Equilibrium asset pricing with systemic risk (Q926213)

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Equilibrium asset pricing with systemic risk
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    Statements

    title
    Equilibrium asset pricing with systemic risk (English)
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    author
    Jón Daníelsson
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    Jean-Pierre Zigrand
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    publication date
    26 May 2008
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    zbMATH Keywords
    Systemic risk
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    Value-at-risk
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    Risk sensitive regulation
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    General equilibrium
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    Identifiers

    zbMATH DE Number
    5278990
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