An optimization process in Value-at-Risk estimation
Alex YiHou Huang
| Year of publication: |
2010
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|---|---|
| Authors: | Huang, Alex |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 19.2010, 3, p. 109-116
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| Subject: | Risikomaß | Risk measure | Monte-Carlo-Simulation | Monte Carlo simulation | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | G10 - General Financial Markets. General ; G17 - Financial Forecasting ; G32 - Financing Policy; Capital and Ownership Structure ; C22 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008652920