Risk Aversion in Regulatory Capital Principles (Q5112721)
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scientific article; zbMATH DE number 7209453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Aversion in Regulatory Capital Principles |
scientific article; zbMATH DE number 7209453 |
Statements
Risk Aversion in Regulatory Capital Principles (English)
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8 June 2020
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regulatory capital
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risk measures
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risk aversion
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risk sharing
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stochastic dominance
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