An Agent-Based Approach to Interbank Market Lending Decisions and Risk Implications.
Anqi LiuCheuk Yin Jeffrey MoMark E. PaddrikSteve Y. YangPublished in: Inf. (2018)
Keyphrases
- decision making
- investment decisions
- black scholes
- risk neutral
- financial crisis
- strategic decisions
- managerial insights
- risk aversion
- risk evaluation
- risk assessment
- portfolio management
- decision makers
- risk averse
- making decisions
- investment strategies
- risk management
- option pricing
- information asymmetry
- sensitivity analysis
- portfolio optimization
- risk analysis
- minimum risk
- market data
- risk factors
- fuzzy numbers
- asset allocation
- high risk
- foreign exchange
- risk sensitive