Analysis of criteria VaR and CVaR
Andrey I. Kibzun, Evgeniy A. Kuznetsov
| Year of publication: |
2006
|
|---|---|
| Authors: | Kibzun, Andrej I. ; Kuznetsov, Evgeniy A. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 2, p. 779-796
|
| Subject: | Portfolio-Management | Portfolio selection | 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/10003291381