Who measured risk as coherent in finance theory
Who measured risk as coherent, in finance theory?
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Artzner et al., in 1997 proposed a set of properties which a measure of risk must satisfy for this to be sensible. This risk measures are termed as coherent.
What is shadow Greeks?
[CAPM Estimate of Cost of Equity Capital] Voice River, Inc., has successfully moved through its early life cycle stages and now is well into its rapid-growth stage. However, by traditional standards this provider of media-on-demand services is still considered to be a relatively small venture. The i
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Describe the concept of the world beta of a security.The world beta measures the sensitivity of returns to security to returns to the world market portfolio. This is a measure of the systematic risk of the security in global setting. Statistically, the world beta can be des
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