Conditional value-at-risk : aspects of modeling and estimation
Victor Chernozhukov; Len Umantsev
| Year of publication: |
2001
|
|---|---|
| Authors: | Chernozhukov, Victor ; Umantsev, Len |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 26.2001, 1, p. 271-292
|
| Subject: | Schätzung | Estimation | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Empirical economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001563713