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This paper is devoted to risk management and risk measurement methods. The author considers methods of risk measurement … and proposes the Inte- gral Sum of Differential Weighted Indexes of Risks (or ISDWIR) method of risk measurement. The … method is based on dynamic enterprise risk matri- ces. The matrix describes the changes of corporate risk values over the …
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Assuming a risk-neutral bank and assuming household utility to be exponential, we show how under information symmetry …
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's desire to tilt, smooth and stabilize consumption as well as minimize portfolio risk. In this context we also show how the …
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