Adjusting covariance matrix for risk management
Philip L.H. Yu, F.C. Ng and Jessica K.W. Ting
| Year of publication: |
2020
|
|---|---|
| Authors: | Yu, Philip L. H. ; Ng, F. C. ; Ting, Jessica K. W. |
| Subject: | Covariance matrix | IFRS 9 | Stress testing | Subjective view | Risikomanagement | Risk management | Korrelation | Correlation | IFRS | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1739737 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012295631