Report NEP-RMG-2026-07-13

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:

• Siqi Shao & R. A. Serota, 2026, "Fitting Accumulated Stock Returns with Tempered Skew t-Distribution," Papers, arXiv.org, number 2606.19318, Jun.
• Eric Cuijpers, 2026, "Bank valuation and macroprudential capital buffers," Working Papers, DNB, number 864, Jul.
• Nicholas Appiah & Ali Jaffri & Dilmi C. W. Hettiachchi-Halpe-Kankanamalage & Svetlozar T. Rachev, 2026, "Portfolio Optimization for Commodity ETFs under Heavy-Tailed Returns," Papers, arXiv.org, number 2606.26625, Jun.
• Parma Bains & Gabriela E Conde & Nobuyasu Sugimoto & Caroline Wu, 2026, "BigTech in Financial Services: Emerging Regulatory Considerations," IMF Technical Notes and Manuals, International Monetary Fund, number 2026/009, Jul.
• Mark Whitmeyer, 2026, "To Gamble, Perchance to Grow," Papers, arXiv.org, number 2606.19175, Jun.
• Abdulrahman Alswaidan & Cade Jin & Jeffrey D. Varner, 2026, "Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk," Papers, arXiv.org, number 2606.23492, Jun.