Report NEP-RMG-2019-12-16

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:

• Phoon, Chin Pei, 2019. "An Overview Of Corporate Governance With Risk Management Insight Of Mcdonald," MPRA Paper 97197, University Library of Munich, Germany, revised 18 Nov 2019.
• Convertino, Matteo & Annis, Antonio & Nardi, Fernando, 2019. "Information-theoretic Portfolio Decision Model for Optimal Flood Management," Earth Arxiv k5aut, Center for Open Science.
• Xiao, Tim, 2019. "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," SocArXiv 84xjn, Center for Open Science.
• Junjie Hu & Wolfgang Karl Hardle & Weiyu Kuo, 2019. "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," Papers 1912.05228, arXiv.org, revised Dec 2021.
• Kathrin Glau & Ricardo Pachon & Christian Potz, 2019. "Speed-up credit exposure calculations for pricing and risk management," Papers 1912.01280, arXiv.org.
• Jaehyun Kim & Hyungbin Park & Jonghwa Park, 2019. "Pricing and hedging short-maturity Asian options in local volatility models," Papers 1911.12944, arXiv.org, revised Apr 2024.
• Kogler, Michael, 2019. "Profit Taxation and Bank Risk Taking," Economics Working Paper Series 1918, University of St. Gallen, School of Economics and Political Science.
• Eric Benhamou & Beatrice Guez & Nicolas Paris1, 2019. "Omega and Sharpe ratio," Papers 1911.10254, arXiv.org.
• Sascha Tobias Wengerek & Benjamin Hippert & André Uhde, 2019. "Risk allocation through securitization - Evidence from non-performing loans," Working Papers Dissertations 58, Paderborn University, Faculty of Business Administration and Economics.
• Waweru, Caroline & Nyikal, Rose & Busienei, John, 2019. "An assessment of factors determining choice of risk management strategies among smallholder dairy farmers in Murang’a county, Kenya," 2019 Sixth International Conference, September 23-26, 2019, Abuja, Nigeria 295925, African Association of Agricultural Economists (AAAE).
• Ryuichiro Izumi, 2019. "Opacity: Insurance and Fragility," Wesleyan Economics Working Papers 2019-005, Wesleyan University, Department of Economics.
• Kam Yan Hui, Jane Sarah, 2019. "Market Risk and Operational Risk Towards Company’s Profitability," MPRA Paper 97270, University Library of Munich, Germany, revised 26 Nov 2019.
• Cécile Bastidon & Antoine Parent & Pablo Jensen & Patrice Abry & Pierre Borgnat, 2020. "Graph-based era segmentation of international financial integration," Sciences Po publications info:hdl:2441/ps168627s85, Sciences Po.
• Koichi Miyamoto & Kenji Shiohara, 2019. "Reduction of Qubits in Quantum Algorithm for Monte Carlo Simulation by Pseudo-random Number Generator," Papers 1911.12469, arXiv.org, revised Aug 2020.
• Elsner, James B. & Schroder, Zoe, 2019. "Tornado damage ratings estimated with cumulative logistic regression," Earth Arxiv k9wv6, Center for Open Science.
• Alicia H. Munnell & Gal Wettstein & Wenliang Hou, 2019. "How Best to Annuitize Defined Contribution Assets?," Working Papers, Center for Retirement Research at Boston College wp2019-13, Center for Retirement Research.
• Jaehyuk Choi & Lixin Wu, 2019. "The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model," Papers 1911.13123, arXiv.org, revised Jun 2021.
• Pierre Durand, 2019. "Determinants of banks' profitability: Do Basel III liquidity and capital ratios matter?," EconomiX Working Papers 2019-24, University of Paris Nanterre, EconomiX.
• Marcin Dec, 2019. "From point through density valuation to individual risk assessment in the discounted cash flows method," GRAPE Working Papers 35, GRAPE Group for Research in Applied Economics.
• Ahmed, Osama & Sallan, Walid, 2019. "Proceedings: 3rd International Conference on Food and Agricultural Economics: EXPLORING THE DYNAMIC CORRELATION BETWEEN THE FUTURE WHEAT MARKETS AND EGYPTIAN SPOT PRICES," 3rd International Conference on Food and Agricultural Economics, April 25-26, 2019, Alanya, Turkey 296768, International Conference on Food and Agricultural Economics.
• Tembei, Mbah Leslie & Molua, Ernest L. & Akamin, Ajapnwa, 2019. "Production risk and risk preference among small-scale pig enterprises in Southwestern Cameroon," 2019 Sixth International Conference, September 23-26, 2019, Abuja, Nigeria 295810, African Association of Agricultural Economists (AAAE).
• Kaufmane, Dace & Eglite, Aija, 2019. "Proceedings: 3rd International Conference on Food and Agricultural Economics: RISK MANAGEMENT PROBLEMS AND SOLUTIONS IN RURAL TOURISM IN LATVIA," 3rd International Conference on Food and Agricultural Economics, April 25-26, 2019, Alanya, Turkey 296784, International Conference on Food and Agricultural Economics.