A new approach to stress testing of stock portfolios and its application to the Taiwan stock market
Shen Wang, Soushan Wu and Huimin Chung
| Year of publication: |
2000
|
|---|---|
| Authors: | Wang, Shen ; Wu, Soushan ; Chung, Huimin |
| Published in: |
The Asia Pacific journal of economics and business : APJEB. - Perth, ISSN 1326-8481, ZDB-ID 2071496-8. - Vol. 4.2000, 2, p. 52-73
|
| Subject: | Portfolio-Management | Portfolio selection | Investitionsrisiko | Investment risk | Aktienmarkt | Stock market | Volatilität | Volatility | Schätzung | Estimation | Taiwan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The Asia Pacific journal of economics & business |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001652203