Nonparametric risk management and implied risk aversion (Q1969813): Difference between revisions

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Latest revision as of 08:32, 30 July 2024

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Nonparametric risk management and implied risk aversion
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    Nonparametric risk management and implied risk aversion (English)
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    11 January 2001
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    value-at risk
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    risk aversion
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    representative agent preferences
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