Histogram-valued data on value at risk measures : a symbolic approach for risk attribution
Carole Toque and Virginie Terraza
| Year of publication: |
2014
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|---|---|
| Authors: | Toque, Carole ; Terraza, Virginie |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 16/18, p. 1243-1251
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| Subject: | symbolic data analysis | histogram-valued data | internal variation | hedge funds | value at risk | risk information | Risikomaß | Risk measure | Risiko | Risk | Hedgefonds | Hedge fund | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Messung | Measurement | Theorie | Theory |
| 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/10010465633