Equilibrium impact of value-at-risk regulation (Q956555): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Coherent Measures of Risk / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Robustness and Ambiguity Aversion in General Equilibrium * / rank | |||
Normal rank |
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)
0 references
25 November 2008
0 references
value-at-risk
0 references
stochastic opportunity set
0 references
regulatory policy
0 references
dynamic financial equilibria
0 references
perturbation theory
0 references