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Report NEP-RMG-2023-02-06
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:
- Filippo Curti & Marco Migueis, 2023, "The Information Value of Past Losses in Operational Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-003, Jan, DOI: 10.17016/FEDS.2023.003.
- fernos, jhon & efrinaldo, Ihwalia, 2022, "Analisis Penerapan Manajemen Risiko Kredit Pada PT. Pegadaian (Persero) UPC Belimbing Padang," OSF Preprints, Center for Open Science, number 8j6b3, Dec, DOI: 10.31219/osf.io/8j6b3.
- fernos, jhon & Itra, Nelgia, 2022, "Analisis Manajemen Risiko Produk Kredit Pemilikan Rumah Pada PT. Bank Tabungan Negara (Persero) Tbk. Kantor Cabang Padang," OSF Preprints, Center for Open Science, number adtu4, Dec, DOI: 10.31219/osf.io/adtu4.
- Jose Cobian & Budy P. Resosudarmo & Alin Halimatussadiah & Susan Olivia, 2022, "Demand for index-based flood insurance in Jakarta, Indonesia," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2022-12.
- Samuel Solgon Santos & Marcelo Brutti Righi & Eduardo de Oliveira Horta, 2022, "The limitations of comonotonic additive risk measures: a literature review," Papers, arXiv.org, number 2212.13864, Dec, revised Jan 2024.
- Item repec:hal:wpaper:hal-03902513 is not listed on IDEAS anymore
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2023, "The impact of risk cycles on business cycles: a historical view," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117384, Jul.
- Wang, Yuanrong & Aste, Tomaso, 2023, "Dynamic portfolio optimization with inverse covariance clustering," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117701, Mar.
- Antonis Demos, 2023, "Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models," DEOS Working Papers, Athens University of Economics and Business, number 2303, Jan.
- Wolfgang Karl Hardle & Yegor Klochkov & Alla Petukhina & Nikita Zhivotovskiy, 2022, "Robustifying Markowitz," Papers, arXiv.org, number 2212.13996, Dec.
- Kenjiro Hori & Stephen Wright, 2022, "Unpleasant Actuarial Arithmetic: Fair Contribution Rates for Defined Benefit Pension Schemes," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 2201, Feb.
- John B. Shoven & Daniel B. Walton, 2023, "Target Retirement Fund: A Variant on Target Date Funds that uses Deferred Life Annuities rather than Bonds to Reduce Risk as Retirement Approaches," NBER Working Papers, National Bureau of Economic Research, Inc, number 30817, Jan.
- Ricardo Mu~noz-Cancino & Cristi'an Bravo & Sebasti'an A. R'ios & Manuel Gra~na, 2022, "Assessment of creditworthiness models privacy-preserving training with synthetic data," Papers, arXiv.org, number 2301.01212, Dec.