Evaluation of Value-at-Risk Models Using Historical Data
Year of publication: |
1996-04-01
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Authors: | Hendricks, Darryll |
Institutions: | Federal Reserve Bank <New York, NY> ; London School of Economics and Political Science |
Published in: | |
Subject: | Finanzwirtschaft | corporate finance | Kreditmarkt | Value at Risk | Portfoliomanagement | portfolio management |
Extent: | 225280 bytes 32 p. application/pdf |
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Type of publication: | Article |
Language: | English |
Classification: | Financial theory ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Articles ; No country specification |
Source: | USB Cologne (business full texts) |
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