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Report NEP-RMG-2022-11-28
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:
- Shuo Gong & Yijun Hu & Linxiao Wei, 2022, "On conditional distortion risk measures under uncertainty," Papers, arXiv.org, number 2211.00520, Nov, revised Apr 2025.
- Yoshihiro Shirai, 2022, "Extreme Measures in Continuous Time Conic Finace," Papers, arXiv.org, number 2210.13671, Oct, revised Oct 2023.
- Sarah Kaakai & Anis Matoussi & Achraf Tamtalini, 2022, "Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation," Working Papers, HAL, number hal-03817818, Nov.
- Item repec:hal:wpaper:hal-03827332 is not listed on IDEAS anymore
- Constantin Bürgi & Bo Jiang, 2022, "Monetary Policy, Funding Cost and Banks’ Risk-Taking: Evidence from the United States," CESifo Working Paper Series, CESifo, number 9995.
- Kevin Hu & Retsef Levi & Raphael Yahalom & El Ghali Zerhouni, 2022, "Supply Chain Characteristics as Predictors of Cyber Risk: A Machine-Learning Assessment," Papers, arXiv.org, number 2210.15785, Oct, revised Nov 2023.
- Tchoudi, William & Sergeenko, Grigory, 2022, "Optimal Trading Portfolio Allocation Enhancement with Maximum Drawdown Using Triple Penance Rule," AfricArxiv, Center for Open Science, number uef3y, Jun, DOI: 10.31219/osf.io/uef3y.
- Max Nendel & Alessandro Sgarabottolo, 2022, "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance," Papers, arXiv.org, number 2210.14340, Oct, revised Aug 2024.
- Geon Lee & Tae-Kyoung Kim & Hyun-Gyoon Kim & Jeonggyu Huh, 2022, "Newton Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities," Papers, arXiv.org, number 2210.15969, Oct.
- Yasin K rsat nder, 2022, "Optimal GDP-indexed Bonds," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 22/1056, Nov.
- Suchetana Sadhukhan & Shiv Manjaree Gopaliya & Pushpdant Jain, 2022, "A novel approach to quantify volatility prediction," Papers, arXiv.org, number 2211.00528, Nov.
- Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2022, "Global Fund Flows and Emerging Market Tail Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 30577, Oct.
- Jaqueson Galimberti & Lydia Cheung & Philip Vermeulen, 2022, "Evidence on the variation of idiosyncratic risk in house price appreciation," Working Papers, Auckland University of Technology, Department of Economics, number 2022-05, Nov.
- Vanhaverbeke, Steven & Balsmeier, Benjamin & Doherr, Thorsten, 2022, "Mandatory financial information disclosure and credit ratings," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 22-043.
- Auld, T., 2022, "Betting and financial markets are cointegrated on election night," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2263, Nov.
- Chuan Du, 2022, "Collateral requirements in central bank lending," Bank of England working papers, Bank of England, number 987, Jul.