Equilibrium asset pricing with systemic risk (Q926213)
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scientific article; zbMATH DE number 5278990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium asset pricing with systemic risk |
scientific article; zbMATH DE number 5278990 |
Statements
Equilibrium asset pricing with systemic risk (English)
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26 May 2008
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Systemic risk
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Value-at-risk
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Risk sensitive regulation
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General equilibrium
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