Printed from https://ideas.repec.org/n/nep-rmg/2023-09-25.html
Report NEP-RMG-2023-09-25
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:
- Herbertsson, Alexander, 2023, "Risk management of stock portfolios with jumps at exogenous default events," Working Papers in Economics, University of Gothenburg, Department of Economics, number 836, Sep.
- Matthew Stuart & Cindy Yu & David A. Hennessy, 2023, "The Impact of Stocks on Correlations between Crop Yields and Prices and on Revenue Insurance Premiums using Semiparametric Quantile Regression," Papers, arXiv.org, number 2308.11805, Aug, revised Jun 2024.
- Marlon Moresco & M'elina Mailhot & Silvana M. Pesenti, 2023, "Uncertainty Propagation and Dynamic Robust Risk Measures," Papers, arXiv.org, number 2308.12856, Aug, revised Feb 2024.
- Olkhov, Victor, 2023, "Economic complexity limits accuracy of price probability predictions by gaussian distributions," MPRA Paper, University Library of Munich, Germany, number 118373, Aug.
- Marc Atkins & Christian Peitz, 2023, "The world's largest free trade agreement RCEP and its financial markets - A perspective on volatility and risk," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 113, Aug.
- Juan Jose Francisco Miguelez & Cristin Buescu, 2023, "Analytical valuation of vulnerable derivative claims with bilateral cash flows under credit, funding and wrong-way risk," Papers, arXiv.org, number 2308.10568, Aug, revised Mar 2024.
- Giovanni Federico & Pablo Martinelli Lasheras, 2023, "Risk Management in Traditional Agriculture: Intercropping in Italian Wine Production," Working Papers, European Historical Economics Society (EHES), number 0233, Apr.
- Haiyan Liu & Bin Wang & Ruodu Wang & Sheng Chao Zhuang, 2023, "Distorted optimal transport," Papers, arXiv.org, number 2308.11238, Aug, revised May 2025.
- Emma Kroell & Sebastian Jaimungal & Silvana M. Pesenti, 2023, "Optimal Robust Reinsurance with Multiple Insurers," Papers, arXiv.org, number 2308.11828, Aug, revised Oct 2024.
- Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar & Wolfgang Schmid & Anil K. Bera, 2023, "Spatial and Spatiotemporal Volatility Models: A Review," Papers, arXiv.org, number 2308.13061, Aug.
- José E. Gutiérrez, 2023, "Optimal regulation of credit lines," Working Papers, Banco de España, number 2323, Aug, DOI: https://doi.org/10.53479/33492.
- Item repec:rim:rimwps:23-14 is not listed on IDEAS anymore