An analysis of portfolio VaR : variance-covariance approach
Poornima B.G. and Y.V. Reddy
| Year of publication: |
July 2017
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|---|---|
| Authors: | Poornima, B. G. ; Reddy, Y. V. |
| Published in: |
The IUP journal of applied finance : IJAF. - Hyderabad : Icfai University Press, ISSN 0972-5105, ZDB-ID 2521131-6. - Vol. 23.2017, 3, p. 63-79
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | VAR-Modell | VAR model | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011750207