Der Range Value at Risk : eine robuste Alternative zum Expected Shortfall
Dr. David Shkel
| Year of publication: |
2021
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|---|---|
| Authors: | Shkel, David Sebastian |
| Published in: |
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung. - München : Beck, ISSN 0340-1650, ZDB-ID 120285-6. - Vol. 50.2021, 12, p. 4-11
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| Subject: | Risikomaße | Range Value at Risk | Expected Shortfall | Historische Simulation | robuste Schätzer |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | German |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012792966