Who measured risk as coherent in finance theory
Who measured risk as coherent, in finance theory?
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Artzner et al., in 1997 proposed a set of properties which a measure of risk must satisfy for this to be sensible. This risk measures are termed as coherent.
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In May 1995, Japan Life Insurance Company invested $10,000,000 in pure-discount U.S. bonds while the exchange rate was 80 yen per dollar. The company liquidated the investment one year afterwards for $10,650,000. The exchange rate turned out 110 yen per dollar
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