Impact of factor models on portfolio risk measures : a structural approach
Marcos Escobar; Tobias Frielingsdorf; Rudi Zagst
| Year of publication: |
2012
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|---|---|
| Authors: | Escobar, Marcos ; Frielingsdorf, Tobias ; Zagst, Rudi |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 8.2012, 2, p. 47-79
|
| Subject: | Kreditrisiko | Credit risk | Portfolio-Investition | Foreign portfolio investment | Risikomaß | Risk measure | 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/10009673647