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Report NEP-RMG-2023-11-27
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:
- Amit Kumar Jha, 2023, "Beyond VaR and CVaR: Topological Risk Measures in Financial Markets," Papers, arXiv.org, number 2310.14604, Oct, revised Oct 2023.
- Alex Nathan & Dimosthenis Kaponis & Saul Lustgarten, 2023, "Understanding and managing blockchain protocol risks," Papers, arXiv.org, number 2310.10797, Oct.
- Kentaro Hoshisashi & Carolyn E. Phelan & Paolo Barucca, 2023, "No-Arbitrage Deep Calibration for Volatility Smile and Skewness," Papers, arXiv.org, number 2310.16703, Oct, revised Jan 2024.
- Venmans, Frank, 2021, "The leverage anomaly in U.S. bank stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111907, Nov.
- Jihane Jaouad & Ali Ouchekkir, 2023, "Risk management in Islamic finance: Beyond conventional norms
[La gestion des risques dans la finance islamique : Au-delà des normes conventionnelles]," Post-Print, HAL, number hal-04235127, Aug, DOI: 10.5281/zenodo.8286597. - Ponthiere, Gregory, 2023, "Social Insurance against a Short Life: Ante-Mortem versus Post-Mortem Policies," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1342.
- Tihana Škrinjarić & Maja Sabol, 2023, "Easier said than done: Predicting downside risks to house prices in Croatia," Working Papers, The Croatian National Bank, Croatia, number 73, Nov.
- Tomas Adam & Ales Michl & Michal Skoda, 2023, "Balancing Volatility and Returns in the Czech National Bank's Foreign Exchange Portfolio," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2023/01, Sep.
- Dörries, Julian & Korn, Olaf & Power, Gabriel J., 2023, "How should the long-term investor harvest variance risk premiums?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-06.
- Ebrahimi, Hedyeh & Masinaei, Masoud & Aminorroaya, Arya & Aryan, Zahra & Mehdipour, Parinaz & Rostam-Abadi, Yasna & Ahmadi, Naser & Saeedi Moghaddam, Sahar & Pishgar, Farhad & Ghanbari, Ali & Rezaei, , 2023, "Risk of incident cardiovascular diseases at national and subnational levels in Iran from 2000 to 2016 and projection through 2030: Insights from Iran STEPS surveys," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel), number 279232, DOI: 10.1371/journal.pone.0290006.
- Uduakobong E. Akpan & Olusegun A. Ogunba & Timothy T. Ayodele, 2023, "Risk and Uncertainty Analysis of Commercial Real Estate Developments: A Comparison of Traditional and Contemporary Approaches," AfRES, African Real Estate Society (AfRES), number afres2023-026, Jan.
- Lelli, Chiara & Parisi, Laura & Heemskerk, Irene & Boldrini, Simone & Ceglar, Andrej, 2023, "Living in a world of disappearing nature: physical risk and the implications for financial stability," Occasional Paper Series, European Central Bank, number 333, Nov.