Title of article
Equilibrium impact of value-at-risk regulation
Author/Authors
Markus Leippold، نويسنده , , Fabio Trojani، نويسنده , , Paolo Vanini، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
37
From page
1277
To page
1313
Keywords
Value-at-Risk , Stochastic opportunity set , regulatory policy , Dynamic financial equilibria , Perturbation Theory
Journal title
Journal of Economic Dynamics and Control
Serial Year
2006
Journal title
Journal of Economic Dynamics and Control
Record number
238924
Link To Document