Decomposing portfolio value-at-risk: a general analysis
Winfried G. Hallerbach
| Year of publication: |
2004
|
|---|---|
| Authors: | Hallerbach, Winfried G. |
| Published in: |
Innovations in risk management : seminal papers from the Journal of Risk. - London : Risk Books, ISBN 1-904339-28-X. - 2004, p. 279-301
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Statistische Methodenlehre | Statistical theory | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002600334