✦ LIBER ✦

COVARIATION OF RISK MEASURES UNDER INFLATION

✍ Scribed by Naval K. Modani; Philip L. Cooley; Rodney L. Roenfeldt

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A risk premium under uncertain inflation

✍ Chen-Chin Chu 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 577 KB

Optimal reinsurance under general risk m

✍ Lesław Gajek; Dariusz Zagrodny 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 145 KB

Dynamic risk measures under model uncert

✍ André Mundt 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 German ⚖ 435 KB

Performance of Core Inflation Measures

✍ C.K. Folkertsma; K. Hubrich 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 340 KB

PERFORMANCE AND SYSTEMATIC RISK STABILIT

✍ A.L. Calvet; J. Lefoll 📂 Article 📅 1981 🏛 John Wiley and Sons 🌐 English ⚖ 529 KB

Consistent estimation of covariation und

✍ Takaki Hayashi; Shigeo Kusuoka 📂 Article 📅 2007 🏛 Springer Netherlands 🌐 English ⚖ 201 KB