Black swans, dragon kings, and Bayesian risk management
Year of publication: |
2013
|
---|---|
Authors: | Haas, Armin ; Onischka, Mathias ; Fucik, Markus |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | risk management | financial market regulation | Bayesian inference | Black Swan | risk assessment |
Series: | Economics Discussion Papers ; 2013-11 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 735977054 [GVK] hdl:10419/69284 [Handle] RePEc:zbw:ifwedp:201311 [RePEc] |
Classification: | C11 - Bayesian Analysis ; G32 - Financing Policy; Capital and Ownership Structure ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G18 - Government Policy and Regulation |
Source: |
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