Report NEP-RMG-2013-05-24

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-RMG

The following items were announced in this report:

• Svend Rasmussen, 2013. "A model for the optimal risk management of (farm) firms," IFRO Working Paper 2013/10, University of Copenhagen, Department of Food and Resource Economics.
• Jacek Jakubowski & Mariusz Niewk{e}g{l}owski, 2013. "Risk-minimization and hedging claims on a jump-diffusion market model, Feynman-Kac Theorem and PIDE," Papers 1305.4132, arXiv.org, revised Jul 2013.
• König, Philipp & Anand, Kartik & Heinemann, Frank, 2013. "The 'Celtic Crisis': Guarantees, transparency, and systemic liquidity risk," SFB 649 Discussion Papers 2013-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Tao Ma & R. A. Serota, 2013. "A Model for Stock Returns and Volatility," Papers 1305.4173, arXiv.org.