Report NEP-RMG-2015-11-01

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:

• Michele Bonollo & Irene Crimaldi & Andrea Flori & Laura Gianfagna & Fabio Pammolli, 2015. "Assessing financial distress dependencies in OTC markets: a new approach by Trade Repositories data," Working Papers 10/2015, IMT School for Advanced Studies Lucca, revised Oct 2015.
• Daniel Lacker, 2015. "Law invariant risk measures and information divergences," Papers 1510.07030, arXiv.org, revised Jun 2016.
• Jochen L. Leidner, 2015. "Computer-Suported Risk Identification for the Holistic Management of Risks," Papers 1510.08285, arXiv.org.
• Item repec:gnv:wpaper:unige:76321 is not listed on IDEAS anymore

• Anne Haubo Dyhrberg, 2015. "Bitcoin, Gold and the Dollar – a GARCH Volatility Analysis," Working Papers 201520, School of Economics, University College Dublin.
• Anne Haubo Dyhrberg, 2015. "Hedging Capabilities of Bitcoin. Is it the virtual gold?," Working Papers 201521, School of Economics, University College Dublin.
• Ekaterini Panopoulou & Theologos Pantelidis & Spyridon Vrontos, 2015. "Hedge fund predictability and optimal asset allocation," Proceedings of International Academic Conferences 3105383, International Institute of Social and Economic Sciences.
• Li Lin & Didier Sornette, 2015. ""Speculative Influence Network" during financial bubbles: application to Chinese Stock Markets," Papers 1510.08162, arXiv.org.
• Neuhäusler , Peter & Schubert, Torben & Frietsch , Rainer & Blind , Knut, 2015. "Managing Portfolio Risk in Strategic Technology Management: Evidence from a Panel Data Set of the World’s Largest R&D Performers," Papers in Innovation Studies 2015/41, Lund University, CIRCLE - Centre for Innovation Research.
• Düll, Robert & König, Felix & Ohls, Jana, 2015. "On the exposure of insurance companies to sovereign risk: Portfolio investments and market forces," Discussion Papers 34/2015, Deutsche Bundesbank.