Pages that link to "Item:Q956555"

The following pages link to Equilibrium impact of value-at-risk regulation (Q956555):

Displaying 10 items.

• Evolutionary portfolio selection with liquidity shocks (Q844633) (← links)
• Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord (Q1009441) (← links)
• Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
• Risk management with expected shortfall (Q2230765) (← links)
• Optimal portfolio choice and consistent performance (Q2343112) (← links)
• MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
• Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
• Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
• Utility-Deviation-Risk Portfolio Selection (Q5270329) (← links)
• Robust portfolio selection under recovery average value at risk (Q6496953) (← links)