Report NEP-RMG-2026-05-04

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:

• Bowden, Roger, 2026, "Option value at risk and the value of the firm: Does it pay to hedge?," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 33498.
• Bowden, Roger, 2026, "Directional entropy and tail uncertainty, with applications to financial hazard and investments," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 33481.
• Bowden, Roger, 2026, "The Generalised value at risk admissable set: constraint consistency and portfolio outcomes," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 33502.
• Bowden, Roger & Zhu, Jennifer, 2026, "Beyond the short run: The longer time scale volatility of investment value," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 33488.
• Item repec:awi:wpaper:771 is not listed on IDEAS anymore

• Bowden, Roger & Zhu, Jennifer & Cho, Jin Seo, 2026, "Knowing A Bit but Not Too Much: Incomplete Directional models and their use in Forecasting and Hedging," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 33487.
• Gleb Kozliakov & Emile A. Marin & Sanjay R. Singh, 2026, "Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Redux," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-06, Mar, DOI: 10.24148/wp2026-06.
• Joseph S. Briggs & Ciaran Rogers & Christopher Tonetti, 2026, "Risky Insurance: Life-Cycle Insurance Portfolio Choice with Incomplete Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 35122, Apr.
• Giannoulakis, Michael, 2025, "NPL Spillovers in Europe: Credit Risk contagion mechanisms in the aftermath of the global financial crisis," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 51103, Jul.
• Mario Giarda & Ignacio Rojas & Sergio Salgado, 2025, "Characterizing Income Risk in Chile and the Role of Labor Market Flows," Working Papers Central Bank of Chile, Central Bank of Chile, number 1063, Dec.
• Elías Albagli & Guillermo Carlomagno & Javier Ledezma & María Teresa Reszczynski, 2026, "Fundamental Drivers of Financial Conditions," Working Papers Central Bank of Chile, Central Bank of Chile, number 1080, Apr.
• Mirjalili, Seyed hossein & Keshtgar, Nafiseh & Abdurahimian, Mohammad Hossein & Fakhar poor, saeed, 2025, "The Banking Crisis and Macroprudential Policy: Evidence From Iran," MPRA Paper, University Library of Munich, Germany, number 128879, Nov, revised 08 Jan 2026.
• Gorodnichenko, Yuriy & Kudlyak, Marianna & Lobozynska, Sophia & Skomorovych, Iryna & Vladychyn, Ulyana & Kovalyuk, Andriy & Snovydovych, Iryna, 2026, "Risk Preferences and the Willingness to Relocate to Danger: Evidence from Wartime Ukraine," IZA Discussion Papers, IZA Network @ LISER, number 18557, Apr.