Implications of Stochastic Transmission Rates for Managing Pandemic Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 27218, May.
• Bartram, Söhnke & Branke, Jürgen & Motahari, Mehrshad, 2020, "Artificial Intelligence in Asset Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14525, Mar.
• Mishra, Abinash & Srivastava, Pranjal & Chakrabarti, Anindya S., 2020, "'Too central to fail' firms in bi-layered financial networks: Evidence of linkages from the US corporate bond and stock markets," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2020-06-02, Jun.
• Selene Perazzini, 2020, "Public-Private Partnership in the Management of Natural Disasters: A Review," Papers, arXiv.org, number 2006.05845, Jun.
• Eduardo Zambrano, 2019, "Risk attitudes over small and large stakes recalibrated," Working Papers, California Polytechnic State University, Department of Economics, number 1906.
• van Wijnbergen, Sweder & Fatouh, Mahmoud & Neamtu, Ioana, 2020, "Risk-Taking, Competition and Uncertainty: Do CoCo Bonds Increase the Risk Appetite of Banks?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14530, Mar.
• Holtemöller, Oliver & Muradoglu, Yaz Gulnur, 2020, "Corona shutdown and bankruptcy risk," IWH Online, Halle Institute for Economic Research (IWH), number 3/2020.
• Item repec:hal:wpaper:hal-02649025 is not listed on IDEAS anymore

• Alexander M. Chinco & Samuel M. Hartzmark & Abigail B. Sussman, 2020, "Necessary Evidence For A Risk Factor’s Relevance," NBER Working Papers, National Bureau of Economic Research, Inc, number 27227, May.
• Mrs. Oana M Croitoru & Mr. Marc C Dobler & Johan Molin, 2018, "Resolution Funding: Who Pays When Financial Institutions Fail?," IMF Technical Notes and Manuals, International Monetary Fund, number 2018/001, Aug.
• Selene Perazzini & Giorgio Stefano Gnecco & Fabio Pammolli, 2020, "A Public-Private Insurance Model for Natural Risk Management: an Application to Seismic and Flood Risks on Residential Buildings in Italy," Papers, arXiv.org, number 2006.05840, Jun.
• Item repec:hal:wpaper:hal-02733439 is not listed on IDEAS anymore

• Ludwig, Alexander & Busch, Christopher, 2020, "Higher-Order Income Risk over the Business Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14538, Mar.
• Dmitry B. Rokhlin, 2020, "Relative utility bounds for empirically optimal portfolios," Papers, arXiv.org, number 2006.05204, Jun.
• Olivia S. Mitchell, 2020, "Building Better Retirement Systems in the Wake of the Global Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 27261, May.
• Gonzalo Asis & Anusha Chari & Adam Haas, 2020, "In Search of Distress Risk in Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 27213, May.
• Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019, "The Role of Corporate Governance and Estimation Methods in Predicting Bankruptcy," Working Papers in Economics, University of Waikato, number 19/16, Jul.
• Paciello, Luigi & Michelacci, Claudio, 2020, "Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14557, Apr.
• Brice Corgnet & Camille Cornand & Nobuyuki Hanaki, 2020, "Negative Tail Events, Emotions & Risk Taking," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 2016.
• Zechner, Josef & Cejnek, Georg & Randl, Otto, 2020, "The Covid-19 Pandemic and Corporate Dividend Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14571, Apr.
• Gandal, Neil & Riordan, Michael & Bublil, Shalom, 2020, "A New Approach to Quantifying, Reducing and Insuring Cyber Risk: Preliminary Analysis and Proposal for Further Research," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14461, Mar.
• Eurilton Araujo & Ricardo D. Brito & Antonio Z. Sanvicente, 2020, "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_06, Jun.
• Mark Paddrik & Simpson Zhang, 2020, "Central Counterparty Default Waterfalls and Systemic Loss," Working Papers, Office of Financial Research, US Department of the Treasury, number 20-04, Jun.
• David Altig & Scott R. Baker & Jose Maria Barrero & Nicholas Bloom & Philip Bunn & Scarlet Chen & Steven J. Davis & Julia Leather & Brent H. Meyer & Emil Mihaylov & Paul Mizen & Nicholas B. Parker & T, 2020, "Economic Uncertainty Before and During the COVID-19 Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 27418, Jun.
• Favero, Carlo A. & Melone, Alessandro, 2020, "Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14417, Feb.
• Ho Fai Chan & Ahmed Skali & David Savage & David Stadelmann & Benno Torgler, 2020, "Risk Attitudes and Human Mobility during the COVID-19 Pandemic," Papers, arXiv.org, number 2006.06078, Jun.
• Delis, Manthos & Savva, Christos & Theodossiou, Panayiotis, 2020, "A Coronavirus Asset Pricing Model: The Role of Skewness," MPRA Paper, University Library of Munich, Germany, number 100877, Jun.
• Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores & Laeven, Luc, 2020, "Growth-and-Risk Trade-off," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14492, Mar.
• Ariel Neufeld & Antonis Papapantoleon & Qikun Xiang, 2020, "Model-free bounds for multi-asset options using option-implied information and their exact computation," Papers, arXiv.org, number 2006.14288, Jun, revised Jan 2022.
• Irene Monasterolo & Monica Billio & Stefano Battiston, 2020, "The importance of compound risk in the nexus of COVID-19, climate change and finance," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:15.
• William C. Horrace & Yulong Wang, 2020, "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 230, Jun.

Report NEP-RMG-2020-07-13

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: