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Report NEP-RMG-2022-07-18
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:
- International Association of Deposit Insurers, 2020, "Risk Management and Internal Control System of Deposit Insurers," IADI Guidance Papers, International Association of Deposit Insurers, number 20-12, Dec.
- Chiara Mio & Marco Fasan & Carlo Marcon & Silvia Panfilo, 2022, "Exploring Corporate Crisis Communication after COVID-19: The Role of Enterprise Risk Management in (Re)Building Trust," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 05, May.
- Ben Salem, Ameni & Safer, Imene & Khefacha, Islem, 2022, "Value-at-Risk (VAR) Estimation Methods: Empirical Analysis based on BRICS Markets," MPRA Paper, University Library of Munich, Germany, number 113350, Feb, revised May 2022.
- Katia Colaneri & Julia Eisenberg & Benedetta Salterini, 2022, "Some Optimisation Problems in Insurance with a Terminal Distribution Constraint," Papers, arXiv.org, number 2206.04680, Jun.
- Aleksy Leeuwenkamp, 2022, "Making heads or tails of systemic risk measures," Papers, arXiv.org, number 2206.02582, Jun, revised Apr 2023.
- Michel Denuit & Jan Dhaene & Christian Y Robert, 2021, "Risk-sharing Rules and their properties with applications to peer-to-peer insurance," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 689055, Nov.
- Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022, "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers, University of Pretoria, Department of Economics, number 202232, Jun.
- David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022, "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers, University of Pretoria, Department of Economics, number 202228, Jun.
- Bier, Tobias, 2022, "A Network Perspective in Supply Chain Risk Management," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 132717.
- Nicklas Werge & Olivier Wintenberger, 2022, "AdaVol: An Adaptive Recursive Volatility Prediction Method," Post-Print, HAL, number hal-02733439, DOI: 10.1016/j.ecosta.2021.01.004.
- Marcel Fafchamps & Aditya Shrinivas, 2022, "Risk Pooling and Precautionary Saving in Village Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 30128, Jun.
- Qiang Liu & Yingtao Luo & Shu Wu & Zhen Zhang & Xiangnan Yue & Hong Jin & Liang Wang, 2022, "RMT-Net: Reject-aware Multi-Task Network for Modeling Missing-not-at-random Data in Financial Credit Scoring," Papers, arXiv.org, number 2206.00568, Jun.
- Luciano Somoza & Antoine Didisheim, 2022, "The End of the Crypto-Diversification Myth," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-53, Jun.
- Benjamin Avanzi & Yanfeng Li & Bernard Wong & Alan Xian, 2022, "Ensemble distributional forecasting for insurance loss reserving," Papers, arXiv.org, number 2206.08541, Jun, revised Jun 2024.
- Luciano Campos & Danilo Leiva-León & Steven Zapata- Álvarez, 2022, "Latin American Falls, Rebounds and Tail Risks," Borradores de Economia, Banco de la Republica de Colombia, number 1201, Jun, DOI: 10.32468/be.1201.
- Laurence Barry & Arthur Charpentier, 2022, "The Fairness of Machine Learning in Insurance: New Rags for an Old Man?," Papers, arXiv.org, number 2205.08112, May.