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Report NEP-RMG-2025-02-10
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:
- Zongxia Liang & Zhaojie Ren & Bin Zou, 2025, "Optimal Insurance under Endogenous Default and Background Risk," Papers, arXiv.org, number 2501.05672, Jan.
- Magomedov, Said & Fantazzini, Dean, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper, University Library of Munich, Germany, number 123416.
- Soane, Emma, 2025, "The challenge of managing and retaining risks: how a paradox perspective reduces harm, realizes opportunities and enriches performance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126951, Mar.
- Maria Debora Braga & Luigi Riso & Maria Grazia Zoia, 2025, "The Theoretical Properties of Novel Risk-Based Asset Allocation Strategies using Portfolio Volatility and Kurtosis," DISCE - Working Papers del Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number dipe0044, Jan.
- Hanyue Huang & Qiguo Sun & Xibei Yang, 2025, "Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management," Papers, arXiv.org, number 2501.12397, Jan.
- Matthias R. Fengler & Winfried Koeniger & Stephan Minger, 2025, "The Transmission of Monetary Policy to the Cost of Hedging," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-03, Jan.
- Di Wu, 2025, "Institutional Adoption and Correlation Dynamics: Bitcoin's Evolving Role in Financial Markets," Papers, arXiv.org, number 2501.09911, Jan.
- Mucahit Aygun & Roger J. A. Laeven & Mitja Stadje, 2025, "Higher-Order Ambiguity Attitudes," Papers, arXiv.org, number 2501.13143, Jan.
- Bhattarai, Keshab & Prasuna, Asha & Kumar, SNV Siva, 2024, "Structural Risk Modelling- Indian Mergers & Acquisitions," MPRA Paper, University Library of Munich, Germany, number 123385, Sep, revised 02 Jan 2025.
- Georges Prat & Remzi Uctum, 2024, "Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data," Post-Print, HAL, number hal-04873466, Dec, DOI: 10.1016/j.eneco.2024.107930.
- Sockin, Jason & Sockin, Michael, 2025, "Variable Pay and Risk Sharing Between Firms and Workers," IZA Discussion Papers, Institute of Labor Economics (IZA), number 17644, Jan.
- Ryan Niladri Banerjee & Julián Caballero & Enisse Kharroubi & Renée Spigt & Egon Zakrajsek, 2023, "Interest rate risk of non-financial firms: who hedges and does it help?," BIS Bulletins, Bank for International Settlements, number 81, Dec.
- Keon Vin Park, 2025, "Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach," Papers, arXiv.org, number 2501.12074, Jan, revised Jan 2025.
- Boris Hofmann & Ko Munakata & Tom Rosewall & Damiano Sandri, 2025, "Completing the post-pandemic landing," BIS Bulletins, Bank for International Settlements, number 97, Jan.