Printed from https://ideas.repec.org/n/nep-rmg/2023-02-27.html
Report NEP-RMG-2023-02-27
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:
- Sweder van Wijnbergen & Daniël Dimitrov, 2023, "Macroprudential Regulation: A Risk Management Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-002/IV, Jan.
- Jumbe, George, 2023, "Credit Risk Assessment Using Default Models: A Review," OSF Preprints, Center for Open Science, number ksb8n, Jan, DOI: 10.31219/osf.io/ksb8n.
- Qinyu Wu & Fan Yang & Ping Zhang, 2023, "Conditional generalized quantiles based on expected utility model and equivalent characterization of properties," Papers, arXiv.org, number 2301.12420, Jan.
- Jan Pruser & Florian Huber, 2023, "Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions," Papers, arXiv.org, number 2301.13604, Jan, revised Sep 2023.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2023, "Robust Mean-Variance Approximations," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 689.
- Bernhard Kassner, 2023, "Taming Overconfident CEOs Through Stricter Financial Regulation," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 375, Jan.
- Cheng Peng & Stanislav Uryasev, 2023, "Factor Model of Mixtures," Papers, arXiv.org, number 2301.13843, Jan, revised Mar 2023.
- Chronopoulos, Ilias & Raftapostolos, Aristeidis & Kapetanios, George, 2023, "Forecasting Value-at-Risk using deep neural network quantile regression," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 34837, Feb.
- Yoosoon Chang & Ana Maria Herrera & Elena Pesavento, 2023, "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2023-002 Classification-C, Feb.
- Arthur E. Attema & Jona J. Frasch & Olivier L’haridon, 2022, "Multivariate risk preferences in the quality-adjusted life year model," Post-Print, HAL, number hal-03469162, Feb, DOI: 10.1002/hec.4456.
- Olkhov, Victor, 2023, "The Market-Based Probability of Stock Returns," MPRA Paper, University Library of Munich, Germany, number 116234, Feb.
- Bischof, Jannis & Haselmann, Rainer & Kohl, Frederik & Schlueter, Oliver, 2022, "Limitations of implementing an expected credit loss model," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 48.
- Vincent Lemaire & Thibaut Montes & Gilles Pagès, 2022, "Stationary Heston model: Calibration and Pricing of exotics using Product Recursive Quantization," Post-Print, HAL, number hal-02434232, Apr, DOI: 10.1080/14697688.2021.2023205.
- Zarifhonarvar, Ali, 2023, "The Capital Asset Pricing Model: A New Empirical Investigation," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 268396.
- Juniarti, 2022, "Market Reaction to Capital Expenditure: Evidence from Company in Bankruptcy Risk ," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number afr220, Dec, DOI: https://doi.org/10.35609/afr.2022.7.
- Ilke AYDOGAN & Loïc BERGER & Valentina BOSETTI & Ning LIU, 2022, "Three layers of uncertainty," Working Papers, IESEG School of Management, number 2022-iRisk-01, Nov.
- Victor Chernozhukov & Han Hong, 2023, "An MCMC Approach to Classical Estimation," Papers, arXiv.org, number 2301.07782, Jan.
- Charan Singh & Vatcharin Sirimaneetham, 2021, "Adopting good practices on public debt management in Asia and the Pacific," MPDD Policy Briefs, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), number PB119, Sep.