Risk classes for structured products: mathematical aspects and their implications on behavioral investors
Year of publication: |
2013
|
---|---|
Authors: | Cao, Ji ; Rieger, Marc |
Published in: |
Annals of Finance. - Springer. - Vol. 9.2013, 2, p. 167-183
|
Publisher: |
Springer |
Subject: | Value at risk | Structured products | Risk measure |
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