VaR constrained asset pricing with relative performance (Q2451394): Difference between revisions
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Revision as of 09:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VaR constrained asset pricing with relative performance |
scientific article |
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VaR constrained asset pricing with relative performance (English)
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3 June 2014
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relative performance
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financial institution
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asset pricing
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value-at-risk (VaR)
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