1. <code id="md54j"></code>
      <big id="md54j"><em id="md54j"></em></big>

        <code id="md54j"><nobr id="md54j"><samp id="md54j"></samp></nobr></code>
        <dfn id="md54j"><option id="md54j"><sub id="md54j"></sub></option></dfn>
        1. <th id="md54j"></th>

          Mirror operated in collaboration with local support

          Risk Management

          Authors and titles for recent submissions

          [ total of 7 entries: 1-7 ]
          [ showing up to 25 entries per page: fewer | more ]

          Thu, 21 May 2020

          [1]  arXiv:2005.09974 [pdf, other]
          Title: Stochastic modeling of assets and liabilities with mortality risk
          Subjects: Risk Management (q-fin.RM); Econometrics (econ.EM); Optimization and Control (math.OC)

          Tue, 19 May 2020

          [2]  arXiv:2005.07967 [pdf, ps, other]
          Title: Parameter estimation of default portfolios using the Merton model and Phase transition
          Comments: 19 pages, 5 figures
          Subjects: Risk Management (q-fin.RM); Statistical Mechanics (cond-mat.stat-mech)
          [3]  arXiv:2005.08929 (cross-list from q-fin.GN) [pdf, other]
          Title: Disaster Resilience and Asset Prices
          Comments: 40 pages, 11 figures, 7 tables
          Subjects: General Finance (q-fin.GN); General Economics (econ.GN); Risk Management (q-fin.RM)

          Thu, 14 May 2020

          [4]  arXiv:2005.06015 (cross-list from q-fin.MF) [pdf, ps, other]
          Title: Quadratic Hedging for Sequential Claims with Random Weights in Discrete Time
          Authors: Jun Deng, Bin Zou
          Comments: 16 pages
          Subjects: Mathematical Finance (q-fin.MF); Portfolio Management (q-fin.PM); Pricing of Securities (q-fin.PR); Risk Management (q-fin.RM)

          Wed, 13 May 2020

          [5]  arXiv:2005.05428 [pdf, ps, other]
          Title: Value-at-Risk substitute for non-ruin capital is fallacious and redundant
          Comments: 21 pages, 12 figures, 1 table
          Subjects: Risk Management (q-fin.RM); Probability (math.PR)
          [6]  arXiv:2005.05364 [pdf, ps, other]
          Title: A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms
          Comments: 30 pages
          Subjects: Risk Management (q-fin.RM); Mathematical Finance (q-fin.MF)

          Tue, 12 May 2020

          [7]  arXiv:2005.04868 [pdf, other]
          Title: Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles
          Comments: 36 pages, 2 figures and 5 tables
          Subjects: Risk Management (q-fin.RM)
          [ total of 7 entries: 1-7 ]
          [ showing up to 25 entries per page: fewer | more ]