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Report NEP-RMG-2025-08-11
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:
- Ariston Karagiorgis & Dimitrios Anastasiou & Konstantinos Drakos & Steven Ongena, 2025, "The Leverage of Hedge Funds and the Risk of Their Prime Brokers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-57, Jun.
- Eduardo Abi Jaber & Louis-Amand Gérard, 2025, "Hedging with memory: shallow and deep learning with signatures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05197836, Aug.
- Gauch, Kevin & Quick, Reiner, 2025, "Assure or Insure Cyber Risk? Nonprofessional Investors' Willingness to Invest," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 156027, Jul, DOI: 10.1111/1911-3838.12389.
- Abdullah Karasan & Ozge Sezgin Alp & Gerhard-Wilhelm Weber, 2025, "Machine learning approach to stock price crash risk," Papers, arXiv.org, number 2505.16287, May.
- Arslan Ahmad & Ian Dobson, 2025, "Logarithmic resilience risk metrics that address the huge variations in blackout cost," Papers, arXiv.org, number 2505.12016, May, revised Aug 2025.
- Aslanidis, Nektarios & Bariviera, Aurelio & Kapetanios, George & Sarafidis, Vasilis, 2025, "Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach," MPRA Paper, University Library of Munich, Germany, number 125124, Jun.
- Olivier Lopez & Daniel Nkameni, 2025, "Index insurance under demand and solvency constraints," Papers, arXiv.org, number 2507.18240, Jul, revised Oct 2025.
- Mínguez Solana, Roberto & Díaz Cachinero, Pablo, 2025, "Convex Risk Control with Exact Probabilities: The CVaR-Chance-Constraint Approach," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 47686, Jul.
- Erdinc Akyildirim & Gamze Ozturk Danisman & Steven Ongena, 2025, "AI Employment and Political Risk Disclosures in Earnings Calls," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-56, Jun.
- Olkhov, Victor, 2025, "Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks," MPRA Paper, University Library of Munich, Germany, number 125508, Jul.
- Martha Bernate-Valbuena & Begoña Gutiérrez Nieto, 2025, "Earnings management indicators as predictors of bankruptcy in Spanish companies," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2025-01, Jan.
- Dillenberger, David & Gottlieb, Daniel & Ortoleva, Pietro, 2025, "Stochastic impatience and the separation of time and risk preferences," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125994, Jul.
- Kwasniok, Sascha, 2025, "Planned behavior, insurance knowledge and the demand for private disability insurance – Evidence from Germany," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 321819.
- Patrick Chan & Ronnie Sircar & Iosif Zimbidis, 2025, "Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility," Papers, arXiv.org, number 2507.17162, Jul.
- van der Kwaak, Christiaan, 2024, "Bank Risk Taking and Central Bank Lending in Financial Crises," Research Report, University of Groningen, FEB Research Institute (FEBRI), number 2024014-EEF.
- Olivier Lopez & Daniel Nkameni, 2025, "Combination of traditional and parametric insurance: calibration method based on the optimization of a criterion adapted to heavy tail losses," Papers, arXiv.org, number 2507.18207, Jul.
- Andrew L. Allan & Anna P. Kwossek & Chong Liu & David J. Promel, 2025, "Pathwise analysis of log-optimal portfolios," Papers, arXiv.org, number 2507.18232, Jul.
- Salvatore Federico & Andrea Modena & Luca Regis, 2025, "Coordinating Bank Dividend and Capital Regulation," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 746 JEL Classification: C.
- Fabian Alex, 2025, "Risk of Bankruptcy and the Modigliani-Miller theorem in a General Equilibrium model of Socially Responsible Investing," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 241, Jun.
- USDA Risk Management Agency, 2024, "Beginner’s Guide to Crop Insurance," USDA Miscellaneous, United States Department of Agriculture, number 364292, Apr, DOI: 10.22004/ag.econ.364292.
- Gabor Petnehazi & Laith Al Shaggah & Jozsef Gall & Bernadett Aradi, 2025, "Zero-Shot Forecasting Mortality Rates: A Global Study," Papers, arXiv.org, number 2505.13521, May.