Coherent risk measures under filtered historical simulation
Year of publication: |
2005
|
---|---|
Authors: | Giannopoulos, Kostas ; Tunaru, Radu |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 29.2005, 4, p. 979-996
|
Saved in:
Saved in favorites
Similar items by person
-
Coherent risk measures under filtered historical simulation
Giannopoulos, Kostas, (2005)
-
Portfolio selection under VaR constraints
Giannopoulos, Kostas, (2005)
-
Coherent risk measures under filtered historical simulation
Giannopoulos, Kostas, (2005)
- More ...