GFC-robust risk management under the Basel accord using extreme value methodologies
Paulo Araújo Santos; Juan-Ángel Jiménez-Martín; Michael McAleer
| Year of publication: |
2011
|
|---|---|
| Authors: | Santos, Paulo Araújo ; Jiménez-Martín, Juan-Ángel ; McAleer, Michael |
| Publisher: |
Rotterdam : Econometric Institute |
| Subject: | Finanzkrise | Financial crisis | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Ausreißer | Outliers | Welt | World | 2008-2010 |
freely available
| Extent: | Online-Ressource (33 S., 200 KB) graph. Darst. |
|---|---|
| Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. 2011-27 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | GFC = Global Financial Crisis Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:1765/25610 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009619356