Report NEP-RMG-2018-05-07

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:

• Hassen Raîs, 2016. "Idiosyncratic Risk and the Cross-Section of European Insurance Equity Returns," Post-Print hal-01764088, HAL.
• Gollier, Christian & Kimball, Miles S., 2018. "Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions"," TSE Working Papers 18-909, Toulouse School of Economics (TSE).
• Dinc, Yusuf, 2017. "Comparative empirical analysis on the effect of mortgage loan on capital adequacy ratio," MPRA Paper 86451, University Library of Munich, Germany, revised 25 May 2017.
• Colliard, Jean-Edouard, 2017. "Strategic Selection of Risk Models and Bank Capital Regulation," HEC Research Papers Series 1229, HEC Paris, revised 29 Nov 2017.
• David Hartman & Jaroslav Hlinka, 2018. "Nonlinearity in stock networks," Papers 1804.10264, arXiv.org, revised Jun 2018.
• Allen, Franklin & Gu, Xian, 2018. "The Interplay between Regulations and Financial Stability," CEPR Discussion Papers 12862, C.E.P.R. Discussion Papers.
• Heij, C. & Knapp, S., 2018. "Predictive power of inspection outcomes for future shipping accidents," Econometric Institute Research Papers EI2018-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Zbigniew Michna, 2018. "Ruin probabilities for two collaborating insurance companies," Papers 1804.06598, arXiv.org, revised Dec 2018.
• Matthew A. Masten & Alexandre Poirier, 2018. "Interpreting Quantile Independence," Papers 1804.10957, arXiv.org.
• Nesrine Mechri & Salah Ben Hamad & Christian De Peretti, 2019. "The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic," Working Papers hal-01766742, HAL.
• Yifeng Guo & Xingyu Fu & Yuyan Shi & Mingwen Liu, 2018. "Robust Log-Optimal Strategy with Reinforcement Learning," Papers 1805.00205, arXiv.org.
• Hong Wang & Catherine S. Forbes & Jean-Pierre Fenech & John Vaz, 2018. "The determinants of bank loan recovery rates in good times and bad - new evidence," Papers 1804.07022, arXiv.org.
• Alexander N. Bogin & Jessica Shui, 2018. "Appraisal Accuracy, Automated Valuation Models, And Credit Modeling in Rural Areas," FHFA Staff Working Papers 18-03, Federal Housing Finance Agency.
• Rampini, Adriano A. & Viswanathan, S., 2018. "Financing Insurance," CEPR Discussion Papers 12855, C.E.P.R. Discussion Papers.