Equilibrium impact of value-at-risk regulation (Q956555): Difference between revisions
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| Property / cites work: Coherent Measures of Risk / rank | |||
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| Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank | |||
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| Property / cites work: Robustness and Ambiguity Aversion in General Equilibrium * / rank | |||
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Latest revision as of 21:08, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium impact of value-at-risk regulation |
scientific article |
Statements
Equilibrium impact of value-at-risk regulation (English)
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25 November 2008
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value-at-risk
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stochastic opportunity set
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regulatory policy
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dynamic financial equilibria
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perturbation theory
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