Nonparametric risk management and implied risk aversion (Q1969813)
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scientific article; zbMATH DE number 1417426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric risk management and implied risk aversion |
scientific article; zbMATH DE number 1417426 |
Statements
Nonparametric risk management and implied risk aversion (English)
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11 January 2001
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value-at risk
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risk aversion
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representative agent preferences
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