On dynamic measures of risk
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References listed on IDEAS
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World Scientific Publishing Co. Pte. Ltd..
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More about this item
KeywordsDynamic measures of risk; Bayesian risk; hedging; capital requirements; value-at-risk;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
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