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Report NEP-RMG-2023-05-01
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:
- Cyril Bénézet & Stéphane Crépey & Dounia Essaket, 2025, "The Recalibration Conundrum: Hedging Valuation Adjustment for Callable Claims," Working Papers, HAL, number hal-04057045, Dec, DOI: 10.48550/arXiv.2304.02479.
- Weiping Wu & Yu Lin & Jianjun Gao & Ke Zhou, 2023, "Mean-variance hybrid portfolio optimization with quantile-based risk measure," Papers, arXiv.org, number 2303.15830, Mar, revised Apr 2023.
- David Wu & Sebastian Jaimungal, 2023, "Robust Risk-Aware Option Hedging," Papers, arXiv.org, number 2303.15216, Mar, revised Dec 2023.
- Armantier, Olivier & Foncel, Jérôme & Treich, Nicolas, 2023, "Insurance and Portfolio Decisions: Two Sides of the Same Coin?," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1425, Apr.
- Zhou, Renee, 2023, "Can Education Change Risk Preference? Evidence from Indonesia and Mexico," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 45.