Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation
Year of publication: |
2011
|
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Authors: | Shi, Zhen ; Werker, Bas J.M. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Risikomaß | Pensionskasse | Portfolio-Management | Institutioneller Investor | Regulierung | Soziale Kosten | Portfolio Choice | Value-at-Risk | Pension Funds |
Series: | Tinbergen Institute Discussion Paper ; 11-053/2/DSF17 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 840682808 [GVK] hdl:10419/86692 [Handle] RePEc:dgr:uvatin:20110053 [RePEc] |
Classification: | G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
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Economic costs and benefits of imposing short-horizon value-at-risk type regulation
Shi, Zhen, (2011)
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Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation
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Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation
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