Effects on risk taking resulting from limiting the value at risk or the lower partial moment one

Guthoff A, Pfingsten A, Wolf J

Publication type

Research article (book contribution)

Peer reviewed

Yes

Publication status

Published

Year

1997

Book title

Beiträge zum 7. Internationalen AFIR-Colloquium

Editor

Institute of Actuaries of Australia

Pages range

355-378

Publisher

Verlag Southwood Press

Place

Sydney

Language

English