Equilibrium impact of value-at-risk regulation (Q956555)

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Equilibrium impact of value-at-risk regulation
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    title
    Equilibrium impact of value-at-risk regulation (English)
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    author
    Markus Leippold
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    Fabio Trojani
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    Paolo Vanini
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    publication date
    25 November 2008
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    zbMATH DE Number
    5373183
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    zbMATH Keywords
    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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