Printed from https://ideas.repec.org/n/nep-rmg/2024-12-23.html
Report NEP-RMG-2024-12-23
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:
- Tong Pu & Yunran Wei & Yiying Zhang, 2024, "On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market," Papers, arXiv.org, number 2411.09676, Nov.
- Albrecher, Hansjörg & Dacorogna, Michel M, 2024, "Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related Risks," MPRA Paper, University Library of Munich, Germany, number 122323, Oct.
- Christian Laudag'e & Felix-Benedikt Liebrich & Jorn Sass, 2024, "Multi-asset return risk measures," Papers, arXiv.org, number 2411.08763, Nov, revised Apr 2025.
- Haoyu Chen & Tiantian Mao & Fan Yang, 2024, "Estimation of the Adjusted Standard-deviatile for Extreme Risks," Papers, arXiv.org, number 2411.07203, Nov.
- Chang, Kuo-Ping, 2023, "Measuring Risk Structures of Assets: P-index and C-index," MPRA Paper, University Library of Munich, Germany, number 122653, Feb.
- Anika Tahsin Meem, 2024, "A Deep Learning Approach to Predict the Fall [of Price] of Cryptocurrency Long Before its Actual Fall," Papers, arXiv.org, number 2411.13615, Nov, revised Nov 2024.
- Jihyun Park & Andrey Sarantsev, 2024, "Zero-Coupon Treasury Rates and Returns using the Volatility Index," Papers, arXiv.org, number 2411.03699, Nov, revised Jan 2025.
- Aleksandr Simonyan, 2024, "BreakGPT: Leveraging Large Language Models for Predicting Asset Price Surges," Papers, arXiv.org, number 2411.06076, Nov.
- Graham L. Giller, 2024, "An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution," Papers, arXiv.org, number 2411.08967, Nov.