Report NEP-RMG-2023-05-01

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Cyril Bénézet & Stéphane Crépey & Dounia Essaket, 2023. "Hedging Valuation Adjustment for Callable Claims," Working Papers hal-04057045, HAL.
• Weiping Wu & Yu Lin & Jianjun Gao & Ke Zhou, 2023. "Mean-variance hybrid portfolio optimization with quantile-based risk measure," Papers 2303.15830, arXiv.org, revised Apr 2023.
• David Wu & Sebastian Jaimungal, 2023. "Robust Risk-Aware Option Hedging," Papers 2303.15216, arXiv.org, revised Dec 2023.
• Armantier, Olivier & Foncel, Jérôme & Treich, Nicolas, 2023. "Insurance and Portfolio Decisions: Two Sides of the Same Coin?," TSE Working Papers 23-1425, Toulouse School of Economics (TSE).
• Zhou, Renee, 2023. "Can Education Change Risk Preference? Evidence from Indonesia and Mexico," Warwick-Monash Economics Student Papers 45, Warwick Monash Economics Student Papers.