A stochastic dominance approach to financial risk management strategies (Q2347722)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic dominance approach to financial risk management strategies |
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A stochastic dominance approach to financial risk management strategies (English)
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8 June 2015
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stochastic dominance
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value-at-risk
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daily capital charges
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violation penalties
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optimizing strategy
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Basel III accord
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VIX futures
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global financial crisis
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