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Report NEP-RMG-2025-11-03
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:
- Lydia J. Gabric & Kenneth Q. Zhou, 2025, "A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment," Papers, arXiv.org, number 2510.18721, Oct.
- Federico Gatta & Fabrizio Lillo & Piero Mazzarisi, 2025, "A high-frequency approach to Realized Risk Measures," Papers, arXiv.org, number 2510.16526, Oct.
- Yaxuan Kong & Yoontae Hwang & Marcus Kaiser & Chris Vryonides & Roel Oomen & Stefan Zohren, 2025, "Fusing Narrative Semantics for Financial Volatility Forecasting," Papers, arXiv.org, number 2510.20699, Oct.
- Mario Ghossoub & Qinghua Ren & Ruodu Wang, 2025, "Optimal allocations with distortion risk measures and mixed risk attitudes," Papers, arXiv.org, number 2510.18236, Oct.
- Daniel Maas & Roberto Panzica & Martín Saldías, 2025, "Developing a Financial Stability Network Model: The Macroprudential Two-Mode Network (M2MN) toolbox," Working Papers, Banco de Portugal, Economics and Research Department, number w202512.
- Daniela I. Flores-Silva & Miguel A. Sordo & Alfonso Su'arez-Llorens, 2025, "Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring," Papers, arXiv.org, number 2510.15934, Oct.
- Yimeng Qiu & Feihuang Fang, 2025, "A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers," Papers, arXiv.org, number 2510.20066, Oct.
- Jian'an Zhang, 2025, "Tail-Safe Stochastic-Control SPX-VIX Hedging: A White-Box Bridge Between AI Sensitivities and Arbitrage-Free Market Dynamics," Papers, arXiv.org, number 2510.15937, Oct.
- Samuel Perreault & Silvana M. Pesenti & Daniyal Shahzad, 2025, "Distributional regression for seasonal data: an application to river flows," Papers, arXiv.org, number 2510.18639, Oct.
- Alok Das & Kiseop Lee, 2025, "A Topological Approach to Parameterizing Deep Hedging Networks," Papers, arXiv.org, number 2510.16938, Oct.
- Hishamuddin Abdul Wahab, 2025, "On the nexus between currency risk and hedging across different time scales: Evidence from Healthcare firms in Malaysia ," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr230, Sep, DOI: https://doi.org/10.35609/jfbr.2025..
- Chujun He & Zhonghao Huang & Xiangguo Li & Ye Luo & Kewei Ma & Yuxuan Xiong & Xiaowei Zhang & Mingyang Zhao, 2025, "Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China's A-Share Market," Papers, arXiv.org, number 2510.21147, Oct.
- Jacek Wszo{l}a & Krzysztof Burnecki & Marek Teuerle & Martyna Zdeb, 2025, "Design and valuation of multi-region CoCoCat bonds," Papers, arXiv.org, number 2510.17221, Oct.