An innovative approach to mitigating horizon mismatch : A multi-resolution investigation of ELSS
Year of publication: |
2016
|
---|---|
Authors: | Chakrabarty, Anindya ; Dubey, Rameshwar ; De, Anupam |
Published in: |
International Journal of Innovation Science. - Emerald Group Publishing Limited, ISSN 1757-2231, ZDB-ID 2504656-1. - Vol. 8.2016, 2, p. 161-180
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Risk analysis | Value-at-risk | Financial innovation | Wavelet transformation | Expected shortfall |
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