Equilibrium impact of value-at-risk regulation (Q956555)
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scientific article; zbMATH DE number 5373183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium impact of value-at-risk regulation |
scientific article; zbMATH DE number 5373183 |
Statements
Equilibrium impact of value-at-risk regulation (English)
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25 November 2008
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value-at-risk
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stochastic opportunity set
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regulatory policy
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dynamic financial equilibria
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perturbation theory
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0.8467071
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0.83708555
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0.83463204
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0.8337681
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0.83228266
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0.8285706
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0.8285705
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