Mark to market value at risk
Year of publication: |
2019
|
---|---|
Authors: | Chen, Yu ; Wang, Zhicheng ; Zhang, Zhengjun |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 208.2019, 1, p. 299-321
|
Subject: | Risk management | Value at risk | Mark to market | Account settlements | Historical simulation | Risikomaß | Risk measure | Risikomanagement | Simulation | Portfolio-Management | Portfolio selection | Risiko | Risk |
-
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander, (2021)
-
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie, (2015)
-
Fries, Christian, (2017)
- More ...
-
Bank fund reallocation and economic growth : evidence from China
Chang, Philip C., (2010)
-
Bank fund reallocation and economic growth: Evidence from China
Chang, Philip C., (2010)
-
Efficiency of China's Carbon Trading Schemes Based on Bootstrap-Dea : A Tale of 7 Pilot Markets
WEI, YIGANG, (2022)
- More ...