Regulation Incentives for Risk Management in Incomplete Markets

Jón Daníelsson; Bjørn N. Jørgensen; Casper G. de Vries

Regulation Incentives for Risk Management in Incomplete Markets

Jón Daníelsson, Bjørn N. Jørgensen, Casper G. de Vries

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

Abstract

There was a great momentum in the research into measures of financial risk. After many years of ad hoc and non consistent measures, the problem is finally well formulated and some useful and very user friendly solutions have been proposed.

Original language	English
Title of host publication	Risk Measures for the 21st Century
Editors	Giorgio Szegö
Place of Publication	Chichester
Publisher	John Wiley and Sons Ltd
Publication date	2004
Pages	87-108
Chapter	7
ISBN (Print)	9780470861547
Publication status	Published - 2004
Externally published	Yes

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title = "Regulation Incentives for Risk Management in Incomplete Markets",

abstract = "There was a great momentum in the research into measures of financial risk. After many years of ad hoc and non consistent measures, the problem is finally well formulated and some useful and very user friendly solutions have been proposed.",

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year = "2004",

language = "English",

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T1 - Regulation Incentives for Risk Management in Incomplete Markets

AU - Daníelsson, Jón

AU - Jørgensen, Bjørn N.

AU - de Vries, Casper G.

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N2 - There was a great momentum in the research into measures of financial risk. After many years of ad hoc and non consistent measures, the problem is finally well formulated and some useful and very user friendly solutions have been proposed.

AB - There was a great momentum in the research into measures of financial risk. After many years of ad hoc and non consistent measures, the problem is finally well formulated and some useful and very user friendly solutions have been proposed.

M3 - Book chapter

SN - 9780470861547

SP - 87

EP - 108

BT - Risk Measures for the 21st Century

A2 - Szegö, Giorgio

PB - John Wiley and Sons Ltd

CY - Chichester

ER -