Report NEP-RMG-2023-11-27

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:

• Amit Kumar Jha, 2023. "Beyond VaR and CVaR: Topological Risk Measures in Financial Markets," Papers 2310.14604, arXiv.org, revised Oct 2023.
• Alex Nathan & Dimosthenis Kaponis & Saul Lustgarten, 2023. "Understanding and managing blockchain protocol risks," Papers 2310.10797, arXiv.org.
• Kentaro Hoshisashi & Carolyn E. Phelan & Paolo Barucca, 2023. "No-Arbitrage Deep Calibration for Volatility Smile and Skewness," Papers 2310.16703, arXiv.org, revised Jan 2024.
• Venmans, Frank, 2021. "The leverage anomaly in U.S. bank stock returns," LSE Research Online Documents on Economics 111907, London School of Economics and Political Science, LSE Library.
• Jihane Jaouad & Ali Ouchekkir, 2023. "Risk management in Islamic finance: Beyond conventional norms [La gestion des risques dans la finance islamique : Au-delà des normes conventionnelles]," Post-Print hal-04235127, HAL.
• Ponthiere, Gregory, 2023. "Social Insurance against a Short Life: Ante-Mortem versus Post-Mortem Policies," GLO Discussion Paper Series 1342, Global Labor Organization (GLO).
• Tihana Škrinjarić & Maja Sabol, 2023. "Easier said than done: Predicting downside risks to house prices in Croatia," Working Papers 73, The Croatian National Bank, Croatia.
• Tomas Adam & Ales Michl & Michal Skoda, 2023. "Balancing Volatility and Returns in the Czech National Bank's Foreign Exchange Portfolio," Research and Policy Notes 2023/01, Czech National Bank.
• Dörries, Julian & Korn, Olaf & Power, Gabriel J., 2023. "How should the long-term investor harvest variance risk premiums?," CFR Working Papers 23-06, University of Cologne, Centre for Financial Research (CFR).
• Ebrahimi, Hedyeh & Masinaei, Masoud & Aminorroaya, Arya & Aryan, Zahra & Mehdipour, Parinaz & Rostam-Abadi, Yasna & Ahmadi, Naser & Saeedi Moghaddam, Sahar & Pishgar, Farhad & Ghanbari, Ali & Rezaei, , 2023. "Risk of incident cardiovascular diseases at national and subnational levels in Iran from 2000 to 2016 and projection through 2030: Insights from Iran STEPS surveys," Open Access Publications from Kiel Institute for the World Economy 279232, Kiel Institute for the World Economy (IfW Kiel).
• Uduakobong E. Akpan & Olusegun A. Ogunba & Timothy T. Ayodele, 2023. "Risk and Uncertainty Analysis of Commercial Real Estate Developments: A Comparison of Traditional and Contemporary Approaches," AfRES afres2023-026, African Real Estate Society (AfRES).
• Lelli, Chiara & Parisi, Laura & Heemskerk, Irene & Boldrini, Simone & Ceglar, Andrej, 2023. "Living in a world of disappearing nature: physical risk and the implications for financial stability," Occasional Paper Series 333, European Central Bank.