Report NEP-RMG-2017-04-30

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:

• Mihaly Ormos & Dusan Timotity, 2017. "The case of 'Less is more': Modelling risk-preference with Expected Downside Risk," Papers 1704.05332, arXiv.org.
• Maier, Ulf, 2017. "Regulatory Competition In Capital Standards with Selection Effects among Banks," Rationality and Competition Discussion Paper Series 7, CRC TRR 190 Rationality and Competition.
• José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017. "Volatility Risk Premia and Future Commodity Returns," Working Papers Series 455, Central Bank of Brazil, Research Department.
• Colleen Baker & Christine M. Cumming & Julapa Jagtiani, 2017. "The Impacts Of Financial Regulations: Solvency And Liquidity In The Post-Crisis Period," Working Papers 17-10, Federal Reserve Bank of Philadelphia.
• Nayan, Norma, 2017. "Performance and Risk: Empirical Evidence from Petroliam Nasional Berhad (PETRONAS)," MPRA Paper 78344, University Library of Munich, Germany.
• Bernabe Lopez-Martin & Julio Leal & Andre Martinez Fritscher, 2017. "Commodity price risk management and fiscal policy in a sovereign default model," BIS Working Papers 620, Bank for International Settlements.
• Heitor Almeida & Kristine Watson Hankins & Ryan Williams, 2017. "Risk Management with Supply Contracts," NBER Working Papers 23331, National Bureau of Economic Research, Inc.
• Ghani, Luqman, 2017. "Necessity of Corporate Governance and Development of Risk Management: APB Resources Berhad," MPRA Paper 78376, University Library of Munich, Germany.
• Lauren Stagnol, 2017. "Introducing global term structure in a risk parity framework," EconomiX Working Papers 2017-23, University of Paris Nanterre, EconomiX.
• Khalil, Nur Syafiqah, 2017. "Firm Risk and Performance: The Role of Corporate Governance in Hwa Tai Sdn Bhd," MPRA Paper 78510, University Library of Munich, Germany.
• Ionut Purica, 2016. "Hazard risks and their impact on critical infrastructures (Case analysis – natural gas networks of Italy and Romania)," EcoMod2016 9605, EcoMod.
• Richard Bishop & Kevin Boyle & Richard Carson & David Chapman & Matthew DeBell & Colleen Donovan & W. Michael Hanemann & Barbara Kanninen & Matthew Konopka & Raymond Kopp & Jon Krosnick & John List & , 2017. "Putting a value on injuries to natural assets: The BP Oil Spill," Natural Field Experiments 00610, The Field Experiments Website.
• Ana Brochado, 2016. "Investor attention and Portuguese stock market volatility: We’ll google it for you!," EcoMod2016 9345, EcoMod.
• Farrell, James & Shoag, Daniel, 2016. "Risky Choices: Simulating Public Pension Funding Stress with Realistic Shocks," Working Paper Series rwp16-053, Harvard University, John F. Kennedy School of Government.
• Hanming Fang & Zenan Wu, 2017. "Life Insurance and Life Settlement Markets with Overconfident Policyholders," NBER Working Papers 23286, National Bureau of Economic Research, Inc.
• Polemarchakis, Herakles & Selden, Larry & Song, Xinxi, 2017. "The identification of attitudes towards ambiguity and risk from asset demand," CRETA Online Discussion Paper Series 28, Centre for Research in Economic Theory and its Applications CRETA.