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Preventing Household Bankruptcy: The One-Third Rule in Financial Planning with Mathematical Validation and Game-Theoretic Insights
Aditi Godbole / Ranjeet S. Mudholkar / Zubin Shah
behavioral financeResource overview

Preventing Household Bankruptcy: The One-Third Rule in Financial Planning with Mathematical Validation and Game-Theoretic Insights

Paper2025

by Aditi Godbole, Ranjeet S. Mudholkar, Zubin Shah

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behavioral finance

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  1. Random Variables and Distributions

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  2. Expected Shortfall and Other Tail Risk Measures

    Distinguish a loss quantile from the average loss in the tail.

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  1. VaR Estimation in Practice: Variance-Covariance, Historical Simulation, Monte Carlo

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  2. Backtesting VaR and ES: Coverage Tests and Model Validation

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