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Report NEP-RMG-2024-10-21
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:
- E. Ruben van Beesten, 2024, "Quantifying the degree of risk aversion of spectral risk measures," Papers, arXiv.org, number 2408.15675, Aug, revised Aug 2024.
- L. Ponta & A. Carbone, 2024, "Kullback-Leibler cluster entropy to quantify volatility correlation and risk diversity," Papers, arXiv.org, number 2409.10543, Sep.
- Anthony Coache & Sebastian Jaimungal, 2024, "Robust Reinforcement Learning with Dynamic Distortion Risk Measures," Papers, arXiv.org, number 2409.10096, Sep, revised Sep 2025.
- John Armstrong & Cristin Buescu & James Dalby, 2024, "Optimal post-retirement investment under longevity risk in collective funds," Papers, arXiv.org, number 2409.15325, Sep.
- Andres Fernandez & Martin Hiti & Asani Sarkar, 2024, "Are Nonbank Financial Institutions Systemic?," Liberty Street Economics, Federal Reserve Bank of New York, number 20241001, Oct.
- Zhengyang Chi & Junbin Gao & Chao Wang, 2024, "Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days," Papers, arXiv.org, number 2409.15320, Sep, revised Sep 2025.
- O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024, "Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 202441, Sep.
- Item repec:ehl:lserod:122508 is not listed on IDEAS anymore
- Zhang, Pengcheng & Chen, Zezhun & Tzougas, George & Calderín–Ojeda, Enrique & Dassios, Angelos & Wu, Xueyuan, 2025, "Multivariate zero-inflated INAR(1) model with an application in automobile insurance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 124317, May.
- Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2024, "Finance Without Exotic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 33004, Sep.
- Thiago Trafane Oliveira Santos & Daniel Oliveira Cajueiro, 2024, "Why you should also use OLS estimation of tail exponents," Papers, arXiv.org, number 2409.10448, Sep, revised Sep 2024.