From value at risk to stress testing : the extreme value approach
François M. Longin
| Year of publication: |
2000
|
|---|---|
| Authors: | Longin, François M. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 24.2000, 7, p. 1097-1130
|
| Subject: | Risiko | Risk | Verlust | Loss | Portfolio-Management | Portfolio selection | Wahrscheinlichkeitsrechnung | Probability theory | Volatilität | Volatility | Theorie | Theory | Finanzkrise | Financial crisis |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of banking & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001483876