Evaluating value-at-risk models with desk-level data
Jeremy Berkowitz; Peter Christoffersen; Denis Pelletier
| Year of publication: |
2011
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|---|---|
| Authors: | Berkowitz, Jeremy ; Christoffersen, Peter F. ; Pelletier, Denis |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 57.2011, 12, p. 2213-2227
|
| Subject: | Risikomaß | Risk measure | Bankgeschäft | Banking services | Gewinn- und Verlustrechnung | Income statement | Auskunftspflicht | Disclosure regulation | Performance-Messung | Performance measurement | Operations Research | Operations research |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009428250