Applying the Cornish-Fisher expansion to value-at-risk estimation in Islamic banking
Hylmun Izhar
| Year of publication: |
August 2015
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|---|---|
| Authors: | Izhar, Hylmun |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 17.2014/2015, 6, p. 51-72
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| Subject: | Cornish-Fisher expansion | value-at-risk | risk exposures | income-generating channel | Islamic banking | Islamisches Finanzsystem | Islamic finance | Risikomaß | Risk measure | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
| 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/10011438927