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Report NEP-RMG-2022-08-08
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:
- Xia Han & Liyuan Lin & Ruodu Wang, 2022, "Diversification quotients: Quantifying diversification via risk measures," Papers, arXiv.org, number 2206.13679, Jun, revised Jul 2024.
- Kurter, Zeynep O., 2022, "How macroeconomic conditions affect systemic risk in the short and long-run?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1407.
- Anand Deo & Karthyek Murthy & Tirtho Sarker, 2022, "Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk," Papers, arXiv.org, number 2206.12835, Jun.
- Item repec:hal:wpaper:hal-03671943 is not listed on IDEAS anymore
- Boris David & Gilles Zumbach, 2022, "Multivariate backtests and copulas for risk evaluation," Papers, arXiv.org, number 2206.03896, Jun, revised Nov 2023.
- Griff, Lance, 2022, "Managing Weather Risks Using Regenerative Ag and Crop Insurance," Agricultural Outlook Forum 2022, United States Department of Agriculture, Agricultural Outlook Forum, number 321109, Feb, DOI: 10.22004/ag.econ.321109.
- Hugo Inzirillo & Stanislas de Quenetain, 2022, "Managing Risk in DeFi Portfolios," Papers, arXiv.org, number 2205.14699, May, revised Sep 2022.
- Alessio Ciullo & Eric Strobl & Simona Meiler & Olivia Martius & David N. Bresch, 2022, "Increasing countries financial resilience through global catastrophe risk pooling," Papers, arXiv.org, number 2206.13895, Jun.
- Daiwei Zhu & Weiwei Shen & Annarita Giani & Saikat Ray Majumder & Bogdan Neculaes & Sonika Johri, 2022, "Copula-based Risk Aggregation with Trapped Ion Quantum Computers," Papers, arXiv.org, number 2206.11937, Jun.
- Borman, Julia, 2022, "Assessing the Risk of Climate Change Using Extreme Event Models," Agricultural Outlook Forum 2022, United States Department of Agriculture, Agricultural Outlook Forum, number 321108, Feb, DOI: 10.22004/ag.econ.321108.
- Kenza Bennis & Khadija Benazzi, 2022, "Risk management in the context of the COVID19 crisis: The case of the University Hospital Center (CHU) Mohamed VI of Marrakech
[Le management du risque en contexte de la crise COVID19 : le cas du Centre Hospitalier Universitaire (CHU) Mohamed VI d," Post-Print, HAL, number hal-03692700, May, DOI: 10.5281/zenodo.6582491. - Anish Rai & Salam Rabindrajit Luwang & Md Nurujjaman & Chittaranjan Hens & Pratyay Kuila & Kanish Debnath, 2022, "Detection and Forecasting of Extreme event in Stock Price Triggered by Fundamental, Technical, and External Factors," Papers, arXiv.org, number 2206.13860, Jun, revised Apr 2023.
- Finger, Robert & Wüpper, David & McCallum, Chloe, 2022, "The (in)stability of farmers’ risk preferences," 96th Annual Conference, April 4-6, 2022, K U Leuven, Belgium, Agricultural Economics Society - AES, number 321196, Apr, DOI: 10.22004/ag.econ.321196.
- Menconi, Denise, 2022, "Art as investment," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 557, May.