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Report NEP-RMG-2022-04-04
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:
- Matyas Barczy & Fanni K. Ned'enyi & L'aszl'o SutH{o}, 2022, "Probability equivalent level of Value at Risk and higher-order Expected Shortfalls," Papers, arXiv.org, number 2202.09770, Feb, revised Nov 2022.
- Christian Kubitza & Nicolaus Grochola & Helmut Gründl, 2022, "Life Insurance Convexity," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 154, Mar.
- Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022, "Risk Transmission between Green Markets and Commodities," Working Papers, Copenhagen Business School, Department of Economics, number 2-2022, Feb.
- Giuseppe Cascarino & Mirko Moscatelli & Fabio Parlapiano, 2022, "Explainable Artificial Intelligence: interpreting default forecasting models based on Machine Learning," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 674, Mar.
- Chao Zhang & Yihuang Zhang & Mihai Cucuringu & Zhongmin Qian, 2022, "Volatility forecasting with machine learning and intraday commonality," Papers, arXiv.org, number 2202.08962, Feb, revised Feb 2023.
- Taras Bodnar & Nestor Parolya & Erik Thors'en, 2022, "Two is better than one: Regularized shrinkage of large minimum variance portfolio," Papers, arXiv.org, number 2202.06666, Feb.
- Adachi, Yuko & Iwasaki, Ichiro, 2022, "Legal Weakness, Investment Risks, and Distressed Acquisitions: Evidence from Russian Regions," RRC Working Paper Series, Russian Research Center, Institute of Economic Research, Hitotsubashi University, number 98, Mar.
- Javier Hidalgo & Heejun Lee & Heejun Lee & Jungyoon Lee & Myung Hwan Seo, 2021, "Minimax Risk in Estimating Kink Threshold and Testing," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 622, Sep.
- Mr. John D Brondolo & Annette Chooi & Trevor Schloss & Anthony Siouclis, 2022, "Compliance Risk Management: Developing Compliance Improvement Plans," IMF Technical Notes and Manuals, International Monetary Fund, number 2022/001, Mar.
- Minkah, Richard & de Wet, Tertius & Ghosh, Abhik, 2022, "Robust Extreme Quantile Estimation for Pareto-Type tails through an Exponential Regression Model," AfricArxiv, Center for Open Science, number hf7vk, Mar, DOI: 10.31219/osf.io/hf7vk.
- 子, 鬼谷, 2020, "Index Futures Introduction And Stock Market Volatility: Empirical Study In Vietnam," OSF Preprints, Center for Open Science, number kvpnz, Nov, DOI: 10.31219/osf.io/kvpnz.
- McDermott, John & Allison-Reumann, Laura, 2022, "Building more resilient food systems: Lessons and policy recommendations from the COVID-19 pandemic," Other briefs, International Food Policy Research Institute (IFPRI), number February 2022.
- Martin Hodula & Milan Szabo & Lukas Pfeifer & Martin Melecky, 2022, "Cooling the Mortgage Loan Market: The Effect of Recommended Borrower-Based Limits on New Mortgage Lending," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/3, Mar.