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Report NEP-RMG-2025-12-08
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:
- Michele Bonollo & Martino Grasselli & Gianmarco Mori & Havva Nilsu Oz, 2025, "Informative Risk Measures in the Banking Industry: A Proposal based on the Magnitude-Propensity Approach," Papers, arXiv.org, number 2511.21556, Nov.
- Franco Da Silveira, Rodrigo Lanna & Davoli Alvarenga, Mayara & Luna, Ivette & Coltri, Priscila Pereira & Gonçalves, Renata Ribeiro Do Valle & Torres, Guilherme Almussa Leite, 2024, "The Role Of Risk Perceptions And Risk Attitudes On Hedging Decisions: Evidence From Coffee Farmers," 2024 Annual Meeting, July 28-30, New Orleans, LA, Agricultural and Applied Economics Association, number 343570, DOI: 10.22004/ag.econ.343570.
- Jin Man Lee & James Shilling & Janet Ge, 2025, "Estimating the Vulnerability of Households to Rent Increases," ERES, European Real Estate Society (ERES), number eres2025_33, Jan.
- Perez, Pedro Gurrola & Murphy, David, 2025, "The impulsive approach to procyclicality: measuring the reactiveness of risk-based initial margin models to changes in market conditions using impulse response functions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128641, Nov.
- Nicolas Baradel, 2025, "Constrained deep learning for pricing and hedging european options in incomplete markets," Papers, arXiv.org, number 2511.20837, Nov.
- Jan Maelger, 2025, "Opportunity Cost in Insurance," Papers, arXiv.org, number 2511.13959, Nov.
- Cecchetti, Stephen G. & Lumsdaine, Robin L. & Peltonen, Tuomas & Sánchez Serrano, Antonio, 2025, "Artificial intelligence and systemic risk," Report of the Advisory Scientific Committee, European Systemic Risk Board, number 16, Dec.
- Gerrit Meyerheim, 2025, "Rare Disasters, Tail Aversion, and Asset Pricing Puzzles," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 549, Oct.
- Bertolozzi-Caredio, Daniele & Soriano, Barbara & Urquhart, Julie & Vigani, Mauro, 2024, "Farmers’ learning preferences and risk management choices," IAAE 2024 Conference, August 2-7, 2024, New Delhi, India, International Association of Agricultural Economists (IAAE), number 344372, Jul, DOI: 10.22004/ag.econ.344372.
- Pin-Te Lin & Yu-Lieh Huang, 2025, "Long-term Inflation Hedging Capabilities across Asset Classes," ERES, European Real Estate Society (ERES), number eres2025_235, Jan.
- Ismail Benslimane & Nabil Sifouh & Sanae Benjelloun & Karim Ameziane & Yassire Elotmani, 2025, "On risk, ambiguity, and uncertainty—with a special emphasis on innovation," Post-Print, HAL, number hal-05312346, DOI: 10.5281/zenodo.17338961.
- Moritz Loewenfeld & Jiakun Zheng, 2025, "Uncovering Correlation Sensitivity in Decision Making Under Risk," Post-Print, HAL, number hal-05346525, DOI: 10.1111/iere.70035.
- Eduardo M. Azevedo & Florian Scheuer & Kent Smetters & Min Yang, 2025, "Dilution vs. Risk Taking: Capital Gains Taxes and Entrepreneurship," NBER Working Papers, National Bureau of Economic Research, Inc, number 34512, Nov.
- Georges Dionne & Denise Desjardins, 2025, "Effect of inflation on insurers’ main financial indicators with panel data in the US P&C insurance industry," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 25-07, Dec.