Report NEP-RMG-2015-10-04
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:
- Ahmad khateeb, 2015. "Risk management in light of corporate Governance," Proceedings of Business and Management Conferences 3004243, International Institute of Social and Economic Sciences.
- Hautsch, Nikolaus & Herrera, Rodrigo, 2015. "Multivariate dynamic intensity peaks-over-threshold models," CFS Working Paper Series 516, Center for Financial Studies (CFS).
- Item repec:hhs:bofrdp:2015_016 is not listed on IDEAS anymore
- Grundke, Peter & Pliszka, Kamil, 2015. "A macroeconomic reverse stress test," Discussion Papers 30/2015, Deutsche Bundesbank.
- Nicole El Karoui & Monique Jeanblanc & Ying Jiao, 2015. "Dynamics of multivariate default system in random environment," Papers 1509.09133, arXiv.org, revised Nov 2016.
- Kim Ristolainen, 2015. "The relationship between distance-to-default and CDS spreads as measures of default risk for European banks," Discussion Papers 102, Aboa Centre for Economics.
- Giovanni W. Puopolo, 2015. "Portfolio Selection with Transaction Costs and Default Risk," CSEF Working Papers 414, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.