Empirical-based versus model-based approaches to Value-at-Risk: an examination of foreign exchange and global equity portfolios
| Year of publication: |
1995
|
|---|---|
| Authors: | Mahoney, James M. |
| Published in: |
Proceedings. - Federal Reserve Board (Board of Governors of the Federal Reserve System). - 1995, p. 199-220
|
| Publisher: |
Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Risk management |
| Type of publication: | Article |
|---|---|
| Notes: | Published in Risk measurement and systemic risk: joint central bank research conference (1995: November 16-17) |
| Source: |
Persistent link: https://www.econbiz.de/10005410612