Financial Risk Measurement for Financial Risk Management
Year of publication: |
May 2012
|
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Authors: | Andersen, Torben G. |
Other Persons: | Diebold, Francis X. (contributor) ; Christoffersen, Peter F. (contributor) ; Bollerslev, Tim (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Finanzdienstleistung | Financial services | Messung | Measurement | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomanagement | Risk management | Finanzmarkt | Financial market | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w18084 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w18084 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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