Improving Hull and White's method of estimating portfolio value-at-risk
Chang-Cheng Changchien, Chu-Hsiung Lin and Hsien-Chueh Peter Yang
| Year of publication: |
2012
|
|---|---|
| Authors: | Changchien, Chang-cheng ; Lin, Chu-Hsiung ; Yang, Hsien-chueh Peter |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 31.2012, 8, p. 706-720
|
| Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | 1996-2006 |
| 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/10009722640