Report NEP-RMG-2015-08-01

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:

• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2015.
• Item repec:ags:usao14:204998 is not listed on IDEAS anymore

• Javier G. Gómez-Pineda & Dominique Guillaume & Kadir Tanyeri, 2015. "Systemic Risk, Aggregate Demand, and Commodity Prices," Borradores de Economia 897, Banco de la Republica de Colombia.
• Andrei N. Soklakov, 2015. "Why Quantitative Structuring?," Papers 1507.07219, arXiv.org, revised Sep 2020.
• van Kooten, G Cornelis & Guo, Changhao & Sun, Baojing, 2015. "Risking-sharing Efficiency of Hedging Strategies," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205756, Agricultural and Applied Economics Association.
• Dahlgran, Roger A., 2015. "Is “Good Enough” Good Enough when Hedging Agricultural Commodities?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205090, Agricultural and Applied Economics Association.
• Hungerford, Ashley & O'Donoghue, Erik & Motamed, Mesbah, 2015. "Risk Reduction and the 2014 Farm Bill," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 204845, Agricultural and Applied Economics Association.
• Samuel Ronnqvist & Peter Sarlin, 2015. "Detect & Describe: Deep learning of bank stress in the news," Papers 1507.07870, arXiv.org.
• Martin, Ian, 2015. "What is the Expected Return on the Market?," CEPR Discussion Papers 10715, C.E.P.R. Discussion Papers.