scientific article; zbMATH DE number 1538076

zbMATH Open0978.91048MaRDI QIDQ4518938FDOQ4518938

J. Danielsson, Phornchanok J. Cumperayot, Casper G. de Vries, Bjørn N. Jorgensen

Publication date: 3 December 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

value at riskuncomplete markets

Mathematics Subject Classification ID

Cited In (4)

• A firm's optimizing behaviour under a value-at-risk constraint
• Measures of risk
• Equilibrium impact of value-at-risk regulation
• Value-at-risk in a market subject to regime switching

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