An application of the IFM method for the risk assessment of financial instruments
Adrià Pons, Eduard Cristobal-Fransi, Carla Vintrò, Josep Rius, Oriol Querol, Jordi Vilaplana
| Year of publication: |
2023
|
|---|---|
| Authors: | Pons, Adrià ; Cristobal-Fransi, Eduard ; Vintrò, Carla ; Torrento Rius, Josep ; Querol, Oriol ; Vilaplana, Jordi |
| Subject: | Behavioral finance | GARCH | Monte carlo | Risk simulation | Risk tolerance | Smart banking | t-Copula | VaR | Anlageverhalten | Behavioural finance | Monte-Carlo-Simulation | Monte Carlo simulation | Bankrisiko | Bank risk | Risikomanagement | Risk management | Risikomaß | Risk measure | Risiko | Risk | Theorie | Theory | ARCH-Modell | ARCH model | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10208-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014228427