Report NEP-RMG-2014-05-24
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, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Gonzalo Cortazar & Diether Beuermann & Alejandro Bernales, 2013. "Risk Management with Thinly Traded Securities: Methodology and Implementation," IDB Publications (Working Papers) 82478, Inter-American Development Bank.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and risk modelling using applications of Vine Copulas," Documentos de Trabajo del ICAE 2014-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chen, Cathy W.S. & Gerlach, Richard, 2014. "Semi-parametric Expected Shortfall Forecasting," Working Papers 2014_02, University of Sydney Business School, Discipline of Business Analytics.
- Ha-Thu Nguyen, 2014. "Default Predictors in Credit Scoring - Evidence from France’s Retail Banking Institution," EconomiX Working Papers 2014-26, University of Paris Nanterre, EconomiX.
- Bleuel, Hans-H., 2014.
"Ökonomische Wechselkursrisiken: Relevanz, Bestimmung und Steuerung im russisch-deutschen Geschäftsverkehr
[Foreign Exchange Risk: Relevance, Analysis and Management in German-Russian Business]," Duesseldorf Working Papers in Applied Management and Economics fobe25, Duesseldorf University of Applied Sciences. - Mauricio A. Vela & Sebastián J. Miller, 2014. "Is Disaster Risk Reduction Spending Driven by the Occurrence of Natural Disasters? Evidence from Peru," IDB Publications (Working Papers) 84713, Inter-American Development Bank.
- Farid MKAOUAR & Jean-luc PRIGENT, 2014. "Constant Proportion Portfolio Insurance under Tolerance and Transaction Costs," Working Papers 2014-303, Department of Research, Ipag Business School.
- Dietz, Simon, 2014. "Climate change mitigation as catastrophic risk management," 2014 Conference (58th), February 4-7, 2014, Port Macquarie, Australia 165831, Australian Agricultural and Resource Economics Society.