Black swans, dragon kings, and Bayesian risk management
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References listed on IDEAS
- You, Liangzhi & Wood, Stanley, 2006. "An entropy approach to spatial disaggregation of agricultural production," Agricultural Systems, Elsevier, vol. 90(1-3), pages 329-347, October.
- Nelson, Gerald C. & Rosegrant, Mark W. & Palazzo, Amanda & Gray, Ian & Ingersoll, Christina & Robertson, Richard & Tokgoz, Simla & Zhu, Tingju & Sulser, Timothy B. & Ringler, Claudia & Msangi, Siwa & , 2010. "Food security, farming, and climate change to 2050: Scenarios, results, policy options," Research reports Gerald C. Nelson, et al., International Food Policy Research Institute (IFPRI).
- You, Liangzhi & Wood, Stanley & Wood-Sichra, Ulrike, 2007. "Generating plausible crop distribution and performance maps for Sub-Saharan Africa using a spatially disaggregated data fusion and optimization approach:," IFPRI discussion papers 725, International Food Policy Research Institute (IFPRI).
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Keywordsrisk management; financial market regulation; Bayesian inference; Black Swan; risk assessment;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-03-02 (All new papers)
- NEP-HPE-2013-03-02 (History & Philosophy of Economics)
- NEP-RMG-2013-03-02 (Risk Management)
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