Required capital for long-run risks

DOI10.1016/J.JEDC.2022.104502OpenAlexW4289313730WikidataQ114161676 ScholiaQ114161676MaRDI QIDQ2102860FDOQ2102860

Jean-Paul Renne, Alain Monfort, Christian Gouriéroux

Publication date: 12 December 2022

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104502

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zbMATH Keywords

pension fundrisk profilelong-run risklow carbontransition risksmicroprudential supervisionshort and long-run required capital

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• A theory of the term structure of interest rates
• Title not available (Why is that?)
• Discounting climate change
• Strategic long-term financial risks: single risk factors
• Contagion phenomena with applications in finance

Cited In (1)

• Necessary conditions for the CAPM

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