Regulatory arbitrage of risk measures (Q5001133)
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scientific article; zbMATH DE number 7372403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regulatory arbitrage of risk measures |
scientific article; zbMATH DE number 7372403 |
Statements
Regulatory arbitrage of risk measures (English)
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16 July 2021
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risk measure
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convex risk measure
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regulatory arbitrage
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minimal measure
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non-coherent risk measure
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limited regulatory arbitrage
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