Printed from https://ideas.repec.org/n/nep-rmg/2024-05-27.html
Report NEP-RMG-2024-05-27
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:
- Tobias Fissler & Fangda Liu & Ruodu Wang & Linxiao Wei, 2024, "Elicitability and identifiability of tail risk measures," Papers, arXiv.org, number 2404.14136, Apr, revised Oct 2025.
- Battulga Gankhuu, 2024, "Derivatives of Risk Measures," Papers, arXiv.org, number 2404.09646, Apr, revised Aug 2024.
- Shahed Ahmmed & Shohana Siddique, 2022, "Efficient Diversification Strategies: Mitigating Unsystematic Risk with DS-30 Stocks," Post-Print, HAL, number hal-04547688, Dec.
- Luis Férnandez Lafuerza & Jorge E. Galán, 2024, "Should macroprudential policy target corporate lending? Evidence from credit standards and defaults," Working Papers, Banco de España, number 2413, May, DOI: https://doi.org/10.53479/36477.
- Marín Díazaraque, Juan Miguel & Romero, Eva & Lopes Moreira da Veiga, María Helena, 2024, "A stochastic volatility model for volatility asymmetry and propagation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 43887, May.
- Francesco Lancia & Alessia Russo & Tim Worrall, 2024, "Intergenerational Insurance," Papers, arXiv.org, number 2404.10090, Apr.
- Horvath, Blanka & Jacquier, Antoine & Muguruza, Aitor & Søjmark, Andreas, 2024, "Functional central limit theorems for rough volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122848, Jul.
- Joaquin Vespignani & Russell Smyth, 2024, "Artificial intelligence investments reduce risks to critical mineral supply," Monash Economics Working Papers, Monash University, Department of Economics, number 2024-08, May.
- Petkov, Ivan & Ortega, Francesc, 2024, "Flood Risk and Insurance Take-up in the Flood Zone and Its Periphery," IZA Discussion Papers, Institute of Labor Economics (IZA), number 16922, Apr.
- Jos'e Moran & Angelo Secchi & Jean-Philippe Bouchaud, 2024, "Revisiting Granular Models of Firm Growth," Papers, arXiv.org, number 2404.15226, Apr, revised Jun 2024.
- He, Yi & Einmahl, John, 2024, "Extreme Value Inference for General Heterogeneous Data," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5d01cb7e-d528-406d-8c24-c.
- Perry Singleton, 2024, "Risk Perception, Dread, and the Value of Statistical Life: Evidence from Occupational Fatalities," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 263, May.
- Márcio Mateus, 2023, "The determinants of the loss given default of residential mortgage loans in Portugal," Working Papers, Banco de Portugal, Economics and Research Department, number w202318.
- Giulio Cifarelli, 2023, "Commodity Pricing Volatility Shifts in a Highly Turbulent Time Period. A Time-varying Transition Probability Markov Switching Analysis," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2023_11.rdf.
- E. Emanuel Rapsch, 2024, "Decision making in stochastic extensive form I: Stochastic decision forests," Papers, arXiv.org, number 2404.12332, Apr, revised Nov 2024.
- Manuel Amador & Javier Bianchi, 2024, "Bank Runs, Fragility, and Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 32341, Apr.
- Carlos Cantú & Rocío Gondo & Berenice Martinez, 2024, "Reserve requirements as a financial stability instrument," BIS Working Papers, Bank for International Settlements, number 1182, Apr.