18 documents matched the search for the 2019-09-09 issue of the NEP report on Risk Management (nep-rmg), currently edited by Stan Miles.
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111
Relationship between optimal portfolios which can maximize and minimize the expected return,
Takashi Shinzato,
from arXiv.org
(2019)
Fourier transform MCMC, heavy tailed distributions and geometric ergodicity,
Denis Belomestny and Leonid Iosipoi,
from arXiv.org
(2019)
Quantile Convolutional Neural Networks for Value at Risk Forecasting,
G\'abor Petneh\'azi,
from arXiv.org
(2020)
ChainNet: Learning on Blockchain Graphs with Topological Features,
Nazmiye Ceren Abay, Cuneyt Gurcan Akcora, Yulia R. Gel, Umar D. Islambekov, Murat Kantarcioglu, Yahui Tian and Bhavani Thuraisingham,
from arXiv.org
(2019)
Detecting stock market bubbles based on the cross-sectional dispersion of stock prices,
Takayuki Mizuno, Takaaki Ohnishi and Tsutomu Watanabe,
from University of Tokyo, Graduate School of Economics
(2019)
Keywords: Stock market; Financial bubble; Nowcast; Power law
Yield Risk, Price Risk, and Demand for Crop Insurance,
Stephanie Rosch and Andrew Crane-Droesch,
from Agricultural and Applied Economics Association
(2019)
Keywords: Agricultural and Food Policy
The Evaluation of Model Risk for Probability of Default and Expected Loss,
Christian Gourieroux and Andre Tiomo,
from University Library of Munich, Germany
(2019)
Keywords: Model Risk, Estimation Risk, Speci�cation Risk, Expected Loss, Probability of Default, Required Capital, Prudential Regulation, Difference Estimator. 1
An algorithm for construction of a portfolio with a fundamental criterion,
Pawel Kliber and Anna Rutkowska-Ziarko,
from International Institute of Social and Economic Sciences
(2019)
Keywords: portfolio analysis, fundamental value, multicriterial choice, fundamental analysis
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization,
Tim Xiao,
from ZBW - Leibniz Information Centre for Economics
(2018)
Keywords: asset pricing, credit risk modeling, collateralization, comvariance, comrelation, correlation, CDS
Lifetime Ruin under High-watermark Fees and Drift Uncertainty,
Junbeom Lee, Xiang Yu and Chao Zhou,
from arXiv.org
(2020)
Predicting Consumer Default: A Deep Learning Approach,
Stefania Albanesi and Domonkos F. Vamossy,
from arXiv.org
(2019)
The risk-taking channel of international financial flows,
Pietro Cova and Filippo Natoli,
from City University of Hong Kong, Department of Economics and Finance, Global Research Unit
(2019)
Keywords: saving glut, banking glut, capital flows, banking leverage, risk-taking channel
Stress Testing and Bank Lending,
Joel Shapiro and Jing Zeng,
from C.E.P.R. Discussion Papers
(2019)
Keywords: Bank regulation; Stress tests; Bank lending; Reputation
Fixed-k Inference for Conditional Extremal Quantiles,
Yuya Sasaki and Yulong Wang,
from arXiv.org
(2020)
A Risk-Hedging View to Refinery Capacity Investment,
Hamed Ghoddusi and Franz Wirl,
from Economic Research Forum
(2019)
Predicting financial distress of companies: Comparison between multivariate discriminant analysis and multilayer perceptron for Tunisian case,
Fayçal Mraihi and Inane Kanzari,
from Economic Research Forum
(2019)
An Intertemporal CAPM with stochastic volatility,
John Campbell, Stefano Giglio, Christopher Polk and Robert Turley,
from London School of Economics and Political Science, LSE Library
(2018)
Do reserve requirements reduce the risk of bank failure?,
Christian Glocker,
from University Library of Munich, Germany
(2019)
Keywords: Reserve requirements, liquidity regulation, capital requirements, bank failure, default correlation
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