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Report NEP-RMG-2025-01-20
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:
- Abbas, Yasser & Daouia, Abdelaati & Nemouchi, Boutheina & Stupfler, Gilles, 2025, "Tail expectile-VaR estimation in the semiparametric Generalized Pareto model," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1607, Jan.
- Viral V. Acharya & Heitor Almeida & Yakov Amihud & Ping Liu, 2025, "Corporate Resiliency and the Choice Between Financial and Operational Hedging," NBER Working Papers, National Bureau of Economic Research, Inc, number 33340, Jan.
- Korobova, Elena & Fantazzini, Dean, 2024, "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper, University Library of Munich, Germany, number 122951.
- Arnone, Massimo & Costantiello, Alberto & Leogrande, Angelo, 2025, "Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective," MPRA Paper, University Library of Munich, Germany, number 123190, Jan.
- Xavier Gabaix & Ralph S. J. Koijen & Federico Mainardi & Sangmin Simon Oh & Motohiro Yogo, 2025, "Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 33336, Jan.
- Stark, Oded & Balbus, Lukasz, 2024, "Altruistic Giving and Risk Taking in Human Affairs," IZA Discussion Papers, Institute of Labor Economics (IZA), number 17506, Dec.
- Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang, 2024, "Risk Sharing, Measuring Variability, and Distortion Riskmetrics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/24.
- Sokhombela, Andiswa Luncedo Lwandile & Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2024, "Assessing the performance of safe haven assets during major crises," MPRA Paper, University Library of Munich, Germany, number 123066, Dec.
- Aloisio Araujo & Juan Pablo Gama & Timothy J. Kehoe, 2024, "Risk Loving and Fat Tails in the Wealth Distribution," NBER Working Papers, National Bureau of Economic Research, Inc, number 33298, Dec.
- Alejandro Rodriguez Dominguez & Muhammad Shahzad & Xia Hong, 2025, "Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification," Papers, arXiv.org, number 2501.03919, Jan, revised May 2025.
- Bradley, Richard, 2025, "Catastrophe insurance decision making when the science is uncertain," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122339, Mar.
- Dyakonova, Ludmila & Konstantinov, Alexey, 2024, "Approaches to risk analysis in the financial sector based on machine learning and artificial intelligence methods," MPRA Paper, University Library of Munich, Germany, number 122941, Dec.
- Matthias Fengler & Winfried Koeniger & Stephan Minger, 2024, "The Transmission of Monetary Policy to the Cost of Hedging," CESifo Working Paper Series, CESifo, number 11556.
- Jessen, Robin & König, Johannes, 2024, "Hours Risk and Wage Risk: Repercussions over the Life-Cycle," IZA Discussion Papers, Institute of Labor Economics (IZA), number 17498, Dec.
- Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2024, "Heroes or Villains? Culturally endorsed charismatic leadership style and stock price crash risk," MPRA Paper, University Library of Munich, Germany, number 122898, Nov.
- Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024, "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper, University Library of Munich, Germany, number 122899, Oct.
- Liu, Xueying & Zhao, Zhong, 2024, "Does Social Pension Insurance Increase the Efficiency of Household Financial Portfolios?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 17492, Dec.
- Filipe Martins & Diogo Pinheiro & Alberto A. Pinto, 2024, "Optimal insurance, consumption and investment decisions: a duality approach," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2024-05, Dec.
- Wojciech Grabowski & Jakub Janus, 2024, "Tail dependence in European stock markets amidst the Russo-Ukrainian war: Shifting linkages and their determinants," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0360, Dec.
- Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2023, "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126151, Feb.
- Saadaoui, Jamel & Smyth, Russell & Vespignani, Joaquin, 2024, "Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals," MPRA Paper, University Library of Munich, Germany, number 122858, Nov.
- Sanroman Graciela & Bertoletti Lucía & Borraz Fernando, 2024, "Consumer Debt and Poverty: the Default Risk Gap," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4765, Nov.