Printed from https://ideas.repec.org/n/nep-rmg/2024-07-15.html
Report NEP-RMG-2024-07-15
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:
- Qiqin Zhou, 2024, "Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints," Papers, arXiv.org, number 2406.00610, Jun.
- Alessandra Amendola & Vincenzo Candila & Antonio Naimoli & Giuseppe Storti, 2024, "Combining Value-at-Risk and Expected Shortfall forecasts via the Model Confidence Set," Papers, arXiv.org, number 2406.06235, Jun, revised Feb 2026.
- Walter Farkas & Patrick Lucescu, 2024, "Modelling risk sharing and impact on systemic risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-32, May.
- Mr. Jorge A Chan-Lau & Ruofei Hu & Luca Mungo & Ritong Qu & Weining Xin & Cheng Zhong, 2024, "Monitoring Privately-held Firms' Default Risk in Real Time: A Signal-Knowledge Transfer Learning Model," IMF Working Papers, International Monetary Fund, number 2024/115, Jun.
- Guido Gazzani & Julien Guyon, 2024, "Pricing and calibration in the 4-factor path-dependent volatility model," Papers, arXiv.org, number 2406.02319, Jun, revised Feb 2025.
- Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2024, "U.S. and European Listed Real Estate as an Inflation Hedge," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-34, May.
- Stark, Oded & Wlodarczyk, Julia, 2024, "Rank, Stress, and Risk: A Conjecture," IZA Discussion Papers, IZA Network @ LISER, number 17044, Jun.
- Ortega, Francesc & Petkov, Ivan, 2024, "To Improve Is to Change? The Effects of Risk Rating 2.0 on Flood Insurance Demand," IZA Discussion Papers, IZA Network @ LISER, number 17021, May.
- Maximilian Schroder, 2024, "Mixing it up: Inflation at risk," Papers, arXiv.org, number 2405.17237, May, revised May 2024.
- Seulki Chung, 2024, "Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach," Papers, arXiv.org, number 2405.19849, May.
- Mauricio Elizalde & Stephan Sturm, 2024, "Intertemporal Cost-efficient Consumption," Papers, arXiv.org, number 2405.16336, May.
- Niushan Gao & Foivos Xanthos, 2024, "A note on continuity and asymptotic consistency of measures of risk and variability," Papers, arXiv.org, number 2405.09766, May, revised Oct 2024.
- Massimo Motta & Volker Nocke & Martin Peitz, 2024, "Geopolitical Risks and Prudential Merger Control," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_568, Jun.
- Valérie Bertrand & Virginie Cartier, 2023, "How could vulnerability be assessed as a source of managerial innovation?
[Comment valoriser la vulnérabilité comme source d’innovation managériale ?]," Post-Print, HAL, number hal-04578251, Oct. - Daniele Maria Di Nosse & Federico Gatta, 2024, "A Multi-step Approach for Minimizing Risk in Decentralized Exchanges," Papers, arXiv.org, number 2406.07200, Jun, revised Jun 2024.
- Item repec:boa:wpaper:2024 is not listed on IDEAS anymore
- Francesco Audrino & Jonathan Chassot, 2024, "HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning," Papers, arXiv.org, number 2406.08041, Jun.
- Luiz de Mello & Teresa Ter-Minassian, 2024, "Managing rising subnational fiscal risks," OECD Working Papers on Fiscal Federalism, OECD Publishing, number 46, Jun, DOI: 10.1787/58437ac8-en.