GFC-robust risk management strategies under the basel accord
Michael McAleer; Juan-Ángel Jiménez-Martín; Teodosio Pérez-Amaral
| Year of publication: |
2010
|
|---|---|
| Authors: | McAleer, Michael ; Jiménez-Martín, Juan-Ángel ; Pérez Amaral, Teodosio |
| Publisher: |
Rotterdam : Econometric Institute |
| Subject: | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Basler Akkord | Basel Accord | Welt | World | 2008-2009 |
freely available
| Extent: | Online-Ressource (PDF-Datei: 29 S.) graph. Darst. |
|---|---|
| Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. 2010,59 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | GFC = Global Financial Crisis Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:1765/20964 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008664042