Report NEP-RMG-2020-03-16

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-RMG

The following items were announced in this report:

• Jiri Panos & Petr Polak, 2019. "How to Improve the Model Selection Procedure in a Stress-testing Framework," Working Papers 2019/9, Czech National Bank.
• Fernandez Lafuerza,Luis Gonzalo & Serven,Luis, 2019. "Swept by the Tide ? The International Comovement of Capital Flows," Policy Research Working Paper Series 8787, The World Bank.
• Tursoy, Turgut & Berk, Niyazi, 2020. "Stock Return and Risk Premium: Evidence from Turkey," MPRA Paper 98877, University Library of Munich, Germany.
• Lefebvre, Marianne & Midler, Estelle & Bontems, Philippe, 2020. "Adoption of environmentally-friendly agricultural practices with background risk: experimental evidence," TSE Working Papers 20-1079, Toulouse School of Economics (TSE).
• Romain Gauchon & Stéphane Loisel & Jean-Louis Rullière & Julien Trufin, 2020. "Optimal prevention strategies in the classical risk model," Post-Print hal-02314899, HAL.
• Michael Pinelis & David Ruppert, 2020. "Machine Learning Portfolio Allocation," Papers 2003.00656, arXiv.org, revised Nov 2021.
• Kristoffer Andersson & Cornelis Oosterlee, 2020. "A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options," Papers 2003.01977, arXiv.org, revised Sep 2020.
• Jose J. Canals-Cerda, 2020. "From Incurred Loss to Current Expected Credit Loss (CECL): A Forensic Analysis of the Allowance for Loan Losses in Unconditionally Cancelable Credit Card Portfolios," Working Papers 20-09, Federal Reserve Bank of Philadelphia.
• Ceballos, Francisco & Kramer, Berber, 2019. "From index to indemnity insurance using digital technology: Demand for picture-based crop insurance:," IFPRI discussion papers 1890, International Food Policy Research Institute (IFPRI).
• Dräger, Lena & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2020. "The Long Memory of Equity Volatility and the Macroeconomy: International Evidence," Hannover Economic Papers (HEP) dp-667, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Mendez Ramos,Fabian, 2019. "Uncertainty in Ex-Ante Poverty and Income Distribution : Insights from Output Growth and Natural Resource Country Typologies," Policy Research Working Paper Series 8841, The World Bank.