Report NEP-RMG-2016-06-04

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Feng, Xiaoguang & Hayes, Dermot, 2016. "Vine-Copula Based Models for Farmland Portfolio Management," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235365, Agricultural and Applied Economics Association.
• Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65676, London School of Economics and Political Science, LSE Library.
• Giandomenico, Rossano, 2014. "Finance & Stochastic," MPRA Paper 71627, University Library of Munich, Germany.
• Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G., 2015. "Firms’ risk endogenous to strategic management choices," Research Discussion Papers 16/2015, Bank of Finland.
• Dominique Guegan & Bertrand K. Hassani, 2016. "Risk Measures At Risk- Are we missing the point? Discussions around sub-additivity and distortion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01318093, HAL.
• Hungerford, Ashley & Rosch, Stephanie, 2016. "The Effect of Crop Insurance Premium Subsidies on Soybean Producers' Risk Management Portfolios," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235341, Agricultural and Applied Economics Association.
• Kinnunen, Jyri & Martikainen, Minna, 2015. "Expected returns and idiosyncratic risk: Industry-level evidence from Russia," BOFIT Discussion Papers 30/2015, Bank of Finland, Institute for Economies in Transition.
• Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Research Discussion Papers 8/2015, Bank of Finland.
• Jiranyakul, Komain, 2016. "Are Thai Equity Index Returns Sensitive to Interest and Exchange Rate Risks?," MPRA Paper 71602, University Library of Munich, Germany.
• Takashi Shinzato, 2016. "Portfolio Optimization Problem with Non-identical Variances of Asset Returns using Statistical Mechanical Informatics," Papers 1605.06843, arXiv.org.
• Russell, Levi A. & Langemeier, Michael R. & Ibendahl, Gregory A. & Biermacher, Jon T., 2016. "The Ethanol Mandate and Downside Risk in Agriculture," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235789, Agricultural and Applied Economics Association.
• Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB), 2015. "Strengthening City Disaster Risk Financing in Viet Nam," ADB Reports RPT157777-2, Asian Development Bank (ADB).
• Michael, Bryane & Zhao, Simon, 2016. "Bubble Economics How Big a Shock to China’s Real Estate Sector Will Throw the Country into Recession, and Why Does It Matter?," EconStor Preprints 141314, ZBW - Leibniz Information Centre for Economics.
• Jose Roberto Iglesias & Vanessa Hoffmann De Quadros & Juan Carlos González Avella, 2016. "Propagation Of Systemic Risk In Interbank Networks," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 116, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Hasan, Iftekhar & Wu, Deming, 2016. "How large banks use CDS to manage risks: bank-firm-level evidence," Research Discussion Papers 10/2016, Bank of Finland.