Report NEP-RMG-2013-08-10

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:

• Item repec:dgr:eureir:1765040777 is not listed on IDEAS anymore

• Teruyoshi Kobayashi, 2013. "Network versus portfolio structure in financial systems," Papers 1308.0773, arXiv.org.
• Ojo, Marianne, 2013. "Leverage ratios and Basel III: proposed Basel III leverage and supplementary leverage ratios," MPRA Paper 48733, University Library of Munich, Germany.
• Bo Becker & Marcus Opp, 2013. "Regulatory reform and risk-taking: replacing ratings," NBER Working Papers 19257, National Bureau of Economic Research, Inc.
• Giorgio Stefano Bertinetti & Elisa Cavezzali & Gloria Gardenal, 2013. "The effect of the enterprise risk management implementation on the firm value of European companies," Working Papers 10, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Zaiwen Wen & Xianhua Peng & Xin Liu & Xiaoling Sun & Xiaodi Bai, 2013. "Asset Allocation under the Basel Accord Risk Measures," Papers 1308.1321, arXiv.org.
• Teruyoshi Kobayashi & Kohei Hasui, 2013. "Efficient immunization strategies to prevent financial contagion," Papers 1308.0652, arXiv.org, revised Dec 2013.
• Dorival Le~ao & Alberto Ohashi & Vinicius Siqueira, 2013. "A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility," Papers 1308.1704, arXiv.org, revised Aug 2013.
• Ojo, Marianne, 2013. "The Basel capital adequacy and regulatory framework: balancing risk sensitivity, simplicity and comparability," MPRA Paper 48790, University Library of Munich, Germany.
• Silvia Angilella & Sebastiano Mazz`u, 2013. "The Financing of Innovative SMEs: a multicriteria credit rating model," Papers 1308.0889, arXiv.org, revised Jun 2014.
• Nassim N. Taleb & Constantine Sandis, 2013. "The Skin In The Game Heuristic for Protection Against Tail Events," Papers 1308.0958, arXiv.org, revised Jan 2014.
• Christophe Courbage & Henry Loubergé & Richard Peter, 2013. "Optimal Prevention for Correlated Risks," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 13071, Institut d'Economie et Econométrie, Université de Genève.
• Siddiqi, Hammad, 2013. "Analogy Making, Option Prices, and Implied Volatility," MPRA Paper 48862, University Library of Munich, Germany.