Pages that link to "Item:Q956555"
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The following pages link to Equilibrium impact of value-at-risk regulation (Q956555):
Displaying 18 items.
- Evolutionary portfolio selection with liquidity shocks (Q844633) (← links)
- Equilibrium asset pricing with systemic risk (Q926213) (← links)
- Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord (Q1009441) (← links)
- Regulation of a risk averse firm (Q1272618) (← links)
- Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
- Banks to basics! Why banking regulation should focus on equity (Q2140179) (← links)
- Risk management with expected shortfall (Q2230765) (← links)
- Optimal portfolio choice and consistent performance (Q2343112) (← links)
- Using value-at-risk to reconcile limited liability and the moral-hazard problem (Q2343121) (← links)
- VaR constrained asset pricing with relative performance (Q2451394) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
- The Economic Consequences of Regulatory Taking Risk on Land Value and Development Activity (Q4214712) (← links)
- (Q4518938) (← 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)