Risk classes for structured products: mathematical aspects and their implications on behavioral investors
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/content/pdf/10.1007/s10436-013-0223-8.pdf
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3. Basak, S., Shapiro, A.: Value-at-risk-based risk management: optimal policies and asset prices. Rev Financ Stud 14(2), 371–405 (2001)
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