Report NEP-RMG-2019-05-20

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:

• Christian Diem & Anton Pichler & Stefan Thurner, 2019. "What is the Minimal Systemic Risk in Financial Exposure Networks?," Papers 1905.05931, arXiv.org.
• Adelina-Monica Moraru, 2017. "Risk management on the capital market and use of multi-factorial models for estimating the stocks return," Scientific Papers 0005, Institute of Financial Studies.
• Ciprian Nicolae, 2018. "Implications of modifying internal managerial control regulations for a uniform risk management methodology regarding non-reimbursable financing," Scientific Papers 0021, Institute of Financial Studies.
• Adrian Nicolae Capatana, 2017. "Risk assessment of a stock portfolio using value-at-risk," Scientific Papers 0004, Institute of Financial Studies.
• Leonardo Badea & Ion Stancu & Adina-Alexandra Darman-Guzun, 2018. "Optimizing the allocation of private pension funds in Romania (2nd Pillar)," Scientific Papers 0020, Institute of Financial Studies.
• Peter Martey Addo & Dominique Guegan & Bertrand Hassani, 2018. "Credit Risk Analysis using Machine and Deep Learning models," Post-Print halshs-01719983, HAL.
• Wang, Dieter & van Lelyveld, Iman & Schaumburg, Julia, 2019. "Do information contagion and business model similarities explain bank credit risk commonalities?," ESRB Working Paper Series 94, European Systemic Risk Board.
• Ioana-Alexandra Radu & Cristian-George Vlaicu, 2018. "Risk-return puzzle in internationally diversified equity portfolios – the Romanian perspective," Scientific Papers 0011, Institute of Financial Studies.
• Dionne, Georges & Maalaoui Chun, Olfa & Triki, Thouraya, 2018. "The Governance of Risk Management: The Importance of Directors’ Independence and Financial Knowledge," Working Papers 18-7, HEC Montreal, Canada Research Chair in Risk Management.
• Jamal Bouoiyour & Refk Selmi, 2019. "The Qatar-Gulf Crisis and Risk Management in Oil and Gas Markets," Working Papers hal-02101633, HAL.
• Anasse Amarouche & Philippe Chapellier & Alain George, 2018. "La gestion des risques dans une chaîne d’approvisionnement [La gestion des risques dans une chaine d'approvisionnement : Le cas de la filière d'approvisionnement en fruits et légumes d'une entrepri," Post-Print hal-02101506, HAL.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
• Ng, Horlick & Ker, Alan P., 2019. "On Technological Change and Yield Resiliency in Canadian Crop Yields," Working Papers 288511, University of Guelph, Institute for the Advanced Study of Food and Agricultural Policy.