Optimization of Risk Exposure

Alexei Gretchikha

Finance from University Library of Munich, Germany

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: D80 D81 G10 G11 G30 (search for similar items in EconPapers)
Pages: 3 pages
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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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpfi:0207006

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