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Report NEP-RMG-2025-06-23
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:
- Haoyuan Wang & Chen Liu & Minh-Ngoc Tran & Chao Wang, 2025, "Deep Learning Enhanced Multivariate GARCH," Papers, arXiv.org, number 2506.02796, Jun.
- Arishi Orra & Aryan Bhambu & Himanshu Choudhary & Manoj Thakur & Selvaraju Natarajan, 2025, "Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach," Papers, arXiv.org, number 2505.03760, Apr.
- Muhammed Golec & Maha AlabdulJalil, 2025, "Interpretable LLMs for Credit Risk: A Systematic Review and Taxonomy," Papers, arXiv.org, number 2506.04290, Jun, revised Jun 2025.
- Joseph Lu & Randall R Rojas & Fiona C. Yeung & Patrick D. Convery, 2025, "TrendFolios: A Portfolio Construction Framework for Utilizing Momentum and Trend-Following In a Multi-Asset Portfolio," Papers, arXiv.org, number 2506.09330, Jun.
- Hans Buehler & Blanka Horvath & Yannick Limmer & Thorsten Schmidt, 2025, "Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling," Papers, arXiv.org, number 2506.07299, Jun.
- Jose Portela & Eduardo S. Schwartz & Jaime Aparicio Garcia, 2025, "Litigation Risk and the Valuation of Legal Claims: A Real Option Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 33790, May.
- Yang, Zhang & Jianxiong Lin & Yihe Qian & Lianjie Shu, 2025, "Machine learning and financial inclusion: Evidence from credit risk assessment of small-business loans in China," Working Papers, University of Macau, Faculty of Business Administration, number 202532, Jun.
- Roman Goncharenko & Mikhail Mamonov & Steven Ongena & Svetlana Popova & Natalia Turdyeva, 2025, "Quo Vadis? Bank Closures, Firm Performance, and New Bank-Firm Relationships," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-52, May.
- Pia Stoczek & Alexander Liss & Boaz Noiman, 2025, "Controlled risk-taking and corporate QE: Evidence from the Corporate Sector Purchase Programme," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 142, May.
- Michal Franta & Jan Vlcek, 2025, "Inflation at Risk: The Czech Case," Working Papers, Czech National Bank, Research and Statistics Department, number 2025/8, May.
- Paige Ehresmann & Juan M. Morelli & Jessie Jiaxu Wang, 2025, "Modeling Bank Stock Returns: A Factor-Based Approach," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2025-06-06-3, Jun, DOI: 10.17016/2380-7172.3824.
- Matt Brigida & Kathleen Maceyka, 2025, "Hedging Deposit Run Risk Prior to the 2023 Regional Banking Crisis," Papers, arXiv.org, number 2506.03344, Jun.
- Sergio Correia & Stephan Luck & Emil Verner, 2025, "Failing Banks," Papers, arXiv.org, number 2506.06082, Jun.
- Metz-Peeters, Maike & Patragst, Jil-Laurel, 2025, "Exploratory analysis of crash determinants," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1157, DOI: 10.4419/96973341.