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.
Compare & contrast the several types of secondary market trading structures. There are two fundamental types of secondary market trading structures: dealer & agency. In a dealer market, the dealer serves as market maker for the securit
What is the weight in the weighted average cost of capital?
What should a borrower consider before issuing dual-currency bonds? What should an investor consider before investing in dual-currency bonds?
What is the validity of the Efficient-market hypothesis?
Review a current article on strategic planning from a business journal. The article should have been published within the last 3 years. The review is to include full bibliographical information for the article being reviewed and any other referenced material; discuss in scholarly detail a summary of
foreign countries to finance its current account deficits
In order for a derivatives market to function two kind of economic agents are required: hedgers & speculators. Describe.Two kinds of market participants are essential for the operation of a derivatives market: speculators & hedgers.
How are foreign exchange transactions among international banks settled?The interbank market is network of correspondent banking relationships, along with large commercial banks maintaining demand deposit accounts along with one another, known a
Why is Crash Metrics Constructed?
You have one hat containing normally distributed random numbers, with a mean of zero and a standard deviation of σ which is unknown. You draw N numbers φi from this hat. What is the ‘probability’ of drawing all of the numbers &ph
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