Report NEP-RMG-2015-08-07

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:

• Peter Mitic & Bertrand K. Hassani, 2015. "Shapley Allocation, Diversification and Services in Operational Risk," Documents de travail du Centre d'Economie de la Sorbonne 15056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Preston, Richard & Walters, Cory G., 2015. "Risk Management Properties of the 2014 Farm Bill," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 206435, Agricultural and Applied Economics Association.
• Beteto Wegner, Danilo Lopomo, 2014. "Network Formation and Financial Fragility," Risk and Sustainable Management Group Working Papers 179222, University of Queensland, School of Economics.
• Xisong Jin & Francisco Nadal De Simone, 2015. "Investment funds? vulnerabilities: A tail-risk dynamic CIMDO approach," BCL working papers 95, Central Bank of Luxembourg.
• Anna Costello & Nina Boyarchenko, 2015. "Counterparty Risk in Material Supply Contracts," 2015 Meeting Papers 235, Society for Economic Dynamics.
• Norton, Michael & Boucher, Stephen & Verteramo Chiu, Leslie, 2015. "Geostatistics, Basis Risk, and Index Insurance," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205755, Agricultural and Applied Economics Association.
• Andrei N. Soklakov, 2015. "Model Risk Analysis via Investment Structuring," Papers 1507.07216, arXiv.org, revised Jul 2015.
• Lee, Yu Na & Bellemare, Marc F. & Just, David R., 2015. "Was Sandmo Right? Experimental Evidence on Attitudes to Price Risk and Uncertainty," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205763, Agricultural and Applied Economics Association.
• Boutwell, J. Luke & Westra, John, 2014. "Economic Risk, Tropical Storm Intensity and Coastal Wetlands: A Factor Analysis," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162509, Southern Agricultural Economics Association.
• Pavel V. Shevchenko & Jonas Hirz & Uwe Schmock, 2015. "Forecasting Leading Death Causes in Australia using Extended CreditRisk$+$," Papers 1507.07162, arXiv.org.