Printed from https://ideas.repec.org/n/nep-rmg/2024-08-19.html
Report NEP-RMG-2024-08-19
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:
- Yujuan Qiu, 2024, "Estimation of tail risk measures in finance: Approaches to extreme value mixture modeling," Papers, arXiv.org, number 2407.05933, Jun.
- Maysam Khodayari Gharanchaei & Prabhu Prasad Panda & Xilin Chen, 2024, "Quantitative Investment Diversification Strategies via Various Risk Models," Papers, arXiv.org, number 2407.01550, Apr.
- Maciej Wysocki & Robert Ślepaczuk, 2024, "Construction and Hedging of Equity Index Options Portfolios," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-14.
- Dimitris Korobilis & Maximilian Schröder, 2023, "Monitoring multicountry macroeconomic risk," Working Papers, Business School - Economics, University of Glasgow, number 2023_07, May.
- Yuji Shinozaki, 2024, "A Review of New Developments in Finance with Deep Learning: Deep Hedging and Deep Calibration," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 24-E-02, Apr.
- Battulga Gankhuu, 2024, "The Merton's Default Risk Model for Public Company," Papers, arXiv.org, number 2406.18121, Jun, revised Sep 2024.
- Mario Cerrato & Hormoz Ramian & Shengfeng Mei, 2023, "European firms,Panic Borrowing and Credit Lines Drawdowns: What did we learn from the COVID-19 Shock?," Working Papers, Business School - Economics, University of Glasgow, number 2023_05, Feb.
- Dan Pirjol, 2024, "Subleading correction to the Asian options volatility in the Black-Scholes model," Papers, arXiv.org, number 2407.05142, Jul, revised Dec 2024.
- Shubham Singh, 2024, "An empirical study of market risk factors for Bitcoin," Papers, arXiv.org, number 2406.19401, May, revised Jul 2024.
- Item repec:ags:aaea22:343936 is not listed on IDEAS anymore
- Nabil Daher, 2024, "Is growth at risk from natural disasters? Evidence from quantile local projections," French Stata Users' Group Meetings 2024, Stata Users Group, number 12, Jun.
- Robert J. Barro & Tao Jin, 2023, "On the Size Distribution of Macroeconomic Disasters," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 634.
- Julian Kozlowski, 2024, "Beyond the Mean: Exploring Tail Risks in Inflation Expectations," On the Economy, Federal Reserve Bank of St. Louis, number 98546, Jul.
- Item repec:ags:aaea22:343639 is not listed on IDEAS anymore
- Behn, Markus & Forletta, Marco & Reghezza, Alessio, 2024, "Buying insurance at low economic cost – the effects of bank capital buffer increases since the pandemic," Working Paper Series, European Central Bank, number 2951, Jul.
- Alex Gershkov & Benny Moldovanu & Philipp Strack & Mengxi Zhang, 2024, "Optimal Security Design for Risk-Averse Investors," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 325, Jul.
- Item repec:ags:aaea22:343748 is not listed on IDEAS anymore
- Item repec:ags:aaea22:343790 is not listed on IDEAS anymore