Report NEP-RMG-2022-08-08

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:

• Xia Han & Liyuan Lin & Ruodu Wang, 2022. "Diversification quotients: Quantifying diversification via risk measures," Papers 2206.13679, arXiv.org, revised Jul 2024.
• Kurter, Zeynep O., 2022. "How macroeconomic conditions affect systemic risk in the short and long-run?," The Warwick Economics Research Paper Series (TWERPS) 1407, University of Warwick, Department of Economics.
• Anand Deo & Karthyek Murthy & Tirtho Sarker, 2022. "Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk," Papers 2206.12835, arXiv.org.
• Pierre-Edouard Arrouy & Alexandre Boumezoued & Bernard Lapeyre & Sophian Mehalla, 2022. "Economic Scenario Generators: a risk management tool for insurance," Working Papers hal-03671943, HAL.
• Boris David & Gilles Zumbach, 2022. "Multivariate backtests and copulas for risk evaluation," Papers 2206.03896, arXiv.org, revised Nov 2023.
• Griff, Lance, 2022. "Managing Weather Risks Using Regenerative Ag and Crop Insurance," Agricultural Outlook Forum 2022 321109, United States Department of Agriculture, Agricultural Outlook Forum.
• Hugo Inzirillo & Stanislas de Quenetain, 2022. "Managing Risk in DeFi Portfolios," Papers 2205.14699, arXiv.org, revised Sep 2022.
• Alessio Ciullo & Eric Strobl & Simona Meiler & Olivia Martius & David N. Bresch, 2022. "Increasing countries financial resilience through global catastrophe risk pooling," Papers 2206.13895, arXiv.org.
• Daiwei Zhu & Weiwei Shen & Annarita Giani & Saikat Ray Majumder & Bogdan Neculaes & Sonika Johri, 2022. "Copula-based Risk Aggregation with Trapped Ion Quantum Computers," Papers 2206.11937, arXiv.org.
• Borman, Julia, 2022. "Assessing the Risk of Climate Change Using Extreme Event Models," Agricultural Outlook Forum 2022 321108, United States Department of Agriculture, Agricultural Outlook Forum.
• Kenza Bennis & Khadija Benazzi, 2022. "Risk management in the context of the COVID19 crisis: The case of the University Hospital Center (CHU) Mohamed VI of Marrakech [Le management du risque en contexte de la crise COVID19 : le cas du C," Post-Print hal-03692700, HAL.
• Anish Rai & Salam Rabindrajit Luwang & Md Nurujjaman & Chittaranjan Hens & Pratyay Kuila & Kanish Debnath, 2022. "Detection and Forecasting of Extreme event in Stock Price Triggered by Fundamental, Technical, and External Factors," Papers 2206.13860, arXiv.org, revised Apr 2023.
• Finger, Robert & Wüpper, David & McCallum, Chloe, 2022. "The (in)stability of farmers’ risk preferences," 96th Annual Conference, April 4-6, 2022, K U Leuven, Belgium 321196, Agricultural Economics Society - AES.
• Menconi, Denise, 2022. "Art as investment," Textos para discussão 557, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).