Who described criteria which make a risk measure coherent
Who described the criteria which make a risk measure coherent?
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Artzner et al. (1997) specify criteria which make a risk measure coherent. And Value at Risk is not coherent.
Give an example of restrictive covenants that could be given in a bond’s indenture?
How is a portfolio optimized for the greatest expected return in a prescribed risk level?
Why do you think the empirical studies regarding factors affecting equity returns mainly showed which domestic factors were more significant than international factors, and, secondly, that industrial membership of firm was of little importance in forecasting t
Explain an example of Margin Hedging in Metallgesellschaft and Long Term Capital Management.
Explain the work of the financial manager in a business firm.
Illustrates Black–Scholes Equation with an example?
Why should we assume a deterministic stock price path for an equity option? Answer: Because the forward rate curve is not uniquely determined through the finite set
Explain parallel loan ?A parallel loan involves four parties. One MNC borrows & re-lends to another's subsidiary and vice versa.
Explain the term: compensating balances and why do banks require compensating balances from some customers? When can a bank impose compensating balances?
Explain the term Modigliani–Modigliani measure.
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