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Report NEP-RMG-2025-08-18
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:
- Isaac Otchere & Zia Mohammed & Witness Simbanegavi, 2025, "Fintech and financial system stability in South Africa," Working Papers, South African Reserve Bank, number 11082, Aug.
- Sicheng Fu & Fangfang Zhu & Xiangdong Liu, 2025, "A Predictive Framework Integrating Multi-Scale Volatility Components and Time-Varying Quantile Spillovers: Evidence from the Cryptocurrency Market," Papers, arXiv.org, number 2507.22409, Jul.
- Duo Zhang & Jiayu Li & Junyi Mo & Elynn Chen, 2025, "Time-Varying Factor-Augmented Models for Volatility Forecasting," Papers, arXiv.org, number 2508.01880, Aug, revised Oct 2025.
- Kang, Wilson & Smyth, Russell & Vespignani, joaquin vespignani, 2025, "The Macroeconomic Fragility of Critical Mineral Markets," MPRA Paper, University Library of Munich, Germany, number 125351, Mar.
- Sung Hoon Choi & Donggyu Kim, 2025, "Low-Rank Structured Nonparametric Prediction of Instantaneous Volatility," Papers, arXiv.org, number 2507.22173, Jul.
- Denise Desjardins & Georges Dionne, 2025, "A re-examination of the US insurance market capacity to pay catastrophe losses in 2024," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 25-03, Aug.
- Elisa Al`os & `Oscar Bur'es & Rafael de Santiago & Josep Vives, 2025, "Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions," Papers, arXiv.org, number 2507.23392, Jul, revised Aug 2025.
- Antonino Castelli & Paolo Giudici & Alessandro Piergallini, 2025, "Building crypto portfolios with agentic AI," Papers, arXiv.org, number 2507.20468, Jul.
- Tingyu Yuan & Xi Zhang & Xuanjing Chen, 2025, "Machine Learning based Enterprise Financial Audit Framework and High Risk Identification," Papers, arXiv.org, number 2507.06266, Jul.
- Shi, Ruihan & Chen, Pinxian, 2025, "Confucianism and Enterprise Assumption of Risk," SocArXiv, Center for Open Science, number abhse_v1, Jul, DOI: 10.31219/osf.io/abhse_v1.
- Victor Olkhov, 2025, "Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks," Papers, arXiv.org, number 2507.21824, Jul.
- Bahram Adrangi & Arjun Chatrath & Saman Hatamerad & Kambiz Raffiee, 2025, "Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin," Papers, arXiv.org, number 2507.05552, Jul.
- Soane, Emma, 2025, "The microfoundations of organizational risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128876, Oct.
- Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer, 2025, "Unpriced Risks: Rethinking Cross-Sectional Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34009, Jul.
- Aaron Green & Zihan Nie & Hanzhen Qin & Oshani Seneviratne & Kristin P. Bennett, 2025, "FinSurvival: A Suite of Large Scale Survival Modeling Tasks from Finance," Papers, arXiv.org, number 2507.14160, Jul.
- Rachel Cho & Christoph Görtz & Danny McGowan & Max Schröder, 2025, "Defining Current and Expected Financial Constraints Using AI: Reinterpreting the Cash Flow Sensitivity of Cash," CESifo Working Paper Series, CESifo, number 12054.