Coherent Measures of Risk From a General Equilibrium Perspective

Journal of Banking and Finance - Netherlands
doi 10.1016/j.jbankfin.2006.10.026
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Taxation and Risk Taking: A General Equilibrium Perspective

1991English

Extremes for Coherent Risk Measures

Insurance: Mathematics and Economics
UncertaintyEconomicsStatisticsEconometricsProbability
2016English

Coherent Risk Measures by Pricing Functionals

Applied Mathematical Sciences
2014English

An Axiomatic Characterization of Capital Allocations of Coherent Risk Measures

Quantitative Finance
EconomicsEconometricsFinance
2009English

Bounding Contingent Claim Prices via Hedging Strategy With Coherent Risk Measures

Journal of Optimization Theory and Applications
ControlManagement ScienceApplied MathematicsOptimizationOperations Research
2011English

A General Framework for Portfolio Theory. Part II: Drawdown Risk Measures

Risks
ManagementFinanceEconomicsStrategyAccountingEconometrics
2018English

Dampening General Equilibrium: From Micro to Macro

2017English

Multiregional General Equilibrium Model Introduced From Probabilistic Approach

Studies in Regional Science
Social SciencesEnvironmental Science
1993English

The Place of Agriculture in the Development of Poland and Hungary: Lessons From a Computable General Equilibrium Model With Risk Considerations

2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy