Optimization of Risk Exposure

Alexei Gretchikha ()

Finance from EconWPA

Abstract: Risk exposure can be efficiently optimized in practical situations, using a new apporach to identification of investor's risk aversion.

Keywords: risk exposure; risk aversion; risk optimization (search for similar items in EconPapers)
JEL-codes: G11 G10 D81 D80 G30 (search for similar items in EconPapers)
Date: 2002-08-19
Note: Type of Document - Acrobat PDF; prepared on IBM PC - Acrobat PDF; to print on HP; pages: 3; figures: none

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http://129.3.20.41/eps/fin/papers/0207/0207006.pdf (application/pdf)

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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpfi:0207006

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