Economics, Econometrics and Finance
4 years ago

Optimal Risk Management Strategies Impact Asset Prices in Financial Markets

1 view
Review of Financial Studies
Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices
Suleyman Basak, Alexander Shapiro

Paper Summary

The article discusses how to manage risks in finance using a method called Value-at-Risk. The researchers looked at optimal strategies for managing risks and how they affect asset prices. They found that using Value-at-Risk can help investors make better decisions about their investments.

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