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Actuarial science / Financial risk / Mathematical finance / Economy / Finance / Money / Value at risk / Risk measure / Arbitrage / Coherent risk measure / Variance / Expected shortfall


Regulatory Arbitrage of Risk Measures Ruodu Wang∗ November 29, 2015 Abstract We introduce regulatory arbitrage of risk measures as one of the key considerations in choosing
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Document Date: 2016-04-24 04:00:21


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