Archivo Abierto Institucional de la Universidad Carlos III de Madrid: Compatibility between pricing rules and risk measures: The CCVaR

	Home

Browse
	Scientific Research
	Academic thesis
	Journals
	Digital collections
	Institutional Documentation
	Issue Date
	Author
	Title
	Subject

Login:
	My E-Archivo authorized users

	Help and guides
	Feedback

Please use this identifier to cite or link to this item: http://hdl.handle.net/10016/3422

Google™ Scholar. Others By: Balbás, Alejandro - Balbás, Raquel

Files in This Item:

wb090201.pdf

-- 2009-01-13 -- Available on Internet -- preprint

344,34 kB

Adobe PDF

Title:	Compatibility between pricing rules and risk measures: The CCVaR
Author(s):	Balbás, Alejandro [balbas] Balbás, Raquel
Publisher:	Universidad Carlos III de Madrid. Departamento de Economía de la Empresa
Issued date:	Jan-2009
URI:	http://hdl.handle.net/10016/3422
Serie / Nº.:	UC3M Working papers. Business Economics 09-01
Keywords:	Risk measure Pricing rule Compatibility Compatible conditional value at risk
JEL Classification:	G11 G13 G22 G23
Appears in Collections:	DEE - Working Papers. Business Economics. WB Economists Online

This item is licensed under a Creative Commons License