Design of Financial Derivatives: Statistical Power does not Ensure Risk Management Power
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More about this item
Keywords
Production; uncertainty; financial derivative; index number; statistical power; risk management;All these keywords.
JEL classification:
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- D29 - Microeconomics - - Production and Organizations - - - Other
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- M11 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Production Management
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2014-07-28 (Risk Management)
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