Timeline for Is it possible to model general wrong way risk via concentration risk?
Current License: CC BY-SA 3.0
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| Dec 8, 2022 at 23:49 | history | edited | Daneel Olivaw |
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| Aug 20, 2014 at 1:17 | history | edited | user7056 | CC BY-SA 3.0 |
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| Aug 20, 2014 at 1:08 | history | edited | user7056 | CC BY-SA 3.0 |
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| Aug 11, 2014 at 11:06 | history | edited | user7056 | CC BY-SA 3.0 |
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| Aug 1, 2014 at 6:18 | answer | added | lehalle | timeline score: 2 | |
| Jul 31, 2014 at 0:00 | history | edited | user7056 | CC BY-SA 3.0 |
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| Jun 19, 2013 at 8:30 | comment | added | user7056 | Hi @Quartz, I have re-edited the question. | |
| Jun 13, 2013 at 9:47 | history | edited | user7056 | CC BY-SA 3.0 |
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| Dec 13, 2012 at 11:08 | comment | added | Quartz | Could you please explain a bit further what you mean? Of course there can be WWR even with a single market factor, while on the other hand WWR will interact with any market risk. So WWR on concentration risk is necessary but not sufficient, but this is probably not what you're asking for, right? | |
| Dec 6, 2012 at 16:02 | history | tweeted | twitter.com/#!/StackQuant/status/276718229517385728 | ||
| Dec 5, 2012 at 12:53 | history | asked | user7056 | CC BY-SA 3.0 |