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Regulatory arbitrage of risk measures - MaRDI portal

Regulatory arbitrage of risk measures (Q5001133)

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scientific article; zbMATH DE number 7372403
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English
Regulatory arbitrage of risk measures
scientific article; zbMATH DE number 7372403

    Statements

    title
    Regulatory arbitrage of risk measures (English)
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    author
    Ruodu Wang
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    publication date
    16 July 2021
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    zbMATH Keywords
    risk measure
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    convex risk measure
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    regulatory arbitrage
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    minimal measure
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    non-coherent risk measure
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    limited regulatory arbitrage
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    60G55
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    60G05
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    60G20
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    zbMATH DE Number
    7372403
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    OpenAlex ID
    W3125510762
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