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

Guthoff A, Pfingsten A, Wolf J

Cite as

Guthoff, A., Pfingsten, A., & Wolf, J. (1997). Effects on risk taking resulting from limiting the value at risk or the lower partial moment one. In Institute of Actuaries of Australia (Ed.), Beiträge zum 7. Internationalen AFIR-Colloquium (pp. 355–378). Sydney: Verlag Southwood Press.

Details

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

Start page
355

End page
378

Publisher
Verlag Southwood Press

Place
Sydney

Language
English