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Report NEP-RMG-2025-02-17
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:
- Duran-Fernandez, Roberto, 2025, "Reimagining Risk Beyond Normality: Managing Catastrophic Events and Higher-Order Moments," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 310336.
- Peter Albrecht & Evžen Kočenda, 2025, "Event-Driven Changes in Return Connectedness Among Cryptocurrencies," CESifo Working Paper Series, CESifo, number 11658.
- Heming Chen & Xiaojing Cai, 2025, "Optimal vs. Naive Diversification in the Cryptocurrencies Market: The Role of Time-Varying Moments and Transaction Costs," Papers, arXiv.org, number 2501.12841, Jan, revised Nov 2025.
- Stéphane Surprenant, 2025, "Quantile VARs and Macroeconomic Risk Forecasting," Staff Working Papers, Bank of Canada, number 25-4, Jan, DOI: 10.34989/swp-2025-4.
- Leslie Sheng Shen, 2025, "How Firms’ Perceptions of Geopolitical Risk Affect Investment," Current Policy Perspectives, Federal Reserve Bank of Boston, number 25-3, Feb.
- Jinghai He & Cheng Hua & Chunyang Zhou & Zeyu Zheng, 2025, "Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information," Papers, arXiv.org, number 2501.17992, Jan.
- Miori Nagashima, 2024, "Institutional Risk Management: Roles of Consistency and Accountability," RAIS Conference Proceedings 2022-2025, Research Association for Interdisciplinary Studies, number 0469, Aug.
- Laura Capera Romero & Anne Opschoor, 2024, "Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-059/III, Nov.
- Ying Chen & Paul Griffin & Paolo Recchia & Lei Zhou & Hongrui Zhang, 2025, "Hybrid Quantum Neural Networks with Amplitude Encoding: Advancing Recovery Rate Predictions," Papers, arXiv.org, number 2501.15828, Jan, revised Jan 2026.
- Yun-Shi Dai & Peng-Fei Dai & St'ephane Goutte & Duc Khuong Nguyen & Wei-Xing Zhou, 2025, "Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods," Papers, arXiv.org, number 2501.15173, Jan.
- Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025, "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202501, Feb.
- Ayush Jha & Abootaleb Shirvani & Ali Jaffri & Svetlozar T. Rachev & Frank J. Fabozzi, 2025, "Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks," Papers, arXiv.org, number 2501.15793, Jan.
- Liliana Rojas-Suarez, 2025, "Aligning International Banking Regulation with the SDGs," Policy Papers, Center for Global Development, number 351, Feb.
- Hazell, Peter & Timu, Anne G., 2024, "What’s holding back private sector agricultural insurance?," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 2316.
- Thibaut Duprey & Victoria Fernandes & Kerem Tuzcuoglu & Ruhani Walia, 2025, "Effects of macroprudential policy announcements on perceptions of systemic risks," Staff Analytical Notes, Bank of Canada, number 2025-4, Feb, DOI: 10.34989/san-2025-4.
- Federico Huneeus & Joseph P. Kaboski & Mauricio Larrain & Sergio L. Schmukler & Mario Vera, 2025, "Crisis Credit, Employment Protection, Indebtedness, and Risk," CESifo Working Paper Series, CESifo, number 11652.
- Tibor Szendrei, 2025, "Crossing penalised CAViaR," Papers, arXiv.org, number 2501.10564, Jan.