Report NEP-RMG-2011-09-22

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:

• Enrico Camillo Perotti & Lev Ratnovski & Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," IMF Working Papers 11/188, International Monetary Fund.
• Burcu Aydin & Myeongsuk Kim & Ho-Seong Moon, 2011. "Financial Linkages Across Korean Banks," IMF Working Papers 11/201, International Monetary Fund.
• Raffaella Calabrese & Silvia Angela Osmetti, 2011. "Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults," Working Papers 201120, Geary Institute, University College Dublin.
• Jakub W. Jurek & Erik Stafford, 2011. "The Cost of Capital for Alternative Investments," Harvard Business School Working Papers 12-013, Harvard Business School.
• Frédéric Abergel & Nicolas Millot, 2011. "Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets," Post-Print hal-00620843, HAL.
• Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2011. "Firm default and aggregate fluctuations," International Finance Discussion Papers 1029, Board of Governors of the Federal Reserve System (U.S.).
• Jo~ao P. da Cruz & Pedro G. Lind, 2011. "The bounds of heavy-tailed return distributions in evolving complex networks," Papers 1109.2803, arXiv.org, revised Jan 2013.