Shareholder risk measures
Year of publication: |
2018
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Authors: | Coculescu, Delia ; Rochet, Jean-Charles |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 28.2018, 1, p. 5-28
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Subject: | risk measures | shareholder’s risk measure | cash reserves management | dividend optimization | nonconvex risk measures | Theorie | Theory | Messung | Measurement | Risiko | Risk | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Dividende | Dividend | Risikomanagement | Risk management | Aktionäre | Shareholders | Bankrisiko | Bank risk |
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