Compatibility between pricing rules and risk measures: the CCVaR

Raquel Balbás

DEE - Working Papers. Business Economics. WB from Universidad Carlos III de Madrid. Departamento de Economía de la Empresa

Keywords: Compatibility; Compatible; conditional; value; at; risk; Risk; measure; Pricing; rule (search for similar items in EconPapers)
JEL-codes: G11 G13 G22 G23 (search for similar items in EconPapers)
Date: 2009-01
New Economics Papers: this item is included in nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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