Report NEP-RMG-2013-06-24

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:

• Düllmann, Klaus & Koziol, Philipp, 2013. "Evaluation of minimum capital requirements for bank loans to SMEs," Discussion Papers 22/2013, Deutsche Bundesbank.
• Alistair Milne, 2013. "Distance to Default and the Financial Crisis," Discussion Paper Series 2013_03, Department of Economics, Loughborough University, revised Jun 2013.
• Stig Helberg & Snorre Lindset, 2013. "Bank Debt Regulations Implications for Bank Capital and Bond Risk," Working Paper Series 14813, Department of Economics, Norwegian University of Science and Technology.
• Roncalli, Thierry, 2013. "Introduction to Risk Parity and Budgeting," MPRA Paper 47679, University Library of Munich, Germany.
• Boucher, Stephen R. & Delpierre, Matthieu, 2013. "The Impact of Index-Based Insurance on Informal Risk-Sharing Networks," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150440, Agricultural and Applied Economics Association.
• Chiu, Leslie J. Verteramo & Turvey, Calum G., 2013. "A Risk Rationing Model," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150628, Agricultural and Applied Economics Association.
• Helena Jasiulewicz & Wojciech Kordecki, 2013. "Ruin probability of a discrete-time risk process with proportional reinsurance and investment for exponential and Pareto distributions," Papers 1306.3479, arXiv.org, revised Mar 2015.
• Dalila Cervantes-Godoy & Shingo Kimura & Jesús Antón, 2013. "Smallholder Risk Management in Developing Countries," OECD Food, Agriculture and Fisheries Papers 61, OECD Publishing.
• Uzeaa, Florentina Nicoleta & Poon, Kenneth & Sparling, David & Weersink, Alfons, 2013. "Farm Support Payments and Risk Balancing: Implications for Financial Riskiness of Canadian Farms," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150708, Agricultural and Applied Economics Association.
• Capitani, Daniel Henrique Dario & Mattos, Fabio, 2013. "Developing new futures contract versus cross-hedging: a study in the Brazilian rice market," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149998, Agricultural and Applied Economics Association.
• Miguel, Victor de & Nogales, Francisco J., 2013. "Parameter uncertainty in multiperiod portfolio optimization with transaction costs," DES - Working Papers. Statistics and Econometrics. WS ws132119, Universidad Carlos III de Madrid. Departamento de Estadística.
• Zhang, Lisha & Moss, Charles B., 2013. "Heteroscedasticity and the Estimation of the Risk Balancing Model," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150773, Agricultural and Applied Economics Association.
• Haas, Andreas & Hofmann, Annette, 2013. "Risiken aus Cloud-Computing-Services: Fragen des Risikomanagements und Aspekte der Versicherbarkeit," FZID Discussion Papers 74-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
• Jean-Franc{c}ois Renaud, 2013. "On the time spent in the red by a refracted L\'evy risk process," Papers 1306.4619, arXiv.org.
• Trautman, Dawn E. & Jeffrey, Scott R. & Unterschultz, James R., 2013. "Farm Wealth Implications of Canadian Agricultural Business Risk Management Programs," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149881, Agricultural and Applied Economics Association.