Report NEP-RMG-2025-02-10

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:

• Zongxia Liang & Zhaojie Ren & Bin Zou, 2025. "Optimal Insurance under Endogenous Default and Background Risk," Papers 2501.05672, arXiv.org.
• Magomedov, Said & Fantazzini, Dean, 2025. "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper 123416, University Library of Munich, Germany.
• Soane, Emma, 2025. "The challenge of managing and retaining risks: how a paradox perspective reduces harm, realizes opportunities and enriches performance," LSE Research Online Documents on Economics 126951, London School of Economics and Political Science, LSE Library.
• Maria Debora Braga & Luigi Riso & Maria Grazia Zoia, 2025. "The Theoretical Properties of Novel Risk-Based Asset Allocation Strategies using Portfolio Volatility and Kurtosis," DISCE - Quaderni del Dipartimento di Politica Economica dipe0044, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Hanyue Huang & Qiguo Sun & Xibei Yang, 2025. "Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management," Papers 2501.12397, arXiv.org.
• Matthias R. Fengler & Winfried Koeniger & Stephan Minger, 2025. "The Transmission of Monetary Policy to the Cost of Hedging," Swiss Finance Institute Research Paper Series 25-03, Swiss Finance Institute.
• Di Wu, 2025. "Institutional Adoption and Correlation Dynamics: Bitcoin's Evolving Role in Financial Markets," Papers 2501.09911, arXiv.org.
• Mucahit Aygun & Roger J. A. Laeven & Mitja Stadje, 2025. "Higher-Order Ambiguity Attitudes," Papers 2501.13143, arXiv.org.
• Bhattarai, Keshab & Prasuna, Asha & Kumar, SNV Siva, 2024. "Structural Risk Modelling- Indian Mergers & Acquisitions," MPRA Paper 123385, University Library of Munich, Germany, revised 02 Jan 2025.
• Item repec:hal:journl:hal-04873466 is not listed on IDEAS anymore

• Sockin, Jason & Sockin, Michael, 2025. "Variable Pay and Risk Sharing Between Firms and Workers," IZA Discussion Papers 17644, Institute of Labor Economics (IZA).
• Ryan Niladri Banerjee & Julián Caballero & Enisse Kharroubi & Renée Spigt & Egon Zakrajsek, 2023. "Interest rate risk of non-financial firms: who hedges and does it help?," BIS Bulletins 81, Bank for International Settlements.
• Keon Vin Park, 2025. "Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach," Papers 2501.12074, arXiv.org, revised Jan 2025.
• Boris Hofmann & Ko Munakata & Tom Rosewall & Damiano Sandri, 2025. "Completing the post-pandemic landing," BIS Bulletins 97, Bank for International Settlements.