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Functional sensitivity analysis of ruin probability in the classical risk models

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Assessing financial model risk

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Stability advances in robust portfolio optimization under parallelepiped uncertainty

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How do risk attitudes of clearing firms matter for managing default exposure in futures markets?

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Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation

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Trade policy and risk diversification

Pfeffer, Barbara (contributor) - 2006

sector as might be expected. The asset covariance and the labor risk correlation, especially the working location of the …. Moreover, a effective hedge for the income risk is not possible in most of the observed scenarios. -- Protection ; Portfolio … Choice ; Risk Diversication ; Income Risk …