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Report NEP-RMG-2022-10-10
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:
- Xiaochuan Pang & Shushang Zhu & Xueting Cui & Jiali Ma, 2022, "Systemic Risk of Optioned Portfolios: Controllability and Optimization," Papers, arXiv.org, number 2209.04685, Sep.
- Vladislav ?ehá?ek, 2022, "Implementation of risk management in small construction companies in Czechia," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 13615609, Jul.
- Georgios I. Papayiannis & Athanasios N. Yannacopoulos, 2022, "Convex Risk Measures for the Aggregation of Multiple Information Sources and Applications in Insurance," Papers, arXiv.org, number 2209.05211, Sep.
- Marcelo Brutti Righi & Fernanda Maria Muller & Marlon Ruoso Moresco, 2022, "A risk measurement approach from risk-averse stochastic optimization of score functions," Papers, arXiv.org, number 2208.14809, Aug, revised May 2023.
- Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu, 2022, "Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP," Papers, arXiv.org, number 2209.01910, Sep.
- Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2022, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 202240, Sep.
- Hammitt, James K., 2022, "Downside Risk Aversion vs Decreasing Absolute Risk Aversion: An Intuitive Exposition," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1359, Sep.
- Jukonis, Audrius, 2022, "Evaluating market risk from leveraged derivative exposures," Working Paper Series, European Central Bank, number 2722, Sep.
- Dirk Broeders & Leo de Haan & Jan Willem van den End, 2022, "How QE changes the nature of sovereign risk," Working Papers, DNB, number 737, Feb.
- Castro, M.F.; & Guccio, C.; & Romeo, D.;, 2022, "An assessment of physicians’ risk attitudes using laboratory and field data," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 22/26, Sep.
- Couaillier, Cyril & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Scopelliti, Alessandro, 2022, "How to release capital requirements during a pandemic? Evidence from euro area banks," Working Paper Series, European Central Bank, number 2720, Sep.
- Shen Yap & Hui-Shan Lee & Ping-Xin Liew, 2022, "The integration of life and non-life insurance in financial inclusion index," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 13015540, Jul.
- Jiong Liu & R. A. Serota, 2022, "Rethinking Generalized Beta Family of Distributions," Papers, arXiv.org, number 2209.05225, Sep.
- Ali Zeytoon-Nejad, 2022, "Measuring Price Risk Aversion through Indirect Utility Functions: A Laboratory Experiment," Papers, arXiv.org, number 2209.02653, Sep.
- Claudia Custodio & Miguel A. Ferreira & Emilia Garcia-Appendini, 2022, "Indirect costs of financial distress," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp648.