22 documents matched the search for the 2019-03-25 issue of the NEP report on Risk Management (nep-rmg), currently edited by Stan Miles.
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11121
Optimal FX Hedge Tenor with Liquidity Risk,
Rongju Zhang, Mark Aarons and Gregoire Loeper,
from arXiv.org
(2019)
Risk and Return models for Equity Markets and Implied Equity Risk Premium,
Enzo Busseti,
from arXiv.org
(2019)
Using probit models of downturn risk to calibrate GDP Fan charts for New Zealand,
Nikki Kergozou and David Turner,
from OECD Publishing
(2019)
Keywords: downturn, economic forecasts, fan charts, New Zealand, risk, uncertainty
Machine Learning Risk Models,
Zura Kakushadze and Willie Yu,
from arXiv.org
(2019)
Non-traded call's volatility smiles,
Marek Capinski,
from arXiv.org
(2019)
Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis,
Rebekka Buse, Melanie Schienle and Jörg Urban,
from European Systemic Risk Board
(2019)
Keywords: bootstrap spillover-measures, financial crises, financial stability and systemic risk in the eurozone, high-frequency cds, policy and regulation
Future developments in cyber risk assessment for the internet of things,
Petar Radanliev, David De Roure, Razvan Nicolescu, Michael Huth, Rafael Mantilla Montalvo, Stacy Cannady and Peter Burnap,
from University Library of Munich, Germany
(2018)
Keywords: IoT cyber risk IoT risk analysis IoT cyber insurance IoT MicroMort Cyber value-at-risk
Definition of Internet of Things (IoT) Cyber Risk – Discussion on a Transformation Roadmap for Standardization of Regulations, Risk Maturity, Strategy Design and Impact Assessment,
Petar Radanliev, David De Roure, Jason R.C. Nurse, Pete Burnap, Eirini Anthi, Uchenna Ani, Maddox, La’Treall, Omar Santos and Rafael Mantilla Montalvo,
from University Library of Munich, Germany
(2019)
Keywords: Internet of Things; Micro Mart model; Goal-Oriented Approach; transformation roadmap; Cyber risk regulations; empirical analysis; cyber risk self-assessment; cyber risk target state
Designing an Optimal Portfolio for Iran's Stock Market with Genetic Algorithm using Neural Network Prediction of Risk and Return Stocks,
Masoud Fekri and Babak Barazandeh,
from arXiv.org
(2019)
Computation of systemic risk measures: a mixed-integer programming approach,
\c{C}a\u{g}{\i}n Ararat and Nurtai Meimanjan,
from arXiv.org
(2023)
A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier,
Hanene Ben Salah, Ali Gannoun and Mathieu Ribatet,
from HAL
(2018)
Keywords: Nonparametric Mean Estimation,Nonparametric Median Estimation,Semivariance,DownSide Risk,Kernel Method
Semimartingale theory of monotone mean--variance portfolio allocation,
Ale\v{s} \v{C}ern\'y,
from arXiv.org
(2020)
The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios,
Ben Craig, Margherita Giuzio and Sandra Paterlini,
from European Systemic Risk Board
(2019)
Keywords: bank regulation, diversification, home bias, sovereign-bank nexus, sovereign risk
Towards Decision Support Automation for Supply Chain Risk Management among Logistics Network Stakeholders,
Raphaël Oger, Frederick Benaben, Matthieu Lauras and Benoit Montreuil,
from HAL
(2018)
Keywords: Decision Support,Strategic Business Planning,Supply Chain Risk Management,Supply Chain,Logistics Network,Supply Chain Design,Risk Management,Opportunity Management
Factorial Network Models To Improve P2P Credit Risk Management,
Daniel Felix Ahelegbey, Paolo Giudici and Branka Hadji-Misheva,
from University Library of Munich, Germany
(2019)
Keywords: Credit Risk, Factor models, Fintech, Peer-to-Peer lending, Credit Scoring, Lasso, Segmentation
The Total Risk Premium Puzzle,
Oscar Jorda, Moritz Schularick and Alan Taylor,
from National Bureau of Economic Research, Inc
(2019)
Risk trading in capacity equilibrium models,
Gauthier de Maere d'Aertrycke, Andreas Ehrenmann, Daniel Ralph and Yves Smeers,
from Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge
(2018)
Keywords: Capacity expansion, spot market, perfect or Cournot competition, risk aversion, risk trading, complete or incomplete risk market, coherent risk measure, risky capacity equilibria
Coherent diversification measures in portfolio theory: An axiomatic foundation,
Nettey Boevi Gilles Koumou and Georges Dionne,
from HEC Montreal, Canada Research Chair in Risk Management
(2019)
Keywords: Portfolio theory; portfolio diversification; preference for diversification; correlation diversification; expected utility theory; dual theory.
The Basel Capital Requirement, Lending Interest Rate, and Aggregate Economic Growth: An Empirical Study of Viet Nam,
Nguyet Thi Minh Phi, Hanh Thi Hong Hoang, Farhad Taghizadeh-Hesary and Naoyuki Yoshino,
from Asian Development Bank Institute
(2019)
Keywords: Basel II; regulatory capital requirements; bank capital; lending rate; aggregate growth
Establishment of the Credit Risk Database: Concrete Use to Evaluate the Creditworthiness of SMEs,
Satoshi Kuwahara, Naoyuki Yoshino, Megumi Sagara and Farhad Taghizadeh-Hesary,
from Asian Development Bank Institute
(2019)
Keywords: credit risk database; CRD creditworthiness; SMEs in Japan
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