Monitored financial equilibria

Article Abstract:

The relationship of equilibria to risk management and its implications on asset pricing are assessed. The usage of general equilibrium as a financial monitoring system with appropriate revisions also examined.

Study and teaching, Equilibrium (Economics)

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Unconditional return disturbances: A non-parametric simulation approach

Article Abstract:

An alternative non-parametric method for historical simulation that can be used in asset pricing and risk management is presented.

Usage, Nonparametric statistics

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Economy-wide bond default rates: a maximum expected utility approach

Article Abstract:

The default rates in financial bonds and usage of expected utility approach for analyzing these rates is presented.

Capital funds & cash flow, Bonds, Bonds (Securities), Valuation

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