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Report NEP-RMG-2024-03-04
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:
- Dorinel Bastide & St'ephane Cr'epey, 2024, "Provisions and Economic Capital for Credit Losses," Papers, arXiv.org, number 2401.07728, Jan, revised Dec 2024.
- Evžen Kočenda & Michala Moravcová, 2024, "Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities," CESifo Working Paper Series, CESifo, number 10889.
- Zhiyu Quan & Changyue Hu & Panyi Dong & Emiliano A. Valdez, 2024, "Improving Business Insurance Loss Models by Leveraging InsurTech Innovation," Papers, arXiv.org, number 2401.16723, Jan.
- Céline Baud & Nathalie Lallemand-Stempak, 2024, "Quantitative technologies and reflexivity: The role of tools and their layouts in the case of credit risk management," Post-Print, HAL, number hal-04419872, Jun, DOI: 10.1016/j.aos.2023.101533.
- Mario Sanz-Guerrero & Javier Arroyo, 2024, "Credit Risk Meets Large Language Models: Building a Risk Indicator from Loan Descriptions in P2P Lending," Papers, arXiv.org, number 2401.16458, Jan, revised Mar 2025.
- Weidong Lin & Abderrahim Taamouti, 2023, "Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach," Working Papers, University of Liverpool, Department of Economics, number 202310, Aug.
- Samuel Rufat & Iuliana Armaș & Victor Santoni & Cosmina Albulescu & Karsten Uhing & Mariana Madruga de Brito & Paul Hudson, 2023, "Conclusions of the Fourth European Conference on Risk Perception, Behaviour, Management and Response - ECRP 2023," Post-Print, HAL, number hal-04401500.
- Melanie Koch & Lukas Menkhoff, 2024, "The Non-linear Impact of Risk Tolerance on Entrepreneurial Profit and Business Survival," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2067.
- Florian Diekert & Daniel Heyen & Frikk Nesje & Soheil Shayegh, 2024, "Balancing the Risk of Tipping: Early Warning Systems from Detection to Management," CESifo Working Paper Series, CESifo, number 10892.
- de Courson, Benoît & Frankenhuis, Willem & Nettle, Daniel, 2024, "Poverty is associated with both risk avoidance and risk taking: an empirical test of the desperation threshold model," SocArXiv, Center for Open Science, number gqjkm, Feb, DOI: 10.31219/osf.io/gqjkm.
- Einmahl, John & Zhou, C., 2024, "Tail Copula Estimation for Heteroscedastic Extremes," Discussion Paper, Tilburg University, Center for Economic Research, number 2024-003.
- Ozgur Evren, 2024, "Second-Order Representations: A Bayesian Approach," Working Papers, New Economic School (NES), number w0291, Jan.
- Sandrine Brèteau-Amores & Marielle Brunette & Pablo Andrés-Domenech, 2023, "A Cost Assessment of Tree Plantation Failure under Extreme Drought Events in France: What Role for Insurance?," Post-Print, HAL, number hal-03998594, Feb, DOI: 10.3390/f14020308.
- Gustavo Fruet Dias & Fotis Papailias & Cristina Scherrer, 2024, "An Econometric Analysis of Volatility Discovery," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2024-01, Jan.
- Kick, Andreas & Rottmann, Horst, 2024, "On the protective effects of European sustainable stocks during the Russian invasion of Ukraine," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 88.
- Pradeep Dubey & Siddhartha Sahi & Guanyang Wang, 2024, "Putting all eggs in one basket: some insights from a correlation inequality," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 24-02.
- Ana Fern'andez Vilas & Rebeca P. D'iaz Redondo & Daniel Couto Cancela & Alejandro Torrado Pazos, 2023, "Interplay between Cryptocurrency Transactions and Online Financial Forums," Papers, arXiv.org, number 2401.10238, Nov.