Individuals

Robert Jarrow ()

Chapter 10 in The Economic Foundations of Risk Management:Theory, Practice, and Applications, 2017, pp 81-87 from World Scientific Publishing Co. Pte. Ltd.

Abstract: This chapter studies an individual’s risk management problem with respect to their investment portfolio.

Keywords: Risk Management; Derivatives; Value-at-Risk; Funding Risk; Financial Engineering (search for similar items in EconPapers)
JEL-codes: G31 (search for similar items in EconPapers)
Date: 2017
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