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Individuals

In: THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications

Author

Listed:
  • Robert Jarrow

Abstract

This chapter studies an individual’s risk management problem with respect to their investment portfolio.

Suggested Citation

  • Robert Jarrow, 2017. "Individuals," World Scientific Book Chapters, in: THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications, chapter 10, pages 81-87, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789813147522_0010
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    More about this item

    Keywords

    Risk Management; Derivatives; Value-at-Risk; Funding Risk; Financial Engineering;
    All these keywords.

    JEL classification:

    • G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies

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